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EURJPY in June is a two-calendar problem: European prints and Tokyo-sensitive headlines, with London trying to be the meeting room.

What I watch:

- ECB week and any scheduled BOJ-related speak that lands in London hours.
- US Tier-1 only as a correlation risk - I do not need a strong yen view to get run over when dollar data hits risk sentiment.
- Tokyo open spill into early London if the Asia range is already skewed.

What I do not watch: every second-tier Eurozone print just because the pair has EUR in the name. Most of them do not pay for the spread on a scalp hold.

June-specific note from last year: thin mid-month liquidity made post-ECB reversions look cleaner than they were after costs. This June I keep EURJPY on the roster but with a wider stand-aside around ECB and a hard skip if spread at 08:00 is already outside my filter. The news map is short on purpose. If the list grows past half a page, I am collecting headlines instead of deciding.

Treating US Tier-1 as correlation risk rather than a yen view is the line I would underline. I have been run over on EURJPY during US CPI with no BOJ story at all, just risk sentiment hitting both legs at once.

Keeping the map short is right. Mine for EURJPY in a busy month is four lines: ECB decision day, any BOJ speak in London hours, US Tier-1 blackout, and a hard skip if the 08:00 spread is already outside filter. Past that I am collecting headlines.

The thin mid-month liquidity note matches what I saw. Post-ECB reversions looked clean on the chart and paid less than half after spread and slip. This year I widen the stand-aside to thirty minutes either side of ECB on that pair, not the usual fifteen.

Tokyo open spill into early London only matters to me when Asia already skews more than 40 pips. Below that I ignore the spill and wait for a London impulse of its own.

Do you ever keep EURJPY on the roster through ECB week at half size, or is it a binary on or off once the spread filter fails?