Methodology: This Forex seasonal is synthesised from two underlying CME futures seasonal datasets. The EURCHF directional bias is derived by combining the EUR/USD CME futures seasonal tendency (direct — EUR is the base currency) with the inverse of the CHF/USD CME futures seasonal tendency (CHF is the quote currency). Conviction is highest when both components align — May, June, September, and November stand out as double-alignment windows — while March emerges as a dual-flip transition and December as arguably the single most contested month of the entire forex seasonal calendar (EUR's strongest bull mirror-image vs CHF's highest-conviction long of its entire year, both 5★ in direct opposition).
Long Component (Direct)
EUR / USD
CME Futures · 22-Year · 15-YR · 5-YR
Short Component (Inverted)
CHF / 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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