Pardon me for bothering you with another question. With your last clarification, I worked out an example. I used the same historical reference point for the USD currency index that you have given on your website, 2000-01-01.
For the new candle comparison, I used 2021-02-22 - Weekly candle for all the USD pairs that are used for index calculation.
I first captured individual weekly (2021-02-22) candle Open / Close / High / Low for pairs AUD/USD , EUR/USD , GBP/USD , NZD/USD , USD/CAD , USD/CHF , USD/JPY. I applied all the rules to calculate the index Open / Close / High / Low as you mentioned in your early replies.
I have attached images with individual pairs and currency index calculations.
I tried to compare these calculations against the weekly candle on USD currency index chart for 2021-02-22.
I was hoping for the exact match between these.
Open / Close candle prices were pretty close to the calculations. But High / Low candle prices had some differences.
Can you please tell me what did I miss ??
I use the formula ( (current price point - benchmark price point) / benchmark price point ) * 100 to calculate the variance between the historic benchmark and current price points.