Forex Correlation

Currency AUDCAD AUDJPY AUDNZD EURAUD EURJPY EURUSD GBPJPY GBPUSD USDCAD USDJPY
AUDCAD 100.0% -19.0% -58.4% -74.3% -62.4% 64.8% 4.9% 68.4% -65.6% -76.3%
AUDCHF 67.5% -2.8% -82.6% -86.8% -58.1% 72.3% 34.5% 82.3% -89.4% -78.1%
AUDJPY -19.0% 100.0% 11.7% 1.1% 76.3% -8.1% 62.3% -19.9% 0.1% 52.7%
AUDNZD -58.4% 11.7% 100.0% 67.3% 52.1% -87.1% -44.6% -90.7% 92.4% 82.3%
AUDSGD 80.9% 2.2% -84.4% -88.4% -55.4% 83.8% 41.3% 89.6% -95.6% -82.7%
AUDUSD 79.4% -6.3% -89.9% -82.6% -58.1% 90.7% 43.0% 95.2% -97.9% -88.1%
CADCHF 36.4% 6.0% -75.9% -73.2% -42.7% 59.8% 41.5% 70.6% -81.0% -61.3%
CADJPY -54.0% 92.9% 31.8% 29.1% 89.0% -31.2% 51.8% -42.8% 24.7% 73.9%
CHFJPY -62.4% 66.4% 69.3% 65.6% 92.5% -59.0% 14.5% -74.2% 66.8% 92.2%
CHFSGD -12.1% 10.5% 40.9% 42.9% 35.7% -18.2% -6.2% -31.1% 36.7% 33.5%
EURAUD -74.3% 1.1% 67.3% 100.0% 65.5% -51.3% -13.0% -67.0% 78.5% 71.2%
EURCAD -32.6% -12.4% 52.7% 87.5% 47.3% -25.4% -14.9% -44.9% 63.3% 45.2%
EURCHF 23.2% -3.3% -63.7% -23.9% -17.7% 66.5% 48.5% 63.1% -60.6% -48.7%
EURCZK -42.4% -19.7% 39.7% 8.4% -10.0% -50.3% -30.4% -32.3% 34.0% 21.6%
EURGBP -66.0% 26.0% 87.0% 75.2% 68.1% -83.4% -41.0% -96.4% 91.8% 90.6%
EURHUF -30.9% -16.7% 61.2% 30.4% 6.7% -64.8% -38.7% -52.1% 60.5% 40.3%
EURJPY -62.4% 76.3% 52.1% 65.5% 100.0% -39.0% 38.8% -58.2% 50.6% 85.7%
EURMXN 41.3% -35.5% -75.1% -34.7% -49.0% 87.0% 37.4% 86.2% -77.4% -79.7%
EURNOK -65.4% -5.2% 77.1% 94.6% 57.2% -60.0% -30.6% -74.1% 85.2% 70.9%
EURNZD -73.2% 5.9% 89.2% 93.5% 64.8% -73.2% -29.6% -84.4% 92.4% 82.9%
EURPLN -45.0% -26.0% 65.3% 46.9% 10.3% -62.8% -37.6% -52.5% 64.8% 41.8%
EURSEK -58.6% 26.9% 85.5% 62.2% 60.4% -90.4% -39.1% -94.9% 91.5% 89.1%
EURSGD 18.9% 7.6% -42.4% 16.3% 16.6% 73.1% 61.5% 53.2% -43.0% -29.9%
EURTRY 44.9% 20.0% -59.9% -17.2% 4.3% 83.1% 66.1% 66.8% -63.4% -43.7%
EURUSD 64.8% -8.1% -87.1% -51.3% -39.0% 100.0% 56.4% 95.0% -91.0% -80.9%
EURZAR -78.4% 34.1% 69.5% 88.2% 82.9% -55.7% 5.1% -71.2% 73.2% 84.3%
GBPAUD 27.1% -39.0% -65.5% -16.5% -40.0% 75.5% 47.7% 80.0% -62.0% -67.7%
GBPCAD 62.3% -39.6% -76.9% -43.5% -57.9% 87.5% 40.5% 92.6% -76.9% -85.9%
GBPCHF 58.5% -22.4% -88.4% -65.9% -59.4% 86.8% 47.0% 95.7% -91.1% -86.8%
GBPJPY 4.9% 62.3% -44.6% -13.0% 38.8% 56.4% 100.0% 48.9% -52.6% -7.2%
GBPMXN 56.2% -33.9% -85.3% -57.4% -62.6% 90.0% 40.3% 96.4% -89.1% -90.4%
GBPNOK -8.3% -48.9% -5.1% 42.9% -9.2% 28.1% 11.6% 24.3% 1.3% -20.9%
GBPNZD -22.2% -38.8% 13.0% 45.2% -0.2% 12.9% 19.2% 15.1% 10.2% -7.0%
GBPSEK 36.5% -7.3% -31.4% -51.3% -38.8% 12.6% 16.0% 34.3% -30.6% -32.8%
GBPSGD 63.0% -22.0% -87.8% -61.5% -56.3% 93.2% 51.6% 99.2% -92.2% -88.3%
GBPTRY 67.8% -15.1% -89.0% -65.7% -53.8% 94.2% 53.3% 99.1% -94.3% -87.3%
GBPUSD 68.4% -19.9% -90.7% -67.0% -58.2% 95.0% 48.9% 100.0% -95.3% -90.5%
NOKJPY 8.8% 84.4% -31.8% -38.8% 38.8% 26.0% 73.6% 22.4% -42.7% 9.3%
NOKSEK 24.9% 35.0% -11.5% -59.9% -12.4% -16.2% -0.7% -1.9% -16.2% 0.1%
NZDCAD 83.9% -16.8% -93.2% -78.2% -63.1% 87.3% 31.6% 91.3% -91.1% -89.4%
NZDCHF 67.1% -6.9% -92.9% -82.9% -58.7% 81.2% 39.5% 89.2% -94.4% -83.4%
NZDJPY 17.7% 80.9% -48.9% -38.8% 36.2% 44.2% 80.9% 36.0% -54.4% -2.3%
NZDUSD 75.3% -8.7% -94.7% -79.9% -58.1% 91.6% 43.7% 95.9% -98.3% -88.6%
SEKJPY -13.9% 62.9% -25.8% 14.0% 56.8% 46.8% 86.4% 28.5% -33.9% 10.1%
SGDJPY -68.9% 73.6% 66.0% 61.0% 95.0% -62.6% 19.1% -75.4% 64.8% 95.6%
USDCAD -65.6% 0.1% 92.4% 78.5% 50.6% -91.0% -52.6% -95.3% 100.0% 83.6%
USDCHF -69.2% 7.4% 71.2% 51.2% 38.5% -86.2% -42.1% -82.0% 78.5% 72.7%
USDCNH -67.7% 20.5% 92.2% 71.5% 61.6% -92.6% -43.2% -98.2% 96.2% 91.4%
USDCZK -65.4% 2.6% 85.6% 48.1% 32.8% -98.9% -57.2% -91.3% 88.0% 76.3%
USDHUF -53.0% -5.4% 82.3% 45.7% 25.1% -91.2% -53.5% -81.7% 84.1% 67.0%
USDJPY -76.3% 52.7% 82.3% 71.2% 85.7% -80.9% -7.2% -90.5% 83.6% 100.0%
USDMXN -24.6% -58.6% -6.1% 15.5% -34.2% 8.6% -19.5% 15.2% -4.3% -26.2%
USDNOK -72.2% -0.4% 90.9% 84.3% 54.0% -86.3% -47.7% -92.7% 97.9% 83.3%
USDPLN -63.5% -4.5% 87.6% 54.8% 31.7% -95.9% -55.9% -88.7% 90.3% 74.0%
USDRUB - - - - - - - - - -
USDSEK -63.1% 16.8% 88.8% 58.6% 50.3% -97.7% -50.1% -97.5% 93.9% 86.8%
USDSGD -74.6% 12.9% 92.7% 74.4% 57.6% -94.5% -44.8% -97.6% 97.4% 89.9%
USDTHB -73.5% 5.6% 89.2% 75.9% 53.2% -81.9% -38.2% -86.0% 88.8% 80.1%
USDTRY -64.7% 26.6% 88.6% 65.5% 62.2% -90.7% -37.9% -95.4% 91.8% 90.5%
USDZAR -80.9% 22.6% 89.2% 79.5% 68.4% -88.5% -30.5% -94.5% 93.6% 93.3%
XAGAUD 3.3% -34.1% 17.0% 35.8% -2.6% 6.2% -17.2% -2.4% 18.2% -4.3%
XAGEUR 33.1% -36.8% -8.7% -1.5% -28.7% 27.1% -13.1% 24.0% -11.8% -32.9%
XAGUSD 53.9% -33.0% -43.8% -22.9% -39.6% 63.7% 13.0% 59.2% -47.7% -60.5%
XAUAUD -3.3% -50.1% -9.8% 15.1% -28.4% 0.1% -23.1% 6.1% 8.4% -17.8%
XAUCHF 60.6% -29.3% -81.7% -72.2% -68.9% 66.9% 19.3% 79.3% -78.3% -81.8%
XAUEUR 61.5% -34.1% -63.6% -75.6% -74.8% 43.5% -4.5% 60.9% -61.2% -72.4%
XAUGBP -28.6% 1.5% 55.7% 26.2% 17.8% -72.1% -62.2% -72.0% 65.0% 51.9%
XAUJPY -24.1% 75.9% 5.7% 12.3% 65.1% -9.3% 53.1% -18.2% 6.4% 46.4%
XAUUSD 74.7% -24.3% -89.7% -73.7% -66.0% 86.7% 32.4% 93.1% -90.6% -90.8%
XPDUSD 30.9% 8.7% 2.8% 14.7% 16.1% 26.1% 10.8% 8.6% -2.5% -3.9%
XPTUSD 54.4% -12.1% -47.5% -21.6% -22.8% 66.0% 26.9% 56.9% -48.9% -51.1%
ZARJPY 9.6% 83.5% -15.0% -19.6% 50.4% 16.6% 61.8% 6.4% -23.0% 22.5%