During RISK ON there is more demand for these commodities so these currencies typically rise as there is optimism in the stock market. During RISK OFF, with pessimism in stocks, there will be less demand for these commodities so they will typically decline in value.

AUD: Major exporter to China of Iron and Copper
NZD: Major exporter of Agriculture, Machinery, and Mining
CAD: Major exporter of Oil

Safe-haven currencies are those which tend to retain or increase their value during times of uncertainty and market instability. They tend not to have a correlation with the performances of stocks and bonds. They tend to have certain qualities: strong, liquidity, a stable political system, general economic growth, and stable finances.
The JPY is interesting as the Yen tends to soar during risk-off sentiment, although the country has the highest debt to GDP in the world and a weak financial situation. They have even had negative interest rates in 2016.
Also, the CHF is a safe haven, even though the Swiss National Bank has intervened to prevent the Franc from becoming too strong. The Norwegian Krone is sometimes seen as a safe haven, although many argue it lacks liquidity and is too correlated with commodity currencies.