At this time there are 2 versions of US Dollar Index, the indicator indicates the statistics and overview of the forex market. CME US Dollar Index Dow Jones CME US Dollar Index futures shall be settled by physical delivery at termination to a Special Quotation of the Dow Jones CME FX$INDEX calculated using the final settlement price of expiring CME Euro /U.S. dollar futures, CME Japanese yen /U.S. dollar futures, CME British pound /U.S. dollar futures, CME Swiss franc /U.S. dollar futures, CME Canadian dollar /U.S. dollar futures and CME The Dow Jones CME US Dollar Index is weighted and calculated as follows: |
Where Units equals 4 in the case of CME Euro /U.S. dollar futures; 2 in the case of CME Japanese yen /U.S. dollar and British pound /U.S. dollar futures; and, 1 in the case of CME Swiss franc /U.S. dollar, Canadian dollar /U.S. dollar and Australian dollar /U.S. dollar futures. Size refers to the trading unit of each of the six Index constituents, e.g., the trading unit for CME Euro /U.S. dollar futures is 125,000 Euros, the trading unit for CME Japanese yen /U.S. dollar futures is 12,500,000 yen, etc. Price refers to the price of each of the six Index constituents, e.g., CME Euro /U.S. dollar futures may be at $1.3595 per Euro; CME Japanese yen /U.S. dollar futures may be at $0.010901 per yen, etc. The Dow Jones CME US Dollar Index may be calculated as 144.7330 in the example illustrated below.
you can get more information on CME rule book.
ICE US dollar index
The ICE US dollar index (USDX) is a geometrically-averaged calculation of six currenciesweighted against the U.S. dollar. The U.S. Dollar Index was created by the U.S. Federal
Reserve in 1973. Following the ending of the 1944 Bretton Woods agreement, which had
established a system of fixed exchange rates, the U.S. Federal Reserve Bank began the
calculation of the U.S. Dollar Index to provide an external bilateral trade-weighted average of
the U.S. dollar as it freely floated against global currencies.
The formula is:
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