Corrélation Forex
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Table des corrélations
Les tableaux suivants représentent la corrélation entre les parités différentes du marché des changes.
Le coefficient de corrélation met en évidence la similitude des mouvements entre deux parités.
- Si la corrélation est élevée et positive, les monnaies évoluent de la même manière.
- Si la corrélation est forte et négative, les monnaies vont dans le sens inverse
- Si la corrélation est faible les monnaies ne se déplacent pas de la même manière
5min correlation
| | AUDUSD | EURJPY | EURUSD | GBPUSD | NZDUSD | USDCAD | USDCHF | USDJPY | | |
| AUDUSD | 100 | 49 | 61 | -33.9 | 95.2 | -38.2 | -52.4 | -20.1 | AUDUSD |
| EURJPY | 49 | 100 | 77.7 | 28.8 | 41.7 | -31.9 | -78.3 | 29 | EURJPY |
| EURUSD | 61 | 77.7 | 100 | 34.4 | 52.1 | -23.5 | -96.9 | -36.5 | EURUSD |
| GBPUSD | -33.9 | 28.8 | 34.4 | 100 | -35.7 | 1.1 | -40 | -10.6 | GBPUSD |
| NZDUSD | 95.2 | 41.7 | 52.1 | -35.7 | 100 | -49 | -42.6 | -17.3 | NZDUSD |
| USDCAD | -38.2 | -31.9 | -23.5 | 1.1 | -49 | 100 | 22.6 | -16 | USDCAD |
| USDCHF | -52.4 | -78.3 | -96.9 | -40 | -42.6 | 22.6 | 100 | 30.9 | USDCHF |
| USDJPY | -20.1 | 29 | -36.5 | -10.6 | -17.3 | -16 | 30.9 | 100 | USDJPY |
| | AUDUSD | EURJPY | EURUSD | GBPUSD | NZDUSD | USDCAD | USDCHF | USDJPY | |
hourly correlation
| | AUDUSD | EURJPY | EURUSD | GBPUSD | NZDUSD | USDCAD | USDCHF | USDJPY | | |
| AUDUSD | 100 | 29.4 | 25.9 | 30.3 | 86.6 | -29.7 | -23.1 | -7.6 | AUDUSD |
| EURJPY | 29.4 | 100 | 79.5 | 59.4 | 17.9 | -66.7 | -67.6 | -8.9 | EURJPY |
| EURUSD | 25.9 | 79.5 | 100 | 82.4 | -7 | -87.8 | -95.3 | -67.5 | EURUSD |
| GBPUSD | 30.3 | 59.4 | 82.4 | 100 | -6 | -77 | -80.4 | -63.8 | GBPUSD |
| NZDUSD | 86.6 | 17.9 | -7 | -6 | 100 | 5.8 | 13.1 | 32.5 | NZDUSD |
| USDCAD | -29.7 | -66.7 | -87.8 | -77 | 5.8 | 100 | 86.8 | 63 | USDCAD |
| USDCHF | -23.1 | -67.6 | -95.3 | -80.4 | 13.1 | 86.8 | 100 | 74.3 | USDCHF |
| USDJPY | -7.6 | -8.9 | -67.5 | -63.8 | 32.5 | 63 | 74.3 | 100 | USDJPY |
| | AUDUSD | EURJPY | EURUSD | GBPUSD | NZDUSD | USDCAD | USDCHF | USDJPY | |
daily correlation
| | AUDUSD | EURJPY | EURUSD | GBPUSD | NZDUSD | USDCAD | USDCHF | USDJPY | | |
| AUDUSD | 100 | 90.9 | 94.9 | 31.2 | 96.6 | -85.9 | -94.3 | 72.8 | AUDUSD |
| EURJPY | 90.9 | 100 | 92.4 | 12.2 | 87.4 | -71.8 | -89.5 | 92.2 | EURJPY |
| EURUSD | 94.9 | 92.4 | 100 | 40.7 | 92.9 | -85.2 | -99.6 | 70.4 | EURUSD |
| GBPUSD | 31.2 | 12.2 | 40.7 | 100 | 29.6 | -68.3 | -45.6 | -18.5 | GBPUSD |
| NZDUSD | 96.6 | 87.4 | 92.9 | 29.6 | 100 | -83.7 | -93.3 | 68.4 | NZDUSD |
| USDCAD | -85.9 | -71.8 | -85.2 | -68.3 | -83.7 | 100 | 87.2 | -47.3 | USDCAD |
| USDCHF | -94.3 | -89.5 | -99.6 | -45.6 | -93.3 | 87.2 | 100 | -65.4 | USDCHF |
| USDJPY | 72.8 | 92.2 | 70.4 | -18.5 | 68.4 | -47.3 | -65.4 | 100 | USDJPY |
| | AUDUSD | EURJPY | EURUSD | GBPUSD | NZDUSD | USDCAD | USDCHF | USDJPY | |
weekly correlation
| | AUDUSD | EURJPY | EURUSD | GBPUSD | NZDUSD | USDCAD | USDCHF | USDJPY | | |
| AUDUSD | 100 | 54.3 | 44.5 | 52.7 | 89.7 | -82.7 | -47.3 | 23.5 | AUDUSD |
| EURJPY | 54.3 | 100 | 80.4 | 73.5 | 61.8 | -75.5 | -74.8 | 44.2 | EURJPY |
| EURUSD | 44.5 | 80.4 | 100 | 73 | 53.5 | -62.4 | -91.7 | -17.8 | EURUSD |
| GBPUSD | 52.7 | 73.5 | 73 | 100 | 66 | -75.7 | -80.3 | 13 | GBPUSD |
| NZDUSD | 89.7 | 61.8 | 53.5 | 66 | 100 | -88.7 | -65.2 | 22.7 | NZDUSD |
| USDCAD | -82.7 | -75.5 | -62.4 | -75.7 | -88.7 | 100 | 67.9 | -31.6 | USDCAD |
| USDCHF | -47.3 | -74.8 | -91.7 | -80.3 | -65.2 | 67.9 | 100 | 14.1 | USDCHF |
| USDJPY | 23.5 | 44.2 | -17.8 | 13 | 22.7 | -31.6 | 14.1 | 100 | USDJPY |
| | AUDUSD | EURJPY | EURUSD | GBPUSD | NZDUSD | USDCAD | USDCHF | USDJPY | |
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