Currency futures markets are very liquid. Nevertheless they do not represent an efficient market in the sense of idealized financial market theory, but rather, like anything human, are imperfect. That is also why they exhibit seasonal patterns. Worth noticing are the trends of currency prices against the U.S. dollar near the end of the year, which stem from reporting due dates at the end of the financial period (bookkeeping and taxes).
The seasonal trends are only slightly different than those of the spot market. However there are differences resulting from the seasonal trends of interest rates. Use the futures section charts only for the purpose of analysing futures. Seasonal trends in the futures market can vary from the underlying cash market. The reason is the arbitrage relation between the cash and the futures market. This varies from market to market. A wheat contract for instance can fall below cash market value if a good harvest is expected because there is no physical way to consume the un-harvested grain. But accordingly the cash price of January wheat for example can increase in price while July wheat decreases simultaneously. That’s why only futures market seasonality is applicable to the futures market.