Methodology: This Forex seasonal is synthesised from two underlying CME futures seasonal datasets. The EURCAD directional bias is derived by combining the EUR/USD CME futures seasonal tendency (direct — EUR 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 align — June's flip-month recovery and December's mirror-image year-end surge stand out as clean, high-conviction long windows, and November sees EUR's single highest-conviction trade of its entire year dominate outright — while May is the defining stand-off: EUR's single most bearish month of its 22-year seasonal collides with CAD's own 40-yr peak-and-reversal in directly opposing directions.
Long Component (Direct)
EUR / USD
CME Futures · 22-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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