Most currency futures are traded against the USD although it can be a valuable addition to include some that do not, to reduce the overall dependency on the strength or weakness of that one currency. At times the US Dollar is the main driving factor and this sector can end up being a very one sided bet. This of course is only a problem if it goes against you.
When you are dealing with currency futures, always keep in mind that you are long something and short something else. This is true for all trades but in the currency world this becomes more visible and has more noticeable implications.