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Date/Time: Sat, 18 May 2024 18:46:20 +0000

Post From: Market Statistics, US Dollar Index, other/new FX indices

[2014-01-20 17:38:58] Link To Thread - Link To Post [Go To First Post]
tobi - Posts: 351
You mentioned that you're planing to create/calculate your own Market Statistics Data Feed and that you're going to add the US Dollar Index. In case you don't already have the information, attached is a PDF that shows its calculation. As you are creating/calculating the Indices yourself, please also consider adding the following: USD, JPY, EUR, GBP, AUD, NZD, CAD and CHF are the major currencies for trading FX. It would be helpful if an Index for each of these currencies would exist. That way it could easily be determined which is the strongest and weakest currency and thus the crosspair of these currencies would be of special interest. In the attached Excel file I calculate these currency Indices. In general I used the math of the DowJones FXCM Dollar Index (also attached as PDF), but the sarting date is 01/01/2009 and the starting value of each Index is 1000, that it's different from the DowJones FXCM Dollar Index. The calculation of the ICE US Dollar Index is also included in this Excel file. Any other FX traders that find this idea useful, feel free to vote for this suggestion. Thanks!


ICE-US-Dollar-Index.pdf - Attached On 2014-01-20 16:27:12 UTC - Size: 465.3 KB - 17073 views DowJones-FXCM-Dollar-Index.pdf - Attached On 2014-01-20 16:27:19 UTC - Size: 55.29 KB - 1215 views FX-indices.xls - Attached On 2014-01-20 16:27:26 UTC - Size: 75 KB - 712 views