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
41.2
54.9
-63.1
-2.9
26.4
-57.3
3
AUDUSD
EURJPY41.2
100
88.3
-51.5
-21
54.4
-84.1
71.1
EURJPY
EURUSD54.9
88.3
100
-53.6
-3.4
42.9
-98.4
30
EURUSD
GBPUSD-63.1
-51.5
-53.6
100
57
-80.6
58.4
-25.5
GBPUSD
NZDUSD-2.9
-21
-3.4
57
100
-63.3
6.6
-38.4
NZDUSD
USDCAD26.4
54.4
42.9
-80.6
-63.3
100
-46.6
46.5
USDCAD
USDCHF-57.3
-84.1
-98.4
58.4
6.6
-46.6
100
-23.8
USDCHF
USDJPY3
71.1
30
-25.5
-38.4
46.5
-23.8
100
USDJPY
 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 

hourly correlation

 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 
AUDUSD100
-76.3
-70.5
-29.4
6.2
-73
70
-11
AUDUSD
EURJPY-76.3
100
94.1
57.7
27.1
53
-92.5
9
EURJPY
EURUSD-70.5
94.1
100
58.2
53
40.6
-99.8
-25
EURUSD
GBPUSD-29.4
57.7
58.2
100
40.6
11
-58.6
-6.3
GBPUSD
NZDUSD6.2
27.1
53
40.6
100
-31.5
-55.7
-78.8
NZDUSD
USDCAD-73
53
40.6
11
-31.5
100
-38.9
32.2
USDCAD
USDCHF70
-92.5
-99.8
-58.6
-55.7
-38.9
100
29.1
USDCHF
USDJPY-11
9
-25
-6.3
-78.8
32.2
29.1
100
USDJPY
 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 

daily correlation

 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 
AUDUSD100
-34.2
-18.9
67.3
74.7
-66.4
-28.1
-27.7
AUDUSD
EURJPY-34.2
100
70.6
-50.2
-44.6
40
-41.8
63.7
EURJPY
EURUSD-18.9
70.6
100
-21.1
-4.5
9.2
-81.5
-9.6
EURUSD
GBPUSD67.3
-50.2
-21.1
100
91.2
-88.3
-32.4
-47.6
GBPUSD
NZDUSD74.7
-44.6
-4.5
91.2
100
-86.1
-43.5
-57.6
NZDUSD
USDCAD-66.4
40
9.2
-88.3
-86.1
100
41.6
46
USDCAD
USDCHF-28.1
-41.8
-81.5
-32.4
-43.5
41.6
100
30
USDCHF
USDJPY-27.7
63.7
-9.6
-47.6
-57.6
46
30
100
USDJPY
 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 

weekly correlation

 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 
AUDUSD100
-37.1
-0.3
11.3
52.1
-43
0.3
-52.1
AUDUSD
EURJPY-37.1
100
79.4
70.8
45.4
75.7
-80.2
92.9
EURJPY
EURUSD-0.3
79.4
100
64.3
58.5
62.8
-96.3
51.3
EURUSD
GBPUSD11.3
70.8
64.3
100
84.5
65.5
-77.7
61
GBPUSD
NZDUSD52.1
45.4
58.5
84.5
100
39.5
-68.5
28.5
NZDUSD
USDCAD-43
75.7
62.8
65.5
39.5
100
-70.7
68.5
USDCAD
USDCHF0.3
-80.2
-96.3
-77.7
-68.5
-70.7
100
-54.6
USDCHF
USDJPY-52.1
92.9
51.3
61
28.5
68.5
-54.6
100
USDJPY
 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY