Tools · Correlation
Pairs that move together.
Correlation of daily returns for the majors and USD/ZAR. +1 moves the same way, −1 moves opposite. Two strongly correlated trades are close to one bigger trade.
Last 30 trading days
| EUR/USD | GBP/USD | USD/JPY | USD/CHF | AUD/USD | USD/CAD | NZD/USD | USD/ZAR | |
|---|---|---|---|---|---|---|---|---|
| EUR/USD | — | 0.82 | -0.46 | -0.39 | 0.49 | -0.58 | 0.71 | -0.77 |
| GBP/USD | 0.82 | — | -0.47 | -0.43 | 0.61 | -0.63 | 0.70 | -0.67 |
| USD/JPY | -0.46 | -0.47 | — | 0.41 | -0.16 | 0.39 | -0.46 | 0.21 |
| USD/CHF | -0.39 | -0.43 | 0.41 | — | -0.26 | 0.64 | -0.62 | 0.11 |
| AUD/USD | 0.49 | 0.61 | -0.16 | -0.26 | — | -0.45 | 0.64 | -0.63 |
| USD/CAD | -0.58 | -0.63 | 0.39 | 0.64 | -0.45 | — | -0.64 | 0.35 |
| NZD/USD | 0.71 | 0.70 | -0.46 | -0.62 | 0.64 | -0.64 | — | -0.60 |
| USD/ZAR | -0.77 | -0.67 | 0.21 | 0.11 | -0.63 | 0.35 | -0.60 | — |
Last 90 trading days
| EUR/USD | GBP/USD | USD/JPY | USD/CHF | AUD/USD | USD/CAD | NZD/USD | USD/ZAR | |
|---|---|---|---|---|---|---|---|---|
| EUR/USD | — | 0.86 | -0.44 | -0.71 | 0.62 | -0.67 | 0.73 | -0.67 |
| GBP/USD | 0.86 | — | -0.40 | -0.69 | 0.62 | -0.64 | 0.72 | -0.61 |
| USD/JPY | -0.44 | -0.40 | — | 0.46 | -0.23 | 0.41 | -0.38 | 0.26 |
| USD/CHF | -0.71 | -0.69 | 0.46 | — | -0.45 | 0.68 | -0.69 | 0.38 |
| AUD/USD | 0.62 | 0.62 | -0.23 | -0.45 | — | -0.51 | 0.70 | -0.59 |
| USD/CAD | -0.67 | -0.64 | 0.41 | 0.68 | -0.51 | — | -0.70 | 0.33 |
| NZD/USD | 0.73 | 0.72 | -0.38 | -0.69 | 0.70 | -0.70 | — | -0.45 |
| USD/ZAR | -0.67 | -0.61 | 0.26 | 0.38 | -0.59 | 0.33 | -0.45 | — |
Based on ECB daily reference rates, not intraday prices. Correlations change over time. Not advice.