Currency Correlation Analysis

Currency Correlation Analysis

Real-time currency pair correlation analysis

Currency Correlation Explanation

90以上: Strong positive correlation
80-89: Moderate positive correlation
70-79: Weak positive correlation
-70到-79: Weak negative correlation
-80到-89: Moderate negative correlation
-90以下: Strong negative correlation

Currency Pair Correlation Matrix

Data update time: 2026-10-22 09:21:39

EURUSD GBPUSD NZDUSD AUDUSD AUDCAD EURCAD GBPCAD EURCHF GBPCHF AUDCHF EURGBP CADCHF EURJPY EURAUD NZDJPY EURNZD AUDJPY GBPJPY AUDNZD GBPAUD GBPNZD CADJPY CHFJPY USDCHF USDJPY USDCAD XAUUSD XAGUSD .USOil .UKOil
EURUSD 92 94 92 10 74 -37 50 -53 -5 77 -18 78 57 75 -60 73 56 -70 -29 -91 67 60 -92 -14 -95 75 90 -41 41
GBPUSD 92 97 86 -9 50 -14 20 -46 -24 47 -29 78 50 82 -79 76 70 -81 -3 -89 75 71 -96 -3 -96 35 77 -41 42
NZDUSD 94 97 86 -5 59 -19 24 -57 -26 56 -35 88 56 90 -83 85 77 -86 -8 -97 83 79 -97 9 -95 42 84 -55 70
AUDUSD 92 86 86 37 57 -48 48 -42 23 70 -2 61 21 60 -52 67 40 -48 -54 -81 52 44 -84 -31 -93 74 85 -23 65
AUDCAD 10 -9 -5 37 30 -24 43 6 79 37 22 -16 -54 -21 28 3 -33 45 -86 1 -29 -30 8 -38 1 44 29 9 -2
EURCAD 74 50 59 57 30 -15 67 -44 2 86 -26 64 64 51 -20 52 35 -46 -32 -66 40 39 -54 -1 -50 9 81 -54 -71
GBPCAD -37 -14 -19 -48 -24 -15 -55 20 -50 -62 -54 -2 5 6 -18 -5 25 -16 69 21 4 17 19 50 42 -34 -31 -30 -44
EURCHF 50 20 24 48 43 67 -55 15 61 82 54 15 26 0 26 8 -18 6 -62 -26 -6 -20 -12 -46 -35 5 47 3 30
GBPCHF -53 -46 -57 -42 6 -44 20 15 48 -44 71 -62 -43 -61 50 -59 -53 56 8 65 -58 -67 68 -26 48 -20 -62 51 22
AUDCHF -5 -24 -26 23 79 2 -50 61 48 29 77 -44 -60 -50 54 -28 -62 66 -83 27 -53 -64 33 -63 7 19 -1 48 52
EURGBP 77 47 56 70 37 86 -62 82 -44 29 8 50 47 36 -6 42 14 -27 -62 -62 28 21 -52 -28 -61 39 80 -26 -8
CADCHF -18 -29 -35 -2 22 -26 -54 54 71 77 8 -52 -39 -57 56 -48 -63 59 -43 40 -53 -70 44 -59 11 -2 -31 65 55
EURJPY 78 78 88 61 -16 64 -2 15 -62 -44 50 -52 68 98 -81 95 93 -90 8 -93 96 94 -83 50 -72 -14 76 -73 15
EURAUD 57 50 56 21 -54 64 5 26 -43 -60 47 -39 68 61 -39 42 57 -75 40 -58 58 58 -53 29 -45 -31 48 -53 -63
NZDJPY 75 82 90 60 -21 51 6 0 -61 -50 36 -57 98 61 -92 95 96 -95 16 -93 98 97 -86 51 -74 -2 70 -73 67
EURNZD -60 -79 -83 -52 28 -20 -18 26 50 54 -6 56 -81 -39 -92 -84 -91 90 -28 82 -90 -90 80 -47 68 -7 -51 63 -66
AUDJPY 73 76 85 67 3 52 -5 8 -59 -28 42 -48 95 42 95 -84 91 -80 -7 -90 94 92 -81 50 -71 4 74 -68 44
GBPJPY 56 70 77 40 -33 35 25 -18 -53 -62 14 -63 93 57 96 -91 91 -92 36 -80 98 98 -73 69 -57 -35 53 -72 16
AUDNZD -70 -81 -86 -48 45 -46 -16 6 56 66 -27 59 -90 -75 -95 90 -80 -92 -39 86 -91 -92 83 -47 70 7 -59 71 -51
GBPAUD -29 -3 -8 -54 -86 -32 69 -62 8 -83 -62 -43 8 40 16 -28 -7 36 -39 13 22 29 6 53 23 -53 -40 -19 -36
GBPNZD -91 -89 -97 -81 1 -66 21 -26 65 27 -62 40 -93 -58 -93 82 -90 -80 86 13 -87 -83 93 -21 88 -37 -86 65 -74
CADJPY 67 75 83 52 -29 40 4 -6 -58 -53 28 -53 96 58 98 -90 94 98 -91 22 -87 97 -80 60 -68 -16 62 -68 44
CHFJPY 60 71 79 44 -30 39 17 -20 -67 -64 21 -70 94 58 97 -90 92 98 -92 29 -83 97 -78 66 -60 -11 60 -73 -4
USDCHF -92 -96 -97 -84 8 -54 19 -12 68 33 -52 44 -83 -53 -86 80 -81 -73 83 6 93 -80 -78 -5 94 -53 -82 49 -10
USDJPY -14 -3 9 -31 -38 -1 50 -46 -26 -63 -28 -59 50 29 51 -47 50 69 -47 53 -21 60 66 -5 17 -53 -4 -60 -13
USDCAD -95 -96 -95 -93 1 -50 42 -35 48 7 -61 11 -72 -45 -74 68 -71 -57 70 23 88 -68 -60 94 17 -63 -80 29 -79
XAUUSD 75 35 42 74 44 9 -34 5 -20 19 39 -2 -14 -31 -2 -7 4 -35 7 -53 -37 -16 -11 -53 -53 -63 89 31 30
XAGUSD 90 77 84 85 29 81 -31 47 -62 -1 80 -31 76 48 70 -51 74 53 -59 -40 -86 62 60 -82 -4 -80 89 -53 8
.USOil -41 -41 -55 -23 9 -54 -30 3 51 48 -26 65 -73 -53 -73 63 -68 -72 71 -19 65 -68 -73 49 -60 29 31 -53 99
.UKOil 41 42 70 65 -2 -71 -44 30 22 52 -8 55 15 -63 67 -66 44 16 -51 -36 -74 44 -4 -10 -13 -79 30 8 99

How to Use Correlation Data

Positive Correlation (Green)

When two currency pairs are positively correlated, they tend to move in the same direction. Can be used for:

  • Confirming trading signals
  • Reducing risk
  • Selecting similar trading pairs

Negative Correlation (Red)

When two currency pairs are negatively correlated, they tend to move in opposite directions. Can be used for:

  • Hedging trades
  • Risk management
  • Diversifying investment portfolios
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