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Japanese Yen(CME) 40 Year Seasonal(1984-2023)
31 Dec 2023
40-Yr: 80.79
15-Yr: 22.76
5-Yr: 40.4
100
Mar
Jun
Sep
Dec
Mar
75
50
25
0
2023 Jan
2023 Jan
Apr
2023 Jul
Apr
2023 Jul
Oct
Oct
Zoom:
10D
1M
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3M
6M
9M
1Y
MAX
Moore Research Center, Inc.
Chart Legend:
a blue line represents the most recent 40 year seasonal pattern (1984-2023)
a red line represents the most recent 15 year seasonal pattern (2009-2023)
a magenta line (if displayed) represents the most recent 5 year seasonal pattern (2009-2023)
The chart above is derived from daily nearby futures prices for the given market. The green lines and yellow labels delineate approximately which contract provided data and
approximately where the transition points were. Where appropriate the roll day is either the day prior to First Notice Day, or five (5) days prior to expiration.
The scale is based off the percentage of annual range with 100 representing the propensity for market high and 0 representing market low.
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