COT Currency Futures Charts: US Dollar, Euro, Yen, Franc, Aussie, Bitcoin

By CountingPips.com – Receive our weekly COT Reports by Email

Here are the latest charts and statistics for the Commitment of Traders (COT) data published by the Commodities Futures Trading Commission (CFTC).

The latest COT data is updated through Tuesday February 16 2021 and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets. All currency positions are in direct relation to the US dollar where, for example, a bet for the euro is a bet that the euro will rise versus the dollar while a bet against the euro will be a bet that the euro will decline versus the dollar.

---

US DOLLAR INDEX:

US DOLLAR INDEX Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	44.0	35.6	14.7
– Percent of Open Interest Shorts:	83.8	1.0	9.5
– Net Position:	-14,287	12,433	1,854
– Gross Longs:	15,842	12,808	5,276
– Gross Shorts:	30,129	375	3,422
– Long to Short Ratio:	0.5 to 1	34.2 to 1	1.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	1.1	95.2	43.4
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	1.1	-3.7	20.3

 

---

EURO Currency:

EURO Currency Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	33.0	52.2	13.7
– Percent of Open Interest Shorts:	12.3	80.9	5.8
– Net Position:	140,006	-193,756	53,750
– Gross Longs:	222,895	352,756	92,886
– Gross Shorts:	82,889	546,512	39,136
– Long to Short Ratio:	2.7 to 1	0.6 to 1	2.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	78.0	21.0	84.8
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-0.9	2.1	-7.9

 

---

BRITISH POUND STERLING:

BRITISH POUND Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	35.2	39.5	24.2
– Percent of Open Interest Shorts:	22.3	61.6	15.0
– Net Position:	22,167	-37,858	15,691
– Gross Longs:	60,269	67,674	41,458
– Gross Shorts:	38,102	105,532	25,767
– Long to Short Ratio:	1.6 to 1	0.6 to 1	1.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	83.0	14.1	99.7
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	12.3	-13.9	16.0

 

---

JAPANESE YEN:

JAPANESE YEN Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	35.5	49.3	13.8
– Percent of Open Interest Shorts:	15.7	68.2	14.7
– Net Position:	37,182	-35,486	-1,696
– Gross Longs:	66,732	92,764	26,010
– Gross Shorts:	29,550	128,250	27,706
– Long to Short Ratio:	2.3 to 1	0.7 to 1	0.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	92.0	17.8	53.0
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-7.8	17.8	-47.0

 

---

SWISS FRANC:

SWISS FRANC Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	32.7	28.6	37.6
– Percent of Open Interest Shorts:	15.3	57.9	25.7
– Net Position:	8,371	-14,091	5,720
– Gross Longs:	15,745	13,748	18,061
– Gross Shorts:	7,374	27,839	12,341
– Long to Short Ratio:	2.1 to 1	0.5 to 1	1.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	86.3	14.0	81.4
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-1.6	6.4	-13.8

 

---

CANADIAN DOLLAR:

CANADIAN DOLLAR Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	28.3	43.0	27.8
– Percent of Open Interest Shorts:	23.1	64.1	11.8
– Net Position:	8,164	-33,588	25,424
– Gross Longs:	45,021	68,547	44,228
– Gross Shorts:	36,857	102,135	18,804
– Long to Short Ratio:	1.2 to 1	0.7 to 1	2.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	61.8	26.3	85.1
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-5.3	3.1	2.5

 

---

AUSTRALIAN DOLLAR:

AUSTRALIAN DOLLAR Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	38.8	34.4	25.5
– Percent of Open Interest Shorts:	40.8	44.4	13.5
– Net Position:	-2,821	-14,170	16,991
– Gross Longs:	54,675	48,431	35,963
– Gross Shorts:	57,496	62,601	18,972
– Long to Short Ratio:	1.0 to 1	0.8 to 1	1.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	77.3	9.3	95.1
– COT Index Reading (3 Year Range):	Bullish	Bearish-Extreme	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	1.2	-0.4	-1.4

 

---

NEW ZEALAND DOLLAR:

NEW ZEALAND DOLLAR Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	62.9	22.2	13.1
– Percent of Open Interest Shorts:	34.4	58.5	5.3
– Net Position:	13,711	-17,451	3,740
– Gross Longs:	30,243	10,690	6,293
– Gross Shorts:	16,532	28,141	2,553
– Long to Short Ratio:	1.8 to 1	0.4 to 1	2.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	80.2	15.4	94.8
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	2.4	-1.7	-5.2

 

---

MEXICAN PESO:

MEXICAN PESO Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	35.3	58.3	4.8
– Percent of Open Interest Shorts:	34.4	62.0	2.0
– Net Position:	1,412	-6,033	4,621
– Gross Longs:	57,670	95,153	7,920
– Gross Shorts:	56,258	101,186	3,299
– Long to Short Ratio:	1.0 to 1	0.9 to 1	2.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	12.0	84.4	62.6
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	4.8	-4.3	-2.1

 

---

BRAZIL REAL:

BRAZIL REAL Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	26.9	63.2	9.8
– Percent of Open Interest Shorts:	78.5	15.3	6.2
– Net Position:	-18,206	16,908	1,298
– Gross Longs:	9,506	22,305	3,473
– Gross Shorts:	27,712	5,397	2,175
– Long to Short Ratio:	0.3 to 1	4.1 to 1	1.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	54.6	45.4	87.9
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-24.8	26.0	-9.1

 

---

RUSSIAN RUBLE:

RUSSIAN RUBLE Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	32.0	61.2	6.8
– Percent of Open Interest Shorts:	33.7	61.7	4.6
– Net Position:	-531	-129	660
– Gross Longs:	9,732	18,644	2,072
– Gross Shorts:	10,263	18,773	1,412
– Long to Short Ratio:	0.9 to 1	1.0 to 1	1.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	12.1	85.2	64.7
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-3.2	2.8	4.5

 

---

BITCOIN FUTURES:

BITCOIN Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	58.4	3.2	30.7
– Percent of Open Interest Shorts:	83.7	1.9	6.7
– Net Position:	-2,893	145	2,748
– Gross Longs:	6,672	365	3,508
– Gross Shorts:	9,565	220	760
– Long to Short Ratio:	0.7 to 1	1.7 to 1	4.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	22.5	56.3	80.2
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	2.6	-35.8	5.9

 

---

Article By CountingPips.com – Receive our weekly COT Reports by Email

*COT Report: The COT data, released weekly to the public each Friday, is updated through the most recent Tuesday (data is 3 days old) and shows a quick view of how large speculators or non-commercials (for-profit traders) were positioned in the futures markets.

The CFTC categorizes trader positions according to commercial hedgers (traders who use futures contracts for hedging as part of the business), non-commercials (large traders who speculate to realize trading profits) and nonreportable traders (usually small traders/speculators).

Find CFTC criteria here: (http://www.cftc.gov/MarketReports/CommitmentsofTraders/ExplanatoryNotes/index.htm).