Forex Correlation

The following tables represents the correlation between the various parities of the foreign exchange market.
The correlation coefficient highlights the similarity of the movements between two parities.

If the correlation is high (above 80) and positive then the currencies move in the same way.
If the correlation is high (above 80) and negative then the currencies move in the opposite way.
If the correlation is low (below 60) then the currencies don't move in the same way.

The current template of the correlation matrix was inspired by @Rafael_Nieto on Twitter

excluded

- currency index
- EUR
- USD
- GBP
- CHF
- JPY
- CAD
- AUD
- NZD
- CNH
- DKK
- MXN
- NOK
- PLN
- SEK
- SGD
- ZAR
- TRY
- XAU
- XAG
- XPT
- forex
- AUDCAD
- AUDCHF
- AUDHKD
- AUDJPY
- AUDNZD
- AUDSGD
- AUDUSD
- CADCHF
- CADHKD
- CADJPY
- CADSGD
- CHFHKD
- CHFJPY
- CHFZAR
- EURAUD
- EURCAD
- EURCHF
- EURCZK
- EURDKK
- EURGBP
- EURHKD
- EURHUF
- EURJPY
- EURNOK
- EURNZD
- EURPLN
- EURSEK
- EURSGD
- EURTRY
- EURUSD
- EURZAR
- GBPAUD
- GBPCAD
- GBPCHF
- GBPHKD
- GBPJPY
- GBPNZD
- GBPPLN
- GBPSGD
- GBPUSD
- GBPZAR
- HKDJPY
- NZDCAD
- NZDCHF
- NZDHKD
- NZDJPY
- NZDSGD
- NZDUSD
- SGDCHF
- SGDHKD
- SGDJPY
- TRYJPY
- USDCAD
- USDCHF
- USDCNH
- USDCZK
- USDDKK
- USDHKD
- USDHUF
- USDINR
- USDJPY
- USDMXN
- USDNOK
- USDPLN
- USDSAR
- USDSEK
- USDSGD
- USDTHB
- USDTRY
- USDZAR
- ZARJPY
- index
- AU200
- DE30
- EU50
- FR40
- HK33
- JP225
- NAS100
- NL25
- SG30
- SPX500
- UK100
- US2000
- US30
- commodity
- XAGAUD
- XAGCAD
- XAGCHF
- XAGEUR
- XAGGBP
- XAGHKD
- XAGJPY
- XAGNZD
- XAGSGD
- XAGUSD
- XAUAUD
- XAUCAD
- XAUCHF
- XAUEUR
- XAUGBP
- XAUHKD
- XAUJPY
- XAUNZD
- XAUSGD
- XAUUSD
- XAUXAG
- XCUUSD
- XPDUSD
- XPTUSD
- BCO
- CORN
- NATGAS
- SOYBN
- SUGAR
- WHEAT
- WTICO
- bond
- DE10YB
- UK10YB
- USB02Y
- USB05Y
- USB10Y
- USB30Y

included

- currency index
- EUR
- USD
- GBP
- CHF
- JPY
- CAD
- AUD
- NZD
- CNH
- DKK
- MXN
- NOK
- PLN
- SEK
- SGD
- ZAR
- TRY
- XAU
- XAG
- XPT
- forex
- AUDCAD
- AUDCHF
- AUDHKD
- AUDJPY
- AUDNZD
- AUDSGD
- AUDUSD
- CADCHF
- CADHKD
- CADJPY
- CADSGD
- CHFHKD
- CHFJPY
- CHFZAR
- EURAUD
- EURCAD
- EURCHF
- EURCZK
- EURDKK
- EURGBP
- EURHKD
- EURHUF
- EURJPY
- EURNOK
- EURNZD
- EURPLN
- EURSEK
- EURSGD
- EURTRY
- EURUSD
- EURZAR
- GBPAUD
- GBPCAD
- GBPCHF
- GBPHKD
- GBPJPY
- GBPNZD
- GBPPLN
- GBPSGD
- GBPUSD
- GBPZAR
- HKDJPY
- NZDCAD
- NZDCHF
- NZDHKD
- NZDJPY
- NZDSGD
- NZDUSD
- SGDCHF
- SGDHKD
- SGDJPY
- TRYJPY
- USDCAD
- USDCHF
- USDCNH
- USDCZK
- USDDKK
- USDHKD
- USDHUF
- USDINR
- USDJPY
- USDMXN
- USDNOK
- USDPLN
- USDSAR
- USDSEK
- USDSGD
- USDTHB
- USDTRY
- USDZAR
- ZARJPY
- index
- AU200
- DE30
- EU50
- FR40
- HK33
- JP225
- NAS100
- NL25
- SG30
- SPX500
- UK100
- US2000
- US30
- commodity
- XAGAUD
- XAGCAD
- XAGCHF
- XAGEUR
- XAGGBP
- XAGHKD
- XAGJPY
- XAGNZD
- XAGSGD
- XAGUSD
- XAUAUD
- XAUCAD
- XAUCHF
- XAUEUR
- XAUGBP
- XAUHKD
- XAUJPY
- XAUNZD
- XAUSGD
- XAUUSD
- XAUXAG
- XCUUSD
- XPDUSD
- XPTUSD
- BCO
- CORN
- NATGAS
- SOYBN
- SUGAR
- WHEAT
- WTICO
- bond
- DE10YB
- UK10YB
- USB02Y
- USB05Y
- USB10Y
- USB30Y

Pivot: EURUSD

Download CSV

EURUSD

Daily

4 hours

Hourly

15 min

5 min

	EURUSD	GBPUSD	AUDCAD	AUDUSD	EURCAD	GBPCAD	NZDUSD	AUDNZD	NZDCAD	EURGBP	EURNZD	AUDCHF	EURCHF	GBPNZD	GBPCHF	AUDJPY	NZDCHF	EURJPY	EURAUD	GBPJPY	NZDJPY	USDCAD	GBPAUD	CADCHF	USDCHF	CHFJPY	USDJPY	CADJPY
EURUSD		91	90	85	80	67	56	47	44	38	32	29	18	16	8	1	-1	-7	-15	-18	-25	-32	-32	-34	-37	-39	-63	-66
GBPUSD	91		80	77	71	77	48	46	35	-5	33	39	27	33	27	-1	7	-8	-14	-7	-26	-31	-10	-17	-24	-55	-59	-60
AUDCAD	90	80		88	76	63	63	42	58	37	15	40	20	-1	10	12	10	-9	-36	-19	-16	-22	-49	-29	-30	-44	-58	-64
AUDUSD	85	77	88		43	31	72	48	41	32	0	14	-15	-13	-21	-8	-13	-40	-65	-47	-31	-66	-71	-48	-60	-26	-80	-71
EURCAD	80	71	76	43		91	26	27	48	34	47	51	57	32	46	23	26	35	34	24	-1	32	11	-1	11	-49	-18	-38
GBPCAD	67	77	63	31	91		15	24	39	-9	47	62	68	49	66	22	36	37	38	38	0	37	37	19	28	-64	-10	-30
NZDUSD	56	48	63	72	26	15		-27	85	28	-60	30	4	-68	-2	30	37	-5	-54	-13	33	-47	-59	-13	-26	-13	-36	-23
AUDNZD	47	46	42	48	27	24	-27		-50	10	76	-20	-26	67	-26	-47	-65	-49	-23	-50	-84	-31	-24	-51	-50	-20	-65	-68
NZDCAD	44	35	58	41	48	39	85	-50		27	-54	56	42	-61	34	55	68	36	-14	26	61	8	-25	18	16	-24	3	0
EURGBP	38	-5	37	32	34	-9	28	10	27		6	-17	-17	-33	-38	5	-18	1	-5	-29	-3	-7	-55	-44	-36	28	-21	-24
EURNZD	32	33	15	0	47	47	-60	76	-54	6		-8	12	92	10	-33	-44	-2	47	-3	-62	23	36	-19	-6	-22	-20	-36
AUDCHF	29	39	40	14	51	62	30	-20	56	-17	-8		92	0	90	70	87	63	15	65	54	36	21	76	71	-70	32	25
EURCHF	18	27	20	-15	57	68	4	-26	42	-17	12	92		19	97	66	84	79	53	81	55	62	53	81	84	-62	51	36
GBPNZD	16	33	-1	-13	32	49	-68	67	-61	-33	92	0	19		25	-33	-34	-2	46	8	-57	25	56	0	9	-33	-11	-25
GBPCHF	8	27	10	-21	46	66	-2	-26	34	-38	10	90	97	25		61	83	74	51	82	52	59	62	86	87	-65	53	39
AUDJPY	1	-1	12	-8	23	22	30	-47	55	5	-33	70	66	-33	61		78	86	15	81	88	35	10	64	62	2	67	68
NZDCHF	-1	7	10	-13	26	36	37	-65	68	-18	-44	87	84	-34	83	78		73	23	75	84	43	28	84	80	-44	58	53
EURJPY	-7	-8	-9	-40	35	37	-5	-49	36	1	-2	63	79	-2	74	86	73		63	95	80	67	52	72	79	-2	82	73
EURAUD	-15	-14	-36	-65	34	38	-54	-23	-14	-5	47	15	53	46	51	15	23	63		62	21	77	86	41	59	-6	58	38
GBPJPY	-18	-7	-19	-47	24	38	-13	-50	26	-29	-3	65	81	8	82	81	75	95	62		77	66	67	82	86	-10	85	77
NZDJPY	-25	-26	-16	-31	-1	0	33	-84	61	-3	-62	54	55	-57	52	88	84	80	21	77		39	19	67	66	12	77	79
USDCAD	-32	-31	-22	-66	32	37	-47	-31	8	-7	23	36	62	25	59	35	43	67	77	66	39		68	53	75	-15	70	43
GBPAUD	-32	-10	-49	-71	11	37	-59	-24	-25	-55	36	21	53	56	62	10	28	52	86	67	19	68		57	67	-20	59	43
CADCHF	-34	-17	-29	-48	-1	19	-13	-51	18	-44	-19	76	81	0	86	64	84	72	41	82	67	53	57		96	-42	75	71
USDCHF	-37	-24	-30	-60	11	28	-26	-50	16	-36	-6	71	84	9	87	62	80	79	59	86	66	75	67	96		-37	83	70
CHFJPY	-39	-55	-44	-26	-49	-64	-13	-20	-24	28	-22	-70	-62	-33	-65	2	-44	-2	-6	-10	12	-15	-20	-42	-37		21	34
USDJPY	-63	-59	-58	-80	-18	-10	-36	-65	3	-21	-20	32	51	-11	53	67	58	82	58	85	77	70	59	75	83	21		94
CADJPY	-66	-60	-64	-71	-38	-30	-23	-68	0	-24	-36	25	36	-25	39	68	53	73	38	77	79	43	43	71	70	34	94

	EURUSD	GBPUSD	AUDCAD	AUDUSD	EURCAD	GBPCAD	NZDUSD	AUDNZD	NZDCAD	EURGBP	EURNZD	AUDCHF	EURCHF	GBPNZD	GBPCHF	AUDJPY	NZDCHF	EURJPY	EURAUD	GBPJPY	NZDJPY	USDCAD	GBPAUD	CADCHF	USDCHF	CHFJPY	USDJPY	CADJPY
EURUSD		91	87	94	-7	21	91	20	71	-31	-68	69	-23	-59	8	-1	67	-58	-79	-58	-15	-95	-67	-16	-91	-56	-83	-58
GBPUSD	91		86	88	2	54	89	9	79	-67	-72	59	-37	-44	30	-28	65	-73	-76	-61	-32	-84	-46	-32	-90	-67	-89	-75
AUDCAD	87	86		97	-25	21	87	37	71	-42	-73	85	-24	-58	18	-15	73	-79	-96	-78	-39	-89	-80	-6	-81	-79	-92	-75
AUDUSD	94	88	97		-33	11	92	32	72	-34	-76	84	-25	-67	9	-4	77	-72	-95	-73	-25	-97	-83	-3	-87	-70	-89	-66
EURCAD	-7	2	-25	-33		62	-26	-20	-10	-16	39	-49	7	53	22	-25	-42	21	52	32	-10	38	62	-50	9	21	17	0
GBPCAD	21	54	21	11	62		20	-22	37	-87	-16	-14	-31	30	55	-62	2	-40	0	-13	-41	0	43	-61	-30	-33	-37	-55
NZDUSD	91	89	87	92	-26	20		-7	92	-42	-93	65	-43	-81	0	-14	86	-70	-85	-68	-8	-92	-68	-22	-92	-62	-87	-66
AUDNZD	20	9	37	32	-20	-22	-7		-39	15	31	58	42	26	24	25	-13	-12	-39	-21	-47	-25	-48	48	2	-29	-17	-8
NZDCAD	71	79	71	72	-10	37	92	-39		-53	-95	40	-56	-77	-1	-33	82	-69	-65	-62	-3	-69	-42	-43	-82	-56	-78	-68
EURGBP	-31	-67	-42	-34	-16	-87	-42	15	-53		44	-13	43	-5	-56	62	-29	64	33	36	46	24	-15	46	44	55	57	69
EURNZD	-68	-72	-73	-76	39	-16	-93	31	-95	44		-52	54	87	7	23	-88	70	76	67	0	75	58	24	78	58	77	63
AUDCHF	69	59	85	84	-49	-14	65	58	40	-13	-52		22	-51	33	13	74	-56	-90	-63	-28	-79	-87	47	-46	-70	-68	-47
EURCHF	-23	-37	-24	-25	7	-31	-43	42	-56	43	54	22		36	51	41	-8	44	23	35	8	24	3	83	62	12	40	43
GBPNZD	-59	-44	-58	-67	53	30	-81	26	-77	-5	87	-51	36		38	-8	-82	43	67	55	-25	71	72	2	63	35	55	33
GBPCHF	8	30	18	9	22	55	0	24	-1	-56	7	33	51	38		-21	21	-21	-10	-2	-36	-1	17	33	15	-41	-18	-26
AUDJPY	-1	-28	-15	-4	-25	-62	-14	25	-33	62	23	13	41	-8	-21		-5	69	6	58	74	-7	-25	50	19	61	48	76
NZDCHF	67	65	73	77	-42	2	86	-13	82	-29	-88	74	-8	-82	21	-5		-59	-77	-59	4	-76	-66	17	-58	-62	-69	-51
EURJPY	-58	-73	-79	-72	21	-40	-70	-12	-69	64	70	-56	44	43	-21	69	-59		76	95	71	61	48	26	66	95	94	98
EURAUD	-79	-76	-96	-95	52	0	-85	-39	-65	33	76	-90	23	67	-10	6	-77	76		79	32	90	89	-9	74	76	86	67
GBPJPY	-58	-61	-78	-73	32	-13	-68	-21	-62	36	67	-63	35	55	-2	58	-59	95	79		68	64	65	12	62	92	90	90
NZDJPY	-15	-32	-39	-25	-10	-41	-8	-47	-3	46	0	-28	8	-25	-36	74	4	71	32	68		11	11	12	16	76	56	75
USDCAD	-95	-84	-89	-97	38	0	-92	-25	-69	24	75	-79	24	71	-1	-7	-76	61	90	64	11		82	0	87	58	82	54
GBPAUD	-67	-46	-80	-83	62	43	-68	-48	-42	-15	58	-87	3	72	17	-25	-66	48	89	65	11	82		-32	56	52	62	36
CADCHF	-16	-32	-6	-3	-50	-61	-22	48	-43	46	24	47	83	2	33	50	17	26	-9	12	12	0	-32		49	-2	25	37
USDCHF	-91	-90	-81	-87	9	-30	-92	2	-82	44	78	-46	62	63	15	19	-58	66	74	62	16	87	56	49		50	84	65
CHFJPY	-56	-67	-79	-70	21	-33	-62	-29	-56	55	58	-70	12	35	-41	61	-62	95	76	92	76	58	52	-2	50		89	92
USDJPY	-83	-89	-92	-89	17	-37	-87	-17	-78	57	77	-68	40	55	-18	48	-69	94	86	90	56	82	62	25	84	89		92
CADJPY	-58	-75	-75	-66	0	-55	-66	-8	-68	69	63	-47	43	33	-26	76	-51	98	67	90	75	54	36	37	65	92	92

	EURUSD	GBPUSD	AUDCAD	AUDUSD	EURCAD	GBPCAD	NZDUSD	AUDNZD	NZDCAD	EURGBP	EURNZD	AUDCHF	EURCHF	GBPNZD	GBPCHF	AUDJPY	NZDCHF	EURJPY	EURAUD	GBPJPY	NZDJPY	USDCAD	GBPAUD	CADCHF	USDCHF	CHFJPY	USDJPY	CADJPY
EURUSD		96	85	95	53	-34	87	-38	69	66	-56	65	-9	-72	-63	75	55	8	-68	-22	82	-97	-87	-55	-99	9	-79	-11
GBPUSD	96		89	97	36	-21	93	-53	78	43	-69	75	-12	-79	-45	68	68	-7	-79	-28	86	-98	-87	-41	-96	-4	-85	-22
AUDCAD	85	89		95	31	-15	96	-69	94	36	-85	92	-3	-93	-33	51	86	-34	-93	-54	84	-86	-96	-30	-83	-32	-92	-51
AUDUSD	95	97	95		32	-31	97	-60	86	47	-78	84	-12	-88	-48	64	76	-18	-87	-42	88	-98	-96	-37	-94	-15	-91	-33
EURCAD	53	36	31	32		11	18	26	6	77	17	1	28	-4	-54	52	-13	52	7	23	22	-31	-26	-78	-47	44	-12	21
GBPCAD	-34	-21	-15	-31	11		-26	4	-11	-56	14	-12	27	28	63	-25	-9	-5	20	20	-22	41	41	7	37	-11	25	-10
NZDUSD	87	93	96	97	18	-26		-77	95	32	-90	90	-14	-96	-35	50	89	-36	-94	-55	89	-92	-96	-25	-87	-31	-95	-48
AUDNZD	-38	-53	-69	-60	26	4	-77		-90	19	95	-79	15	88	-9	1	-94	72	83	72	-65	50	65	-16	40	66	76	72
NZDCAD	69	78	94	86	6	-11	95	-90		12	-97	93	-9	-99	-15	30	97	-55	-96	-68	82	-75	-89	-10	-69	-52	-92	-66
EURGBP	66	43	36	47	77	-56	32	19	12		5	9	6	-21	-86	60	-5	46	-7	6	32	-52	-48	-70	-63	43	-27	23
EURNZD	-56	-69	-85	-78	17	14	-90	95	-97	5		-92	15	97	3	-17	-99	67	96	72	-76	68	82	-8	57	61	88	70
AUDCHF	65	75	92	84	1	-12	90	-79	93	9	-92		14	-93	-1	28	95	-57	-96	-68	73	-73	-88	10	-61	-59	-90	-66
EURCHF	-9	-12	-3	-12	28	27	-14	15	-9	6	15	14		13	46	-18	0	-5	14	-7	-24	18	10	39	25	-27	5	-16
GBPNZD	-72	-79	-93	-88	-4	28	-96	88	-99	-21	97	-93	13		25	-33	-95	53	96	69	-83	80	93	11	73	48	93	62
GBPCHF	-63	-45	-33	-48	-54	63	-35	-9	-15	-86	3	-1	46	25		-62	5	-43	13	-9	-40	55	48	82	69	-52	26	-29
AUDJPY	75	68	51	64	52	-25	50	1	30	60	-17	28	-18	-33	-62		15	60	-33	40	75	-69	-54	-61	-76	61	-26	48
NZDCHF	55	68	86	76	-13	-9	89	-94	97	-5	-99	95	0	-95	5	15		-68	-95	-74	73	-65	-81	14	-54	-66	-88	-73
EURJPY	8	-7	-34	-18	52	-5	-36	72	-55	46	67	-57	-5	53	-43	60	-68		56	91	-2	6	30	-53	-8	98	55	94
EURAUD	-68	-79	-93	-87	7	20	-94	83	-96	-7	96	-96	14	96	13	-33	-95	56		66	-79	78	91	0	68	51	92	61
GBPJPY	-22	-28	-54	-42	23	20	-55	72	-68	6	72	-68	-7	69	-9	40	-74	91	66		-17	30	56	-28	20	90	74	96
NZDJPY	82	86	84	88	22	-22	89	-65	82	32	-76	73	-24	-83	-40	75	73	-2	-79	-17		-85	-83	-35	-83	3	-69	-11
USDCAD	-97	-98	-86	-98	-31	41	-92	50	-75	-52	68	-73	18	80	55	-69	-65	6	78	30	-85		90	40	97	2	85	18
GBPAUD	-87	-87	-96	-96	-26	41	-96	65	-89	-48	82	-88	10	93	48	-54	-81	30	91	56	-83	90		30	87	27	92	44
CADCHF	-55	-41	-30	-37	-78	7	-25	-16	-10	-70	-8	10	39	11	82	-61	14	-53	0	-28	-35	40	30		60	-60	13	-31
USDCHF	-99	-96	-83	-94	-47	37	-87	40	-69	-63	57	-61	25	73	69	-76	-54	-8	68	20	-83	97	87	60		-14	77	8
CHFJPY	9	-4	-32	-15	44	-11	-31	66	-52	43	61	-59	-27	48	-52	61	-66	98	51	90	3	2	27	-60	-14		52	95
USDJPY	-79	-85	-92	-91	-12	25	-95	76	-92	-27	88	-90	5	93	26	-26	-88	55	92	74	-69	85	92	13	77	52		68
CADJPY	-11	-22	-51	-33	21	-10	-48	72	-66	23	70	-66	-16	62	-29	48	-73	94	61	96	-11	18	44	-31	8	95	68

	EURUSD	GBPUSD	AUDCAD	AUDUSD	EURCAD	GBPCAD	NZDUSD	AUDNZD	NZDCAD	EURGBP	EURNZD	AUDCHF	EURCHF	GBPNZD	GBPCHF	AUDJPY	NZDCHF	EURJPY	EURAUD	GBPJPY	NZDJPY	USDCAD	GBPAUD	CADCHF	USDCHF	CHFJPY	USDJPY	CADJPY
EURUSD		70	26	64	7	28	50	-10	28	-29	-18	-2	-15	0	11	-4	11	-13	-16	3	3	-35	12	-24	-56	-4	-40	-15
GBPUSD	70		-3	65	-28	36	90	-62	60	-89	-76	-34	-56	-39	23	-42	50	-65	-38	-30	-5	-55	48	-23	-77	-33	-80	-37
AUDCAD	26	-3		9	73	63	-21	36	36	20	34	29	26	41	11	3	-22	6	5	-6	-34	58	-14	-66	10	-10	-2	-39
AUDUSD	64	65	9		-52	-21	66	1	6	-46	-51	11	-61	-41	-29	30	9	-8	-86	22	51	-75	-34	2	-79	29	-26	25
EURCAD	7	-28	73	-52		75	-50	20	32	41	60	9	65	65	38	-26	-19	6	72	-21	-67	91	26	-59	51	-34	4	-55
GBPCAD	28	36	63	-21	75		12	-35	80	-30	-2	-23	21	29	57	-66	24	-51	46	-53	-77	58	68	-73	5	-65	-55	-88
NZDUSD	50	90	-21	66	-50	12		-75	60	-89	-94	-34	-67	-75	8	-43	64	-72	-52	-41	7	-68	36	-7	-78	-33	-81	-30
AUDNZD	-10	-62	36	1	20	-35	-75		-74	77	81	57	35	64	-36	84	-77	89	-7	74	36	23	-78	12	34	70	85	62
NZDCAD	28	60	36	6	32	80	60	-74		-63	-56	-36	-16	-35	44	-81	62	-84	11	-78	-60	19	68	-59	-26	-77	-86	-90
EURGBP	-29	-89	20	-46	41	-30	-89	77	-63		89	44	64	53	-24	54	-60	79	40	42	9	51	-57	15	67	42	81	41
EURNZD	-18	-76	34	-51	60	-2	-94	81	-56	89		38	70	85	-4	47	-68	77	53	48	-8	64	-35	-1	67	36	76	28
AUDCHF	-2	-34	29	11	9	-23	-34	57	-36	44	38		60	21	30	50	9	46	-17	36	24	9	-56	53	52	10	43	33
EURCHF	-15	-56	26	-61	65	21	-67	35	-16	64	70	60		58	59	2	4	35	69	5	-35	67	2	23	90	-26	37	-10
GBPNZD	0	-39	41	-41	65	29	-75	64	-35	53	85	21	58		18	26	-60	54	53	41	-24	60	-1	-20	49	20	50	6
GBPCHF	11	23	11	-29	38	57	8	-36	44	-24	-4	30	59	18		-54	67	-38	44	-38	-53	31	62	15	45	-76	-38	-54
AUDJPY	-4	-42	3	30	-26	-66	-43	84	-81	54	47	50	2	26	-54		-62	90	-42	92	81	-22	-87	36	4	91	84	91
NZDCHF	11	50	-22	9	-19	24	64	-77	62	-60	-68	9	4	-60	67	-62		-71	-5	-61	-24	-22	51	28	-2	-76	-69	-48
EURJPY	-13	-65	6	-8	6	-51	-72	89	-84	79	77	46	35	54	-38	90	-71		3	89	58	11	-71	30	35	81	96	80
EURAUD	-16	-38	5	-86	72	46	-52	-7	11	40	53	-17	69	53	44	-42	-5	3		-26	-63	74	53	-19	65	-40	7	-41
GBPJPY	3	-30	-6	22	-21	-53	-41	74	-78	42	48	36	5	41	-38	92	-61	89	-26		78	-21	-62	33	3	89	81	87
NZDJPY	3	-5	-34	51	-67	-77	7	36	-60	9	-8	24	-35	-24	-53	81	-24	58	-63	78		-64	-66	48	-30	81	53	89
USDCAD	-35	-55	58	-75	91	58	-68	23	19	51	64	9	67	60	31	-22	-22	11	74	-21	-64		19	-45	71	-30	20	-46
GBPAUD	12	48	-14	-34	26	68	36	-78	68	-57	-35	-56	2	-1	62	-87	51	-71	53	-62	-66	19		-31	-4	-74	-69	-75
CADCHF	-24	-23	-66	2	-59	-73	-7	12	-59	15	-1	53	23	-20	15	36	28	30	-19	33	48	-45	-31		31	16	35	60
USDCHF	-56	-77	10	-79	51	5	-78	34	-26	67	67	52	90	49	45	4	-2	35	65	3	-30	71	-4	31		-20	49	-2
CHFJPY	-4	-33	-10	29	-34	-65	-33	70	-77	42	36	10	-26	20	-76	91	-76	81	-40	89	81	-30	-74	16	-20		76	88
USDJPY	-40	-80	-2	-26	4	-55	-81	85	-86	81	76	43	37	50	-38	84	-69	96	7	81	53	20	-69	35	49	76		78
CADJPY	-15	-37	-39	25	-55	-88	-30	62	-90	41	28	33	-10	6	-54	91	-48	80	-41	87	89	-46	-75	60	-2	88	78

	EURUSD	GBPUSD	AUDCAD	AUDUSD	EURCAD	GBPCAD	NZDUSD	AUDNZD	NZDCAD	EURGBP	EURNZD	AUDCHF	EURCHF	GBPNZD	GBPCHF	AUDJPY	NZDCHF	EURJPY	EURAUD	GBPJPY	NZDJPY	USDCAD	GBPAUD	CADCHF	USDCHF	CHFJPY	USDJPY	CADJPY
EURUSD		96	22	92	-41	38	84	-9	21	-81	-46	22	-22	16	48	83	24	69	-56	79	83	-88	27	13	-80	55	-24	79
GBPUSD	96		22	89	-41	50	81	-7	20	-94	-45	15	-31	27	50	87	18	74	-57	88	86	-86	41	5	-82	63	-12	83
AUDCAD	22	22		35	33	47	27	13	60	-22	-25	32	3	-5	21	30	20	9	-41	16	24	2	-21	-19	-13	4	-13	-10
AUDUSD	92	89	35		-60	18	94	-16	36	-77	-70	42	-20	-11	46	83	43	50	-83	66	86	-93	-4	27	-73	42	-39	74
EURCAD	-41	-41	33	-60		53	-63	31	2	36	67	-34	16	41	-14	-41	-43	-5	72	-19	-50	79	33	-56	37	-12	39	-59
GBPCAD	38	50	47	18	53		8	23	17	-60	23	-26	-22	70	31	40	-30	61	15	66	29	2	76	-53	-38	51	37	21
NZDUSD	84	81	27	94	-63	8		-49	56	-69	-86	47	-11	-34	48	71	61	38	-80	54	88	-89	-9	36	-63	29	-47	65
AUDNZD	-9	-7	13	-16	31	23	-49		-69	3	71	-25	-15	69	-17	7	-64	19	18	11	-35	21	15	-32	-3	22	37	0
NZDCAD	21	20	60	36	2	17	56	-69		-17	-72	42	16	-58	29	14	65	-9	-41	2	44	-13	-25	11	-5	-16	-37	-8
EURGBP	-81	-94	-22	-77	36	-60	-69	3	-17		38	-5	38	-38	-48	-83	-8	-72	52	-90	-80	73	-52	5	77	-66	-2	-78
EURNZD	-46	-45	-25	-70	67	23	-86	71	-72	38		-57	-2	70	-34	-40	-78	3	81	-15	-68	65	42	-47	30	5	56	-34
AUDCHF	22	15	32	42	-34	-26	47	-25	42	-5	-57		74	-53	74	13	89	-21	-54	-12	25	-32	-52	86	31	-55	-55	2
EURCHF	-22	-31	3	-20	16	-22	-11	-15	16	38	-2	74		-31	62	-37	63	-39	16	-42	-26	23	-27	72	76	-80	-28	-41
GBPNZD	16	27	-5	-11	41	70	-34	69	-58	-38	70	-53	-31		3	24	-72	57	41	53	-7	10	81	-52	-29	55	58	24
GBPCHF	48	50	21	46	-14	31	48	-17	29	-48	-34	74	62	3		34	66	25	-27	36	42	-40	20	64	7	-20	-25	27
AUDJPY	83	87	30	83	-41	40	71	7	14	-83	-40	13	-37	24	34		10	85	-63	91	91	-77	23	0	-78	75	19	92
NZDCHF	24	18	20	43	-43	-30	61	-64	65	-8	-78	89	63	-72	66	10		-23	-53	-11	38	-38	-46	82	23	-51	-60	4
EURJPY	69	74	9	50	-5	61	38	19	-9	-72	3	-21	-39	57	25	85	-23		-14	95	72	-49	61	-26	-69	86	53	84
EURAUD	-56	-57	-41	-83	72	15	-80	18	-41	52	81	-54	16	41	-27	-63	-53	-14		-32	-67	74	45	-38	47	-17	44	-51
GBPJPY	79	88	16	66	-19	66	54	11	2	-90	-15	-12	-42	53	36	91	-11	95	-32		81	-63	61	-19	-78	84	35	87
NZDJPY	83	86	24	86	-50	29	88	-35	44	-80	-68	25	-26	-7	42	91	38	72	-67	81		-82	16	15	-71	60	0	86
USDCAD	-88	-86	2	-93	79	2	-89	21	-13	73	65	-32	23	10	-40	-77	-38	-49	74	-63	-82		-2	-37	73	-43	36	-83
GBPAUD	27	41	-21	-4	33	76	-9	15	-25	-52	42	-52	-27	81	20	23	-46	61	45	61	16	-2		-44	-34	54	49	31
CADCHF	13	5	-19	27	-56	-53	36	-32	11	5	-47	86	72	-52	64	0	82	-26	-38	-19	15	-37	-44		36	-57	-50	9
USDCHF	-80	-82	-13	-73	37	-38	-63	-3	-5	77	30	31	76	-29	7	-78	23	-69	47	-78	-71	73	-34	36		-86	-1	-77
CHFJPY	55	63	4	42	-12	51	29	22	-16	-66	5	-55	-80	55	-20	75	-51	86	-17	84	60	-43	54	-57	-86		52	76
USDJPY	-24	-12	-13	-39	39	37	-47	37	-37	-2	56	-55	-28	58	-25	19	-60	53	44	35	0	36	49	-50	-1	52		22
CADJPY	79	83	-10	74	-59	21	65	0	-8	-78	-34	2	-41	24	27	92	4	84	-51	87	86	-83	31	9	-77	76	22

The correlation of currencies allows for better evaluation of the risk of a combination of positions. Correlation measures the relationship existing between two currency pairs. For example, it enables us to know whether two currency pairs are going to move in a similar way or not.
Two correlated currencies will have a coefficient close to 100 if they move in the same direction and of -100 if they move in opposite directions. A correlation close to 0 shows that the movements in the two currency pairs are not related.

How is it calculated?

The calculation of the correlation on this site uses the standard formula known as the "Pearson coefficient of correlation". The length of the series is given by the "Num Period" field. For further information about the calculation, you can visit the Wikipedia page: http://en.wikipedia.org/wiki/Correlation_and_dependence

How is the data used?

Management of risks

It may be important to know whether the open positions in a portfolio are correlated. If you have open trades in three currency pairs which are strongly correlated (for example EURUSD, USDCHF and USDNOK), you must anticipate the fact that if one of the positions reaches its stop-loss, then the other two are very likely to also be loss-making positions. In this case, it is important to adjust the size of the positions in order to avoid a serious loss.

Modification of the market

A modification of the correlation, principally over the long-term, may demonstrate that the market is undergoing a change. For example, if EURUSD and GBPUSD are strongly correlated for several months and then de-correlate, that may be a sign that market sentiment concerning the EUR and/or GBP is in the process of changing; one may be seeing the start or end of a trend in one of the two currencies.

Trading tools

Forex Correlation

The following tables represent the correlation between the various parities of the foreign exchange market. The charts give precise details on the correlation between two parities. They show the history and the distribution of the correlation over a given period.

Currency index

The currency index represents the evolution of a currency relative to the entire forex. The index is the average of one currency compared to others. The chart representation makes it easy to view trends by currency.

Forex Volatility

Table of the volatility for several currency pairs. The volatility is given in pip and dollar.

Global view on Financial markets

Configure your layout by displaying up to 8 charts simultaneously.

price distribution

The charts below show many types of price distribution. Every graph is updated in real time.

Pivot points

Pivot points calculator. Table of the pivot points calculated on the major forex pairs

Position sizing

Position sizing calculator. The tool gives the best size of the position for forex trading.

Pip value

Table of the value for the currency pair. The pip value of forex pairs is calculated in real time.

Value At Risk (VaR)

Value at risk (VaR) is a tool to measure the risk of loss on a portfolio. Our interactive tool allows you to measure VaR in forex.

Martingale

Test our martingale simulator.