CAD / JPY

Methodology: This Forex seasonal is synthesised from two underlying CME futures seasonal datasets. The CADJPY directional bias is derived by combining the CAD/USD CME futures seasonal tendency (direct — CAD 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 CAD). Conviction is highest when both components align — the late-August/early-September and April Wk3-4 windows stand out as clean double-alignment long setups — while July is the defining collision of the calendar: both currencies post the single strongest window of their respective years in the very same month, in directly opposing directions, and September sees both stage their own highest-conviction reversal of the year simultaneously.