货币相关性说明
90以上: 强正相关
80-89: 中等正相关
70-79: 弱正相关
-70到-79: 弱负相关
-80到-89: 中等负相关
-90以下: 强负相关
货币对相关性矩阵
数据更新时间: 2026-09-15 16:48:08
| EURUSD | GBPUSD | NZDUSD | AUDUSD | AUDCAD | EURCAD | GBPCAD | EURCHF | GBPCHF | AUDCHF | EURGBP | CADCHF | EURJPY | EURAUD | NZDJPY | EURNZD | AUDJPY | GBPJPY | AUDNZD | GBPAUD | GBPNZD | CADJPY | CHFJPY | USDCHF | USDJPY | USDCAD | XAUUSD | XAGUSD | .USOil | .UKOil | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| EURUSD | 93 | 78 | 90 | 60 | 5 | -42 | 72 | 60 | 67 | 63 | 59 | -41 | -50 | -29 | -5 | -21 | -50 | 27 | -62 | -35 | -42 | -58 | -54 | -76 | -93 | 75 | 90 | 46 | 41 | |
| GBPUSD | 93 | 82 | 79 | 45 | 7 | -18 | 53 | 55 | 49 | 31 | 42 | -26 | -37 | -12 | -19 | -10 | -30 | 8 | -40 | -34 | -28 | -40 | -67 | -61 | -86 | 35 | 82 | 32 | 42 | |
| NZDUSD | 78 | 82 | 66 | 34 | 1 | -22 | 42 | 40 | 40 | 29 | 36 | -4 | -31 | 24 | -65 | 11 | -10 | -29 | -36 | -82 | -4 | -20 | -59 | -39 | -74 | 42 | 68 | 19 | 70 | |
| AUDUSD | 90 | 79 | 66 | 83 | -23 | -64 | 82 | 72 | 89 | 65 | 78 | -52 | -82 | -40 | 3 | -15 | -59 | 53 | -88 | -29 | -46 | -69 | -28 | -78 | -94 | 74 | 86 | 66 | 65 | |
| AUDCAD | 60 | 45 | 34 | 83 | -3 | -46 | 65 | 54 | 82 | 59 | 57 | -53 | -86 | -47 | 17 | -13 | -59 | 65 | -88 | -12 | -51 | -64 | -4 | -65 | -58 | 44 | 62 | 51 | -2 | |
| EURCAD | 5 | 7 | 1 | -23 | -3 | 70 | -30 | -40 | -43 | 4 | -61 | 5 | 53 | 3 | 5 | -22 | 5 | -31 | 40 | 4 | -18 | 15 | -41 | 1 | 31 | 9 | -4 | -59 | -71 | |
| GBPCAD | -42 | -18 | -22 | -64 | -46 | 70 | -75 | -58 | -80 | -67 | -88 | 40 | 73 | 37 | -16 | 7 | 50 | -57 | 82 | 17 | 23 | 58 | -29 | 48 | 66 | -34 | -45 | -78 | -44 | |
| EURCHF | 72 | 53 | 42 | 82 | 65 | -30 | -75 | 91 | 93 | 74 | 94 | -58 | -69 | -52 | 19 | -29 | -67 | 57 | -81 | -17 | -50 | -81 | 19 | -75 | -79 | 5 | 70 | 72 | 30 | |
| GBPCHF | 60 | 55 | 40 | 72 | 54 | -40 | -58 | 91 | 86 | 41 | 90 | -48 | -66 | -40 | 7 | -19 | -51 | 46 | -65 | -12 | -38 | -70 | 25 | -62 | -72 | -20 | 60 | 67 | 22 | |
| AUDCHF | 67 | 49 | 40 | 89 | 82 | -43 | -80 | 93 | 86 | 67 | 93 | -59 | -91 | -51 | 16 | -18 | -67 | 68 | -95 | -17 | -48 | -79 | 18 | -73 | -79 | 19 | 68 | 78 | 52 | |
| EURGBP | 63 | 31 | 29 | 65 | 59 | 4 | -67 | 74 | 41 | 67 | 60 | -54 | -46 | -53 | 31 | -36 | -69 | 50 | -73 | -17 | -54 | -68 | 1 | -68 | -58 | 39 | 57 | 48 | -8 | |
| CADCHF | 59 | 42 | 36 | 78 | 57 | -61 | -88 | 94 | 90 | 93 | 60 | -50 | -78 | -44 | 13 | -15 | -58 | 59 | -83 | -16 | -36 | -73 | 30 | -63 | -78 | -2 | 61 | 81 | 55 | |
| EURJPY | -41 | -26 | -4 | -52 | -53 | 5 | 40 | -58 | -48 | -59 | -54 | -50 | 46 | 93 | -45 | 88 | 98 | -63 | 55 | -21 | 97 | 95 | -13 | 91 | 41 | -14 | -26 | -50 | 15 | |
| EURAUD | -50 | -37 | -31 | -82 | -86 | 53 | 73 | -69 | -66 | -91 | -46 | -78 | 46 | 39 | -9 | -1 | 50 | -69 | 94 | 14 | 33 | 60 | -14 | 55 | 66 | -31 | -56 | -72 | -63 | |
| NZDJPY | -29 | -12 | 24 | -40 | -47 | 3 | 37 | -52 | -40 | -51 | -53 | -44 | 93 | 39 | -74 | 84 | 92 | -79 | 49 | -52 | 91 | 87 | -22 | 80 | 28 | -2 | -20 | -48 | 67 | |
| EURNZD | -5 | -19 | -65 | 3 | 17 | 5 | -16 | 19 | 7 | 16 | 31 | 13 | -45 | -9 | -74 | -46 | -45 | 78 | -17 | 88 | -45 | -39 | 28 | -30 | 7 | -7 | -0 | 24 | -66 | |
| AUDJPY | -21 | -10 | 11 | -15 | -13 | -22 | 7 | -29 | -19 | -18 | -36 | -15 | 88 | -1 | 84 | -46 | 84 | -34 | 12 | -31 | 92 | 75 | -7 | 73 | 11 | 4 | -1 | -19 | 44 | |
| GBPJPY | -50 | -30 | -10 | -59 | -59 | 5 | 50 | -67 | -51 | -67 | -69 | -58 | 98 | 50 | 92 | -45 | 84 | -65 | 64 | -14 | 96 | 97 | -12 | 94 | 49 | -35 | -36 | -55 | 16 | |
| AUDNZD | 27 | 8 | -29 | 53 | 65 | -31 | -57 | 57 | 46 | 68 | 50 | 59 | -63 | -69 | -79 | 78 | -34 | -65 | -71 | 56 | -55 | -67 | 30 | -57 | -36 | 7 | 33 | 62 | -51 | |
| GBPAUD | -62 | -40 | -36 | -88 | -88 | 40 | 82 | -81 | -65 | -95 | -73 | -83 | 55 | 94 | 49 | -17 | 12 | 64 | -71 | 19 | 45 | 72 | -11 | 68 | 73 | -53 | -64 | -75 | -36 | |
| GBPNZD | -35 | -34 | -82 | -29 | -12 | 4 | 17 | -17 | -12 | -17 | -17 | -16 | -21 | 14 | -52 | 88 | -31 | -14 | 56 | 19 | -22 | -8 | 29 | 1 | 36 | -37 | -29 | 0 | -74 | |
| CADJPY | -42 | -28 | -4 | -46 | -51 | -18 | 23 | -50 | -38 | -48 | -54 | -36 | 97 | 33 | 91 | -45 | 92 | 96 | -55 | 45 | -22 | 90 | -4 | 89 | 33 | -16 | -25 | -36 | 44 | |
| CHFJPY | -58 | -40 | -20 | -69 | -64 | 15 | 58 | -81 | -70 | -79 | -68 | -73 | 95 | 60 | 87 | -39 | 75 | 97 | -67 | 72 | -8 | 90 | -17 | 95 | 61 | -11 | -47 | -64 | -4 | |
| USDCHF | -54 | -67 | -59 | -28 | -4 | -41 | -29 | 19 | 25 | 18 | 1 | 30 | -13 | -14 | -22 | 28 | -7 | -12 | 30 | -11 | 29 | -4 | -17 | 15 | 36 | -53 | -42 | 21 | -10 | |
| USDJPY | -76 | -61 | -39 | -78 | -65 | 1 | 48 | -75 | -62 | -73 | -68 | -63 | 91 | 55 | 80 | -30 | 73 | 94 | -57 | 68 | 1 | 89 | 95 | 15 | 72 | -53 | -60 | -57 | -13 | |
| USDCAD | -93 | -86 | -74 | -94 | -58 | 31 | 66 | -79 | -72 | -79 | -58 | -78 | 41 | 66 | 28 | 7 | 11 | 49 | -36 | 73 | 36 | 33 | 61 | 36 | 72 | -63 | -87 | -65 | -79 | |
| XAUUSD | 75 | 35 | 42 | 74 | 44 | 9 | -34 | 5 | -20 | 19 | 39 | -2 | -14 | -31 | -2 | -7 | 4 | -35 | 7 | -53 | -37 | -16 | -11 | -53 | -53 | -63 | 89 | 31 | 30 | |
| XAGUSD | 90 | 82 | 68 | 86 | 62 | -4 | -45 | 70 | 60 | 68 | 57 | 61 | -26 | -56 | -20 | -0 | -1 | -36 | 33 | -64 | -29 | -25 | -47 | -42 | -60 | -87 | 89 | 39 | 8 | |
| .USOil | 46 | 32 | 19 | 66 | 51 | -59 | -78 | 72 | 67 | 78 | 48 | 81 | -50 | -72 | -48 | 24 | -19 | -55 | 62 | -75 | 0 | -36 | -64 | 21 | -57 | -65 | 31 | 39 | 99 | |
| .UKOil | 41 | 42 | 70 | 65 | -2 | -71 | -44 | 30 | 22 | 52 | -8 | 55 | 15 | -63 | 67 | -66 | 44 | 16 | -51 | -36 | -74 | 44 | -4 | -10 | -13 | -79 | 30 | 8 | 99 |
如何使用相关性数据
正相关性(绿色)
当两个货币对呈正相关时,它们往往会朝同一方向移动。可以用于:
- 确认交易信号
- 分散风险
- 选择相似的交易对
负相关性(红色)
当两个货币对呈负相关时,它们往往会朝相反方向移动。可以用于:
- 对冲交易
- 风险管理
- 多元化投资组合
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