This paper proposes an explicit method for the coupled forward backward stochastic differential equations (FBSDEs). Our method combines skillfully a weak second order stochastic Runge-Kutta method for solving forward equations with a two-step method for solving backward equations. We give a convergence theorem for the proposed method when the FBSDEs is weakly coupled (the forward equations are independent of the variable $Z$). Finally, some numerical results are presented, and the numerical results show that our method still works well even if the forward equations depend on $Z$.