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FX combination with highest correlation with crude oil

  • Post #1
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  • First Post: Nov 26, 2009 2:36am Nov 26, 2009 2:36am
Can we build a combination of forex pairs, which highly correlated to crude oil?

Does anybody have done similar research?
  • Post #2
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  • Last Post: Edited 10:38am Nov 27, 2009 10:34am | Edited 10:38am
The following relate to futures contracts over the past 180 days: CL vs the CME FX pairs (all vs the dollar):

CHFUSD: 87%
EURUSD: 88%
GBPUSD: 89%
JPYUSD: 62%
CADUSD: 89%
AUDUSD: 90%
DX = Dollar Index (NYBOT/ICE): -89%
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