EURUSD vs GBPUSD Correlation

3M correlation of EURUSD vs GBPUSD is 0.85 — strongly together.

Long EURUSD and long GBPUSD can be two tickets on a similar move when the reading is high. Tap another cell for a different pair URL.

PairEURUSDGBPUSDUSDJPYUSDCHFAUDUSDUSDCADNZDUSDEURGBPEURJPYGBPJPY
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GBPUSD
USDJPY
USDCHF
AUDUSD
USDCAD
NZDUSD
EURGBP
EURJPY
GBPJPY

EURUSD vs GBPUSD: 0.85 — strongly together.

Pearson correlation of daily percent changes. Not a forecast and not your broker’s feed.

Frequently Asked Questions

Over the 3M window it is 0.85, strongly together.. Correlation runs from −1 (opposite) to +1 (same direction) and is not a hedge guarantee.
On this 3M window, yes (0.85). Recheck a shorter window when the regime changes.
Shorter windows react faster and are noisier. A 1-month or 3-month window is a common default. Correlation can flip around news.
No. It is Pearson correlation of daily percent changes. Treat it as a map, not an execution quote.

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