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 | 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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