They've pretty much moved in tandem for several years, now...until very recently, when the SSEC plunged to a much greater extent than the other two, and the U.S. $/Yen Forex pair a bit stronger than the SPX.
I'd keep a close eye on the SSEC for any signs of recovery, and, if there's none soon, we may see another (substantial) leg down on that, with, possibly, SPX and USD:JPY following suit. (You can read further details on the SSEC here at this link.)
