Forex Correlación

Táboa de Correlations

As táboas seguintes representan a correlación entre as paridade diferentes do mercado de cambio. O coeficiente de correlación destaca a semellanza entre os movementos entre as dúas paridade.

  • Se a correlación é alta e positiva, entón as moedas están movendo na mesma forma.
  • Se a correlación é alta e negativa, a continuación, as moedas están movendo na dirección oposta.
  • Se a correlación é baixa, as moedas non se moven da mesma maneira.
Num.periods

5min correlation

 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 
AUDUSD100
-59.4
46.1
51.3
73.6
-26.5
-46.5
-88
AUDUSD
EURJPY-59.4
100
-7.3
-77.8
-34.5
71.3
9.6
78.4
EURJPY
EURUSD46.1
-7.3
100
19.3
42.4
31.5
-71
-36.8
EURUSD
GBPUSD51.3
-77.8
19.3
100
6.6
-52.8
-24.6
-57.8
GBPUSD
NZDUSD73.6
-34.5
42.4
6.6
100
-5.1
-23.6
-59.9
NZDUSD
USDCAD-26.5
71.3
31.5
-52.8
-5.1
100
-26.1
43.8
USDCAD
USDCHF-46.5
9.6
-71
-24.6
-23.6
-26.1
100
40.7
USDCHF
USDJPY-88
78.4
-36.8
-57.8
-59.9
43.8
40.7
100
USDJPY
 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 

hourly correlation

 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 
AUDUSD100
20.1
79.5
88.6
97.1
-89.3
-82.7
-85.6
AUDUSD
EURJPY20.1
100
63.3
50.5
29.5
-33.8
-56.4
-4.3
EURJPY
EURUSD79.5
63.3
100
95.3
82.5
-88.7
-93.9
-78.5
EURUSD
GBPUSD88.6
50.5
95.3
100
88.3
-94.9
-94
-82.1
GBPUSD
NZDUSD97.1
29.5
82.5
88.3
100
-84.7
-81.8
-81.9
NZDUSD
USDCAD-89.3
-33.8
-88.7
-94.9
-84.7
100
90.2
87
USDCAD
USDCHF-82.7
-56.4
-93.9
-94
-81.8
90.2
100
78
USDCHF
USDJPY-85.6
-4.3
-78.5
-82.1
-81.9
87
78
100
USDJPY
 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 

daily correlation

 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 
AUDUSD100
77.8
83.7
84.1
-8
-81.1
-79.6
-14.3
AUDUSD
EURJPY77.8
100
96.4
85.7
-50.7
-64.4
-89.3
22.6
EURJPY
EURUSD83.7
96.4
100
84.7
-31.8
-72.5
-93.8
-4
EURUSD
GBPUSD84.1
85.7
84.7
100
-44.8
-79.9
-84.4
11.9
GBPUSD
NZDUSD-8
-50.7
-31.8
-44.8
100
-84.7
-81.8
-81.9
NZDUSD
USDCAD-81.1
-64.4
-72.5
-79.9
-84.7
100
90.2
87
USDCAD
USDCHF-79.6
-89.3
-93.8
-84.4
28.2
84.2
100
8.1
USDCHF
USDJPY-14.3
22.6
-4
11.9
-74.1
24
8.1
100
USDJPY
 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 

weekly correlation

 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 
AUDUSD100
37
95.8
94.6
94.4
-95.8
-38.6
-92.8
AUDUSD
EURJPY37
100
55.7
36.9
29.3
-54.7
20.6
-6.7
EURJPY
EURUSD95.8
55.7
100
94.7
90
-96.5
-31.3
-86.5
EURUSD
GBPUSD94.6
36.9
94.7
100
88.7
-91.8
-42.5
-91.3
GBPUSD
NZDUSD94.4
29.3
90
88.7
100
-89.2
-39.2
-89.9
NZDUSD
USDCAD-95.8
-54.7
-96.5
-91.8
-89.2
100
24.7
83.1
USDCAD
USDCHF-38.6
20.6
-31.3
-42.5
-39.2
24.7
100
49.9
USDCHF
USDJPY-92.8
-6.7
-86.5
-91.3
-89.9
83.1
49.9
100
USDJPY
 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY