Methodology: This Forex seasonal is synthesised from two underlying CME futures seasonal datasets. The EURNZD directional bias is derived by combining the EUR/USD CME futures seasonal tendency (direct — EUR is the base currency) with the inverse of the New Zealand Dollar CME futures seasonal tendency (NZD is the quote currency — inverted, since NZD strength means fewer NZD per unit of EUR). Conviction is highest when both components align — June stands out as the cleanest double-alignment long window of the year — while the calendar features three genuine stand-offs: a January-February coin-flip open where both currencies post near-mirror opening collapses in opposite directions, May's maximum-conflict collision where both currencies fire their single highest-conviction trade of the year in the same month, and December's defining year-end collision where EUR's strong bull recovery meets NZD's massive year-end rally head-on.
Long Component (Direct)
EUR / USD
CME Futures · 22-Year · 15-YR · 5-YR
Short Component (Inverted)
NZD / USD
CME Futures · 23-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
Click any month row to expand week-by-week breakdown. Current month opens automatically.