Markets
Currency correlation
How the daily changes of major exchange rates moved together. +1 means they moved together, −1 opposite, 0 unrelated.
business days
Majors, 60 business days
| EUR/USD | GBP/USD | USD/JPY | USD/CHF | AUD/USD | USD/CAD | NZD/USD | |
|---|---|---|---|---|---|---|---|
| EUR/USD | same pair | +0.83 | −0.40 | −0.59 | +0.51 | −0.54 | +0.61 |
| GBP/USD | +0.83 | same pair | −0.36 | −0.59 | +0.55 | −0.56 | +0.69 |
| USD/JPY | −0.40 | −0.36 | same pair | +0.43 | −0.24 | +0.49 | −0.38 |
| USD/CHF | −0.59 | −0.59 | +0.43 | same pair | −0.29 | +0.64 | −0.62 |
| AUD/USD | +0.51 | +0.55 | −0.24 | −0.29 | same pair | −0.50 | +0.59 |
| USD/CAD | −0.54 | −0.56 | +0.49 | +0.64 | −0.50 | same pair | −0.67 |
| NZD/USD | +0.61 | +0.69 | −0.38 | −0.62 | +0.59 | −0.67 | same pair |
Pearson correlation of daily changes · — same pair
Pairs other than EUR/USD are calculated by myeabook from the euro rates the ECB publishes. Correlation describes the past window only; it changes over time and does not predict prices.
Calculated by myeabook from ECB euro reference rates60 business days to Wed 4 Nov 2026daily rates, not intraday pricesSources and licences