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.
Release: H.10 Foreign Exchange Rates
Board of Governors of the Federal Reserve System (US), Trade Weighted U.S. Dollar Index: Major Currencies [TWEXM], retrieved from FRED, Federal Reserve Bank of St. Louis https://research.stlouisfed.org/fred2/series/TWEXM, February 13, 2016.