Source: Board of Governors of the Federal Reserve System (US)  

Release: G.5A Foreign Exchange Rates  

Units:  Index Mar 1973=100, Not Seasonally Adjusted

Frequency:  Annual

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.