1 Hour Correlation Matrix

CurrencyAUDCADAUDJPYAUDNZDEURAUDEURJPYEURUSDGBPJPYGBPUSDUSDCADUSDJPY
AUDCAD10.8440.039-0.8920.6540.3090.541-0.4850.2740.73
AUDCHF0.8260.8560.386-0.9580.6310.5210.507-0.18-0.2070.523
AUDJPY0.84410.283-0.8210.9290.6920.726-0.405-0.1890.833
AUDNZD0.0390.2831-0.1870.2940.5910.2260.379-0.615-0.039
AUDSGD0.7280.6450.058-0.8730.3760.3430.063-0.381-0.1160.283
AUDUSD0.7620.9270.45-0.8550.8020.7860.541-0.202-0.4140.563
AUS2000.4130.4930.157-0.3450.4970.5180.307-0.12-0.1870.322
CADCHF-0.64-0.3250.460.271-0.2950.166-0.2650.612-0.767-0.578
CADJPY0.3620.8050.453-0.440.8930.8630.666-0.162-0.6320.64
CHFJPY0.6970.9160.149-0.5540.9780.6820.757-0.503-0.1270.915
CHFSGD-0.314-0.496-0.570.332-0.513-0.395-0.757-0.2720.205-0.452
CN500.3810.5860.197-0.280.6730.4720.584-0.254-0.1290.625
EURAUD-0.892-0.821-0.1871-0.552-0.351-0.4330.3140.015-0.543
EURCAD0.7720.559-0.184-0.4020.5520.1370.494-0.5350.5730.718
EURCHF0.0550.3880.745-0.1840.4510.7110.3960.378-0.690.098
EURCZK-0.265-0.4870.0470.172-0.603-0.462-0.717-0.0470.184-0.517
EURGBP0.5440.8050.252-0.4730.8670.7990.368-0.586-0.3610.651
EURHUF-0.692-0.888-0.3030.687-0.855-0.707-0.680.2580.284-0.709
EURJPY0.6540.9290.294-0.55210.7860.782-0.381-0.2710.863
EURMXN-0.172-0.457-0.5060.077-0.621-0.533-0.766-0.2020.271-0.5
EURNOK0.6810.7090.104-0.5980.650.4740.451-0.373-0.0210.59
EURNZD-0.859-0.6780.2650.897-0.408-0.075-0.3250.479-0.267-0.552
EURPLN-0.569-0.774-0.4120.423-0.859-0.647-0.8360.1440.147-0.766
EURSEK0.6550.524-0.514-0.5650.395-0.0690.273-0.720.420.65
EURSGD-0.399-0.408-0.260.327-0.387-0.038-0.752-0.093-0.213-0.554
EURTRY-0.666-0.698-0.1490.449-0.727-0.28-0.8350.318-0.265-0.866
EURUSD0.3090.6920.591-0.3510.78610.4590.017-0.7330.365
EURX0.5370.8550.401-0.4740.9420.9150.596-0.307-0.4650.669
EURZAR-0.225-0.37-0.4530.11-0.471-0.314-0.721-0.2190.047-0.453
FRA400.1850.5050.317-0.1760.630.6420.7080.228-0.4610.391
GBPAUD-0.83-0.947-0.2620.852-0.83-0.68-0.4650.5220.231-0.693
GBPCAD-0.022-0.457-0.4050.217-0.528-0.76-0.0350.2350.809-0.172
GBPCHF-0.56-0.73-0.0260.444-0.776-0.62-0.260.7490.164-0.66
GBPJPY0.5410.7260.226-0.4330.7820.45910.013-0.040.803
GBPMXN-0.342-0.678-0.5090.24-0.836-0.743-0.7590.060.367-0.652
GBPNOK0.3810.202-0.07-0.3350.082-0.0780.250.0260.2730.188
GBPNZD-0.851-0.90500.831-0.782-0.543-0.4240.6460.069-0.732
GBPSEK0.2-0.126-0.726-0.172-0.298-0.69-0.042-0.2560.6810.116
GBPSGD-0.662-0.908-0.3450.569-0.957-0.749-0.6590.4880.247-0.827
GBPTRY-0.724-0.874-0.230.54-0.925-0.585-0.7590.5-0.003-0.914
GBPUSD-0.485-0.4050.3790.314-0.3810.0170.0131-0.381-0.585
GER300.6880.8830.42-0.6160.890.6150.816-0.291-0.1450.837
HK500.5260.7910.517-0.4710.8510.6670.862-0.06-0.2710.736
IT400.3950.555-0.185-0.3540.6230.610.082-0.362-0.2580.336
JPN2250.6670.9260.417-0.6370.9430.7630.845-0.181-0.3140.795
JPYX-0.746-0.955-0.2240.643-0.978-0.665-0.8470.4030.13-0.928
NAS1000.6580.850.364-0.580.8680.6220.861-0.166-0.1550.799
NOKJPY-0.0280.170.1680.0770.2950.1560.381-0.016-0.0930.317
NOKSEK-0.15-0.334-0.5770.144-0.4-0.645-0.25-0.220.461-0.074
NZDCAD0.9530.729-0.263-0.8040.5410.1150.458-0.5820.4540.719
NZDCHF0.8790.801-0.03-0.9530.5530.2940.455-0.3680.0590.591
NZDJPY0.870.9790.084-0.8130.9030.5910.709-0.5-0.0630.876
NZDUSD0.8330.9320.164-0.8830.790.6690.526-0.353-0.2460.641
SCI250.50.7370.586-0.460.7810.6830.810.066-0.3090.619
SEKJPY0.1420.4870.731-0.0930.6550.7840.5810.214-0.5360.345
SGDJPY0.6750.9110.324-0.5650.9650.680.881-0.305-0.1670.898
SPA350.6190.8220.475-0.5540.8420.6370.785-0.18-0.1980.746
UK1000.6010.8290.479-0.5580.8490.6120.843-0.157-0.2060.779
US20000.6610.8740.411-0.5850.8990.6690.875-0.161-0.1960.808
US300.7440.8970.347-0.6730.8740.5710.875-0.233-0.0850.85
US5000.7360.9030.362-0.6660.8870.5980.873-0.23-0.1110.847
USDCAD0.274-0.189-0.6150.015-0.271-0.733-0.04-0.38110.19
USDCHF-0.371-0.7-0.3910.359-0.791-0.937-0.3950.1680.602-0.424
USDCNH-0.296-0.575-0.6940.271-0.668-0.75-0.657-0.2360.465-0.393
USDCZK-0.612-0.7870.3180.427-0.876-0.696-0.7740.2040.137-0.725
USDHKD0.6120.513-0.241-0.5930.3630.1620.17-0.4590.1430.41
USDHUF-0.602-0.881-0.430.616-0.891-0.867-0.6490.1720.471-0.633
USDJPY0.730.833-0.039-0.5430.8630.3650.803-0.5850.191
USDMXN-0.233-0.581-0.5860.17-0.741-0.737-0.755-0.1650.444-0.515
USDNOK0.5640.372-0.238-0.4480.252-0.0590.216-0.4230.40.428
USDPLN-0.502-0.814-0.5390.433-0.911-0.887-0.7320.0830.45-0.646
USDRUB0.6860.531-0.666-0.5410.4230.1880.145-0.5620.3020.479
USDSEK0.3550.056-0.752-0.269-0.097-0.573-0.039-0.5970.7050.322
USDSGD-0.464-0.792-0.6290.461-0.862-0.865-0.766-0.0550.511-0.591
USDTHB-0.67-0.88-0.430.594-0.902-0.766-0.810.1220.271-0.732
USDTRY-0.661-0.858-0.3660.51-0.923-0.662-0.8630.2470.117-0.848
USDX-0.215-0.418-0.1560.15-0.515-0.536-0.1480.3580.286-0.338
USDZAR-0.303-0.572-0.5970.228-0.691-0.65-0.76-0.1810.33-0.509
VIX0.041-0.282-0.4860.117-0.342-0.542-0.367-0.3810.614-0.074
XAGEUR0.1810.022-0.051-0.189-0.092-0.2230.022-0.0420.2510.041
XAGUSD0.420.5220.255-0.4210.4890.4120.289-0.272-0.1630.397
XAUAUD0.197-0.082-0.405-0.015-0.135-0.4970.143-0.1550.6680.202
XAUEUR0.5730.316-0.349-0.4170.186-0.280.344-0.3920.6240.509
XAUUSD0.7380.634-0.152-0.5770.5480.1020.528-0.5280.3830.741
XBRUSD0.3840.6050.405-0.3650.6490.440.7840.029-0.180.621
XNGUSD0.7160.80.174-0.5210.8290.4270.833-0.3760.1420.899
XPDUSD0.0750.3870.446-0.0260.550.530.5560.095-0.3550.395
XPTUSD0.5030.6490.34-0.4310.670.5580.498-0.246-0.1780.552
XTIUSD0.4940.425-0.418-0.3650.382-0.030.389-0.480.3580.599
ZARJPY0.5140.7390.426-0.3770.8370.6060.872-0.095-0.1450.764

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