COT Currency Futures Charts: US Dollar, Euro, Yen, Pound, 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 23 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.

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US DOLLAR INDEX:

US DOLLAR INDEX Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	42.5	32.4	12.2
– Percent of Open Interest Shorts:	76.0	0.7	10.4
– Net Position:	-13,851	13,111	740
– Gross Longs:	17,592	13,407	5,047
– Gross Shorts:	31,443	296	4,307
– Long to Short Ratio:	0.6 to 1	45.3 to 1	1.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	1.9	96.4	29.0
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	0.1	0.2	-2.5

 

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EURO Currency:

EURO Currency Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	32.8	52.6	13.7
– Percent of Open Interest Shorts:	12.9	80.5	5.6
– Net Position:	138,365	-194,417	56,052
– Gross Longs:	228,501	366,500	95,278
– Gross Shorts:	90,136	560,917	39,226
– Long to Short Ratio:	2.5 to 1	0.7 to 1	2.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	77.5	20.8	88.8
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-5.4	6.0	-6.8

 

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BRITISH POUND STERLING:

BRITISH POUND Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	38.6	37.9	22.3
– Percent of Open Interest Shorts:	21.1	63.1	14.6
– Net Position:	30,978	-44,635	13,657
– Gross Longs:	68,266	66,953	39,418
– Gross Shorts:	37,288	111,588	25,761
– Long to Short Ratio:	1.8 to 1	0.6 to 1	1.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	88.9	10.4	94.9
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	12.0	-10.4	2.2

 

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JAPANESE YEN:

JAPANESE YEN Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	36.4	48.9	13.8
– Percent of Open Interest Shorts:	20.8	64.3	14.0
– Net Position:	28,622	-28,087	-535
– Gross Longs:	66,670	89,663	25,206
– Gross Shorts:	38,048	117,750	25,741
– Long to Short Ratio:	1.8 to 1	0.8 to 1	1.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	86.8	21.3	55.2
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-13.2	16.0	-22.6

 

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SWISS FRANC:

SWISS FRANC Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	40.7	28.1	29.6
– Percent of Open Interest Shorts:	18.9	51.7	27.7
– Net Position:	11,523	-12,535	1,012
– Gross Longs:	21,561	14,875	15,694
– Gross Shorts:	10,038	27,410	14,682
– Long to Short Ratio:	2.1 to 1	0.5 to 1	1.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	91.2	15.6	68.5
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-0.7	8.8	-21.4

 

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CANADIAN DOLLAR:

CANADIAN DOLLAR Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	28.1	41.3	29.5
– Percent of Open Interest Shorts:	22.6	65.9	10.5
– Net Position:	9,132	-40,921	31,789
– Gross Longs:	46,899	68,966	49,255
– Gross Shorts:	37,767	109,887	17,466
– Long to Short Ratio:	1.2 to 1	0.6 to 1	2.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	62.6	21.4	94.7
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-2.5	-4.6	14.8

 

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AUSTRALIAN DOLLAR:

AUSTRALIAN DOLLAR Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	38.3	33.9	25.9
– Percent of Open Interest Shorts:	39.4	46.2	12.5
– Net Position:	-1,636	-17,871	19,507
– Gross Longs:	55,664	49,301	37,667
– Gross Shorts:	57,300	67,172	18,160
– Long to Short Ratio:	1.0 to 1	0.7 to 1	2.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	78.6	6.2	100.0
– COT Index Reading (3 Year Range):	Bullish	Bearish-Extreme	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-7.8	0.1	15.3

 

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NEW ZEALAND DOLLAR:

NEW ZEALAND DOLLAR Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	63.1	21.6	13.5
– Percent of Open Interest Shorts:	32.7	59.7	5.8
– Net Position:	14,649	-18,367	3,718
– Gross Longs:	30,422	10,393	6,498
– Gross Shorts:	15,773	28,760	2,780
– Long to Short Ratio:	1.9 to 1	0.4 to 1	2.3 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	81.5	14.2	94.6
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-0.1	-0.2	2.3

 

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MEXICAN PESO:

MEXICAN PESO Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	33.0	58.7	4.1
– Percent of Open Interest Shorts:	31.2	62.5	2.1
– Net Position:	3,025	-6,244	3,219
– Gross Longs:	54,655	97,188	6,759
– Gross Shorts:	51,630	103,432	3,540
– Long to Short Ratio:	1.1 to 1	0.9 to 1	1.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	12.9	84.3	56.7
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	4.4	-3.2	-9.0

 

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BRAZIL REAL:

BRAZIL REAL Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	31.7	58.0	9.0
– Percent of Open Interest Shorts:	75.7	18.9	4.2
– Net Position:	-15,937	14,181	1,756
– Gross Longs:	11,503	21,023	3,279
– Gross Shorts:	27,440	6,842	1,523
– Long to Short Ratio:	0.4 to 1	3.1 to 1	2.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	58.4	40.9	93.8
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-16.9	16.4	3.2

 

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RUSSIAN RUBLE:

RUSSIAN RUBLE Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	33.0	60.7	6.3
– Percent of Open Interest Shorts:	33.8	61.4	4.8
– Net Position:	-259	-213	472
– Gross Longs:	10,222	18,839	1,958
– Gross Shorts:	10,481	19,052	1,486
– Long to Short Ratio:	1.0 to 1	1.0 to 1	1.3 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	12.8	85.1	58.4
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-4.5	4.2	2.4

 

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BITCOIN FUTURES:

BITCOIN Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	62.0	3.5	27.4
– Percent of Open Interest Shorts:	81.8	2.5	8.6
– Net Position:	-2,085	101	1,984
– Gross Longs:	6,559	370	2,892
– Gross Shorts:	8,644	269	908
– Long to Short Ratio:	0.8 to 1	1.4 to 1	3.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	45.2	50.5	55.0
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	35.2	-25.0	-34.9

 

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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).