Forex Correlation

Myfxbook.com

Currency	AUDJPY	AUDUSD	EURAUD	EURJPY	EURUSD	GBPJPY	GBPUSD	USDCAD	USDJPY	XAUUSD
AUDCAD	28.3%	83.0%	-73.9%	-9.9%	55.0%	-7.0%	51.3%	-36.6%	-33.5%	35.8%
AUDCHF	11.7%	47.3%	-52.0%	-24.7%	4.7%	-22.4%	4.8%	-19.9%	-22.8%	13.8%
AUDJPY	100.0%	3.7%	-10.8%	86.5%	-3.7%	86.1%	7.2%	24.6%	74.3%	72.6%
AUDNZD	16.6%	7.6%	1.5%	5.4%	-6.4%	1.3%	-11.5%	16.2%	7.7%	17.8%
AUDUSD	3.7%	100.0%	-70.4%	-32.2%	79.1%	-24.5%	75.1%	-75.2%	-63.2%	6.8%
CADJPY	85.0%	-40.1%	27.8%	92.8%	-31.9%	91.5%	-17.5%	44.1%	92.6%	55.4%
CHFJPY	70.8%	-34.7%	36.8%	88.2%	-11.0%	86.0%	-1.4%	42.1%	79.0%	48.4%
EURAUD	-10.8%	-70.4%	100.0%	36.1%	-22.3%	29.9%	-26.3%	54.4%	40.5%	-12.9%
EURCAD	22.4%	9.2%	33.4%	41.0%	44.8%	35.6%	33.5%	25.9%	13.9%	29.8%
EURCHF	13.2%	4.0%	5.8%	5.4%	-7.3%	2.9%	-10.6%	14.5%	7.9%	14.1%
EURGBP	-23.0%	-26.9%	28.5%	-13.0%	-25.5%	-36.4%	-61.6%	44.3%	0.9%	-26.5%
EURJPY	86.5%	-32.2%	36.1%	100.0%	-11.3%	96.6%	-3.1%	45.7%	89.1%	61.9%
EURNZD	4.3%	-57.1%	82.9%	40.8%	-19.0%	32.5%	-26.0%	52.7%	43.1%	4.9%
EURUSD	-3.7%	79.1%	-22.3%	-11.3%	100.0%	-5.5%	90.4%	-70.5%	-55.1%	-3.3%
GBPAUD	7.1%	-39.1%	65.6%	42.0%	1.4%	50.8%	20.9%	17.1%	34.6%	21.8%
GBPCAD	32.3%	19.8%	26.4%	44.0%	50.7%	53.4%	62.3%	7.0%	13.5%	39.2%
GBPCHF	20.8%	16.2%	-3.7%	8.9%	4.5%	18.3%	19.3%	-4.8%	5.4%	24.4%
GBPJPY	86.1%	-24.5%	29.9%	96.6%	-5.5%	100.0%	12.5%	34.6%	83.5%	64.6%
GBPNZD	15.8%	-43.4%	72.1%	47.1%	-6.8%	51.1%	5.2%	35.4%	42.7%	18.9%
GBPUSD	7.2%	75.1%	-26.3%	-3.1%	90.4%	12.5%	100.0%	-70.2%	-43.9%	10.9%
NZDCAD	15.3%	55.4%	-58.7%	-9.8%	35.8%	-5.8%	38.0%	-27.4%	-24.8%	17.6%
NZDCHF	4.5%	50.7%	-64.2%	-32.3%	9.7%	-27.3%	12.6%	-34.2%	-31.6%	4.6%
NZDJPY	89.8%	1.4%	-13.1%	81.2%	-0.4%	82.7%	12.6%	15.4%	68.3%	63.8%
NZDUSD	-3.8%	86.9%	-68.9%	-33.4%	73.5%	-24.4%	72.6%	-77.0%	-61.6%	-3.0%
USDCAD	24.6%	-75.2%	54.4%	45.7%	-70.5%	34.6%	-70.2%	100.0%	70.5%	25.1%
USDCHF	9.4%	-50.1%	19.5%	9.2%	-71.7%	3.6%	-68.0%	56.1%	40.5%	10.1%
USDJPY	74.3%	-63.2%	40.5%	89.1%	-55.1%	83.5%	-43.9%	70.5%	100.0%	53.7%
XAUUSD	72.6%	6.8%	-12.9%	61.9%	-3.3%	64.6%	10.9%	25.1%	53.7%	100.0%