Methodology: This Forex seasonal is synthesised from two underlying CME futures seasonal datasets. The AUDCAD directional bias is derived by combining the AUD/USD CME futures seasonal tendency (direct — AUD is the base currency) with the inverse of the CAD/USD CME futures seasonal tendency (CAD is the quote currency). Conviction is highest when both components are aligned — January–February and August stand out as clean double-alignment windows, while April and September each carry a violent single-currency reversal that dominates the pair outright.
Long Component (Direct)
AUD / USD
CME Futures · 34-Year · 15-YR · 5-YR
Short Component (Inverted)
CAD / USD
CME Futures · 40-Year · 15-YR · 5-YR
5-Year Combined
15-Year Combined
Long-Term Combined
Net Bias
Bullish
Bearish
Choppy / Mixed
Net Seasonal Bias — All Timeframes
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