COMPARE THE PERFORMANCE OF FOREX CURRENCY PAIRS
Compare the periodic performance of Forex pairs based on research starting January 2000 and ending October 2018.
Table: Compare the performance of 7 Forex pairs based on historical data (2000-2018)
| PERFORMANCE | EURUSD | GBPUSD | USDJPY | USDCAD | USDCHF | AUDUSD | NZDUSD |
| MONTH | (PER MONTH) | ||||||
| (1) JANUARY | -0.66% | 0.08% | -0.13% | 0.50% | 0.34% | -0.14% | -0.36% |
| (2) FEBRUARY | -0.36% | -1.02% | 0.25% | 0.19% | 0.05% | 0.22% | -0.03% |
| (3) MARCH | 0.32% | -0.10% | 0.51% | -0.22% | -0.26% | 0.32% | 0.26% |
| (4) APRIL | 0.78% | 1.30% | 0.05% | -1.11% | -0.34% | 1.29% | 0.90% |
| (5) MAY | -0.72% | -0.57% | -0.09% | -0.18% | 0.45% | -1.12% | -0.80% |
| (6) JUNE | 0.62% | 0.42% | -0.22% | -0.17% | -0.92% | 0.85% | 0.67% |
| (7) JULY | 0.11% | 0.24% | -0.22% | 0.04% | -0.03% | 0.20% | 0.14% |
| (8) AUGUST | -0.19% | -0.94% | -1.13% | 0.08% | 0.04% | -1.07% | -0.94% |
| (9) SEPTEMBER | 0.40% | 0.39% | 0.25% | -0.31% | 0.06% | -0.13% | 0.11% |
| (10) OCTOBER | -0.70% | -0.37% | -0.20% | 0.73% | 0.15% | 0.32% | 0.46% |
| (11) NOVEMBER | 0.12% | -0.24% | 0.89% | -0.03% | -0.26% | -0.14% | 0.15% |
| (12) DECEMBER | 1.40% | 0.05% | 0.91% | 0.18% | -1.64% | 0.55% | 1.76% |
| QUARTER | (PER QUARTER) | ||||||
| A' QUARTER | -0.69% | -1.03% | 0.63% | 0.46% | 0.12% | 0.41% | -0.12% |
| B' QUARTER | 0.69% | 1.15% | -0.26% | -1.46% | -0.80% | 1.02% | 0.77% |
| C' QUARTER | 0.32% | -0.31% | -1.11% | -0.19% | 0.07% | -1.00% | -0.69% |
| D' QUARTER | 0.82% | -0.56% | 1.59% | 0.88% | -1.75% | 0.73% | 2.37% |
| SEMESTER | (PER SEMESTER) | ||||||
| 1st SEMESTER | 0.02% | 0.08% | 0.35% | -1.02% | -0.72% | 1.41% | 0.54% |
| 2nd SEMESTER | 1.34% | -0.67% | 0.66% | 0.98% | -1.40% | 0.07% | 1.70% |
Source: G. Protonotarios for CurrenciesFx.com (c) 2000-2018
Table: The historical correlations between 15 Forex pairs based on historical data (2000-2018)
| HISTORICAL CORRELATIONS (1/1/2000-1/10/2018) | |||||||||||||||
| EURUSD | GBPUSD | USDJPY | USDCHF | USDCAD | AUDUSD | NZDUSD | EURGBP | EURCHF | EURJPY | EURCAD | EURAUD | EURNZD | GBPCHF | GBPJPY | |
| EURUSD | 1.00 | 0.56 | -0.56 | -0.89 | -0.90 | 0.83 | 0.85 | 0.75 | -0.19 | 0.56 | 0.19 | -0.29 | -0.33 | -0.60 | -0.06 |
| GBPUSD | 1.00 | 0.17 | -0.26 | -0.39 | 0.26 | 0.42 | -0.12 | 0.46 | 0.82 | 0.40 | 0.13 | -0.16 | 0.26 | 0.72 | |
| USDJPY | 1.00 | 0.72 | 0.69 | -0.77 | -0.60 | -0.80 | 0.63 | 0.37 | 0.30 | 0.65 | 0.37 | 0.81 | 0.70 | ||
| USDCHF | 1.00 | 0.91 | -0.93 | -0.94 | -0.86 | 0.61 | -0.27 | 0.04 | 0.57 | 0.59 | 0.86 | 0.35 | |||
| USDCAD | 1.00 | -0.94 | -0.91 | -0.77 | 0.41 | -0.33 | 0.23 | 0.60 | 0.55 | 0.71 | 0.24 | ||||
| AUDUSD | 1.00 | 0.94 | 0.78 | -0.59 | 0.15 | -0.29 | -0.77 | -0.69 | -0.80 | -0.39 | |||||
| NZDUSD | 1.00 | 0.69 | -0.53 | 0.36 | -0.12 | -0.66 | -0.77 | -0.71 | -0.17 | ||||||
| EURGBP | 1.00 | -0.59 | 0.02 | -0.08 | -0.45 | -0.28 | -0.92 | -0.64 | |||||||
| EURCHF | 1.00 | 0.43 | 0.49 | 0.75 | 0.65 | 0.85 | 0.72 | ||||||||
| EURJPY | 1.00 | 0.51 | 0.32 | -0.02 | 0.16 | 0.73 | |||||||||
| EURCAD | 1.00 | 0.71 | 0.43 | 0.26 | 0.44 | ||||||||||
| EURAUD | 1.00 | 0.83 | 0.64 | 0.54 | |||||||||||
| EURNZD | 1.00 | 0.50 | 0.17 | ||||||||||||
| GBPCHF | 1.00 | 0.73 | |||||||||||||
| GBPJPY | 1.00 | ||||||||||||||
Source: G. Protonotarios for CurrenciesFx.com (c) 2000-2018
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Source: "The Hidden Patterns Behind 15 Forex Pairs: Revealing Momentum and Seasonal Patterns Based on 18.5 Years of Daily Exchange Rates" by George Protonotarios
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