COT Currency Futures Charts: Bitcoin, US Dollar Index, Euro, Japanese Yen & Mexican Peso

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 30 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:	75.7	4.5	15.3
– Percent of Open Interest Shorts:	61.5	28.0	6.0
– Net Position:	5,726	-9,501	3,775
– Gross Longs:	30,513	1,798	6,175
– Gross Shorts:	24,787	11,299	2,400
– 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):	35.7	58.8	68.2
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	34.5	-36.4	24.8

 

---

EURO Currency:

EURO Currency Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	30.2	54.5	14.2
– Percent of Open Interest Shorts:	18.8	73.3	6.8
– Net Position:	73,739	-121,328	47,589
– Gross Longs:	194,763	351,292	91,621
– Gross Shorts:	121,024	472,620	44,032
– Long to Short Ratio:	1.6 to 1	0.7 to 1	2.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	57.6	41.4	74.0
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-20.3	20.5	-10.8

 

---

BRITISH POUND STERLING:

BRITISH POUND Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	33.8	41.2	24.5
– Percent of Open Interest Shorts:	15.9	63.8	19.7
– Net Position:	24,959	-31,580	6,621
– Gross Longs:	47,222	57,584	34,194
– Gross Shorts:	22,263	89,164	27,573
– Long to Short Ratio:	2.1 to 1	0.6 to 1	1.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	84.9	17.5	78.4
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	1.9	3.4	-21.3

 

---

JAPANESE YEN:

JAPANESE YEN Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	14.9	72.9	11.3
– Percent of Open Interest Shorts:	50.7	24.2	24.2
– Net Position:	-59,481	80,881	-21,400
– Gross Longs:	24,724	121,115	18,838
– Gross Shorts:	84,205	40,234	40,238
– Long to Short Ratio:	0.3 to 1	3.0 to 1	0.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	33.6	72.9	15.3
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-58.3	55.1	-37.6

 

---

SWISS FRANC:

SWISS FRANC Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	37.6	39.8	22.0
– Percent of Open Interest Shorts:	27.6	16.5	55.3
– Net Position:	4,269	9,957	-14,226
– Gross Longs:	16,086	17,012	9,414
– Gross Shorts:	11,817	7,055	23,640
– Long to Short Ratio:	1.4 to 1	2.4 to 1	0.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	80.0	39.4	26.9
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-6.4	25.5	-54.4

 

---

CANADIAN DOLLAR:

CANADIAN DOLLAR Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	29.5	41.6	28.0
– Percent of Open Interest Shorts:	25.5	62.3	11.3
– Net Position:	6,518	-34,051	27,533
– Gross Longs:	48,462	68,228	46,055
– Gross Shorts:	41,944	102,279	18,522
– Long to Short Ratio:	1.2 to 1	0.7 to 1	2.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	60.4	26.0	88.3
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-1.4	-0.3	3.2

 

---

AUSTRALIAN DOLLAR:

AUSTRALIAN DOLLAR Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	48.5	30.9	20.0
– Percent of Open Interest Shorts:	39.6	44.5	15.4
– Net Position:	12,263	-18,637	6,374
– Gross Longs:	66,607	42,450	27,517
– Gross Shorts:	54,344	61,087	21,143
– Long to Short Ratio:	1.2 to 1	0.7 to 1	1.3 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	95.5	5.6	71.1
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	16.8	-3.7	-23.3

 

---

NEW ZEALAND DOLLAR:

NEW ZEALAND DOLLAR Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	51.5	29.8	14.5
– Percent of Open Interest Shorts:	40.5	46.2	9.2
– Net Position:	4,046	-6,017	1,971
– Gross Longs:	18,945	10,971	5,351
– Gross Shorts:	14,899	16,988	3,380
– Long to Short Ratio:	1.3 to 1	0.6 to 1	1.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	66.4	30.9	75.3
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-13.8	15.4	-19.6

 

---

MEXICAN PESO:

MEXICAN PESO Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	42.6	52.1	4.7
– Percent of Open Interest Shorts:	53.6	43.1	2.6
– Net Position:	-15,113	12,274	2,839
– Gross Longs:	58,089	71,095	6,389
– Gross Shorts:	73,202	58,821	3,550
– Long to Short Ratio:	0.8 to 1	1.2 to 1	1.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	7.2	92.2	55.1
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-8.3	9.0	-7.6

 

---

BRAZIL REAL:

BRAZIL REAL Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	16.5	78.0	4.1
– Percent of Open Interest Shorts:	55.0	39.7	4.0
– Net Position:	-25,309	25,219	90
– Gross Longs:	10,888	51,342	2,709
– Gross Shorts:	36,197	26,123	2,619
– Long to Short Ratio:	0.3 to 1	2.0 to 1	1.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	42.9	59.2	72.3
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-11.7	13.7	-15.6

 

---

RUSSIAN RUBLE:

RUSSIAN RUBLE Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	33.1	60.8	6.0
– Percent of Open Interest Shorts:	10.0	84.2	5.7
– Net Position:	6,784	-6,872	88
– Gross Longs:	9,714	17,831	1,746
– Gross Shorts:	2,930	24,703	1,658
– Long to Short Ratio:	3.3 to 1	0.7 to 1	1.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	29.4	69.8	45.6
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	17.3	-15.5	-19.1

 

---

BITCOIN FUTURES:

BITCOIN Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	60.9	5.3	27.8
– Percent of Open Interest Shorts:	84.6	2.2	7.3
– Net Position:	-2,215	295	1,920
– Gross Longs:	5,676	498	2,596
– Gross Shorts:	7,891	203	676
– Long to Short Ratio:	0.7 to 1	2.5 to 1	3.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	41.6	76.2	52.9
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	19.1	19.8	-27.3

 

---

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).