US dollar strength signals (broad dollar index momentum, FX pair drawdowns, anomalies, forecasts)
Signals derived from FRED's US-dollar exchange-rate series: 30-trading-day annualized log-return volatility, 63-day momentum, year-over-year percent change, distance from the trailing-1-year high, 3-sigma anomaly flags, naive-drift 21-trading-day forecasts, a per-day cross-series volatility rank, the broad-dollar-index drawdown (DTWEXBGS rows) and the broad dollar's 63-day momentum mapped onto every row's date as the dollar-strength regime gauge. Covers DTWEXBGS (nominal broad U.S. dollar index), DEXUSEU (USD per EUR), DEXCHUS (CNY per USD), DEXJPUS (JPY per USD) and DEXMXUS (MXN per USD), daily. All rows are normalized to country_code USA so they join cleanly with US macro data. Raw series: Federal Reserve Bank of St. Louis (FRED); underlying data from the Board of Governors of the Federal Reserve System.
Quality
Attribution
Federal Reserve Bank of St. Louis (FRED; derived signals by Frontier Data Hub)
Schema
| Column | Type | Description |
|---|---|---|
| date | string | Observation date (FRED API field date; YYYY-MM-DD). |
| country | string | |
| country_code | string | |
| series_id | string | FRED series ID, e.g. DTWEXBGS, DEXUSEU, DEXCHUS, DEXJPUS, DEXMXUS; resolves to the series page at https://fred.stlouisfed.org/series/<id>. |
| series_label | string | Official FRED series title as published for the series. |
| value | float | Observation value as published by FRED for this series (DTWEXBGS index, Jan 2006 = 100; bilateral spot rates: DEXUSEU in U.S. dollars per euro; DEXCHUS, DEXJPUS and DEXMXUS in foreign currency per U.S. dollar); see the series notes for methodology and revisions. |
| volatility_30d | float | |
| momentum_3m | float | |
| yoy_change_pct | float | |
| distance_from_1y_high_pct | float | |
| drawdown_1y | float | |
| anomaly_flag | integer | |
| forecast_1m | float | |
| rank | integer | |
| broad_dollar_momentum_3m | float |
Sample rows
| date | country | country_code | series_id | series_label | value | volatility_30d | momentum_3m | yoy_change_pct | distance_from_1y_high_pct | drawdown_1y | anomaly_flag | forecast_1m | rank | broad_dollar_momentum_3m |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1971-01-04 | United States | USA | DEXJPUS | Japanese Yen to U.S. Dollar Spot Exchange Rate | 357.73 | — | — | — | — | — | 0 | — | — | — |
| 1971-01-05 | United States | USA | DEXJPUS | Japanese Yen to U.S. Dollar Spot Exchange Rate | 357.81 | — | — | — | — | — | 0 | — | — | — |
| 1971-01-06 | United States | USA | DEXJPUS | Japanese Yen to U.S. Dollar Spot Exchange Rate | 357.86 | — | — | — | — | — | 0 | — | — | — |
| 1971-01-07 | United States | USA | DEXJPUS | Japanese Yen to U.S. Dollar Spot Exchange Rate | 357.87 | — | — | — | — | — | 0 | — | — | — |
| 1971-01-08 | United States | USA | DEXJPUS | Japanese Yen to U.S. Dollar Spot Exchange Rate | 357.82 | — | — | — | — | — | 0 | — | — | — |
Download sample data
Download the full sample snapshot for this dataset (sample rows, not the complete dataset).
Use with an LLM
Point any LLM at the metadata endpoint — the documentation above is machine-readable too (JSON-LD + Croissant).
cURL
curl "https://datazimuts.com/v1/datasets/usdollar_signals/us_dollar_strength_signals" | jq '{title, rows, columns_count, license}'Python
import requests
ds = requests.get("https://datazimuts.com/v1/datasets/usdollar_signals/us_dollar_strength_signals").json()
print(ds["title"], ds["rows"], "rows")
# Sample rows for an LLM context window
for row in ds.get("sample_rows", [])[:5]:
print(row)API endpoint: https://datazimuts.com/v1/datasets/usdollar_signals/us_dollar_strength_signals
Tip: fetch /llms.txt for the full machine-readable catalog.