Les tableaux suivants représentent la corrélation entre les parités différentes du marché des changes.
Le coefficient de corrélation met en évidence la similitude des mouvements entre deux parités.
- Si la corrélation est élevée et positive, les monnaies évoluent de la même manière.
- Si la corrélation est forte et négative, les monnaies vont dans le sens inverse
- Si la corrélation est proche de zéro les monnaies ne se déplacent pas de la même manière
EURUSD
Daily
4 hours
Hourly
15 min
5 min
EURUSD | GBPUSD | NZDUSD | AUDUSD | NZDCAD | EURCAD | GBPCAD | GBPAUD | EURAUD | AUDCAD | NZDCHF | NZDJPY | CHFJPY | EURGBP | GBPCHF | AUDCHF | EURCHF | GBPNZD | GBPJPY | AUDJPY | EURNZD | AUDNZD | EURJPY | CADCHF | CADJPY | USDCHF | USDJPY | USDCAD | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
EURUSD | 97 | 91 | 85 | 71 | 70 | 67 | 42 | 29 | 17 | 8 | -21 | -28 | -35 | -38 | -43 | -45 | -52 | -54 | -55 | -58 | -58 | -58 | -60 | -68 | -85 | -86 | -94 | |
GBPUSD | 97 | 92 | 84 | 75 | 70 | 78 | 49 | 26 | 20 | 6 | -21 | -26 | -55 | -38 | -46 | -50 | -50 | -52 | -56 | -63 | -61 | -61 | -65 | -71 | -87 | -87 | -91 | |
NZDUSD | 91 | 92 | 74 | 92 | 64 | 69 | 48 | 31 | 11 | 7 | -5 | -10 | -46 | -62 | -61 | -70 | -81 | -58 | -60 | -87 | -81 | -65 | -80 | -72 | -94 | -86 | -85 | |
AUDUSD | 85 | 84 | 74 | 55 | 56 | 57 | -7 | -26 | 61 | 50 | 3 | -27 | -34 | 0 | 4 | -9 | -37 | -22 | -13 | -44 | -21 | -28 | -25 | -39 | -55 | -60 | -81 | |
NZDCAD | 71 | 75 | 92 | 55 | 68 | 74 | 49 | 30 | 15 | 5 | 7 | 5 | -50 | -70 | -67 | -78 | -88 | -52 | -56 | -95 | -87 | -60 | -88 | -70 | -87 | -73 | -58 | |
EURCAD | 70 | 70 | 64 | 56 | 68 | 87 | 39 | 27 | 39 | 4 | -15 | -18 | -33 | -26 | -34 | -33 | -35 | -36 | -41 | -42 | -45 | -41 | -60 | -62 | -61 | -61 | -42 | |
GBPCAD | 67 | 78 | 69 | 57 | 74 | 87 | 51 | 19 | 37 | 1 | -13 | -15 | -76 | -27 | -40 | -46 | -33 | -34 | -44 | -54 | -50 | -49 | -66 | -65 | -66 | -64 | -44 | |
GBPAUD | 42 | 49 | 48 | -7 | 49 | 39 | 51 | 89 | -60 | -68 | -42 | -4 | -46 | -69 | -88 | -76 | -33 | -59 | -81 | -45 | -77 | -66 | -77 | -67 | -70 | -62 | -35 | |
EURAUD | 29 | 26 | 31 | -26 | 30 | 27 | 19 | 89 | -78 | -75 | -44 | -2 | -1 | -70 | -84 | -65 | -29 | -58 | -77 | -26 | -68 | -55 | -63 | -55 | -55 | -49 | -25 | |
AUDCAD | 17 | 20 | 11 | 61 | 15 | 39 | 37 | -60 | -78 | 74 | 33 | -9 | -20 | 50 | 59 | 40 | 5 | 33 | 47 | -2 | 37 | 26 | 22 | 13 | 14 | 8 | -3 | |
NZDCHF | 8 | 6 | 7 | 50 | 5 | 4 | 1 | -68 | -75 | 74 | 38 | -19 | 3 | 57 | 67 | 53 | -6 | 30 | 48 | -4 | 33 | 29 | 44 | 24 | 27 | 14 | -9 | |
NZDJPY | -21 | -21 | -5 | 3 | 7 | -15 | -13 | -42 | -44 | 33 | 38 | 84 | 6 | 8 | 24 | 9 | -20 | 76 | 71 | -16 | 10 | 73 | 12 | 67 | 18 | 56 | 20 | |
CHFJPY | -28 | -26 | -10 | -27 | 5 | -18 | -15 | -4 | -2 | -9 | -19 | 84 | 5 | -25 | -14 | -22 | -17 | 63 | 47 | -14 | -9 | 60 | -13 | 57 | 4 | 51 | 27 | |
EURGBP | -35 | -55 | -46 | -34 | -50 | -33 | -76 | -46 | -1 | -20 | 3 | 6 | 5 | 16 | 30 | 42 | 17 | 16 | 29 | 48 | 37 | 39 | 46 | 42 | 45 | 41 | 28 | |
GBPCHF | -38 | -38 | -62 | 0 | -70 | -26 | -27 | -69 | -70 | 50 | 57 | 8 | -25 | 16 | 95 | 96 | 79 | 59 | 69 | 75 | 91 | 59 | 90 | 58 | 79 | 56 | 36 | |
AUDCHF | -43 | -46 | -61 | 4 | -67 | -34 | -40 | -88 | -84 | 59 | 67 | 24 | -14 | 30 | 95 | 96 | 65 | 64 | 80 | 68 | 93 | 67 | 92 | 67 | 81 | 63 | 38 | |
EURCHF | -45 | -50 | -70 | -9 | -78 | -33 | -46 | -76 | -65 | 40 | 53 | 9 | -22 | 42 | 96 | 96 | 77 | 59 | 72 | 82 | 94 | 65 | 96 | 65 | 85 | 63 | 41 | |
GBPNZD | -52 | -50 | -81 | -37 | -88 | -35 | -33 | -33 | -29 | 5 | -6 | -20 | -17 | 17 | 79 | 65 | 77 | 49 | 48 | 95 | 85 | 49 | 76 | 52 | 76 | 57 | 50 | |
GBPJPY | -54 | -52 | -58 | -22 | -52 | -36 | -34 | -59 | -58 | 33 | 30 | 76 | 63 | 16 | 59 | 64 | 59 | 49 | 95 | 49 | 66 | 97 | 61 | 94 | 66 | 87 | 51 | |
AUDJPY | -55 | -56 | -60 | -13 | -56 | -41 | -44 | -81 | -77 | 47 | 48 | 71 | 47 | 29 | 69 | 80 | 72 | 48 | 95 | 52 | 77 | 96 | 74 | 93 | 74 | 87 | 50 | |
EURNZD | -58 | -63 | -87 | -44 | -95 | -42 | -54 | -45 | -26 | -2 | -4 | -16 | -14 | 48 | 75 | 68 | 82 | 95 | 49 | 52 | 88 | 57 | 83 | 60 | 82 | 64 | 54 | |
AUDNZD | -58 | -61 | -81 | -21 | -87 | -45 | -50 | -77 | -68 | 37 | 33 | 10 | -9 | 37 | 91 | 93 | 94 | 85 | 66 | 77 | 88 | 70 | 94 | 72 | 89 | 73 | 53 | |
EURJPY | -58 | -61 | -65 | -28 | -60 | -41 | -49 | -66 | -55 | 26 | 29 | 73 | 60 | 39 | 59 | 67 | 65 | 49 | 97 | 96 | 57 | 70 | 68 | 97 | 72 | 91 | 54 | |
CADCHF | -60 | -65 | -80 | -25 | -88 | -60 | -66 | -77 | -63 | 22 | 44 | 12 | -13 | 46 | 90 | 92 | 96 | 76 | 61 | 74 | 83 | 94 | 68 | 74 | 91 | 72 | 48 | |
CADJPY | -68 | -71 | -72 | -39 | -70 | -62 | -65 | -67 | -55 | 13 | 24 | 67 | 57 | 42 | 58 | 67 | 65 | 52 | 94 | 93 | 60 | 72 | 97 | 74 | 78 | 95 | 58 | |
USDCHF | -85 | -87 | -94 | -55 | -87 | -61 | -66 | -70 | -55 | 14 | 27 | 18 | 4 | 45 | 79 | 81 | 85 | 76 | 66 | 74 | 82 | 89 | 72 | 91 | 78 | 88 | 79 | |
USDJPY | -86 | -87 | -86 | -60 | -73 | -61 | -64 | -62 | -49 | 8 | 14 | 56 | 51 | 41 | 56 | 63 | 63 | 57 | 87 | 87 | 64 | 73 | 91 | 72 | 95 | 88 | 81 | |
USDCAD | -94 | -91 | -85 | -81 | -58 | -42 | -44 | -35 | -25 | -3 | -9 | 20 | 27 | 28 | 36 | 38 | 41 | 50 | 51 | 50 | 54 | 53 | 54 | 48 | 58 | 79 | 81 |
EURUSD | GBPUSD | NZDUSD | AUDUSD | NZDCAD | EURCAD | GBPCAD | GBPAUD | EURAUD | AUDCAD | NZDCHF | NZDJPY | CHFJPY | EURGBP | GBPCHF | AUDCHF | EURCHF | GBPNZD | GBPJPY | AUDJPY | EURNZD | AUDNZD | EURJPY | CADCHF | CADJPY | USDCHF | USDJPY | USDCAD | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
EURUSD | 91 | 85 | 84 | 71 | 69 | 84 | -7 | -65 | 80 | 84 | 65 | 46 | -77 | 90 | 83 | 89 | 76 | 72 | 69 | -25 | 74 | 67 | 71 | 57 | 17 | 47 | -75 | |
GBPUSD | 91 | 90 | 94 | 82 | 61 | 96 | -12 | -83 | 94 | 88 | 81 | 65 | -96 | 97 | 91 | 80 | 87 | 88 | 85 | -45 | 88 | 80 | 64 | 72 | 13 | 66 | -70 | |
NZDUSD | 85 | 90 | 95 | 89 | 38 | 79 | -41 | -88 | 91 | 93 | 75 | 54 | -84 | 85 | 90 | 70 | 56 | 75 | 78 | -72 | 79 | 68 | 67 | 64 | 2 | 53 | -82 | |
AUDUSD | 84 | 94 | 95 | 81 | 39 | 84 | -46 | -96 | 98 | 93 | 87 | 69 | -91 | 92 | 98 | 76 | 70 | 88 | 91 | -63 | 95 | 82 | 75 | 79 | 17 | 70 | -80 | |
NZDCAD | 71 | 82 | 89 | 81 | 57 | 83 | -23 | -77 | 86 | 84 | 64 | 42 | -82 | 79 | 78 | 60 | 55 | 65 | 65 | -70 | 65 | 55 | 41 | 47 | 6 | 43 | -46 | |
EURCAD | 69 | 61 | 38 | 39 | 57 | 74 | 45 | -18 | 48 | 47 | 26 | 12 | -51 | 65 | 43 | 70 | 71 | 39 | 29 | 19 | 35 | 32 | 22 | 16 | 30 | 17 | -4 | |
GBPCAD | 84 | 96 | 79 | 84 | 83 | 74 | 5 | -74 | 90 | 80 | 75 | 60 | -96 | 95 | 84 | 76 | 92 | 84 | 78 | -36 | 81 | 74 | 50 | 65 | 17 | 62 | -48 | |
GBPAUD | -7 | -12 | -41 | -46 | -23 | 45 | 5 | 61 | -40 | -42 | -39 | -31 | 14 | -14 | -46 | -12 | 23 | -26 | -42 | 66 | -46 | -30 | -49 | -39 | -14 | -33 | 50 | |
EURAUD | -65 | -83 | -88 | -96 | -77 | -18 | -74 | 61 | -95 | -86 | -87 | -74 | 87 | -82 | -94 | -60 | -58 | -86 | -91 | 76 | -93 | -80 | -68 | -80 | -15 | -74 | 73 | |
AUDCAD | 80 | 94 | 91 | 98 | 86 | 48 | 90 | -40 | -95 | 92 | 86 | 69 | -94 | 93 | 97 | 75 | 74 | 89 | 90 | -62 | 94 | 82 | 67 | 77 | 22 | 72 | -66 | |
NZDCHF | 84 | 88 | 93 | 93 | 84 | 47 | 80 | -42 | -86 | 92 | 78 | 55 | -82 | 92 | 96 | 87 | 60 | 79 | 81 | -60 | 84 | 74 | 84 | 68 | 39 | 60 | -73 | |
NZDJPY | 65 | 81 | 75 | 87 | 64 | 26 | 75 | -39 | -87 | 86 | 78 | 95 | -84 | 81 | 87 | 62 | 68 | 98 | 99 | -54 | 88 | 98 | 65 | 98 | 20 | 96 | -66 | |
CHFJPY | 46 | 65 | 54 | 69 | 42 | 12 | 60 | -31 | -74 | 69 | 55 | 95 | -72 | 63 | 68 | 41 | 61 | 92 | 93 | -41 | 77 | 95 | 47 | 98 | 9 | 98 | -52 | |
EURGBP | -77 | -96 | -84 | -91 | -82 | -51 | -96 | 14 | 87 | -94 | -82 | -84 | -72 | -93 | -88 | -67 | -86 | -90 | -87 | 54 | -88 | -81 | -54 | -76 | -10 | -72 | 60 | |
GBPCHF | 90 | 97 | 85 | 92 | 79 | 65 | 95 | -14 | -82 | 93 | 92 | 81 | 63 | -93 | 94 | 89 | 87 | 88 | 85 | -38 | 89 | 81 | 75 | 73 | 35 | 68 | -65 | |
AUDCHF | 83 | 91 | 90 | 98 | 78 | 43 | 84 | -46 | -94 | 97 | 96 | 87 | 68 | -88 | 94 | 84 | 71 | 88 | 91 | -57 | 95 | 84 | 83 | 79 | 36 | 72 | -75 | |
EURCHF | 89 | 80 | 70 | 76 | 60 | 70 | 76 | -12 | -60 | 75 | 87 | 62 | 41 | -67 | 89 | 84 | 72 | 69 | 67 | -12 | 74 | 67 | 85 | 56 | 60 | 50 | -59 | |
GBPNZD | 76 | 87 | 56 | 70 | 55 | 71 | 92 | 23 | -58 | 74 | 60 | 68 | 61 | -86 | 87 | 71 | 72 | 81 | 72 | -4 | 76 | 73 | 46 | 64 | 22 | 63 | -40 | |
GBPJPY | 72 | 88 | 75 | 88 | 65 | 39 | 84 | -26 | -86 | 89 | 79 | 98 | 92 | -90 | 88 | 88 | 69 | 81 | 99 | -44 | 91 | 98 | 65 | 96 | 22 | 94 | -64 | |
AUDJPY | 69 | 85 | 78 | 91 | 65 | 29 | 78 | -42 | -91 | 90 | 81 | 99 | 93 | -87 | 85 | 91 | 67 | 72 | 99 | -53 | 93 | 98 | 69 | 97 | 23 | 94 | -68 | |
EURNZD | -25 | -45 | -72 | -63 | -70 | 19 | -36 | 66 | 76 | -62 | -60 | -54 | -41 | 54 | -38 | -57 | -12 | -4 | -44 | -53 | -47 | -38 | -30 | -43 | 18 | -37 | 52 | |
AUDNZD | 74 | 88 | 79 | 95 | 65 | 35 | 81 | -46 | -93 | 94 | 84 | 88 | 77 | -88 | 89 | 95 | 74 | 76 | 91 | 93 | -47 | 87 | 75 | 85 | 30 | 80 | -70 | |
EURJPY | 67 | 80 | 68 | 82 | 55 | 32 | 74 | -30 | -80 | 82 | 74 | 98 | 95 | -81 | 81 | 84 | 67 | 73 | 98 | 98 | -38 | 87 | 67 | 99 | 27 | 97 | -62 | |
CADCHF | 71 | 64 | 67 | 75 | 41 | 22 | 50 | -49 | -68 | 67 | 84 | 65 | 47 | -54 | 75 | 83 | 85 | 46 | 65 | 69 | -30 | 75 | 67 | 65 | 60 | 56 | -77 | |
CADJPY | 57 | 72 | 64 | 79 | 47 | 16 | 65 | -39 | -80 | 77 | 68 | 98 | 98 | -76 | 73 | 79 | 56 | 64 | 96 | 97 | -43 | 85 | 99 | 65 | 22 | 98 | -64 | |
USDCHF | 17 | 13 | 2 | 17 | 6 | 30 | 17 | -14 | -15 | 22 | 39 | 20 | 9 | -10 | 35 | 36 | 60 | 22 | 22 | 23 | 18 | 30 | 27 | 60 | 22 | 26 | 4 | |
USDJPY | 47 | 66 | 53 | 70 | 43 | 17 | 62 | -33 | -74 | 72 | 60 | 96 | 98 | -72 | 68 | 72 | 50 | 63 | 94 | 94 | -37 | 80 | 97 | 56 | 98 | 26 | -49 | |
USDCAD | -75 | -70 | -82 | -80 | -46 | -4 | -48 | 50 | 73 | -66 | -73 | -66 | -52 | 60 | -65 | -75 | -59 | -40 | -64 | -68 | 52 | -70 | -62 | -77 | -64 | 4 | -49 |
EURUSD | GBPUSD | NZDUSD | AUDUSD | NZDCAD | EURCAD | GBPCAD | GBPAUD | EURAUD | AUDCAD | NZDCHF | NZDJPY | CHFJPY | EURGBP | GBPCHF | AUDCHF | EURCHF | GBPNZD | GBPJPY | AUDJPY | EURNZD | AUDNZD | EURJPY | CADCHF | CADJPY | USDCHF | USDJPY | USDCAD | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
EURUSD | 69 | 61 | 54 | 56 | 50 | 42 | 1 | -15 | 53 | 31 | -6 | -18 | -22 | 43 | 20 | 10 | -5 | -8 | -8 | -22 | -14 | -14 | -34 | -23 | -71 | -32 | -39 | |
GBPUSD | 69 | 64 | 49 | 81 | 56 | 86 | 32 | -25 | 69 | 20 | -25 | -35 | -86 | 79 | 2 | -51 | 23 | -17 | -29 | -42 | -39 | -41 | -76 | -48 | -90 | -50 | -4 | |
NZDUSD | 61 | 64 | 95 | 89 | -11 | 23 | -49 | -82 | 94 | 84 | -6 | -35 | -43 | 25 | 69 | -41 | -60 | -29 | -6 | -91 | -2 | -37 | -17 | -34 | -76 | -48 | -68 | |
AUDUSD | 54 | 49 | 95 | 75 | -29 | 3 | -67 | -91 | 92 | 90 | 14 | -16 | -28 | 15 | 85 | -27 | -69 | -13 | 17 | -88 | 29 | -18 | 5 | -12 | -61 | -28 | -81 | |
NZDCAD | 56 | 81 | 89 | 75 | 23 | 58 | -13 | -61 | 91 | 61 | -29 | -52 | -70 | 47 | 38 | -58 | -29 | -40 | -31 | -80 | -33 | -56 | -55 | -57 | -85 | -64 | -28 | |
EURCAD | 50 | 56 | -11 | -29 | 23 | 80 | 79 | 58 | -3 | -48 | -38 | -25 | -40 | 61 | -62 | 1 | 72 | -10 | -43 | 40 | -60 | -23 | -78 | -40 | -38 | -29 | 60 | |
GBPCAD | 42 | 86 | 23 | 3 | 58 | 80 | 71 | 17 | 35 | -23 | -40 | -36 | -87 | 82 | -41 | -49 | 61 | -17 | -45 | -5 | -60 | -42 | -93 | -53 | -67 | -45 | 47 | |
GBPAUD | 1 | 32 | -49 | -67 | -13 | 79 | 71 | 79 | -42 | -80 | -37 | -12 | -43 | 51 | -91 | -13 | 95 | -1 | -43 | 61 | -65 | -15 | -70 | -28 | -10 | -12 | 84 | |
EURAUD | -15 | -25 | -82 | -91 | -61 | 58 | 17 | 79 | -83 | -90 | -20 | 10 | 23 | 3 | -89 | 37 | 79 | 11 | -23 | 93 | -41 | 14 | -22 | 3 | 38 | 18 | 75 | |
AUDCAD | 53 | 69 | 94 | 92 | 91 | -3 | 35 | -42 | -83 | 77 | -2 | -29 | -55 | 38 | 66 | -45 | -47 | -20 | -1 | -87 | 9 | -33 | -26 | -31 | -73 | -42 | -52 | |
NZDCHF | 31 | 20 | 84 | 90 | 61 | -48 | -23 | -80 | -90 | 77 | 24 | -9 | -5 | 0 | 93 | -7 | -86 | -9 | 25 | -87 | 29 | -8 | 33 | 1 | -29 | -15 | -80 | |
NZDJPY | -6 | -25 | -6 | 14 | -29 | -38 | -40 | -37 | -20 | -2 | 24 | 95 | 30 | 3 | 44 | 48 | -19 | 93 | 99 | 4 | 64 | 94 | 59 | 95 | 39 | 90 | -35 | |
CHFJPY | -18 | -35 | -35 | -16 | -52 | -25 | -36 | -12 | 10 | -29 | -9 | 95 | 35 | 0 | 15 | 52 | 8 | 98 | 94 | 33 | 56 | 99 | 52 | 98 | 52 | 98 | -9 | |
EURGBP | -22 | -86 | -43 | -28 | -70 | -40 | -87 | -43 | 23 | -55 | -5 | 30 | 35 | -76 | 12 | 75 | -35 | 17 | 33 | 41 | 42 | 45 | 78 | 48 | 71 | 45 | -22 | |
GBPCHF | 43 | 79 | 25 | 15 | 47 | 61 | 82 | 51 | 3 | 38 | 0 | 3 | 0 | -76 | -9 | -14 | 51 | 22 | -2 | -7 | -27 | -3 | -56 | -13 | -43 | -8 | 25 | |
AUDCHF | 20 | 2 | 69 | 85 | 38 | -62 | -41 | -91 | -89 | 66 | 93 | 44 | 15 | 12 | -9 | 8 | -85 | 12 | 49 | -73 | 62 | 16 | 54 | 26 | -10 | 10 | -85 | |
EURCHF | 10 | -51 | -41 | -27 | -58 | 1 | -49 | -13 | 37 | -45 | -7 | 48 | 52 | 75 | -14 | 8 | -1 | 47 | 48 | 55 | 37 | 65 | 62 | 60 | 64 | 59 | -8 | |
GBPNZD | -5 | 23 | -60 | -69 | -29 | 72 | 61 | 95 | 79 | -47 | -86 | -19 | 8 | -35 | 51 | -85 | -1 | 19 | -23 | 71 | -38 | 5 | -57 | -7 | 3 | 9 | 82 | |
GBPJPY | -8 | -17 | -29 | -13 | -40 | -10 | -17 | -1 | 11 | -20 | -9 | 93 | 98 | 17 | 22 | 12 | 47 | 19 | 91 | 31 | 49 | 96 | 38 | 92 | 41 | 94 | -3 | |
AUDJPY | -8 | -29 | -6 | 17 | -31 | -43 | -45 | -43 | -23 | -1 | 25 | 99 | 94 | 33 | -2 | 49 | 48 | -23 | 91 | 3 | 72 | 93 | 64 | 95 | 41 | 90 | -38 | |
EURNZD | -22 | -42 | -91 | -88 | -80 | 40 | -5 | 61 | 93 | -87 | -87 | 4 | 33 | 41 | -7 | -73 | 55 | 71 | 31 | 3 | -5 | 38 | 3 | 29 | 56 | 42 | 63 | |
AUDNZD | -14 | -39 | -2 | 29 | -33 | -60 | -60 | -65 | -41 | 9 | 29 | 64 | 56 | 42 | -27 | 62 | 37 | -38 | 49 | 72 | -5 | 58 | 70 | 65 | 37 | 57 | -51 | |
EURJPY | -14 | -41 | -37 | -18 | -56 | -23 | -42 | -15 | 14 | -33 | -8 | 94 | 99 | 45 | -3 | 16 | 65 | 5 | 96 | 93 | 38 | 58 | 59 | 98 | 57 | 98 | -12 | |
CADCHF | -34 | -76 | -17 | 5 | -55 | -78 | -93 | -70 | -22 | -26 | 33 | 59 | 52 | 78 | -56 | 54 | 62 | -57 | 38 | 64 | 3 | 70 | 59 | 69 | 70 | 60 | -52 | |
CADJPY | -23 | -48 | -34 | -12 | -57 | -40 | -53 | -28 | 3 | -31 | 1 | 95 | 98 | 48 | -13 | 26 | 60 | -7 | 92 | 95 | 29 | 65 | 98 | 69 | 61 | 98 | -21 | |
USDCHF | -71 | -90 | -76 | -61 | -85 | -38 | -67 | -10 | 38 | -73 | -29 | 39 | 52 | 71 | -43 | -10 | 64 | 3 | 41 | 41 | 56 | 37 | 57 | 70 | 61 | 67 | 24 | |
USDJPY | -32 | -50 | -48 | -28 | -64 | -29 | -45 | -12 | 18 | -42 | -15 | 90 | 98 | 45 | -8 | 10 | 59 | 9 | 94 | 90 | 42 | 57 | 98 | 60 | 98 | 67 | -1 | |
USDCAD | -39 | -4 | -68 | -81 | -28 | 60 | 47 | 84 | 75 | -52 | -80 | -35 | -9 | -22 | 25 | -85 | -8 | 82 | -3 | -38 | 63 | -51 | -12 | -52 | -21 | 24 | -1 |
EURUSD | GBPUSD | NZDUSD | AUDUSD | NZDCAD | EURCAD | GBPCAD | GBPAUD | EURAUD | AUDCAD | NZDCHF | NZDJPY | CHFJPY | EURGBP | GBPCHF | AUDCHF | EURCHF | GBPNZD | GBPJPY | AUDJPY | EURNZD | AUDNZD | EURJPY | CADCHF | CADJPY | USDCHF | USDJPY | USDCAD | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
EURUSD | 54 | 35 | 27 | 39 | 76 | 50 | -13 | 25 | 26 | 18 | 54 | 65 | 79 | -16 | 7 | 63 | -25 | 65 | 47 | 19 | -29 | 80 | -40 | 51 | -50 | 21 | -27 | |
GBPUSD | 54 | 93 | 90 | 92 | -10 | -7 | -80 | -62 | 86 | 78 | 84 | 25 | -10 | -11 | 71 | -15 | -86 | 22 | 85 | -68 | -4 | 6 | -5 | 27 | -81 | -50 | -91 | |
NZDUSD | 35 | 93 | 97 | 99 | -32 | -35 | -92 | -79 | 93 | 91 | 88 | 12 | -27 | -8 | 83 | -30 | -99 | 8 | 89 | -85 | -5 | -11 | 12 | 23 | -75 | -57 | -97 | |
AUDUSD | 27 | 90 | 97 | 95 | -39 | -38 | -98 | -86 | 99 | 91 | 79 | -2 | -35 | -1 | 91 | -33 | -95 | -2 | 89 | -86 | 21 | -22 | 20 | 13 | -68 | -65 | -95 | |
NZDCAD | 39 | 92 | 99 | 95 | -25 | -27 | -90 | -75 | 92 | 92 | 89 | 13 | -21 | -5 | 82 | -23 | -98 | 11 | 89 | -82 | -9 | -7 | 11 | 23 | -72 | -54 | -92 | |
EURCAD | 76 | -10 | -32 | -39 | -25 | 80 | 49 | 79 | -35 | -41 | -4 | 55 | 98 | -7 | -48 | 85 | 41 | 59 | -13 | 76 | -28 | 88 | -48 | 32 | 4 | 60 | 42 | |
GBPCAD | 50 | -7 | -35 | -38 | -27 | 80 | 49 | 64 | -30 | -42 | -20 | 29 | 65 | 8 | -43 | 63 | 47 | 38 | -25 | 65 | -12 | 58 | -46 | 1 | 10 | 39 | 48 | |
GBPAUD | -13 | -80 | -92 | -98 | -90 | 49 | 49 | 92 | -98 | -91 | -72 | 13 | 43 | -4 | -94 | 38 | 93 | 13 | -85 | 89 | -31 | 33 | -30 | -6 | 58 | 68 | 91 | |
EURAUD | 25 | -62 | -79 | -86 | -75 | 79 | 64 | 92 | -85 | -82 | -51 | 36 | 76 | -8 | -88 | 65 | 83 | 37 | -65 | 97 | -36 | 64 | -41 | 14 | 43 | 76 | 82 | |
AUDCAD | 26 | 86 | 93 | 99 | 92 | -35 | -30 | -98 | -85 | 90 | 74 | -8 | -33 | 6 | 93 | -27 | -91 | -6 | 87 | -82 | 31 | -22 | 23 | 6 | -61 | -65 | -89 | |
NZDCHF | 18 | 78 | 91 | 91 | 92 | -41 | -42 | -91 | -82 | 90 | 81 | -13 | -36 | 30 | 94 | -18 | -93 | 3 | 85 | -86 | 5 | -20 | 50 | 20 | -41 | -52 | -86 | |
NZDJPY | 54 | 84 | 88 | 79 | 89 | -4 | -20 | -72 | -51 | 74 | 81 | 48 | 3 | -4 | 66 | 0 | -86 | 53 | 95 | -62 | -26 | 30 | 9 | 66 | -65 | -11 | -82 | |
CHFJPY | 65 | 25 | 12 | -2 | 13 | 55 | 29 | 13 | 36 | -8 | -13 | 48 | 59 | -50 | -29 | 27 | -5 | 85 | 33 | 24 | -52 | 79 | -59 | 80 | -48 | 58 | -10 | |
EURGBP | 79 | -10 | -27 | -35 | -21 | 98 | 65 | 43 | 76 | -33 | -36 | 3 | 59 | -11 | -44 | 85 | 34 | 61 | -7 | 72 | -31 | 91 | -43 | 41 | 1 | 61 | 35 | |
GBPCHF | -16 | -11 | -8 | -1 | -5 | -7 | 8 | -4 | -8 | 6 | 30 | -4 | -50 | -11 | 37 | 43 | 7 | 4 | 5 | 0 | 29 | -4 | 85 | 1 | 67 | 11 | 13 | |
AUDCHF | 7 | 71 | 83 | 91 | 82 | -48 | -43 | -94 | -88 | 93 | 94 | 66 | -29 | -44 | 37 | -21 | -85 | -11 | 81 | -83 | 38 | -32 | 57 | 6 | -32 | -59 | -81 | |
EURCHF | 63 | -15 | -30 | -33 | -23 | 85 | 63 | 38 | 65 | -27 | -18 | 0 | 27 | 85 | 43 | -21 | 35 | 58 | -5 | 66 | -13 | 80 | 5 | 37 | 37 | 62 | 39 | |
GBPNZD | -25 | -86 | -99 | -95 | -98 | 41 | 47 | 93 | 83 | -91 | -93 | -86 | -5 | 34 | 7 | -85 | 35 | -2 | -87 | 90 | 6 | 19 | -20 | -21 | 68 | 58 | 95 | |
GBPJPY | 65 | 22 | 8 | -2 | 11 | 59 | 38 | 13 | 37 | -6 | 3 | 53 | 85 | 61 | 4 | -11 | 58 | -2 | 41 | 28 | -42 | 89 | -16 | 93 | -14 | 74 | -3 | |
AUDJPY | 47 | 85 | 89 | 89 | 89 | -13 | -25 | -85 | -65 | 87 | 85 | 95 | 33 | -7 | 5 | 81 | -5 | -87 | 41 | -67 | 6 | 18 | 19 | 55 | -61 | -23 | -86 | |
EURNZD | 19 | -68 | -85 | -86 | -82 | 76 | 65 | 89 | 97 | -82 | -86 | -62 | 24 | 72 | 0 | -83 | 66 | 90 | 28 | -67 | -11 | 57 | -35 | 4 | 51 | 71 | 87 | |
AUDNZD | -29 | -4 | -5 | 21 | -9 | -28 | -12 | -31 | -36 | 31 | 5 | -26 | -52 | -31 | 29 | 38 | -13 | 6 | -42 | 6 | -11 | -40 | 32 | -40 | 19 | -34 | -2 | |
EURJPY | 80 | 6 | -11 | -22 | -7 | 88 | 58 | 33 | 64 | -22 | -20 | 30 | 79 | 91 | -4 | -32 | 80 | 19 | 89 | 18 | 57 | -40 | -34 | 73 | -7 | 75 | 19 | |
CADCHF | -40 | -5 | 12 | 20 | 11 | -48 | -46 | -30 | -41 | 23 | 50 | 9 | -59 | -43 | 85 | 57 | 5 | -20 | -16 | 19 | -35 | 32 | -34 | 1 | 53 | -11 | -15 | |
CADJPY | 51 | 27 | 23 | 13 | 23 | 32 | 1 | -6 | 14 | 6 | 20 | 66 | 80 | 41 | 1 | 6 | 37 | -21 | 93 | 55 | 4 | -40 | 73 | 1 | -19 | 64 | -23 | |
USDCHF | -50 | -81 | -75 | -68 | -72 | 4 | 10 | 58 | 43 | -61 | -41 | -65 | -48 | 1 | 67 | -32 | 37 | 68 | -14 | -61 | 51 | 19 | -7 | 53 | -19 | 44 | 76 | |
USDJPY | 21 | -50 | -57 | -65 | -54 | 60 | 39 | 68 | 76 | -65 | -52 | -11 | 58 | 61 | 11 | -59 | 62 | 58 | 74 | -23 | 71 | -34 | 75 | -11 | 64 | 44 | 60 | |
USDCAD | -27 | -91 | -97 | -95 | -92 | 42 | 48 | 91 | 82 | -89 | -86 | -82 | -10 | 35 | 13 | -81 | 39 | 95 | -3 | -86 | 87 | -2 | 19 | -15 | -23 | 76 | 60 |
EURUSD | GBPUSD | NZDUSD | AUDUSD | NZDCAD | EURCAD | GBPCAD | GBPAUD | EURAUD | AUDCAD | NZDCHF | NZDJPY | CHFJPY | EURGBP | GBPCHF | AUDCHF | EURCHF | GBPNZD | GBPJPY | AUDJPY | EURNZD | AUDNZD | EURJPY | CADCHF | CADJPY | USDCHF | USDJPY | USDCAD | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
EURUSD | 86 | 95 | 81 | 80 | 96 | 26 | 14 | 93 | 16 | -13 | 93 | 93 | 94 | -69 | -78 | 40 | -78 | 82 | 88 | 74 | -82 | 97 | -70 | 68 | -87 | 15 | -83 | |
GBPUSD | 86 | 86 | 88 | 73 | 82 | 58 | 29 | 69 | 38 | -18 | 79 | 83 | 63 | -51 | -65 | 22 | -49 | 85 | 85 | 56 | -60 | 80 | -67 | 53 | -82 | -2 | -75 | |
NZDUSD | 95 | 86 | 84 | 90 | 92 | 31 | 7 | 84 | 27 | -1 | 95 | 87 | 87 | -64 | -71 | 36 | -86 | 77 | 86 | 51 | -86 | 91 | -69 | 61 | -84 | 7 | -79 | |
AUDUSD | 81 | 88 | 84 | 68 | 73 | 38 | -21 | 53 | 55 | -32 | 69 | 81 | 63 | -68 | -64 | -1 | -57 | 61 | 82 | 45 | -45 | 68 | -74 | 40 | -88 | -28 | -76 | |
NZDCAD | 80 | 73 | 90 | 68 | 88 | 53 | 10 | 73 | 47 | 6 | 82 | 72 | 73 | -57 | -65 | 26 | -84 | 59 | 63 | 29 | -85 | 73 | -72 | 29 | -73 | -6 | -45 | |
EURCAD | 96 | 82 | 92 | 73 | 88 | 41 | 19 | 92 | 28 | -13 | 88 | 88 | 91 | -68 | -80 | 37 | -78 | 74 | 77 | 70 | -84 | 92 | -76 | 52 | -84 | 8 | -65 | |
GBPCAD | 26 | 58 | 31 | 38 | 53 | 41 | 41 | 13 | 72 | -15 | 19 | 26 | -1 | -10 | -26 | -13 | 2 | 33 | 17 | 3 | -16 | 16 | -50 | -25 | -34 | -32 | 11 | |
GBPAUD | 14 | 29 | 7 | -21 | 10 | 19 | 41 | 33 | -34 | 27 | 24 | 7 | 2 | 33 | -2 | 44 | 15 | 53 | 11 | 24 | -31 | 27 | 12 | 29 | 9 | 54 | -2 | |
EURAUD | 93 | 69 | 84 | 53 | 73 | 92 | 13 | 33 | -12 | 2 | 90 | 82 | 95 | -56 | -72 | 57 | -77 | 79 | 75 | 78 | -89 | 96 | -53 | 73 | -70 | 39 | -72 | |
AUDCAD | 16 | 38 | 27 | 55 | 47 | 28 | 72 | -34 | -12 | -37 | 2 | 22 | -2 | -37 | -27 | -48 | -9 | -6 | 10 | -14 | 7 | -4 | -62 | -48 | -43 | -74 | 13 | |
NZDCHF | -13 | -18 | -1 | -32 | 6 | -13 | -15 | 27 | 2 | -37 | 14 | -42 | -7 | 69 | 62 | 75 | -17 | 8 | -5 | -37 | -29 | -1 | 65 | 17 | 55 | 46 | 10 | |
NZDJPY | 93 | 79 | 95 | 69 | 82 | 88 | 19 | 24 | 90 | 2 | 14 | 84 | 88 | -51 | -63 | 54 | -84 | 88 | 90 | 55 | -92 | 96 | -52 | 79 | -72 | 38 | -81 | |
CHFJPY | 93 | 83 | 87 | 81 | 72 | 88 | 26 | 7 | 82 | 22 | -42 | 84 | 85 | -84 | -92 | 8 | -68 | 76 | 86 | 71 | -68 | 89 | -83 | 63 | -96 | 10 | -79 | |
EURGBP | 94 | 63 | 87 | 63 | 73 | 91 | -1 | 2 | 95 | -2 | -7 | 88 | 85 | -70 | -75 | 46 | -86 | 67 | 77 | 75 | -84 | 93 | -60 | 68 | -76 | 24 | -76 | |
GBPCHF | -69 | -51 | -64 | -68 | -57 | -68 | -10 | 33 | -56 | -37 | 69 | -51 | -84 | -70 | 94 | 32 | 60 | -29 | -52 | -53 | 43 | -57 | 91 | -24 | 91 | 28 | 53 | |
AUDCHF | -78 | -65 | -71 | -64 | -65 | -80 | -26 | -2 | -72 | -27 | 62 | -63 | -92 | -75 | 94 | 16 | 58 | -51 | -58 | -65 | 57 | -71 | 92 | -36 | 93 | 9 | 56 | |
EURCHF | 40 | 22 | 36 | -1 | 26 | 37 | -13 | 44 | 57 | -48 | 75 | 54 | 8 | 46 | 32 | 16 | -40 | 53 | 38 | 34 | -59 | 53 | 33 | 61 | 11 | 66 | -37 | |
GBPNZD | -78 | -49 | -86 | -57 | -84 | -78 | 2 | 15 | -77 | -9 | -17 | -84 | -68 | -86 | 60 | 58 | -40 | -48 | -63 | -31 | 89 | -76 | 51 | -51 | 63 | -13 | 60 | |
GBPJPY | 82 | 85 | 77 | 61 | 59 | 74 | 33 | 53 | 79 | -6 | 8 | 88 | 76 | 67 | -29 | -51 | 53 | -48 | 90 | 63 | -70 | 89 | -38 | 83 | -60 | 51 | -77 | |
AUDJPY | 88 | 85 | 86 | 82 | 63 | 77 | 17 | 11 | 75 | 10 | -5 | 90 | 86 | 77 | -52 | -58 | 38 | -63 | 90 | 61 | -66 | 90 | -51 | 83 | -75 | 32 | -90 | |
EURNZD | 74 | 56 | 51 | 45 | 29 | 70 | 3 | 24 | 78 | -14 | -37 | 55 | 71 | 75 | -53 | -65 | 34 | -31 | 63 | 61 | -41 | 76 | -47 | 62 | -62 | 27 | -65 | |
AUDNZD | -82 | -60 | -86 | -45 | -85 | -84 | -16 | -31 | -89 | 7 | -29 | -92 | -68 | -84 | 43 | 57 | -59 | 89 | -70 | -66 | -41 | -85 | 44 | -62 | 57 | -37 | 59 | |
EURJPY | 97 | 80 | 91 | 68 | 73 | 92 | 16 | 27 | 96 | -4 | -1 | 96 | 89 | 93 | -57 | -71 | 53 | -76 | 89 | 90 | 76 | -85 | -56 | 81 | -76 | 39 | -84 | |
CADCHF | -70 | -67 | -69 | -74 | -72 | -76 | -50 | 12 | -53 | -62 | 65 | -52 | -83 | -60 | 91 | 92 | 33 | 51 | -38 | -51 | -47 | 44 | -56 | -9 | 93 | 38 | 40 | |
CADJPY | 68 | 53 | 61 | 40 | 29 | 52 | -25 | 29 | 73 | -48 | 17 | 79 | 63 | 68 | -24 | -36 | 61 | -51 | 83 | 83 | 62 | -62 | 81 | -9 | -41 | 71 | -86 | |
USDCHF | -87 | -82 | -84 | -88 | -73 | -84 | -34 | 9 | -70 | -43 | 55 | -72 | -96 | -76 | 91 | 93 | 11 | 63 | -60 | -75 | -62 | 57 | -76 | 93 | -41 | 20 | 71 | |
USDJPY | 15 | -2 | 7 | -28 | -6 | 8 | -32 | 54 | 39 | -74 | 46 | 38 | 10 | 24 | 28 | 9 | 66 | -13 | 51 | 32 | 27 | -37 | 39 | 38 | 71 | 20 | -25 | |
USDCAD | -83 | -75 | -79 | -76 | -45 | -65 | 11 | -2 | -72 | 13 | 10 | -81 | -79 | -76 | 53 | 56 | -37 | 60 | -77 | -90 | -65 | 59 | -84 | 40 | -86 | 71 | -25 |
Corrélation
La corrélation des devises permet de mieux évaluer le risque d'un ensemble de positions. La corrélation mesure le lien existant entre deux paires de devises. Par exemple elle permet de savoir si deux paires de devises vont bouger de façon similaire ou non.
Deux devises corrélées auront un coefficient proche de 100 si elles évoluent dans la même direction et de -100 si elles évoluent dans des directions opposées. Une corrélation proche de 0 montre que les mouvements de deux paires de devises ne sont pas liés.
Comment est-ce calculé ?
Le calcul de la corrélation sur ce site utilise la formule standard dite du "Coefficient de corrélation de Pearson". La longueur des séries est donnée par le champ "Num Period". Pour en savoir plus sur le calcul vous pouvez visiter la page Wikipedia: http://en.wikipedia.org/wiki/Correlation_and_dependence
Comment utiliser les données ?
Gestion des risques
Il peut être important de savoir si les positions ouvertes d'un portefeuille sont corrélées. Si vous avez des trades ouverts sur 3 paires de devises fortement corrélées (par exemple EURUSD, USDCHF et USDNOK) vous devez anticiper le fait que si une des positions atteint son stop loss alors les deux autres ont une grande probabilité d'être aussi perdantes. Dans ce cas il est important d'ajuster la taille des positions pour éviter une sévère perte.
Modification du marché
Une modification de la corrélation, principalement sur le long terme, peut montrer que le marché connait une évolution. Par exemple si EURUSD et GBPUSD sont fortement corrélés pendant plusieurs mois puis se décorrèlent cela peut être un signe que le sentiment du marché sur EUR et/ou GBP est en train d'évoluer, on peut assister à un début ou une fin de tendance sur une des deux devises.
Outils de trading
L'indice des devises représente l'évolution d'une monnaie par rapport à l'ensemble du forex. L'indice est calculé en faisant la moyenne des variations d'une devise par rapport aux autres. Représenté sous forme graphique il permet de visualiser facilement les tendances individuelles de chaque devise.