Correlations listed below are derived from my averages 5 to 253 days. The 253 day average is an average of 7 nations yearly trading days. The 253 day is exact to USD and New Zealand. Why include 253 is because the 200 day or 6 months correspondence to markets is strange and not completely explained.
The averages total 7 which places the 50 day direct center to 5, 10 and 20 below and 100, 200 and 253 above. Averages are exact and perfect which means Correlations are perfect. Applying faulty averages from charts abuses the privilege for correct correlations. A negative correlation may end as positive or positive may end as negative.
Correlations are good for at least 1 month.
NZD/USD as seen is negatively correlated to NZD/JPY, NZD/CHF and NZD/CAD. USD/JPY owns JPY cross pairs by correlation except EUR/JPY.
NZD/USD
NZD/USD Vs NZD/JPY -12% or 12%
NZD/USD Vs NZD/CHF -0.04% or 04%
NZD/USD Vs NZD/CAD -0.27% or 27%
EUR/USD
EUR/USD Vs EUR/JPY + 0.62 or 62%
EUR/USD Vs EUR/GBP + 0.94 or 94%.
EUR/USD Vs EUR/CHF + 0.98% or 98%.
EUR/USD Vs EUR/CAD + 0.97% or 97%.
EUR/USD Vs EUR/NZD + 0.98% or 98%.
EUR/USD Vs EUR/AUD +0.85 or 85%.
GBP/USD
GBP/USD Vs GBP/JPY -0.52 or 52%.
GBP/USD Vs GBP/CHF +0.96 or 96%.
GBP/USD Vs GBP/CAD 0.94% or 94%.
GBP/USD Vs GBP/NZD +0.97% or 97%.
GBP/USD Vs GBP/AUD +0.51% or 51%.
AUD/USD
AUD/USD Vs AUD/JPY -0.21% or 21%.
AUD/USD Vs AUD/CHF +0.95% or 95%.
AUD/USD Vs AUD/CAD +0.95% or 95%.
AUD/USD Vs AUD/NZD +0.97% or 97%.
USD/CAD
USD/CAD Vs CAD/JPY – 0.29% or 29%.
USD/CAD Vs CAD/CHF -0.47% or 47%.
CAD/JPY Vs CAD/CHF +0.42% or 42%. Same currency pair
Brian Twomey