Forex

Market Data

Forex Data Summary

  1. Correlations
  2. Volatility
  3. Heat Map

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1. Correlations

Correlation is the extent to which two markets move in the same direction at the same time. It is measured using the Pearson correlation coefficient.

  • A coefficient of 100% means two markets are perfectly correlated. They rise and fall at the same time. 
  • A coefficient of -100% means two markets are perfectly negatively correlated. When one rises, the other falls. 
  • A coefficient of 0% means two markets are moving independently.

You can diversify your portfolio by trading uncorrelated markets. 

Correlations for the 5-minute to weekly timeframes are given below. 

5 Minutes

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15 Minutes

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30 Minutes

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1 Hour

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4 Hours

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1 Day

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1 Week

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2. Volatility

The table below shows market volatility in pips.

Trend following strategies typically excel in volatile markets, while countertrend strategies are more suitable for quiet markets. 

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3. Heat Map

The table below shows the relative strength of each currency pair in each timeframe. 

You can display the heat map in pips or percent.

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