Correlazione
Le seguenti tabelle indicano il rapporto fra le parità diversi del mercato dei cambi.
Il coefficiente di correlazione mette in evidenza la somiglianza dei movimenti tra due parità.
- Se la correlazione è alta (sopra 80) e positivo, allora le monete vanno nella stessa maniera.
- Se la correlazione è alta (sopra 80) e negativo quindi le valute si muovono in senso opposto.
- Se la correlazione è alta (sopra 80) poi le monete non si muovono nello stesso modo.
5min correlation
| | AUDUSD | EURJPY | EURUSD | GBPUSD | NZDUSD | USDCAD | USDCHF | USDJPY | | |
| AUDUSD | 100 | 9.5 | 63.4 | 68.8 | 37.9 | -81.4 | -42.2 | -7.3 | AUDUSD |
| EURJPY | 9.5 | 100 | -20.8 | 8.4 | -42.2 | 19.7 | 0.1 | 96 | EURJPY |
| EURUSD | 63.4 | -20.8 | 100 | 68.1 | 52.1 | -72 | -54.5 | -46.1 | EURUSD |
| GBPUSD | 68.8 | 8.4 | 68.1 | 100 | -3 | -69.3 | -14 | -9.4 | GBPUSD |
| NZDUSD | 37.9 | -42.2 | 52.1 | -3 | 100 | -36 | -52.8 | -53.9 | NZDUSD |
| USDCAD | -81.4 | 19.7 | -72 | -69.3 | -36 | 100 | 43 | 37 | USDCAD |
| USDCHF | -42.2 | 0.1 | -54.5 | -14 | -52.8 | 43 | 100 | 15.8 | USDCHF |
| USDJPY | -7.3 | 96 | -46.1 | -9.4 | -53.9 | 37 | 15.8 | 100 | USDJPY |
| | AUDUSD | EURJPY | EURUSD | GBPUSD | NZDUSD | USDCAD | USDCHF | USDJPY | |
hourly correlation
| | AUDUSD | EURJPY | EURUSD | GBPUSD | NZDUSD | USDCAD | USDCHF | USDJPY | | |
| AUDUSD | 100 | 33.9 | 84.8 | 92.9 | 97.4 | -94.9 | -57.1 | -6.2 | AUDUSD |
| EURJPY | 33.9 | 100 | 9.7 | 11.1 | 23 | -26.2 | 49.3 | 89.5 | EURJPY |
| EURUSD | 84.8 | 9.7 | 100 | 82.5 | 89.4 | -88.3 | -77.1 | -35.6 | EURUSD |
| GBPUSD | 92.9 | 11.1 | 82.5 | 100 | 92.3 | -95 | -71.3 | -26.5 | GBPUSD |
| NZDUSD | 97.4 | 23 | 89.4 | 92.3 | 100 | -94.5 | -65.3 | -18.4 | NZDUSD |
| USDCAD | -94.9 | -26.2 | -88.3 | -95 | -94.5 | 100 | 65.7 | 15 | USDCAD |
| USDCHF | -57.1 | 49.3 | -77.1 | -71.3 | -65.3 | 65.7 | 100 | 80.8 | USDCHF |
| USDJPY | -6.2 | 89.5 | -35.6 | -26.5 | -18.4 | 15 | 80.8 | 100 | USDJPY |
| | AUDUSD | EURJPY | EURUSD | GBPUSD | NZDUSD | USDCAD | USDCHF | USDJPY | |
daily correlation
| | AUDUSD | EURJPY | EURUSD | GBPUSD | NZDUSD | USDCAD | USDCHF | USDJPY | | |
| AUDUSD | 100 | -66.6 | 19.5 | 4.1 | 70.6 | -22 | -75.8 | -79.3 | AUDUSD |
| EURJPY | -66.6 | 100 | 47.1 | 42.7 | -7.7 | -4.6 | 16.5 | 96.7 | EURJPY |
| EURUSD | 19.5 | 47.1 | 100 | 76.1 | 65.6 | -39.9 | -73.4 | 23 | EURUSD |
| GBPUSD | 4.1 | 42.7 | 76.1 | 100 | 65.1 | -70.1 | -50.1 | 25 | GBPUSD |
| NZDUSD | 70.6 | -7.7 | 65.6 | 65.1 | 100 | -53.7 | -86.2 | -27.8 | NZDUSD |
| USDCAD | -22 | -4.6 | -39.9 | -70.1 | -53.7 | 100 | 35.2 | 6.7 | USDCAD |
| USDCHF | -75.8 | 16.5 | -73.4 | -50.1 | -86.2 | 35.2 | 100 | 39.5 | USDCHF |
| USDJPY | -79.3 | 96.7 | 23 | 25 | -27.8 | 6.7 | 39.5 | 100 | USDJPY |
| | AUDUSD | EURJPY | EURUSD | GBPUSD | NZDUSD | USDCAD | USDCHF | USDJPY | |
weekly correlation
| | AUDUSD | EURJPY | EURUSD | GBPUSD | NZDUSD | USDCAD | USDCHF | USDJPY | | |
| AUDUSD | 100 | -20.2 | 11.4 | 39.4 | 40 | -50.4 | -28.5 | -27.1 | AUDUSD |
| EURJPY | -20.2 | 100 | 69.7 | -55.7 | 71.9 | 47.2 | -42.9 | 98.1 | EURJPY |
| EURUSD | 11.4 | 69.7 | 100 | 9.2 | 74.6 | -11.1 | -91 | 54.4 | EURUSD |
| GBPUSD | 39.4 | -55.7 | 9.2 | 100 | -10 | -87.8 | -36 | -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 | 30.8 | 58.1 | USDCAD |
| USDCHF | -28.5 | -42.9 | -91 | -36 | -65.1 | 30.8 | 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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