Currency Correlation Matrix

Click on the above graph to view a larger version.

Chart Key:

Correlation Symbol - Strong Positive - strong positive correlation
Correlation Symbol - Moderate Positive - moderate positive correlation
Correlation Symbol Key - Negligible - negligible correlation
Correlation Symbol - Moderate Negative - moderate negative correlation
Correlation Symbol - Strong Negative - strong negative correlation

The correlation matrix shown above is based on correlation coefficients derived from 15-minute closing prices, from March 1 through 29, 2013.

Curt Wehrley
Twitter: @fxcoachcurt
FX Strategist
Licenses: Series 3, 34

Views: 386

Comment by Igor Titara on April 2, 2013 at 12:15am



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