Currency Correlation Calculator

How do different currency pairs move in relation to each other?

This calculator measures Pearson correlation on overlapping daily log returns (from −1 to +1) so you can see which pairs tend to travel together and which move opposite. Strong positive correlation can mean overlapping risk if you hold both.

All you need is a base pair and a lookback window (5 to 250 trading days). The ranked list and heatmap update from server-cached history.