Answer:
The word interdependence means mutual dependence, mutual necessity of each other. Here Roosevelt is talking about how Americans need each other, working as a team, "move as a trained and loyal army willing to sacrifice for the good of a common discipline", to overcome the greatest obstacle of America's history by the date the speech was given: the Great Depression. He is calling his fellow countrymen to work together and follow him through the midst of that difficult time, in a disciplined manner because it's the only way to move forward.