I've plotted a few pairs together with the TradingView library for Light-charts: https://www.tradingview.com/lightweight-charts/ Pretty easy library to use if you are familiar with JavaScript. I left a few lines of code together, in case you want to use it at: https://github.com/AnAlgoTrader/TradingView.LightWeightCharts.Example I applied a scale ratio to some pairs so they can fit together in the screen and to my surprise I found a massive jump on the 3rd of Feb, highlighted in the red square. This is data from the CME Group. Would you care to share your thoughts on what happened that day? Why did we get that break in the correlation for the Micro EUR/USD?
On February 3rd Mrs Lagarde suddenly spoke of the possibility of an interest rate increase in the Euro. https://www.aljazeera.com/economy/2...er-ruling-out-an-interest-rate-hike-this-year