Kathy Lien gave some details on how certain pairs traditionally register higher activity for the months in her book “Day Trading & Swing Trading the Currency Market”. For e.g. USDJPY & USDCAD rising in JUL and declining in AUG in 9/11 and 8/11 years (respectively). There are other pairs for other months that are noted in the book as well.
Data from a 11 year sample upto 2007. Her 3rd edition will have updated figures upto 2015. If you’re good with Excel you could download the data from your broker and work on the data, like I’m doing here in a similar exercise involing time of day.