Methodology: This Forex seasonal is synthesised from two underlying ICE/CME futures seasonal datasets. The USDCAD directional bias is derived by combining the USD Index ICE futures seasonal tendency with the inverse of the CAD/USD CME futures seasonal tendency. Conviction is highest when both components are aligned — and the Sep–Dec stretch stands out as the longest, cleanest aligned bullish run of the year (CAD's biggest reversal of its year meeting USD's strongest seasonal window).
Long Component
USD Index
ICE Futures · 35-Year (1985–2019) · 15-YR · 5-YR
Short Component (Inverted)
CAD / USD
CME Futures · 40-Year (1980–2019) · 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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