ES correlation with currency markets.

[trader1974]

Hello merchants,
I have seen a web page that shows the degree of correlation between currencies in different time periods.
I find it very interesting to be able to create entry strategies since normally one currency pair shows the path that the other will follow.
My question is:
Do you know of any web page where you can see the correlation between ES with currencies in different periods of time?
Thank you very much!

 

[Genevian Speculator]

Well Wall Street is either risk on (ES rises, commodity currencies like AUD, CAD etc. rises while XAU, USD and CHF, the funding currencies decline) or risk off (vise versa).

 

[trader221]

Correlation future contract

 

[trader1974]

I appreciate your answer but it is not seen

 

[piezoe]

Great thread guys! At times there is an especially strong negative correlation between /DX the dollar futures and the U.S. market. (See QE period during great Recession) This was helpful to me during that period.

 

[trader1974]

Exact! sometimes these correlations are very useful, the problem is that they disappear over time, so it is necessary to see the best correlations in real time because they are changing.
Sometimes the inverse yen-nikkei correlation is also very useful but sometimes it doesn't work.
It is important to see where the money flows in real time

 

[trader1974]

DX-ES, very good too but only sometimes ... Pity!
Any ideas to monitor currency correlations with ES in real time?

 

[trader221]

.

 

[trader221]

Correlation Dax/ES in 30 days = 97%

 

[trader1974]