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Date/Time: Fri, 04 Apr 2025 14:50:02 +0000



Post From: FX index

[2022-04-09 08:19:13]
User365411 - Posts: 193
Some time ago I asked myself the same question and found this discussion from which everything started.
Market Statistics, US Dollar Index, other/new FX indices

In the first post there is an excel file with the calculation.

However, if the index calculation follows the logic in the excel file, I think there is probably an overestimation of JPY.

In fact, if you compare the strengths of the various indices, the JPY moves much more than other currencies.
Comparing it with other similar calculations found on the web, the movement of JPY always seems too large compared to the others.

Try looking at the excel file and see if in your opinion there is also this overvaluation of the JPY index.
Date Time Of Last Edit: 2022-04-09 08:20:38