Free tool

Currency Correlation Matrix

10 major pairs, color-coded by correlation strength.

Sample data based on 30-day rolling correlation. Values range from -1 (perfect inverse) to +1 (perfect positive).

Currency pair	EURUSD	GBPUSD	USDJPY	AUDUSD	USDCAD	EURGBP	EURJPY	GBPJPY	XAUUSD	BTCUSD
EURUSD	1.00	0.85	-0.65	0.72	-0.68	0.42	0.78	0.62	0.55	0.20
GBPUSD	0.85	1.00	-0.55	0.68	-0.58	-0.15	0.72	0.78	0.50	0.18
USDJPY	-0.65	-0.55	1.00	-0.60	0.55	-0.30	-0.05	0.30	-0.35	-0.10
AUDUSD	0.72	0.68	-0.60	1.00	-0.75	0.25	0.55	0.48	0.60	0.25
USDCAD	-0.68	-0.58	0.55	-0.75	1.00	-0.30	-0.50	-0.42	-0.55	-0.20
EURGBP	0.42	-0.15	-0.30	0.25	-0.30	1.00	0.35	0.10	0.20	0.05
EURJPY	0.78	0.72	-0.05	0.55	-0.50	0.35	1.00	0.92	0.45	0.15
GBPJPY	0.62	0.78	0.30	0.48	-0.42	0.10	0.92	1.00	0.38	0.12
XAUUSD	0.55	0.50	-0.35	0.60	-0.55	0.20	0.45	0.38	1.00	0.35
BTCUSD	0.20	0.18	-0.10	0.25	-0.20	0.05	0.15	0.12	0.35	1.00

Strong Positive (0.7+)

Moderate Positive (0.3-0.7)

Neutral (-0.3 to 0.3)

Moderate Negative (-0.7 to -0.3)

Strong Negative (-0.7 or below)

How to Read a Correlation Coefficient

+1.0: The two series moved in the same direction by a proportional amount over the measured window.
0.0: No linear relationship was measured between the two series over the window.
−1.0: The two series moved in opposite directions by a proportional amount over the measured window.
Window-dependent: A coefficient describes the period it was computed over. It is a historical measurement, not a property of the pair.

EUR/JPY + GBP/JPY (0.92): The highest coefficient in this sample — both pairs share JPY as the quote currency.
AUD/USD + USD/CAD (−0.75): Negative, with USD on opposite sides of the two pairs.
BTC/USD: The lowest coefficients against the forex pairs in this sample.
These figures are illustrative. Live coefficients come from GET /v1/heatmap?type=correlation.

The /v1/heatmap endpoint provides real-time cross-pair analysis.

api

GET /v1/heatmap