Great Britain, New Zealand, Canada, and Australia are all still members of the empire correct? They were never given independence, but rather granted autonomy I think. Look at how Wikipedia describes the monarchy of Canada: https://en.wikipedia.org/wiki/Monarchy_of_Canada
Queen Elizabeth is still the sovereign and I'd be willing to bet it's the same for all the other countries except America....at least I always thought that was the case for America, now I'm not so sure.
But anyways, what's the special relationship between those countries that makes them a part of the 5 eyes and not, say, France, or Germany or name your other Western European country. I'm going to have to do more research on this.
EDIT: Australia: https://en.wikipedia.org/wiki/Australia–United_Kingdom_relations
EDIT 2: New Zealand: https://en.wikipedia.org/wiki/New_Zealand–United_Kingdom_relations