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, 120 business days
| EUR/USD | GBP/USD | USD/JPY | USD/CHF | AUD/USD | USD/CAD | NZD/USD | |
|---|---|---|---|---|---|---|---|
| EUR/USD | same pair | +0.86 | −0.40 | −0.73 | +0.61 | −0.58 | +0.65 |
| GBP/USD | +0.86 | same pair | −0.38 | −0.71 | +0.63 | −0.60 | +0.65 |
| USD/JPY | −0.40 | −0.38 | same pair | +0.44 | −0.23 | +0.38 | −0.34 |
| USD/CHF | −0.73 | −0.71 | +0.44 | same pair | −0.48 | +0.62 | −0.66 |
| AUD/USD | +0.61 | +0.63 | −0.23 | −0.48 | same pair | −0.49 | +0.65 |
| USD/CAD | −0.58 | −0.60 | +0.38 | +0.62 | −0.49 | same pair | −0.63 |
| NZD/USD | +0.65 | +0.65 | −0.34 | −0.66 | +0.65 | −0.63 | 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 rates120 business days to Wed 4 Nov 2026daily rates, not intraday pricesSources and licences