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Currency Correlations
The correlation coefficient show the moves similarity between pairs.
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.
supplied by www.matef.net
5 Days
|
|
|
|
|
|
|
|
|
|
|
|
EUR-USD |
- |
80- |
71+ |
98- |
55- |
40+ |
69- |
52- |
78- |
74- |
|
USD-JPY |
80- |
- |
93- |
87+ |
28+ |
42- |
99+ |
79+ |
- |
82+ |
|
GBP-USD |
71+ |
93- |
- |
76- |
02+ |
22+ |
93- |
69- |
90- |
55- |
|
USD-CHF |
98- |
87+ |
76- |
- |
60+ |
56- |
78+ |
69+ |
86+ |
81+ |
|
USD-CAD |
55- |
28+ |
02+ |
60+ |
- |
80- |
19+ |
46+ |
31+ |
69+ |
|
AUD-USD |
40+ |
42- |
22+ |
56- |
80- |
- |
40- |
82- |
44- |
61- |
|
EUR-JPY |
69- |
99+ |
93- |
78+ |
19+ |
40- |
- |
81+ |
99+ |
79+ |
|
EUR-CHF |
52- |
79+ |
69- |
69+ |
46+ |
82- |
81+ |
- |
79+ |
70+ |
|
USD-NOK |
78- |
- |
90- |
86+ |
31+ |
44- |
99+ |
79+ |
- |
86+ |
|
GBP-JPY |
74- |
82+ |
55- |
81+ |
69+ |
61- |
79+ |
70+ |
86+ |
- |
|
CHF-JPY |
70- |
98+ |
94- |
77+ |
14+ |
33- |
- |
76+ |
98+ |
77+ |
|
USD-PLN |
37- |
81+ |
76- |
54+ |
15+ |
58- |
88+ |
93+ |
82+ |
63+ |
|
EUR-GBP |
43- |
81+ |
94- |
51+ |
28- |
09- |
86+ |
64+ |
78+ |
36+ |
|
EUR-CZK |
44- |
07+ |
20+ |
46+ |
97+ |
73- |
04- |
29+ |
09+ |
48+ |
|
USD-DKK |
100- |
81+ |
70- |
98+ |
58+ |
45- |
70+ |
55+ |
79+ |
77+ |
|
USD-THB |
71+ |
95- |
99+ |
78- |
05- |
31+ |
95- |
76- |
92- |
60- |
|
USD-SGD |
56- |
61+ |
27- |
64+ |
79+ |
65- |
58+ |
59+ |
66+ |
95+ |
|
NZD-USD |
28- |
48+ |
73- |
22+ |
64- |
50+ |
50+ |
05+ |
43+ |
03- |
|
EUR-NZD |
50+ |
64- |
84+ |
45- |
44+ |
34- |
64- |
19- |
60- |
16- |
|
USD-SEK |
31- |
15- |
41+ |
28+ |
88+ |
52- |
27- |
01+ |
13- |
31+ |
|
AUD-JPY |
67- |
86+ |
90- |
66+ |
13- |
09+ |
86+ |
40+ |
85+ |
56+ |
|
EUR-NOK |
54+ |
07+ |
10- |
40- |
48- |
07+ |
24+ |
23+ |
11+ |
04- |
|
EUR-AUD |
13+ |
01+ |
16+ |
06+ |
56+ |
86- |
04+ |
60+ |
03+ |
23+ |
|
EUR-PLN |
16+ |
20- |
07- |
32- |
81- |
94+ |
21- |
66- |
24- |
54- |
|
USD-HKD |
72- |
20+ |
02- |
62+ |
74+ |
28- |
04+ |
00+ |
20+ |
46+ |
|
EUR-DKK |
84- |
63+ |
66- |
73+ |
09+ |
16+ |
53+ |
10+ |
60+ |
44+ |
|
USD-CZK |
84- |
90+ |
74- |
84+ |
40+ |
28- |
86+ |
54+ |
92+ |
90+ |
|
USD-ZAR |
12+ |
49- |
73+ |
12- |
69+ |
41- |
56- |
18- |
46- |
02+ |
|
EUR-CAD |
12- |
11- |
42+ |
18+ |
89+ |
71- |
17- |
23+ |
07- |
40+ |
|
GBP-CHF |
38+ |
76- |
92+ |
44- |
38+ |
02- |
81- |
54- |
72- |
28- |
|
EUR-SEK |
40- |
32+ |
61- |
37+ |
32- |
11+ |
28+ |
17+ |
24+ |
20- |
|
USD-HUF |
43- |
81+ |
91- |
47+ |
34- |
09+ |
85+ |
48+ |
79+ |
40+ |
|
EUR-HUF |
36- |
68+ |
89- |
38+ |
48- |
17+ |
72+ |
40+ |
63+ |
15+ |
|
XAU-USD |
30- |
46+ |
74- |
34+ |
40- |
00+ |
47+ |
40+ |
39+ |
11- | |
20 Days
|
|
|
|
|
|
|
|
|
|
|
|
EUR-USD |
- |
62- |
75+ |
81- |
20- |
06+ |
21- |
13+ |
70- |
16- |
|
USD-JPY |
62- |
- |
08- |
11+ |
53- |
67+ |
89+ |
74- |
01- |
85+ |
|
GBP-USD |
75+ |
08- |
- |
94- |
59- |
61+ |
33+ |
47- |
85- |
46+ |
|
USD-CHF |
81- |
11+ |
94- |
- |
64+ |
62- |
33- |
48+ |
93+ |
40- |
|
USD-CAD |
20- |
53- |
59- |
64+ |
- |
89- |
77- |
78+ |
71+ |
78- |
|
AUD-USD |
06+ |
67+ |
61+ |
62- |
89- |
- |
87+ |
95- |
68- |
92+ |
|
EUR-JPY |
21- |
89+ |
33+ |
33- |
77- |
87+ |
- |
85- |
41- |
97+ |
|
EUR-CHF |
13+ |
74- |
47- |
48+ |
78+ |
95- |
85- |
- |
53+ |
91- |
|
USD-NOK |
70- |
01- |
85- |
93+ |
71+ |
68- |
41- |
53+ |
- |
46- |
|
GBP-JPY |
16- |
85+ |
46+ |
40- |
78- |
92+ |
97+ |
91- |
46- |
- |
|
CHF-JPY |
19- |
88+ |
38+ |
38- |
80- |
92+ |
99+ |
92- |
46- |
98+ |
|
USD-PLN |
70- |
68+ |
42- |
41+ |
09- |
24+ |
46+ |
35- |
24+ |
39+ |
|
EUR-GBP |
03+ |
61- |
64- |
48+ |
65+ |
85- |
74- |
85+ |
47+ |
88- |
|
EUR-CZK |
41+ |
10+ |
59+ |
50- |
40- |
31+ |
37+ |
23- |
38- |
41+ |
|
USD-DKK |
100- |
56+ |
80- |
85+ |
27+ |
14- |
13+ |
04- |
75+ |
08+ |
|
USD-THB |
46- |
93+ |
13+ |
12- |
68- |
83+ |
90+ |
88- |
25- |
89+ |
|
USD-SGD |
66- |
94+ |
10- |
13+ |
49- |
67+ |
80+ |
76- |
01- |
79+ |
|
NZD-USD |
18- |
80+ |
35+ |
38- |
78- |
94+ |
89+ |
91- |
50- |
90+ |
|
EUR-NZD |
46+ |
91- |
10- |
11+ |
65+ |
83- |
87- |
86+ |
25+ |
86- |
|
USD-SEK |
95- |
49+ |
75- |
83+ |
27+ |
17- |
07+ |
01- |
69+ |
04+ |
|
AUD-JPY |
34- |
93+ |
26+ |
24- |
76- |
90+ |
97+ |
91- |
34- |
96+ |
|
EUR-NOK |
22+ |
75- |
28- |
33+ |
73+ |
85- |
81- |
87+ |
54+ |
81- |
|
EUR-AUD |
43+ |
91- |
19- |
17+ |
71+ |
88- |
89- |
92+ |
28+ |
91- |
|
EUR-PLN |
40- |
50+ |
06- |
19+ |
16- |
35+ |
40+ |
27- |
04+ |
41+ |
|
USD-HKD |
51- |
84+ |
04- |
06+ |
54- |
61+ |
76+ |
67- |
12- |
73+ |
|
EUR-DKK |
12- |
58- |
68- |
66+ |
80+ |
94- |
80- |
94+ |
68+ |
88- |
|
USD-CZK |
72- |
75+ |
42- |
39+ |
22- |
25+ |
53+ |
40- |
27+ |
45+ |
|
USD-ZAR |
34+ |
59- |
18+ |
15- |
26+ |
28- |
55- |
26+ |
16- |
43- |
|
EUR-CAD |
74+ |
91- |
25+ |
27- |
52+ |
56- |
71- |
64+ |
13- |
67- |
|
GBP-CHF |
14+ |
05+ |
53+ |
20- |
09- |
21+ |
14+ |
13- |
13- |
32+ |
|
EUR-SEK |
12+ |
30- |
18- |
13+ |
21+ |
25- |
31- |
39+ |
03+ |
36- |
|
USD-HUF |
53- |
83+ |
09- |
10+ |
47- |
53+ |
74+ |
62- |
00+ |
69+ |
|
EUR-HUF |
10+ |
52+ |
52+ |
46- |
61- |
65+ |
71+ |
63- |
45- |
74+ |
|
XAU-USD |
22+ |
50+ |
54+ |
56- |
77- |
70+ |
76+ |
63- |
54- |
74+ |
|
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