We use cookies to understand how you use our site and to improve your experience. By clicking “Got it” or by continuing to use our website you agree to their use. More info
Got it

美元指數的組成及關聯市場背離

Read: 25648 2019-08-30 12:10:33

        美元指數(US Dollar Index,即USDX),反映了美元的綜合表現,是權衡各貨幣強弱的綜合指標。它通過計算美元和對選定的一攬子貨幣的綜合的變化率,來衡量美元的強弱程度,從而間接反映美國的出口競爭能力和進口成本的變動情況。

        美元指數(USDX)綜合了1973年3月份6種高權貨幣兌美元的匯率,通過幾何平均加權值計算得出,其原始基準價值為100.00。 1973年3月份被選作參照點,是由於當時是外匯市場轉折的歷史性時刻,從那時起主要的貿易國容許本國貨幣自由地與另一國貨幣進行浮動報價。

美元指數的公式為:

USDX=50.14348112×EURUSD -0.576×USDJPY0.136×GBPUSD-0.119×USDCAD0.091×USDSEK0.042×USDCHF0.036


目前各貨幣占得權重如下:

歐元EUR0.576

日元JPY0.136

英鎊GBP0.119

加拿大元CAD0.091

瑞典克朗SEK0.042

瑞士法郎CHF0.036


使用美元指數,我們必須明白以下幾點:

因為USDX只是以外匯報價指標為基礎的,所以它可能由於使用不同的數據來源而有所不同。

USDX是每週7天,每天 24小時被連續計算。

USDX中使用的外幣和權重與美國聯邦儲備局的美元交易加權指數一樣。

類似於觀望上證指數,美元指數並不能代表所有非美貨幣的走勢,對於各個貨幣對,作為投資者還需更細緻和深入的了解和分析。


美元指數對外匯交易的影響

        由上可知,美元與歐元、日元等貨幣關係密切,美元指數走勢與所對應貨幣基本呈反比,美元指數的下跌代表美元價值與其他所有貨幣的平均值相比出現下跌(美元走弱),而美元指數上漲則代表該貨幣對比其他所有貨幣的平均值出現上漲。這一指數反應的是一項籠統值。美元指數對我們的市場基本長期分析非常有幫助,尤其在關注經濟周期時。另外該指數也能被用來尋找關聯市場間背離。


什麼是關聯市場間背離?

        由上圖可知,歐元/美元與美元指數存在94%的關聯,我們可以查詢歐元/美元和美元指數間的背離,藉此進行交易。舉例來說,如歐元/美元漲至新高,而美元指數並未出現新低(由於關聯爲負值)- 這一現象可能就是在警示我們反轉的出現。換句話講,我們可以將美元指數當作一種指標幫助我們分析價格走勢。

6 Reasons To Open An Account

Multi-language 24/7 professional support

Fast, convenient fund and withdrawals

Free demo account $10,000

International recognition

Real-time quotes with push notification

Professional market analysis broadcast

6 Reasons To Open An Account

Multi-language 24/7 professional support

Fast, convenient fund and withdrawals

Free demo account $10,000

International recognition

Real-time quotes with push notification

Professional market analysis broadcast

24/7 Support

Need Help?
24/7 Support
Scroll to Top
Risk Warning | Remember that financial instruments are leveraged product and can result in the loss of your entire capital. Margin trading may not be suitable for you. Please ensure you fully understand the risks involved. Please consider our User Agreement, Risk Warning and Summary Order Execution Policy before using our services. Traders do not own or have any rights to the underlying assets.

ADVANCED TRADING does not issue advice, recommendations or opinion in relation to acquiring, holding or disposing of our products.
All of our products are over-the-counter derivatives over global underlying assets. ADVANCED TRADING provide execution only service, acting as principle at all times.
ADVANCED TRADING does not issue, buy or sell any cryptocurrencies nor is it a cryptocurrency exchange.

The information on this website is not intended for residents of the United States, Singapore, Hong Kong, Belgium, Iran, and North Korea; and is not intended for distribution to, or use by, any person in any country or jurisdiction where such distribution or use would be contrary to local law or regulation.
ADVANCED TRADING is registered in the Cayman Islands, address: 3th Floor Ellen Skelton Building 3076 Sir Francis Drake Highway Road Town, Tortola British Virgin Islands VG1110.