20 Mar

COT Currency Futures Charts: Japanese Yen, Pound, Swiss Franc, Brazil Real, Russia Ruble

March 20, 2021

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 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 Futures

US DOLLAR INDEX StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:75.14.714.7
– Percent of Open Interest Shorts:58.629.76.1
– Net Position:5,837-8,8483,011
– Gross Longs:26,5751,6575,184
– Gross Shorts:20,73810,5052,173
– Long to Short Ratio:1.3 to 10.2 to 12.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):35.959.958.4
– COT Index Reading (3 Year Range):BearishBullishBullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:35.6-34.62.3

 

EURO Currency:

EURO Currency

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EURO Currency StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:30.754.713.7
– Percent of Open Interest Shorts:16.675.86.6
– Net Position:89,976-134,97945,003
– Gross Longs:195,857349,39587,260
– Gross Shorts:105,881484,37442,257
– Long to Short Ratio:1.8 to 10.7 to 12.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):62.637.669.5
– COT Index Reading (3 Year Range):BullishBearishBullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-14.415.2-11.9

 

BRITISH POUND STERLING:

BRITISH POUND STERLING

BRITISH POUND StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:37.337.724.5
– Percent of Open Interest Shorts:18.065.416.1
– Net Position:28,600-41,09112,491
– Gross Longs:55,19055,77136,323
– Gross Shorts:26,59096,86223,832
– Long to Short Ratio:2.1 to 10.6 to 11.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):87.312.392.2
– COT Index Reading (3 Year Range):Bullish-ExtremeBearish-ExtremeBullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:12.6-12.48.4

 

JAPANESE YEN:

JAPANESE YEN

JAPANESE YEN StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:17.868.112.6
– Percent of Open Interest Shorts:44.829.524.2
– Net Position:-39,36856,281-16,913
– Gross Longs:26,00399,38518,453
– Gross Shorts:65,37143,10435,366
– Long to Short Ratio:0.4 to 12.3 to 10.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):45.861.223.9
– COT Index Reading (3 Year Range):BearishBullishBearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-50.748.3-34.7

 

SWISS FRANC:

SWISS FRANC

SWISS FRANC StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:35.042.122.3
– Percent of Open Interest Shorts:22.718.458.3
– Net Position:4,6719,013-13,684
– Gross Longs:13,29715,9848,479
– Gross Shorts:8,6266,97122,163
– Long to Short Ratio:1.5 to 12.3 to 10.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):80.638.428.4
– COT Index Reading (3 Year Range):Bullish-ExtremeBearishBearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-15.530.1-50.4

 

CANADIAN DOLLAR:

CANADIAN DOLLAR

CANADIAN DOLLAR StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:27.244.227.0
– Percent of Open Interest Shorts:21.759.816.8
– Net Position:10,263-29,27519,012
– Gross Longs:50,90782,57550,410
– Gross Shorts:40,644111,85031,398
– Long to Short Ratio:1.3 to 10.7 to 11.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):63.629.175.5
– COT Index Reading (3 Year Range):BullishBearishBullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-4.96.6-6.3

 

AUSTRALIAN DOLLAR:

AUSTRALIAN DOLLAR

AUSTRALIAN DOLLAR StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:44.730.923.4
– Percent of Open Interest Shorts:38.846.713.5
– Net Position:7,620-20,44612,826
– Gross Longs:57,84039,96430,300
– Gross Shorts:50,22060,41017,474
– Long to Short Ratio:1.2 to 10.7 to 11.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):90.34.085.3
– COT Index Reading (3 Year Range):Bullish-ExtremeBearish-ExtremeBullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:10.1-3.8-10.0

 

NEW ZEALAND DOLLAR:

NEW ZEALAND DOLLAR

NEW ZEALAND DOLLAR StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:57.923.614.1
– Percent of Open Interest Shorts:40.447.27.9
– Net Position:6,029-8,1612,132
– Gross Longs:20,0028,1454,862
– Gross Shorts:13,97316,3062,730
– Long to Short Ratio:1.4 to 10.5 to 11.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):69.228.077.1
– COT Index Reading (3 Year Range):BullishBearishBullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-8.07.8-1.9

 

MEXICAN PESO:

MEXICAN PESO

MEXICAN PESO StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:35.259.84.5
– Percent of Open Interest Shorts:61.135.23.3
– Net Position:-29,45728,0261,431
– Gross Longs:40,13768,1415,144
– Gross Shorts:69,59440,1153,713
– Long to Short Ratio:0.6 to 11.7 to 11.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):0.0100.049.1
– COT Index Reading (3 Year Range):Bearish-ExtremeBullish-ExtremeBearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-16.217.4-12.1

 

BRAZIL REAL:

BRAZIL REAL

BRAZIL REAL StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:30.962.25.6
– Percent of Open Interest Shorts:80.812.05.9
– Net Position:-23,76723,922-155
– Gross Longs:14,73929,6532,660
– Gross Shorts:38,5065,7312,815
– Long to Short Ratio:0.4 to 15.2 to 10.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):45.457.069.2
– COT Index Reading (3 Year Range):BearishBullishBullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-15.416.7-10.1

 

RUSSIAN RUBLE:

RUSSIAN RUBLE

RUSSIAN RUBLE StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:32.760.17.3
– Percent of Open Interest Shorts:20.176.53.3
– Net Position:3,973-5,2241,251
– Gross Longs:10,36919,0762,302
– Gross Shorts:6,39624,3001,051
– Long to Short Ratio:1.6 to 10.8 to 12.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):22.873.684.4
– COT Index Reading (3 Year Range):BearishBullishBullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:10.9-14.660.0

 

BITCOIN FUTURES:

BITCOIN FUTURES

BITCOIN StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:51.45.132.7
– Percent of Open Interest Shorts:79.81.87.7
– Net Position:-2,6523142,338
– Gross Longs:4,7974793,055
– Gross Shorts:7,449165717
– Long to Short Ratio:0.6 to 12.9 to 14.3 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):29.378.766.7
– COT Index Reading (3 Year Range):BearishBullishBullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:0.67.8-2.7

 

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).


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