What Faure said is exactly perfect. Over the course of a contract period for futures, the % change will be a few %s off from spot. I will show you with some basic charts.
The first chart is that the futures contract for Japanese Yen. Although there are currency pairs in stocks, they typically have low quantity so it is better to exchange (from what I assume) to trade the only currencies. The first chart is YEN/USD in stocks, maybe not USD/JPY(YEN).
1:
http://charts.barchart.com/chart.asp...=XSTKICorg=stk
This next chart is the USD/JPY in Currency Market over Precisely the Same Period of Time.
2:
http://charts.barchart.com/chart.asp...=XSTKICorg=stk
You will notice the major bummer, futures contract is 3 percent down (the one you would brief ), whilst Currency Market is just 1% upward (the one you want ). So over the course of this time range, you're down 3 percent in your own futures and up 1. The interest gap is made up for by it.
In the event that you wanted to get creative and a bit more risky you could try and use CAD/JPY and Crude Oil for a hedge?
Crude:
http://charts.barchart.com/chart.asp...=XSTKICorg=stk
CAD/JPY:
http://charts.barchart.com/chart.asp...=XSTKICorg=stk