Latest CFTC Release dated August 16, 2011:
|
Week (Data for Tuesdays) |
Comment |
|
US Dollar |
COT difference downtrend is bearish |
|
Euro |
|
|
British Pound |
COT difference uptrend is bullish |
|
Australian Dollar |
|
|
Japanese Yen |
|
|
Canadian Dollar |
|
|
Swiss Franc |
|
|
Gold |
Volume spike at top is bearish |
|
Silver |
COT difference uptrend is bullish |
|
Copper |
COT difference downtrend is bearish |
|
Crude |
|
|
E-Mini S&P |
|
|
E-Mini NASDAQ |
|
|
30 Yr US Bond |
|
|
10 Yr US Note |
|
|
2 Yr US Note |
The COT Index is the difference between net speculative positioning and net commercial positioning measured. A blue colored bar indicates that the difference in positioning is the greatest it has been in 13 weeks (bullish) with speculators selling and commercials buying. A red colored bar indicates that the difference in positioning is the greatest it has been in 13 weeks (bearish) with speculators buying and commercials selling. Non commercials tend to be on the wrong side at the turn and commercials the correct side. This is not always true however (especially for equity futures) –group behavior varies across markets. Use of the index is covered closely in detail in my book.
Charts
Non Commercials (speculators) – Red
Commercials – Blue
Small Speculators – Black
COTDiff – Black
Volume on bottom
US Dollar
Chart prepared by Jamie Saettele, CMT
Euro
Chart prepared by Jamie Saettele, CMT
British Pound
Chart prepared by Jamie Saettele, CMT
Australian Dollar
Chart prepared by Jamie Saettele, CMT
Japanese Yen
Chart prepared by Jamie Saettele, CMT
Canadian Dollar
Chart prepared by Jamie Saettele, CMT
Swiss Franc
Chart prepared by Jamie Saettele, CMT
Gold
Chart prepared by Jamie Saettele, CMT
Silver
Chart prepared by Jamie Saettele, CMT
Copper
Chart prepared by Jamie Saettele, CMT
Crude
Chart prepared by Jamie Saettele, CMT
E-Mini S&P
Chart prepared by Jamie Saettele, CMT
E-Mini Nasdaq
Chart prepared by Jamie Saettele, CMT
30 Yr US Treasury Bond
Chart prepared by Jamie Saettele, CMT
10 Yr US Treasury Note
Chart prepared by Jamie Saettele, CMT
2 Yr US Treasury Note
Chart prepared by Jamie Saettele, CMT
Jamie Saettele publishes Daily Technicals every weekday morning, COT analysis (published Monday), technical analysis of currency crosseson Wednesday and Friday (Euro and Yen crosses), and intraday trading strategy as market action dictates at the DailyFX Forex Stream. A graduate of Bucknell University, he holds the Chartered Market Technician (CMT) designation from the Market Technician Association. He is the author of Sentiment in the Forex Market. Send requests to receive his reports via email to This e-mail address is being protected from spambots. You need JavaScript enabled to view it .
DailyFX provides forex news on the economic reports and political events that influence the currency market.
Learn currency trading with a free practice account and charts from FXCM.