COT Forex Futures Charts: Mexican Peso, Bitcoin, Swiss Franc, US Dollar, Euro, Yen

March 27, 2021

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 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.

US DOLLAR INDEX:

US DOLLAR INDEX Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	75.8	5.2	14.1
– Percent of Open Interest Shorts:	61.2	28.6	5.4
– Net Position:	5,383	-8,568	3,185
– Gross Longs:	27,846	1,927	5,177
– Gross Shorts:	22,463	10,495	1,992
– Long to Short Ratio:	1.2 to 1	0.2 to 1	2.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	35.1	60.4	60.6
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	33.2	-34.2	17.2

EURO Currency:

EURO Currency Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	30.5	54.6	13.8
– Percent of Open Interest Shorts:	15.9	76.2	6.8
– Net Position:	93,322	-138,033	44,711
– Gross Longs:	195,500	350,520	88,274
– Gross Shorts:	102,178	488,553	43,563
– Long to Short Ratio:	1.9 to 1	0.7 to 1	2.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	63.6	36.7	69.0
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-14.4	15.2	-12.4

Free Reports:

Get our Weekly Commitment of Traders Reports - See where the biggest traders (Hedge Funds and Commercial Hedgers) are positioned in the futures markets on a weekly basis.

Sign Up for Our Stock Market Newsletter – Get updated on News, Charts & Rankings of Public Companies when you join our Stocks Newsletter

BRITISH POUND STERLING:

BRITISH POUND Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	35.5	39.3	24.6
– Percent of Open Interest Shorts:	20.5	61.7	17.1
– Net Position:	21,819	-32,714	10,895
– Gross Longs:	51,843	57,492	35,919
– Gross Shorts:	30,024	90,206	25,024
– Long to Short Ratio:	1.7 to 1	0.6 to 1	1.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	82.8	16.9	88.5
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	0.5	2.1	-10.5

JAPANESE YEN:

JAPANESE YEN Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	17.1	69.8	12.1
– Percent of Open Interest Shorts:	50.5	24.4	24.2
– Net Position:	-53,525	72,912	-19,387
– Gross Longs:	27,524	112,098	19,405
– Gross Shorts:	81,049	39,186	38,792
– Long to Short Ratio:	0.3 to 1	2.9 to 1	0.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	37.2	69.1	19.2
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-53.2	52.0	-41.3

SWISS FRANC:

SWISS FRANC Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	32.5	42.3	24.7
– Percent of Open Interest Shorts:	25.0	18.7	55.9
– Net Position:	2,872	9,049	-11,921
– Gross Longs:	12,458	16,211	9,474
– Gross Shorts:	9,586	7,162	21,395
– Long to Short Ratio:	1.3 to 1	2.3 to 1	0.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	77.8	38.5	33.2
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-13.3	25.2	-41.6

CANADIAN DOLLAR:

CANADIAN DOLLAR Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	28.8	41.5	28.7
– Percent of Open Interest Shorts:	25.7	61.0	12.3
– Net Position:	5,103	-31,619	26,516
– Gross Longs:	46,786	67,367	46,479
– Gross Shorts:	41,683	98,986	19,963
– Long to Short Ratio:	1.1 to 1	0.7 to 1	2.3 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	59.3	27.6	86.8
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-3.7	2.7	0.6

AUSTRALIAN DOLLAR:

AUSTRALIAN DOLLAR Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	44.3	30.7	24.3
– Percent of Open Interest Shorts:	39.8	45.1	14.3
– Net Position:	5,942	-19,221	13,279
– Gross Longs:	59,032	40,903	32,392
– Gross Shorts:	53,090	60,124	19,113
– Long to Short Ratio:	1.1 to 1	0.7 to 1	1.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	88.4	5.1	86.3
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	6.9	-3.0	-5.8

NEW ZEALAND DOLLAR:

NEW ZEALAND DOLLAR Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	53.2	26.3	15.3
– Percent of Open Interest Shorts:	40.9	45.3	8.6
– Net Position:	4,724	-7,291	2,567
– Gross Longs:	20,354	10,051	5,865
– Gross Shorts:	15,630	17,342	3,298
– Long to Short Ratio:	1.3 to 1	0.6 to 1	1.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	67.4	29.2	81.9
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-9.7	11.3	-17.3

MEXICAN PESO:

MEXICAN PESO Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	40.3	54.8	4.6
– Percent of Open Interest Shorts:	56.3	40.7	2.6
– Net Position:	-20,894	18,392	2,502
– Gross Longs:	52,412	71,332	5,930
– Gross Shorts:	73,306	52,940	3,428
– Long to Short Ratio:	0.7 to 1	1.3 to 1	1.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	4.3	95.2	53.6
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-11.2	11.7	-5.6

BRAZIL REAL:

BRAZIL REAL Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	26.0	66.0	5.2
– Percent of Open Interest Shorts:	79.5	13.1	4.8
– Net Position:	-25,249	25,019	230
– Gross Longs:	12,291	31,204	2,477
– Gross Shorts:	37,540	6,185	2,247
– Long to Short Ratio:	0.3 to 1	5.0 to 1	1.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	43.0	58.8	74.1
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-13.0	14.5	-11.5

RUSSIAN RUBLE:

RUSSIAN RUBLE Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	34.0	58.5	7.5
– Percent of Open Interest Shorts:	15.8	80.0	4.3
– Net Position:	5,625	-6,615	990
– Gross Longs:	10,492	18,044	2,303
– Gross Shorts:	4,867	24,659	1,313
– Long to Short Ratio:	2.2 to 1	0.7 to 1	1.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	26.7	70.4	75.7
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	13.8	-15.1	26.3

BITCOIN FUTURES:

BITCOIN Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	56.0	5.5	28.6
– Percent of Open Interest Shorts:	80.3	1.8	8.0
– Net Position:	-2,405	371	2,034
– Gross Longs:	5,541	549	2,828
– Gross Shorts:	7,946	178	794
– Long to Short Ratio:	0.7 to 1	3.1 to 1	3.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	36.2	86.2	56.6
– COT Index Reading (3 Year Range):	Bearish	Bullish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	12.4	25.8	-20.9

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).

Latest Financial Markets News:

COT Soft Commodities Charts: Large Speculator bets led by Corn & Soybean Oil Nov 16, 2024
COT Stock Market Charts: Speculator Bets led by MSCI EAFE & VIX Nov 16, 2024
The Dollar Index strengthened on Powell’s comments. The Bank of Mexico cut the rate to 10.25% Nov 15, 2024
EURUSD Faces Decline as Fed Signals Firm Stance Nov 15, 2024
Gold Falls for the Fifth Consecutive Trading Session Nov 14, 2024
Profit-taking is observed on stock indices. The data on wages in Australia haven’t met expectations Nov 13, 2024
USD/JPY at a Three-Month Peak: No One Opposes the US Dollar Nov 13, 2024
Can Chinese Tech earnings offer relief for Chinese stock indexes? Nov 13, 2024
Bitcoin hits an all-time high above $88,000. Oil remains under pressure Nov 12, 2024
Brent Crude Stumbles as Market Sentiments Turn Cautious Nov 12, 2024

InvestMacro