Korrelation
Die folgenden Tabellen stellen die Korrelation zwischen den verschiedenen Paritäten der Devisenmarkt.
Der Korrelationskoeffizient unterstreicht die Ähnlichkeit der Bewegungen zwischen zwei Paritäten.
- Wenn die Korrelation hoch ist (über 80), dann bewegen sich die beiden Währungen in gleicher Weise
- Wenn die Korrelation ist hoch (über 80) und dann die negative Währungen bewegen sich in die entgegengesetzte Richtung.
- Wenn die Korrelation niedrig (unter 60), dann die Währungen nicht so in die gleiche.
5min correlation
| | AUDUSD | EURJPY | EURUSD | GBPUSD | NZDUSD | USDCAD | USDCHF | USDJPY | | |
| AUDUSD | 100 | 81.1 | 88.4 | 78.6 | 97.8 | -97.9 | -60.2 | -45.9 | AUDUSD |
| EURJPY | 81.1 | 100 | 65.2 | 43.2 | 83.3 | -80.5 | -23.1 | 0.9 | EURJPY |
| EURUSD | 88.4 | 65.2 | 100 | 92.6 | 84 | -83.4 | -86.6 | -75.1 | EURUSD |
| GBPUSD | 78.6 | 43.2 | 92.6 | 100 | 73.7 | -72.4 | -91.2 | -84.3 | GBPUSD |
| NZDUSD | 97.8 | 83.3 | 84 | 73.7 | 100 | -96.2 | -53.6 | -38.2 | NZDUSD |
| USDCAD | -97.9 | -80.5 | -83.4 | -72.4 | -96.2 | 100 | 52.6 | 39.8 | USDCAD |
| USDCHF | -60.2 | -23.1 | -86.6 | -91.2 | -53.6 | 52.6 | 100 | 94.2 | USDCHF |
| USDJPY | -45.9 | 0.9 | -75.1 | -84.3 | -38.2 | 39.8 | 94.2 | 100 | USDJPY |
| | AUDUSD | EURJPY | EURUSD | GBPUSD | NZDUSD | USDCAD | USDCHF | USDJPY | |
hourly correlation
| | AUDUSD | EURJPY | EURUSD | GBPUSD | NZDUSD | USDCAD | USDCHF | USDJPY | | |
| AUDUSD | 100 | -31.6 | 85.9 | 63.1 | 94.4 | -75 | -86.1 | -84.1 | AUDUSD |
| EURJPY | -31.6 | 100 | -0.8 | -46.9 | -26.2 | 16.7 | 46.7 | 69 | EURJPY |
| EURUSD | 85.9 | -0.8 | 100 | 49.1 | 86.4 | -72.3 | -74.9 | -72.9 | EURUSD |
| GBPUSD | 63.1 | -46.9 | 49.1 | 100 | 60.3 | -79.9 | -75.6 | -67.1 | GBPUSD |
| NZDUSD | 94.4 | -26.2 | 86.4 | 60.3 | 100 | -67.2 | -85.6 | -80.9 | NZDUSD |
| USDCAD | -75 | 16.7 | -72.3 | -79.9 | -67.2 | 100 | 72.3 | 63.3 | USDCAD |
| USDCHF | -86.1 | 46.7 | -74.9 | -75.6 | -85.6 | 72.3 | 100 | 86.1 | USDCHF |
| USDJPY | -84.1 | 69 | -72.9 | -67.1 | -80.9 | 63.3 | 86.1 | 100 | USDJPY |
| | AUDUSD | EURJPY | EURUSD | GBPUSD | NZDUSD | USDCAD | USDCHF | USDJPY | |
daily correlation
| | AUDUSD | EURJPY | EURUSD | GBPUSD | NZDUSD | USDCAD | USDCHF | USDJPY | | |
| AUDUSD | 100 | -64.1 | 11.3 | -12.5 | 57.7 | -1.1 | -67.1 | -76.1 | AUDUSD |
| EURJPY | -64.1 | 100 | 54.9 | 54.1 | 7.9 | -19.5 | 3.1 | 96.8 | EURJPY |
| EURUSD | 11.3 | 54.9 | 100 | 69.2 | 61.3 | -34.5 | -74 | 32.3 | EURUSD |
| GBPUSD | -12.5 | 54.1 | 69.2 | 100 | 65.3 | -68.9 | -44.2 | 40.5 | GBPUSD |
| NZDUSD | 57.7 | 7.9 | 61.3 | 65.3 | 100 | -47 | -81.4 | -9.7 | NZDUSD |
| USDCAD | -1.1 | -19.5 | -34.5 | -68.9 | -47 | 100 | 20.7 | -11.5 | USDCAD |
| USDCHF | -67.1 | 3.1 | -74 | -44.2 | -81.4 | 20.7 | 100 | 25.7 | USDCHF |
| USDJPY | -76.1 | 96.8 | 32.3 | 40.5 | -9.7 | -11.5 | 25.7 | 100 | USDJPY |
| | AUDUSD | EURJPY | EURUSD | GBPUSD | NZDUSD | USDCAD | USDCHF | USDJPY | |
weekly correlation
| | AUDUSD | EURJPY | EURUSD | GBPUSD | NZDUSD | USDCAD | USDCHF | USDJPY | | |
| AUDUSD | 100 | -19.3 | 11.7 | 39.3 | 38.2 | -50.9 | -27.8 | -26.2 | AUDUSD |
| EURJPY | -19.3 | 100 | 69.7 | -55.6 | 73.6 | 47.2 | -43.5 | 98.1 | EURJPY |
| EURUSD | 11.7 | 69.7 | 100 | 9.2 | 74.9 | -11.1 | -91.2 | 54.4 | EURUSD |
| GBPUSD | 39.3 | -55.6 | 9.2 | 100 | -11 | -87.8 | -35.8 | -67.4 | GBPUSD |
| NZDUSD | 38.2 | 73.6 | 74.9 | -11 | 100 | -3.3 | -64.5 | 65.7 | NZDUSD |
| USDCAD | -50.9 | 47.2 | -11.1 | -87.8 | -3.3 | 100 | 30.7 | 58.2 | USDCAD |
| USDCHF | -27.8 | -43.5 | -91.2 | -35.8 | -64.5 | 30.7 | 100 | -26.2 | USDCHF |
| USDJPY | -26.2 | 98.1 | 54.4 | -67.4 | 65.7 | 58.2 | -26.2 | 100 | USDJPY |
| | AUDUSD | EURJPY | EURUSD | GBPUSD | NZDUSD | USDCAD | USDCHF | USDJPY | |
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