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Dow Jones FXCM Dollar Index
Source: https://fxcodebase.com/code/viewtopic.php?f=17&t=9673
Forum: 17 · Topic 9673 · 3 post(s)
Dow Jones FXCM Dollar Index
Apprentice · Wed Dec 14, 2011 6:52 pm
You trade the Dow Jones FXCM Dollar Index. But you have a problem. The limited availability of historical data. With this tool you can throw this problem out of the window.
Minimum deviation from the original are possible.
The Dow Jones FXCM Dollar Index is designed to reflect the change in value of the U.S. dollar measured against a basket of the most liquid currencies in the world. The index was developed collaboratively by Dow Jones Indexes and FXCM.
The index’s inception value is set at 10000 as of January 1, 2011, using closing prices of the components as of December 31, 2010:
Dow Jones FXCM Dollar Index [$80,000–(EURUSD × €7,479)–(GBPUSD × £6,410) – (¥812,150 / USDJPY)–(AUDUSD × AU$9,787)]/4
Dow Jones FXCM Dollar Index.lua
The generic index can also calculate Dow Jones Yen Index. The index is constructed by initially equally weighting the following four currency pairs: USD/JPY, EUR/JPY, AUD/JPY and NZD/JPY.
The index’s inception value is set at 10000 as of January 1, 2011, using closing prices of the components as of December 31, 2010:
Re: Dow Jones FXCM Dollar Index
Apprentice · Wed Jun 06, 2018 7:30 am
Indicator was revised and updated.
Re: Dow Jones FXCM Dollar Index
Apprentice · Thu Jun 07, 2018 2:21 pm
Generic Dow Jones Index added.