Forex Cross-Asset Correlation Mapper

Forex Cross-Asset Correlation Mapper — an indicator for tracking correlations between major currency pairs and the US Dollar Index (DXY).

The indicator automatically detects the currency pair on the current chart and calculates a rolling Pearson correlation with DXY in real time.

What it shows:

Heatmap (matrix) — visualizes correlations between all enabled pairs. Green indicates positive correlation, red indicates negative. Cells with anomalies are highlighted with a yellow marker.

Correlation plot — the dynamic correlation of the current pair with DXY over time. The yellow line represents the mean value, red dashed lines mark the normal range boundaries (±N standard deviations). When an anomaly is detected, the chart background is highlighted in yellow.

Info panel — displays the current correlation value, mean, deviation in sigma units, and status (Normal / ANOMALY).

An anomaly is triggered when the correlation moves beyond N standard deviations from its rolling mean. This signals a breakdown in the typical relationship between the pair and the dollar.

Settings: correlation period, anomaly threshold, mean calculation period, enable/disable each pair individually.

Supported pairs: EURUSD, GBPUSD, USDJPY, AUDUSD, USDCAD, USDCHF, NZDUSD + DXY (DX1!).