Federer booked his place in Monday's showpiece event thanks to a straight-sets victory over Andy Murray on Sunday, while Novak Djokovic came from a set down in his semi-final against Juan Martin del Potro.
"I love playing against Novak," said the Swiss world number two. "We always have close matches, especially the last 10 or 15 matches which have been very back and forth.
"We both play aggressive tennis, we're natural attackers, that makes for exciting tennis.
"For both of us I think it's pretty straightforward - we've got to press out the juice that's left in our body and make it a successful year end."
Both Federer and Djokovic have won twice against the other in the four matches that they have played this year.