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Table 2 Pearson’s correlation coefficient between AUDJPY, AUDUSD, EURAUD

From: Forex market forecasting with two-layer stacked Long Short-Term Memory neural network (LSTM) and correlation analysis

 

AUDJPY_Close

AUDUSD_Close

EURAUD_Close

AUDJPY_Close

1.00000

0.798979

−0.711119

AUDUSD_Close

0.798979

1.000000

−0.639265

EURAUD_Close

−0.711119

−0.639265

1.000000