Release: G.5 Foreign Exchange Rates
Averages of daily figures. A weighted average of the foreign exchange value of the U.S. dollar against a subset of the broad index currencies that circulate widely outside the country of issue.
Major currency index includes the Euro Area, Canada, Japan, United Kingdom, Switzerland, Australia, and Sweden. For more information about trade-weighted indexes see http://www.federalreserve.gov/pubs/bulletin/2005/winter05_index.pdf.
This data series is updated from the source files in the Data Download Program (http://www.federalreserve.gov/datadownload/Choose.aspx?rel=h10). The files are updated on a weekly basis every Monday. If Monday is a holiday, the data files are updated the next business day.
Monthly values are averages of the daily data available. Preliminary value for the current month is provided by the source even if not all daily values are available for the entire month.
Please note that the values reported on the press release may not correspond to the values in the Data Download Program when the press release is published on a day other than Monday. This inconsistency is resolved on the next available weekly release date.
Board of Governors of the Federal Reserve System (US), Trade Weighted U.S. Dollar Index: Major Currencies [TWEXMMTH], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/TWEXMMTH, September 30, 2016.