Methodology: This Forex seasonal is synthesised from two underlying CME futures seasonal datasets. The EURAUD directional bias is derived by combining the EUR/USD CME futures seasonal tendency (direct — EUR is the base currency) with the inverse of the AUD/USD CME futures seasonal tendency (AUD is the quote currency). Conviction is highest when both components are aligned — January–February stand out as a clean double-alignment short window, while November emerges as the single standout month of the year (EUR's highest-conviction trade of its own year, virtually uncontested), and May pits both currencies' most decisive moves of their own years directly against one another.
Long Component (Direct)
EUR / USD
CME Futures · 22-Year · 15-YR · 5-YR
Short Component (Inverted)
AUD / USD
CME Futures · 34-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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