The Three Currencies with the Highest Correlation with Commoditiesby Kathy Lien
The top three currencies that have the tightest correlations with commodities are the Australian dollar, the Canadian dollar and the New Zealand dollar. Other currencies that are also impacted by commodity prices, but have a weaker correlation, are the Swiss franc and the Japanese yen. Knowing which currency is correlated with what commodity and why can help traders understand and predict certain market movements.
Source: http://www.investopedia.com/articles/forex/06/CommodityCurrencies.asp; http://www.bktraderfx.com/site/members-benefits; http://www.gftforex.com/