To construct the foreign exchange market defense line, I propose the following methods: (1) Compete for market focus, improve verbal intervention and news tactics (2) Quickly create several market-leading data that is in our control (3) Update the foreign exchange regulatory strategy, replace the original routine intervention with segmented intervention. (4) Use the anchor antidote in defending The U.S. launched the exercise as early as March 2009 organized by a team composed of the U.S. Department of Defense, the Department of Commerce, the Department of Energy, the RAND Corporation, the Peterson Institute, and Wall Street people. They took China as an imaginary enemy to conduct drills as possible conflicts would happen in the derivative and foreign exchange market in the future. If we hesitate in the construction of the foreign exchange market defense line, the damage may be on the overall situation.