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Currency Rate

Currency Exchange Rate Correlation Distribution

by DATAUNION 2014. 3. 19.
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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



Information is provided "as is" and solely for informational purposes, not for trading purposes or advice, and may be delayed.

Information provided by the investment decisions are not legally responsible for. In addition, the information posted can not be distributed without permission.




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