Found This Link for Forex Correlations ... Correlation Sensitivity Tables are available for following Timeframe - 5 Min - Hourly - Daily - Weekly
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PS : I am not sure of Lag/Lead time OR Type of Calculation (ie Spearman / Pearson etc Correlation) ... Request to please get a Feel Prior to using this tool for increasing Probability of Your trades (If You are interested)
Usually +ve / -ve correlation > 80 % should be used for increasing Probability
"The tables represents the correlation between the various parities of the foreign exchange market.
The correlation coefficient highlights the similarity of the movements between two parities.
If the correlation is high (above 80) and positive then the currencies move in the same way.
If the correlation is high (above 80) and negative then the currencies move in the opposite way.
If the correlation is low (below 60) then the currencies don't move in the same way."
I think this link hxxps://www.mataf.net/en/forex/tools/correlation is regarded most highly (replace the "xx" with "tt")
It is very comprehensive and you can even download the data as a csv file and import into an xls file. I do this every few days and by doing various sort routines you can first delete all the correlations <80 (based on TF of interest such as H4) then delete the exotic pairs like USDCZK and then delete one of the duplicates e.g. EURUSD v EURCHF / EURCHF v EURUSD. I have this down to about 10 minutes work. What is left is safe Correlation Hedging for the next few days.
There is an indicator called "Tradable Correlations with spreads2" which, if you set it to report Postitive Correlation above 79 and negative below -99 (so you dont get to see any -ve correlations because we're not interested in them). It will then, in real time display all correlations of pairs in your MarketWatch window that have correlations greater than the settings. It's a very good indicator.
I don't have this indicator on this computer so I can't upload it (sorry). But if you google the search string above, shown enclosed in quotes, you will find it easily. It is, I suspect exactly what you seek.