In foreign exchange, the setting of the moving average system is regular, that is, several regular moving averages are arranged into one. Generally speaking, when analyzing with moving average system, the common parameter arrangement is span arrangement, including 5, 10, 20, 30, 40, 50, Fibonacci arrangement 5, 8, 13, 2 1 34, 55. These two arrangements, the moving average125,200,250 add up. The arrangement state of the moving average system can generally be divided into three States: convergence, divergence and parallel. Among them, the convergence state indicates the process of digesting the original kinetic energy or accumulating new operational kinetic energy after the market experiences a unilateral trend. The longer the convergence time, the greater the kinetic energy generated. Divergent state is the prelude to explosive kinetic energy after convergence; The parallel state indicates that the kinetic energy of market operation explodes in one direction, triggering a new unilateral operation trend. In the rhythm of unilateral city operation, the cycle of these three States is: convergence-> divergence-> parallel-> convergence. In the consolidation market, it is reflected in the cycle of convergence-> divergence-> convergence until breakthrough. The moving average system helps us analyze the foreign exchange market.