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Forex Correlation

Compare how major currency pairs have moved together over time.

Lookback period

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Strong inverseStrong positiveWithin range

Calculating correlations from daily reference rates…

Calculated from daily business-day changes in reference exchange rates. This is not intraday data and may differ from broker prices.

Reading the matrix

Values range from −100% to +100%. Positive values moved in the same direction; negative values moved in opposite directions.

Forex Correlation · EssFX