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US Trade Weighted US Dollar Index (Broad) held to 121.4 in October 2026.
Sigmacast track record will appear here once this indicator has been released 3+ times since Sigmanomics began tracking.
Sigmacast Σ-direction model: consensus + ½ × mean(surprise, trailing 90d).
| Symbol | Direction | Correlation | Asset Class | Co-movement | Action |
|---|---|---|---|---|---|
| EUR/USD | ▼ Inverse | −0.70 | FOREX | Moves against | → View |
| AUD/USD | ▼ Inverse | −0.66 | FOREX | Moves against | → View |
| USD/CHF | ▲ Direct | +0.66 | FOREX | Moves with | → View |
| NZD/USD | ▼ Inverse | −0.63 | FOREX | Moves against | → View |
| GBP/USD | ▼ Inverse | −0.61 | FOREX | Moves against | → View |
Correlation based on 12-month rolling window. Click any symbol to view its Sigmanomics forecast page.
Trade Weighted US Dollar Index (Broad) (United States) was reported at 121.40 Index Jan 2006=100 in October 2026. The reading was unchanged from the previous release. Over the past 12 months, the indicator has averaged 119.70 Index Jan 2006=100, ranging from 117.44 Index Jan 2006=100 to 122.00 Index Jan 2006=100 across 246 releases. This is classified as a high-impact indicator released on a daily basis.
The indicator has been trending downward over the last three releases. The trailing three releases averaged 121.66 Index Jan 2006=100, up from the prior three at 121.50 Index Jan 2006=100. Volatility over the past year (σ 1.17 Index Jan 2006=100) is lower than the prior year (σ 3.32 Index Jan 2006=100). In October readings over the past 3 years, Trade Weighted US Dollar Index (Broad) has averaged 122.22 Index Jan 2006=100.
Historically, this indicator is negatively correlated with EUR/USD (Bearish EUR). A secondary relationship exists with AUD/USD, negatively correlated (Bearish AUD).
Same-country events in the next 14 days include S&P Global Composite PMI (Oct 23) and S&P Global Manufacturing PMI (Oct 23).
Auto-generated from current model state · Refreshes on each release · Last update October 2026.
The US Trade Weighted US Dollar Index (Broad) registered 121.404800 in October, slightly below September’s 121.569300. This marginal decline indicates a stable dollar with minimal fluctuation month-over-month. Market participants remain attentive to upcoming Federal Reserve communications for further currency direction. Updated 10/20/26
Trade-balance and tariff data inform exchange-rate fundamentals and feed directly into GDP via the net-exports channel. Surprises against consensus typically move rates and currencies on release. Released daily.
Latest reading (Oct 2026): actual 121.4 Index Jan 2006=100. Prior reading (Oct 2026): 121.6 Index Jan 2006=100. Before that (Oct 2026): 122 Index Jan 2006=100.
Sigmacast's 1-month forecast points to a similar reading versus the latest print, with the 3-month outlook reinforcing that direction. Both horizons are aligned bearish for this indicator, suggesting a consistent trend signal. Trend-driven dynamics are the primary headwind in the current projection. This indicator correlates most strongly with EUR/USD (Bearish EUR, r=-0.70) — a useful reference for forex-focused traders.
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| Thursday, October 22, 2026 | Actual | Previous | Consensus | Sigmanomics Rolling-Surprise Forecast | Impact | ||
|---|---|---|---|---|---|---|---|
| 12:30 | Jobless Claims 4-Week Average | 197.75 | 198.75 | 200 | 198.88 | High | |
| 12:30 | Continuing Jobless Claims | 1728 | 1703 | 1720 | 1724.00 | High | |
| 12:30 | Initial Jobless Claims | 194 | 200 | 200 | 197.00 | High | |
| 14:00 | Leading Index MoM | 0 | -0.1 | -0.1 | -0.05 | Low | |
| 14:30 | EIA Natural Gas Stocks Change | 77 | 67 | 79 | 78.00 | Low | |
| 15:00 | Kansas Fed Composite Index | 11 | 14 | 11 | 11.00 | Low | |
| 15:00 | Kansas Fed Manufacturing Index | 16 | 20 | 18 | 17.00 | Low | |
| Friday, October 23, 2026 | Actual | Previous | Consensus | Sigmanomics Rolling-Surprise Forecast | Impact | ||
| 13:45 | S&P Global Composite PMI | 58.4 | 57.6 | 58.25 | Medium | ||
| 13:45 | S&P Global Manufacturing PMI | 55.9 | 55.5 | 55.25 | Medium | ||
| 13:45 | S&P Global Services PMI | 58.8 | 58 | 59.05 | Medium | ||
| 14:00 | Michigan Consumer Sentiment | 48.1 | 47.6 | 47.60 | High | ||
| 14:00 | Michigan Current Conditions | 50.9 | 50.5 | 50.50 | Low | ||
| 14:00 | Michigan Consumer Expectations | 46.3 | 45.9 | 45.90 | Low | ||
| 14:00 | Michigan 5 Year Inflation Expectations | 3.4 | 3.5 | 3.50 | Low | ||
| 14:00 | Michigan 1 Year Inflation Expectations | 4.6 | 4.7 | 4.70 | Low | ||
| Monday, October 26, 2026 | Actual | Previous | Consensus | Sigmanomics Rolling-Surprise Forecast | Impact | ||
| 12:30 | Chicago Fed National Activity Index | -0.04 | -0.1 | -0.10 | Medium | ||
| 14:30 | Dallas Fed Manufacturing Index | 9.8 | 7 | 8.15 | Medium | ||
| 15:30 | 3-Month Bill Auction | 4.095 | 4.009 | 4.01 | Low | ||
| Tuesday, October 27, 2026 | Actual | Previous | Consensus | Sigmanomics Rolling-Surprise Forecast | Impact | ||
| 12:00 | Building Permits MoM | -2.1 | -0.7 | -0.50 | Medium | ||
| 12:00 | Building Permits | 1.403 | 1.39 | 1.39 | Low | ||
| 12:30 | Non Defense Goods Orders Ex Air | 1.6 | 0.4 | 0.45 | Low | ||
| 12:30 | Durable Goods Orders Ex Defense MoM | 0.1 | 0 | -0.85 | Low | ||
| 12:30 | Durable Goods Orders MoM | -0.1 | 0.6 | -0.50 | High | ||
| 12:30 | Durable Goods Orders Ex Transp MoM | 0.3 | -0.1 | -0.20 | Medium | ||
| 13:00 | S&P/Case-Shiller Home Price YoY | 2.5 | 2.9 | 3.05 | Medium | ||
| 13:00 | House Price Index | 443.5 | 444.4 | 444.90 | Low | ||
| 13:00 | House Price Index YoY | 2.6 | 2.1 | 2.30 | Low | ||
| 13:00 | House Price Index MoM | 0.3 | 0.2 | 0.25 | Low | ||
| 13:00 | S&P/Case-Shiller Home Price MoM | 0 | -0.1 | 0.05 | Low | ||
| 14:00 | Richmond Fed Manufacturing Index | -2 | -3 | -5.50 | Low | ||
| 14:00 | Richmond Fed Services Index | 0 | -2 | -2.50 | Low | ||
| 14:00 | Richmond Fed Manufacturing Shipments Index | -5 | -7 | -4.00 | Low | ||
| 14:00 | New Home Sales | 0.684 | 0.66 | -0.24 | Medium | ||
| 14:00 | New Home Sales MoM | 6.4 | -3.5 | -3.50 | Medium | ||
| 14:30 | Dallas Fed Services Revenues Index | -0.9 | -2 | -1.25 | Low | ||
| 14:30 | Dallas Fed Services Index | -1.8 | -3 | -0.70 | Low | ||
| 17:00 | Money Supply | 23.34 | 23.4 | 23.57 | Low | ||