Sybrand said:I forgot to told you but you can get the weekly data as well on the www.cftc.gov site.
U.S. DOLLAR INDEX: http://www.cftc.gov/dea/futures/deanybtsf.htm
Other currencies: http://www.cftc.gov/dea/futures/deacmesf.htm
Sybrand
Well these reports are hella machine readable... I'm going to look up CFTC's republishing rules on them and if it's permitted I might work that data into an 'easy to read' quick reference on this site.