4 Hour Correlation Matrix

CurrencyAUDCADAUDJPYAUDNZDEURAUDEURJPYEURUSDGBPJPYGBPUSDUSDCADUSDJPY
AUDCAD10.7480.638-0.962-0.1340.560.730.691-0.375-0.528
AUDCHF0.9290.8290.597-0.983-0.040.6250.8120.732-0.548-0.52
AUDJPY0.74810.247-0.760.5130.5280.6920.435-0.43-0.09
AUDNZD0.6380.2471-0.662-0.5030.0050.2590.320.055-0.324
AUDSGD0.8960.7770.405-0.928-0.0430.8050.8720.843-0.707-0.665
AUDUSD0.8620.7240.389-0.897-0.0830.8830.9260.919-0.794-0.752
AUS2000.08-0.27-0.021-0.038-0.460.3220.0440.317-0.262-0.548
CADCHF-0.4030.028-0.2480.1670.2640.0340.039-0.056-0.3440.139
CADJPY-0.340.369-0.5440.2690.915-0.033-0.038-0.349-0.0880.609
CHFJPY-0.1610.446-0.5180.2260.974-0.061-0.071-0.3990.1130.671
CHFSGD0.057-0.015-0.453-0.004-0.0180.6250.3080.442-0.55-0.506
CN500.5390.7960.099-0.6080.4060.60.7460.531-0.596-0.218
EURAUD-0.962-0.76-0.66210.167-0.584-0.781-0.7410.4870.569
EURCAD0.5360.2880.179-0.2840.0640.1690.1520.1360.179-0.091
EURCHF0.0250.529-0.232-0.1090.6620.3450.3290.103-0.430.146
EURCZK-0.491-0.6930.0470.519-0.45-0.769-0.767-0.6390.7360.388
EURGBP-0.7-0.336-0.4830.7630.496-0.737-0.858-0.960.7040.9
EURHUF0.620.1770.563-0.675-0.6180.5220.670.807-0.493-0.808
EURJPY-0.1340.513-0.5030.16710.0350.021-0.315-0.0140.61
EURMXN0.015-0.2650.2610.13-0.23-0.646-0.577-0.5140.80.367
EURNOK-0.625-0.609-0.2850.710.007-0.757-0.864-0.8050.7580.607
EURNZD-0.907-0.83-0.3770.944-0.016-0.719-0.851-0.7740.6260.559
EURPLN0.006-0.1320.2490.06-0.115-0.584-0.466-0.4650.6530.389
EURSEK-0.384-0.508-0.3450.491-0.131-0.258-0.48-0.3340.3110.121
EURSGD0.0580.236-0.528-0.050.3030.7310.4330.447-0.704-0.387
EURTRY0.5240.0050.436-0.536-0.6980.610.5660.813-0.551-0.929
EURUSD0.560.5280.005-0.5840.03510.8710.896-0.94-0.77
EURX-0.606-0.105-0.5820.6230.659-0.392-0.527-0.6870.3260.732
EURZAR0.6370.1370.379-0.621-0.610.6890.6270.851-0.581-0.935
FRA400.1990.443-0.02-0.0960.6520.1670.163-0.028-0.030.236
GBPAUD0.065-0.2890.049-0.12-0.5940.5140.4910.694-0.563-0.787
GBPCAD0.7840.3760.504-0.789-0.470.7370.8470.946-0.63-0.883
GBPCHF0.7030.3990.456-0.776-0.4160.7790.8950.971-0.756-0.883
GBPJPY0.730.6920.259-0.7810.0210.87110.919-0.818-0.677
GBPMXN0.6640.0780.674-0.598-0.6690.130.3020.4540.032-0.529
GBPNOK-0.303-0.6090.0080.373-0.438-0.46-0.512-0.3310.4910.088
GBPNZD0.286-0.1780.396-0.344-0.7240.4760.5430.751-0.5-0.839
GBPSEK0.5980.1530.381-0.621-0.590.6840.7210.893-0.625-0.918
GBPSGD0.6530.3590.307-0.707-0.3830.8570.8880.989-0.818-0.924
GBPTRY0.6340.1670.481-0.671-0.6290.6930.7310.917-0.644-0.951
GBPUSD0.6910.4350.32-0.741-0.3150.8960.9191-0.848-0.912
GER300.6150.8590.17-0.6760.4120.6340.7860.566-0.61-0.241
HK500.4540.8010.048-0.5150.5350.5350.6660.414-0.535-0.084
IT400.5020.6660.187-0.5560.4080.7330.7860.687-0.745-0.459
JPN2250.4810.889-0.013-0.4870.7060.4350.5610.256-0.370.106
JPYX-0.001-0.4750.211-0.063-0.8020.2370.1810.476-0.307-0.7
NAS1000.40.2570.06-0.2630.0410.2690.1530.185-0.063-0.185
NOKJPY0.5470.7250.123-0.6220.2860.7250.8270.67-0.724-0.394
NOKSEK0.6020.5390.25-0.676-0.0710.7710.8410.82-0.764-0.659
NZDCAD0.9560.8010.385-0.9010.0280.6680.7750.706-0.469-0.51
NZDCHF0.8440.8830.299-0.8970.1580.740.8590.739-0.673-0.486
NZDJPY0.5650.95-0.069-0.5690.6910.5420.6280.344-0.460.011
NZDUSD0.7760.7160.191-0.8080.0230.9390.9280.907-0.857-0.729
SCI250.3960.757-0.033-0.4970.4960.6580.7580.532-0.707-0.207
SEKJPY0.1250.684-0.175-0.1560.8360.1520.277-0.066-0.160.413
SGDJPY-0.1660.391-0.2130.1940.844-0.373-0.219-0.5690.3790.835
SPA350.3320.774-0.062-0.4230.6170.4880.6080.335-0.5350.005
UK1000.50.7840.086-0.5960.4050.6640.7890.582-0.694-0.27
US20000.6430.7810.115-0.6960.2670.8220.8760.745-0.784-0.482
US300.6380.7520.163-0.720.190.8250.9190.796-0.82-0.533
US5000.6750.7360.205-0.7440.1350.8360.9220.822-0.812-0.577
USDCAD-0.375-0.430.0550.487-0.014-0.94-0.818-0.84810.737
USDCHF-0.588-0.444-0.0590.5960.109-0.979-0.849-0.9240.8970.845
USDCNH-0.302-0.421-0.0130.237-0.33-0.318-0.22-0.1440.1960.04
USDCZK-0.536-0.6220.0110.567-0.257-0.908-0.867-0.820.8780.628
USDHKD-0.446-0.531-0.1560.549-0.089-0.663-0.729-0.6570.7040.47
USDHUF0.1-0.3320.585-0.134-0.682-0.437-0.152-0.0340.405-0.09
USDJPY-0.528-0.09-0.3240.5690.61-0.77-0.677-0.9120.7371
USDMXN-0.247-0.4120.1630.352-0.163-0.871-0.77-0.740.9430.587
USDNOK-0.642-0.622-0.2190.713-0.008-0.868-0.912-0.8740.8490.685
USDPLN-0.405-0.4360.090.449-0.07-0.95-0.813-0.830.9330.708
USDRUB0.071-0.154-0.235-0.079-0.370.4830.2680.486-0.493-0.648
USDSEK-0.617-0.649-0.1660.684-0.09-0.896-0.901-0.8520.8720.653
USDSGD-0.723-0.575-0.3210.7610.131-0.913-0.919-0.9430.8490.807
USDTHB-0.1-0.4870.4060.087-0.625-0.55-0.375-0.2270.5140.036
USDTRY0.22-0.4120.545-0.215-0.909-0.0130.0280.3220.042-0.57
USDX-0.08-0.4370.30.106-0.534-0.446-0.342-0.1970.4540.013
USDZAR0.455-0.1980.511-0.417-0.850.2080.2180.502-0.106-0.707
VIX-0.698-0.721-0.3520.67-0.217-0.389-0.499-0.3710.2550.17
XAGEUR-0.436-0.424-0.0360.5220.04-0.885-0.783-0.8250.9090.729
XAGUSD-0.523-0.334-0.2140.5960.277-0.837-0.776-0.8810.8370.841
XAUAUD-0.6-0.456-0.3880.6770.198-0.737-0.813-0.8340.7340.712
XAUEUR-0.342-0.206-0.440.4410.265-0.448-0.532-0.5790.5060.526
XAUUSD-0.465-0.053-0.6680.5410.631-0.385-0.515-0.6670.4030.708
XBRUSD-0.45-0.293-0.2150.5640.292-0.777-0.801-0.8760.830.803
XNGUSD0.1830.0430.145-0.052-0.013-0.118-0.107-0.1050.2810.088
XPDUSD0.2850.1460.318-0.1590.009-0.126-0.061-0.0890.3040.109
XPTUSD-0.250.038-0.1560.310.466-0.561-0.487-0.6680.5890.742
XTIUSD-0.3880.121-0.3340.3750.682-0.486-0.454-0.6920.4190.819
ZARJPY-0.5290.067-0.4540.5280.796-0.516-0.471-0.7540.440.916

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