I am going to try to post these correlation charts more. What I am noticing is the markets while predominantly inversely correlated to the USD, can and do at times move in degrees of postive correlation with the USD.

I bring this up because of the current state of politicis in Washington. I have a feeling that if a debt deal is struck we may see a USD / market rally scenario.

More research needs to be done, but the breaks in correlation seem to be at places of market stress. ie temporary market tops, or some news related issue.

Note: this uses a 100 period Pearson correlation for smoothing

TF [ Russell 2000 emini] – wide blue line is DX correlation – other lines are ES YM NQ TF

ES [S&P 500 emini] – wide blue line is DX correlation – other lines are ES YM NQ TF

NQ [Nasdaq 100 emini] – wide blue line is DX correlation – other lines are ES YM NQ TF

YM [DOW emini] – wide blue line is DX correlation – other lines are ES YM NQ TF

## Correlations and Price Swing Patterns on ES TF NQ YM futures in relation to DX (usd futures)

I am going to try to post these correlation charts more. What I am noticing is the markets while predominantly inversely correlated to the USD, can and do at times move in degrees of postive correlation with the USD.

I bring this up because of the current state of politicis in Washington. I have a feeling that if a debt deal is struck we may see a USD / market rally scenario.

More research needs to be done, but the breaks in correlation seem to be at places of market stress. ie temporary market tops, or some news related issue.

Note: this uses a 100 period Pearson correlation for smoothing

TF [ Russell 2000 emini] – wide blue line is DX correlation – other lines are ES YM NQ TF

ES [S&P 500 emini] – wide blue line is DX correlation – other lines are ES YM NQ TF

NQ [Nasdaq 100 emini] – wide blue line is DX correlation – other lines are ES YM NQ TF

YM [DOW emini] – wide blue line is DX correlation – other lines are ES YM NQ TF