Currency Correlation Matrix
October 2009

(click on the above graph to view a larger version)
- Chart Key:
- strong positive correlation
- moderate positive correlation
- negligible correlation
- moderate negative correlation
- strong negative correlation
The correlation table shown above is based on correlation coefficients derived from 15-minute chart closing prices on GFT’s DealBook 360 platform, from October 1 through 30, 2009.
Video Trade Journal by 
