Saturday, March 31, 2012
correlations
Forex Correlations Summary
View forex correlations to the SPDR Gold ETF Trust (GLD), United States Oil Fund ETF (USO), SPDR Dow Jones Industrial Average ETF Trust (DIA), UK FTSE 100 Index, and IShares Silver Trust ETF (SLV) prices.
GLD | EURUSD | GBPUSD | USDJPY | AUDUSD | USDCAD | NZDUSD | USDOLLAR |
1 Week | 0.92 | 0.94 | 0.30 | 0.97 | -0.92 | 0.92 | -0.91 |
1 Month | 0.60 | 0.27 | -0.18 | 0.50 | -0.22 | 0.48 | -0.59 |
3 Month | 0.44 | 0.27 | -0.21 | 0.47 | -0.23 | 0.43 | -0.52 |
1 Year | 0.18 | 0.19 | -0.13 | 0.25 | -0.19 | 0.24 | -0.27 |
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USO | EURUSD | GBPUSD | USDJPY | AUDUSD | USDCAD | NZDUSD | USDOLLAR |
1 Week | 0.55 | 0.65 | -0.01 | 0.89 | -0.65 | 0.91 | -0.82 |
1 Month | 0.39 | 0.61 | 0.14 | 0.61 | -0.58 | 0.60 | -0.48 |
3 Month | 0.40 | 0.41 | 0.15 | 0.46 | -0.49 | 0.48 | -0.40 |
1 Year | 0.50 | 0.39 | 0.03 | 0.64 | -0.60 | 0.56 | -0.53 |
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DIA | EURUSD | GBPUSD | USDJPY | AUDUSD | USDCAD | NZDUSD | USDOLLAR |
1 Week | 0.87 | 0.95 | 0.57 | 0.85 | -0.96 | 0.81 | -0.71 |
1 Month | 0.30 | 0.50 | 0.48 | 0.59 | -0.64 | 0.54 | -0.31 |
3 Month | 0.42 | 0.47 | 0.27 | 0.61 | -0.66 | 0.49 | -0.44 |
1 Year | 0.64 | 0.55 | -0.06 | 0.80 | -0.82 | 0.75 | -0.69 |
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FTSE100 | EURUSD | GBPUSD | USDJPY | AUDUSD | USDCAD | NZDUSD | USDOLLAR |
1 Week | 0.77 | 0.91 | 0.30 | 0.92 | -0.93 | 0.86 | -0.83 |
1 Month | 0.44 | 0.57 | 0.37 | 0.70 | -0.71 | 0.65 | -0.46 |
3 Month | 0.40 | 0.39 | 0.11 | 0.62 | -0.64 | 0.60 | -0.45 |
1 Year | 0.46 | 0.38 | -0.01 | 0.70 | -0.66 | 0.65 | -0.57 |
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SLV | EURUSD | GBPUSD | USDJPY | AUDUSD | USDCAD | NZDUSD | USDOLLAR |
1 Week | 0.81 | 0.90 | 0.30 | 0.98 | -0.89 | 0.98 | -0.88 |
1 Month | 0.59 | 0.42 | -0.12 | 0.67 | -0.50 | 0.63 | -0.65 |
3 Month | 0.55 | 0.45 | -0.17 | 0.63 | -0.49 | 0.56 | -0.64 |
1 Year | 0.33 | 0.30 | -0.08 | 0.41 | -0.37 | 0.37 | -0.40 |
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Perfect Positive Correlation: | 1.00 | | | | |||
Perfect Negative Correlation: | -1.00 |