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, 20 business days
| EUR/USD | GBP/USD | USD/JPY | USD/CHF | AUD/USD | USD/CAD | NZD/USD | |
|---|---|---|---|---|---|---|---|
| EUR/USD | same pair | +0.79 | −0.16 | −0.74 | +0.25 | −0.22 | +0.35 |
| GBP/USD | +0.79 | same pair | −0.19 | −0.70 | +0.49 | −0.38 | +0.63 |
| USD/JPY | −0.16 | −0.19 | same pair | +0.40 | +0.18 | +0.29 | −0.13 |
| USD/CHF | −0.74 | −0.70 | +0.40 | same pair | +0.03 | +0.38 | −0.46 |
| AUD/USD | +0.25 | +0.49 | +0.18 | +0.03 | same pair | −0.33 | +0.42 |
| USD/CAD | −0.22 | −0.38 | +0.29 | +0.38 | −0.33 | same pair | −0.53 |
| NZD/USD | +0.35 | +0.63 | −0.13 | −0.46 | +0.42 | −0.53 | 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 rates20 business days to Wed 4 Nov 2026daily rates, not intraday pricesSources and licences