Methodology: This Forex seasonal is synthesised from two underlying CME futures seasonal datasets. The AUDJPY directional bias is derived by combining the AUD/USD CME futures seasonal tendency (direct — AUD is the base currency) with the inverse of the Japanese Yen CME futures seasonal tendency (JPY is the quote currency — inverted, since JPY strength means fewer JPY per unit of AUD). Conviction is highest when both components align — January, February, and November stand out as clean double-alignment windows — while March, September, and December each pit both currencies' single highest-conviction months of their own years directly against one another, producing three genuine coin-flip "stand-off" collisions across the AUDJPY calendar.
Long Component (Direct)
AUD / USD
CME Futures · 34-Year · 15-YR · 5-YR
Short Component (Inverted)
Japanese Yen
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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