It is a hard market to get your head around and only recently I have started to see success from this market. It is very different than the online gaming sector with the exception, the forex market is still gambling, but in the money market.
I have done some considerable research on what works for a Forex affiliate and what does not. Here is basically my findings through looking at the stats of 5-6 different solid forex programs I am a member of.
1) The conversion from lead to depositor is about 1 in 9, so basically you need to see about 20 or more leads to see a couple of depositing leads. This ratio has been a good bench mark for me.
2) My site receives about 3,000+ hits a day and from that I send about 5 leads a day. You need to generate considerable traffic to make money.
3) The average deposit is $2,000 (this is the part I like as once you get those depositing signups onboard you are cash rich).
I have summarized my findings of quality forex affiliate programs on http://www.forex-rates.biz/forex-affiliate-programs.htm
Good luck,