Currency Exchange Rate Correlation Distribution

X axis : Currency Rate Correlation Coefficient

Y axis : Number 

Jan-01-2000 ~ Feb-28-2014

Analysis

Total 22 currency pairs analysis correlation.

AUD/CAD, AUD/JPY, AUD/NZD, AUD/USD, 

CHF/JPY, EUR/AUD, EUR/CAD, EUR/CHF, 

EUR/GBP, EUR/JPY, EUR/NZD, EUR/USD, 

GBP/AUD, GBP/CHF,GBP/JPY, GBP/NZD, 

GBP/USD, NZD/JPY, NZD/USD, USD/CAD,

USD/CHF, USD/JPY

This currency mode of correlation coefficient is 0.8.

27 pair is the most.

Currency pairs are generally distributed in the various correlation coefficients.

A total of 231 pairs of data are as follows:

Currency 1	Currency 2	correl
AUD/CAD	AUD/JPY	0.500511
AUD/CAD	AUD/NZD	0.354748
AUD/CAD	AUD/USD	0.829647
AUD/CAD	CHF/JPY	0.427957
AUD/CAD	EUR/AUD	-0.74827
AUD/CAD	EUR/CAD	-0.06876
AUD/CAD	EUR/CHF	-0.60798
AUD/CAD	EUR/GBP	0.573168
AUD/CAD	EUR/JPY	-0.04299
AUD/CAD	EUR/NZD	-0.6875
AUD/CAD	EUR/USD	0.585277
AUD/CAD	GBP/AUD	-0.72618
AUD/CAD	GBP/CHF	-0.66867
AUD/CAD	GBP/JPY	-0.3979
AUD/CAD	GBP/NZD	-0.76352
AUD/CAD	GBP/USD	0.168239
AUD/CAD	NZD/JPY	0.106244
AUD/CAD	NZD/USD	0.796778
AUD/CAD	USD/CAD	-0.62635
AUD/CAD	USD/CHF	-0.76137
AUD/CAD	USD/JPY	-0.71088
AUD/JPY	AUD/NZD	-0.0733
AUD/JPY	AUD/USD	0.709875
AUD/JPY	CHF/JPY	0.863883
AUD/JPY	EUR/AUD	-0.38593
AUD/JPY	EUR/CAD	-0.00923
AUD/JPY	EUR/CHF	-0.03085
AUD/JPY	EUR/GBP	0.341018
AUD/JPY	EUR/JPY	0.732818
AUD/JPY	EUR/NZD	-0.48995
AUD/JPY	EUR/USD	0.763037
AUD/JPY	GBP/AUD	-0.29446
AUD/JPY	GBP/CHF	-0.27451
AUD/JPY	GBP/JPY	0.343232
AUD/JPY	GBP/NZD	-0.38069
AUD/JPY	GBP/USD	0.71437
AUD/JPY	NZD/JPY	0.886163
AUD/JPY	NZD/USD	0.822386
AUD/JPY	USD/CAD	-0.76665
AUD/JPY	USD/CHF	-0.66389
AUD/JPY	USD/JPY	-0.14246
AUD/NZD	AUD/USD	0.542825
AUD/NZD	CHF/JPY	-0.22141
AUD/NZD	EUR/AUD	-0.51921
AUD/NZD	EUR/CAD	-0.50773
AUD/NZD	EUR/CHF	-0.49866
AUD/NZD	EUR/GBP	0.656435
AUD/NZD	EUR/JPY	-0.51304
AUD/NZD	EUR/NZD	0.044386
AUD/NZD	EUR/USD	0.278812
AUD/NZD	GBP/AUD	-0.68605
AUD/NZD	GBP/CHF	-0.65277
AUD/NZD	GBP/JPY	-0.70773
AUD/NZD	GBP/NZD	-0.44549
AUD/NZD	GBP/USD	-0.45636
AUD/NZD	NZD/JPY	-0.51631
AUD/NZD	NZD/USD	0.201484
AUD/NZD	USD/CAD	-0.44842
AUD/NZD	USD/CHF	-0.45873
AUD/NZD	USD/JPY	-0.67215
AUD/USD	CHF/JPY	0.612447
AUD/USD	EUR/AUD	-0.75541
AUD/USD	EUR/CAD	-0.25625
AUD/USD	EUR/CHF	-0.55905
AUD/USD	EUR/GBP	0.775785
AUD/USD	EUR/JPY	0.16092
AUD/USD	EUR/NZD	-0.59764
AUD/USD	EUR/USD	0.834257
AUD/USD	GBP/AUD	-0.90857
AUD/USD	GBP/CHF	-0.78517
AUD/USD	GBP/JPY	-0.37223
AUD/USD	GBP/NZD	-0.90099
AUD/USD	GBP/USD	0.284854
AUD/USD	NZD/JPY	0.248858
AUD/USD	NZD/USD	0.945274
AUD/USD	USD/CAD	-0.94179
AUD/USD	USD/CHF	-0.93154
AUD/USD	USD/JPY	-0.78573
CHF/JPY	EUR/AUD	-0.19126
CHF/JPY	EUR/CAD	0.197696
CHF/JPY	EUR/CHF	-0.18766
CHF/JPY	EUR/GBP	0.460497
CHF/JPY	EUR/JPY	0.725084
CHF/JPY	EUR/NZD	-0.32782
CHF/JPY	EUR/USD	0.757578
CHF/JPY	GBP/AUD	-0.23826
CHF/JPY	GBP/CHF	-0.42785
CHF/JPY	GBP/JPY	0.256155
CHF/JPY	GBP/NZD	-0.35904
CHF/JPY	GBP/USD	0.557773
CHF/JPY	NZD/JPY	0.78457
CHF/JPY	NZD/USD	0.763138
CHF/JPY	USD/CAD	-0.67012
CHF/JPY	USD/CHF	-0.72712
CHF/JPY	USD/JPY	-0.12454
EUR/AUD	EUR/CAD	0.698877
EUR/AUD	EUR/CHF	0.733704
EUR/AUD	EUR/GBP	-0.43485
EUR/AUD	EUR/JPY	0.333233
EUR/AUD	EUR/NZD	0.823803
EUR/AUD	EUR/USD	-0.284
EUR/AUD	GBP/AUD	0.814333
EUR/AUD	GBP/CHF	0.612752
EUR/AUD	GBP/JPY	0.529307
EUR/AUD	GBP/NZD	0.801582
EUR/AUD	GBP/USD	0.11455
EUR/AUD	NZD/JPY	-0.09761
EUR/AUD	NZD/USD	-0.63459
EUR/AUD	USD/CAD	0.585711
EUR/AUD	USD/CHF	0.543062
EUR/AUD	USD/JPY	0.660683
EUR/CAD	EUR/CHF	0.493623
EUR/CAD	EUR/GBP	-0.06702
EUR/CAD	EUR/JPY	0.507045
EUR/CAD	EUR/NZD	0.595668
EUR/CAD	EUR/USD	0.210355
EUR/CAD	GBP/AUD	0.59236
EUR/CAD	GBP/CHF	0.240166
EUR/CAD	GBP/JPY	0.425474
EUR/CAD	GBP/NZD	0.525174
EUR/CAD	GBP/USD	0.398704
EUR/CAD	NZD/JPY	0.005556
EUR/CAD	NZD/USD	-0.09322
EUR/CAD	USD/CAD	0.209132
EUR/CAD	USD/CHF	0.011022
EUR/CAD	USD/JPY	0.27225
EUR/CHF	EUR/GBP	-0.58385
EUR/CHF	EUR/JPY	0.533645
EUR/CHF	EUR/NZD	0.556515
EUR/CHF	EUR/USD	-0.15322
EUR/CHF	GBP/AUD	0.750066
EUR/CHF	GBP/CHF	0.82894
EUR/CHF	GBP/JPY	0.780597
EUR/CHF	GBP/NZD	0.724758
EUR/CHF	GBP/USD	0.493818
EUR/CHF	NZD/JPY	0.304811
EUR/CHF	NZD/USD	-0.43868
EUR/CHF	USD/CAD	0.36532
EUR/CHF	USD/CHF	0.545377
EUR/CHF	USD/JPY	0.683253
EUR/GBP	EUR/JPY	0.001665
EUR/GBP	EUR/NZD	-0.07452
EUR/GBP	EUR/USD	0.744517
EUR/GBP	GBP/AUD	-0.87294
EUR/GBP	GBP/CHF	-0.93339
EUR/GBP	GBP/JPY	-0.6432
EUR/GBP	GBP/NZD	-0.79964
EUR/GBP	GBP/USD	-0.12029
EUR/GBP	NZD/JPY	-0.22372
EUR/GBP	NZD/USD	0.672275
EUR/GBP	USD/CAD	-0.7645
EUR/GBP	USD/CHF	-0.85584
EUR/GBP	USD/JPY	-0.82185
EUR/JPY	EUR/NZD	0.214253
EUR/JPY	EUR/USD	0.565948
EUR/JPY	GBP/AUD	0.421806
EUR/JPY	GBP/CHF	0.198615
EUR/JPY	GBP/JPY	0.760621
EUR/JPY	GBP/NZD	0.328028
EUR/JPY	GBP/USD	0.838993
EUR/JPY	NZD/JPY	0.769408
EUR/JPY	NZD/USD	0.366273
EUR/JPY	USD/CAD	-0.34523
EUR/JPY	USD/CHF	-0.26411
EUR/JPY	USD/JPY	0.34969
EUR/NZD	EUR/USD	-0.12018
EUR/NZD	GBP/AUD	0.498703
EUR/NZD	GBP/CHF	0.326828
EUR/NZD	GBP/JPY	0.18326
EUR/NZD	GBP/NZD	0.644877
EUR/NZD	GBP/USD	-0.06174
EUR/NZD	NZD/JPY	-0.44403
EUR/NZD	NZD/USD	-0.70554
EUR/NZD	USD/CAD	0.428391
EUR/NZD	USD/CHF	0.445594
EUR/NZD	USD/JPY	0.324512
EUR/USD	GBP/AUD	-0.59032
EUR/USD	GBP/CHF	-0.59601
EUR/USD	GBP/JPY	-0.04697
EUR/USD	GBP/NZD	-0.6062
EUR/USD	GBP/USD	0.569242
EUR/USD	NZD/JPY	0.399859
EUR/USD	NZD/USD	0.869894
EUR/USD	USD/CAD	-0.9037
EUR/USD	USD/CHF	-0.89995
EUR/USD	USD/JPY	-0.56747
GBP/AUD	GBP/CHF	0.925027
GBP/AUD	GBP/JPY	0.781394
GBP/AUD	GBP/NZD	0.954062
GBP/AUD	GBP/USD	0.328021
GBP/AUD	NZD/JPY	0.053271
GBP/AUD	NZD/USD	-0.76632
GBP/AUD	USD/CAD	0.80509
GBP/AUD	USD/CHF	0.893018
GBP/AUD	USD/JPY	0.895355
GBP/CHF	GBP/JPY	0.752929
GBP/CHF	GBP/NZD	0.870542
GBP/CHF	GBP/USD	0.26239
GBP/CHF	NZD/JPY	0.280785
GBP/CHF	NZD/USD	-0.67377
GBP/CHF	USD/CAD	0.695885
GBP/CHF	USD/CHF	0.842822
GBP/CHF	USD/JPY	0.851097
GBP/JPY	GBP/NZD	0.680725
GBP/JPY	GBP/USD	0.723634
GBP/JPY	NZD/JPY	0.62386
GBP/JPY	NZD/USD	-0.14964
GBP/JPY	USD/CAD	0.224201
GBP/JPY	USD/CHF	0.344768
GBP/JPY	USD/JPY	0.796212
GBP/NZD	GBP/USD	0.214289
GBP/NZD	NZD/JPY	-0.13572
GBP/NZD	NZD/USD	-0.86237
GBP/NZD	USD/CAD	0.804828
GBP/NZD	USD/CHF	0.91111
GBP/NZD	USD/JPY	0.84045
GBP/USD	NZD/JPY	0.753968
GBP/USD	NZD/USD	0.47174
GBP/USD	USD/CAD	-0.40855
GBP/USD	USD/CHF	-0.29276
GBP/USD	USD/JPY	0.161852
NZD/JPY	NZD/USD	0.530488
NZD/JPY	USD/CAD	-0.3624
NZD/JPY	USD/CHF	-0.17041
NZD/JPY	USD/JPY	0.296539
NZD/USD	USD/CAD	-0.92244
NZD/USD	USD/CHF	-0.92961
NZD/USD	USD/JPY	-0.63103
USD/CAD	USD/CHF	0.913718
USD/CAD	USD/JPY	0.689723
USD/CHF	USD/JPY	0.754603

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