Methodology: This Forex seasonal is synthesised from two underlying ICE/CME futures seasonal datasets. The USDCHF directional bias is derived by combining the USD Index ICE futures seasonal tendency with the inverse of the CHF/USD CME futures seasonal tendency. Conviction is highest when both components are aligned — October stands out as the cleanest double-alignment long window of the year, while December pits each component's single most decisive move of its own year directly against the other.
Long Component
USD Index
ICE Futures · 35-Year (1985–2019) · 15-YR · 5-YR
Short Component (Inverted)
CHF / 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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