COT Currency Futures Charts: Australian Dollar, Kiwi, Euro, Ruble, Real, 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 March 02 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:	55.3	26.1	10.7
– Percent of Open Interest Shorts:	82.2	2.2	7.7
– Net Position:	-10,103	8,987	1,116
– Gross Longs:	20,767	9,807	4,019
– Gross Shorts:	30,870	820	2,903
– Long to Short Ratio:	0.7 to 1	12.0 to 1	1.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	8.4	89.5	33.9
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	7.2	-5.1	-14.4

 

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EURO Currency:

EURO Currency Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	31.9	53.6	13.0
– Percent of Open Interest Shorts:	13.8	78.8	5.9
– Net Position:	125,988	-175,928	49,940
– Gross Longs:	222,655	374,362	90,871
– Gross Shorts:	96,667	550,290	40,931
– Long to Short Ratio:	2.3 to 1	0.7 to 1	2.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	73.7	26.0	78.1
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-11.5	13.1	-15.7

 

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BRITISH POUND STERLING:

BRITISH POUND Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	38.5	38.8	21.3
– Percent of Open Interest Shorts:	17.2	67.2	14.2
– Net Position:	36,082	-48,170	12,088
– Gross Longs:	65,138	65,635	36,154
– Gross Shorts:	29,056	113,805	24,066
– Long to Short Ratio:	2.2 to 1	0.6 to 1	1.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	92.3	8.4	91.2
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	14.9	-13.4	4.9

 

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JAPANESE YEN:

JAPANESE YEN Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	32.4	53.8	11.6
– Percent of Open Interest Shorts:	22.2	59.8	15.8
– Net Position:	19,270	-11,313	-7,957
– Gross Longs:	61,259	101,787	21,863
– Gross Shorts:	41,989	113,100	29,820
– Long to Short Ratio:	1.5 to 1	0.9 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	81.1	29.2	41.0
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-18.6	25.4	-43.7

 

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SWISS FRANC:

SWISS FRANC Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	41.5	35.0	21.9
– Percent of Open Interest Shorts:	18.2	48.4	31.7
– Net Position:	12,261	-7,076	-5,185
– Gross Longs:	21,863	18,459	11,522
– Gross Shorts:	9,602	25,535	16,707
– Long to Short Ratio:	2.3 to 1	0.7 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	92.4	21.4	51.6
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	4.4	13.1	-41.4

 

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CANADIAN DOLLAR:

CANADIAN DOLLAR Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	30.5	39.9	28.2
– Percent of Open Interest Shorts:	21.4	67.8	9.4
– Net Position:	15,327	-47,100	31,773
– Gross Longs:	51,391	67,338	47,607
– Gross Shorts:	36,064	114,438	15,834
– Long to Short Ratio:	1.4 to 1	0.6 to 1	3.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	67.8	17.3	94.7
– COT Index Reading (3 Year Range):	Bullish	Bearish-Extreme	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	4.2	-10.2	15.6

 

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AUSTRALIAN DOLLAR:

AUSTRALIAN DOLLAR Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	40.7	33.1	23.1
– Percent of Open Interest Shorts:	36.7	48.2	12.0
– Net Position:	6,041	-22,596	16,555
– Gross Longs:	61,047	49,676	34,594
– Gross Shorts:	55,006	72,272	18,039
– Long to Short Ratio:	1.1 to 1	0.7 to 1	1.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	87.0	2.2	93.5
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	1.3	-0.4	-1.6

 

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NEW ZEALAND DOLLAR:

NEW ZEALAND DOLLAR Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	65.5	18.7	11.5
– Percent of Open Interest Shorts:	31.7	57.7	6.2
– Net Position:	16,408	-18,979	2,571
– Gross Longs:	31,825	9,069	5,588
– Gross Shorts:	15,417	28,048	3,017
– Long to Short Ratio:	2.1 to 1	0.3 to 1	1.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	84.0	13.4	81.9
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	0.6	1.0	-12.9

 

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MEXICAN PESO:

MEXICAN PESO Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	32.6	57.9	3.8
– Percent of Open Interest Shorts:	29.8	62.3	2.2
– Net Position:	4,431	-7,050	2,619
– Gross Longs:	52,098	92,476	6,082
– Gross Shorts:	47,667	99,526	3,463
– Long to Short Ratio:	1.1 to 1	0.9 to 1	1.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	13.6	83.9	54.1
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	6.3	-4.9	-10.0

 

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BRAZIL REAL:

BRAZIL REAL Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	32.5	59.3	8.0
– Percent of Open Interest Shorts:	84.1	8.9	6.8
– Net Position:	-21,051	20,566	485
– Gross Longs:	13,267	24,194	3,266
– Gross Shorts:	34,318	3,628	2,781
– Long to Short Ratio:	0.4 to 1	6.7 to 1	1.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	49.9	51.5	77.4
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-23.0	24.7	-13.7

 

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RUSSIAN RUBLE:

RUSSIAN RUBLE Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	32.9	59.5	6.9
– Percent of Open Interest Shorts:	35.9	58.4	4.9
– Net Position:	-928	321	607
– Gross Longs:	9,967	18,023	2,087
– Gross Shorts:	10,895	17,702	1,480
– Long to Short Ratio:	0.9 to 1	1.0 to 1	1.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	11.2	86.3	62.9
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-4.3	3.8	5.3

 

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BITCOIN FUTURES:

BITCOIN Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	55.4	5.1	30.6
– Percent of Open Interest Shorts:	78.3	2.4	10.3
– Net Position:	-1,851	215	1,636
– Gross Longs:	4,467	408	2,465
– Gross Shorts:	6,318	193	829
– Long to Short Ratio:	0.7 to 1	2.1 to 1	3.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	51.8	65.6	43.5
– COT Index Reading (3 Year Range):	Bullish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	36.0	-17.3	-37.8

 

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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).