EUR / JPY

Methodology: This Forex seasonal is synthesised from two underlying CME futures seasonal datasets. The EURJPY directional bias is derived by combining the EUR/USD CME futures seasonal tendency (direct — EUR 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 EUR). Conviction is highest when both components align — June's flip-month recovery and the October Wk1 open stand out as clean long windows, while May and July see one currency's defining move of the year overwhelm the other outright. March, September, and December are the calendar's genuine stand-offs: in each, both currencies post their highest-conviction moves of their respective years in directly opposing directions for the pair.