You may use this online currency correlation calculator to calculate the correlation values yourself for any currency pairs.
Please enter the closing prices for any two currency pairs. You can enter the prices upto 20 periods i.e for hourly chart the closing prices for past 20 hours, for daily chart the closing prices for past 20 days and so on.
It will calculate the correlation even if you enter prices for less than 20 periods.
Calculate currency correlation online
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