Taula de correlacions
Els següents quadres expressen la relació entre les paritats diversos sectors del mercat de divises. El coeficient de correlació destaca la similitud dels moviments de les paritats entre les dues.
- Si la correlació és alta i positiva, llavors les monedes es mouen en la mateixa forma.
- Si la correlació és alta i negativa, llavors les monedes s'estan movent en la direcció contrària.
- Si la correlació és baixa les monedes no es mouen en la mateixa forma.
5min correlation
| | AUDUSD | EURJPY | EURUSD | GBPUSD | NZDUSD | USDCAD | USDCHF | USDJPY | | |
| AUDUSD | 100 | 41.8 | 74.7 | 39.8 | 64.7 | -77.5 | -46.7 | 18 | AUDUSD |
| EURJPY | 41.8 | 100 | 60 | -18.6 | 43.1 | -60.3 | 9.3 | 93.9 | EURJPY |
| EURUSD | 74.7 | 60 | 100 | 48.2 | 70.6 | -87.3 | -56.8 | 29.1 | EURUSD |
| GBPUSD | 39.8 | -18.6 | 48.2 | 100 | 15.8 | -46 | -87.2 | -43.1 | GBPUSD |
| NZDUSD | 64.7 | 43.1 | 70.6 | 15.8 | 100 | -59.6 | -25.8 | 21.7 | NZDUSD |
| USDCAD | -77.5 | -60.3 | -87.3 | -46 | -59.6 | 100 | 58.3 | -34.6 | USDCAD |
| USDCHF | -46.7 | 9.3 | -56.8 | -87.2 | -25.8 | 58.3 | 100 | 35.4 | USDCHF |
| USDJPY | 18 | 93.9 | 29.1 | -43.1 | 21.7 | -34.6 | 35.4 | 100 | USDJPY |
| | AUDUSD | EURJPY | EURUSD | GBPUSD | NZDUSD | USDCAD | USDCHF | USDJPY | |
hourly correlation
| | AUDUSD | EURJPY | EURUSD | GBPUSD | NZDUSD | USDCAD | USDCHF | USDJPY | | |
| AUDUSD | 100 | 12.1 | 46.5 | 36.4 | 89.2 | -70.7 | -21.6 | -11.9 | AUDUSD |
| EURJPY | 12.1 | 100 | -32.1 | -58 | -12.4 | 26.6 | 72.9 | 90.5 | EURJPY |
| EURUSD | 46.5 | -32.1 | 100 | 88.9 | 76.5 | -82.4 | -84.9 | -69.3 | EURUSD |
| GBPUSD | 36.4 | -58 | 88.9 | 100 | 70.1 | -77.6 | -90.9 | -84 | GBPUSD |
| NZDUSD | 89.2 | -12.4 | 76.5 | 70.1 | 100 | -89.8 | -56.5 | -44 | NZDUSD |
| USDCAD | -70.7 | 26.6 | -82.4 | -77.6 | -89.8 | 100 | 69 | 57.5 | USDCAD |
| USDCHF | -21.6 | 72.9 | -84.9 | -90.9 | -56.5 | 69 | 100 | 93.5 | USDCHF |
| USDJPY | -11.9 | 90.5 | -69.3 | -84 | -44 | 57.5 | 93.5 | 100 | USDJPY |
| | AUDUSD | EURJPY | EURUSD | GBPUSD | NZDUSD | USDCAD | USDCHF | USDJPY | |
daily correlation
| | AUDUSD | EURJPY | EURUSD | GBPUSD | NZDUSD | USDCAD | USDCHF | USDJPY | | |
| AUDUSD | 100 | -67.2 | 20.2 | 12.2 | 75.4 | -29.4 | -77.7 | -79.8 | AUDUSD |
| EURJPY | -67.2 | 100 | 46.7 | 37 | -13.7 | 0.4 | 19.8 | 96.8 | EURJPY |
| EURUSD | 20.2 | 46.7 | 100 | 79.7 | 67.1 | -41.1 | -72.4 | 22.9 | EURUSD |
| GBPUSD | 12.2 | 37 | 79.7 | 100 | 66.1 | -72 | -54.7 | 18 | GBPUSD |
| NZDUSD | 75.4 | -13.7 | 67.1 | 66.1 | 100 | -57.4 | -88.9 | -34.4 | NZDUSD |
| USDCAD | -29.4 | 0.4 | -41.1 | -72 | -57.4 | 100 | 40.1 | 12.4 | USDCAD |
| USDCHF | -77.7 | 19.8 | -72.4 | -54.7 | -88.9 | 40.1 | 100 | 42.4 | USDCHF |
| USDJPY | -79.8 | 96.8 | 22.9 | 18 | -34.4 | 12.4 | 42.4 | 100 | USDJPY |
| | AUDUSD | EURJPY | EURUSD | GBPUSD | NZDUSD | USDCAD | USDCHF | USDJPY | |
weekly correlation
| | AUDUSD | EURJPY | EURUSD | GBPUSD | NZDUSD | USDCAD | USDCHF | USDJPY | | |
| AUDUSD | 100 | -20.2 | 11.3 | 39.4 | 40 | -50.4 | -28.4 | -27.1 | AUDUSD |
| EURJPY | -20.2 | 100 | 69.7 | -55.7 | 71.9 | 47.2 | -42.9 | 98.1 | EURJPY |
| EURUSD | 11.3 | 69.7 | 100 | 9.2 | 74.6 | -11.1 | -91 | 54.4 | EURUSD |
| GBPUSD | 39.4 | -55.7 | 9.2 | 100 | -10 | -87.8 | -35.9 | -67.5 | GBPUSD |
| NZDUSD | 40 | 71.9 | 74.6 | -10 | 100 | -4.2 | -65.1 | 63.8 | NZDUSD |
| USDCAD | -50.4 | 47.2 | -11.1 | -87.8 | -4.2 | 100 | 30.7 | 58.1 | USDCAD |
| USDCHF | -28.4 | -42.9 | -91 | -35.9 | -65.1 | 30.7 | 100 | -25.6 | USDCHF |
| USDJPY | -27.1 | 98.1 | 54.4 | -67.5 | 63.8 | 58.1 | -25.6 | 100 | USDJPY |
| | AUDUSD | EURJPY | EURUSD | GBPUSD | NZDUSD | USDCAD | USDCHF | USDJPY | |
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