FXCM USDOLLAR: http://en.wikipedia.org/wiki/Dow_Jones_FXCM_Dollar_Index
25% - Euro
25% - Pound
25% - Yen
25% - Aussie
USDX: http://en.wikipedia.org/wiki/U.S._Dollar_Index
Euro (EUR), 57.6%
Japanese yen (JPY) 13.6%
Pound sterling (GBP), 11.9%
Canadian dollar (CAD), 9.1%
Swedish krona (SEK), 4.2%
Swiss franc (CHF) 3.6%
USDX is actually a future's contract itself, though rather lightly traded. The 57.6% Euro weighting is due to the combination of all of the Euro countries from when the Index was first created.