We examine the cross-influences between NASDAQ high-frequency trading (HFT) and the Foreign exchange (Forex) market during 2008. We find the order flows of NASDAQ HFT lead those of the Forex market by 500 milliseconds. Moreover, NASDAQ HFT contributes to the price discovery at the Forex market more than Forex trading itself. These relations are more strengthened after September 2008, when the Subprime financial crisis propagated to the Eurozone crisis. These results suggest NASDAQ HFT incorporates information on the market-wide risk more rapidly or accurately than NASDAQ non-HFT and Forex traders.