Use Bloomberg, available in the Margolis Market Information Lab (MIL) at the Business Instructional Facility (BIF).
- Type historic futures and hit Help
- Choose 1) Frequently Asked Questions and then 1) Historic Prices
- There it shows you how to construct a code for a futures contract.
- Type ctm and hit GO to get to the Contract Table Menu. You will get a 2 letter code for the currency you want.
- Type month codes and hit HELP for the month code for the contract, e.g., H is March.
- The year is a 2 digit number, e.g., 02 for 2002.
- Type the code you have constructed and then hit the CMDTY key and hit GO.
- Choose Price History then 1)HP - Historical Prices
- Change to the dates you want.