COT Currency Charts: US Dollar, Euro, Yen, Pound, Swiss Franc, Kiwi, Aussie & Bitcoin

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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 July 27 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 Futures:

The US Dollar Index large speculator standing this week reached a net position of 16,541 contracts in the data reported through Tuesday. This was a weekly lift of 4,353 contracts from the previous week which had a total of 12,188 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 54.3 percent. The commercials are Bearish with a score of 37.6 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 94.1 percent.

US DOLLAR INDEX Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	73.8	3.1	18.2
– Percent of Open Interest Shorts:	35.3	54.8	5.0
– Net Position:	16,541	-22,254	5,713
– Gross Longs:	31,758	1,337	7,857
– Gross Shorts:	15,217	23,591	2,144
– Long to Short Ratio:	2.1 to 1	0.1 to 1	3.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	54.3	37.6	94.1
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	32.5	-34.5	24.9

 

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Euro Currency Futures:

The Euro Currency large speculator standing this week reached a net position of 38,126 contracts in the data reported through Tuesday. This was a weekly decline of -7,696 contracts from the previous week which had a total of 45,822 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 46.7 percent. The commercials are Bullish with a score of 53.2 percent and the small traders (not shown in chart) are Bearish with a score of 49.2 percent.

EURO Currency Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	29.8	55.2	13.6
– Percent of Open Interest Shorts:	24.2	66.9	7.5
– Net Position:	38,126	-79,849	41,723
– Gross Longs:	202,245	373,953	92,486
– Gross Shorts:	164,119	453,802	50,763
– Long to Short Ratio:	1.2 to 1	0.8 to 1	1.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	46.7	53.2	49.2
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-24.6	28.9	-33.0

 

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British Pound Sterling Futures:

The British Pound Sterling large speculator standing this week reached a net position of -5,684 contracts in the data reported through Tuesday. This was a weekly reduction of -2,187 contracts from the previous week which had a total of -3,497 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 69.9 percent. The commercials are Bearish with a score of 34.2 percent and the small traders (not shown in chart) are Bullish with a score of 51.6 percent.

BRITISH POUND Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	22.2	62.5	14.5
– Percent of Open Interest Shorts:	25.3	58.4	15.6
– Net Position:	-5,684	7,628	-1,944
– Gross Longs:	41,194	115,831	26,962
– Gross Shorts:	46,878	108,203	28,906
– Long to Short Ratio:	0.9 to 1	1.1 to 1	0.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	69.9	34.2	51.6
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-27.3	34.0	-40.7

 

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Japanese Yen Futures:

The Japanese Yen large speculator standing this week reached a net position of -59,934 contracts in the data reported through Tuesday. This was a weekly decline of -4,203 contracts from the previous week which had a total of -55,731 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 33.3 percent. The commercials are Bullish with a score of 70.1 percent and the small traders (not shown in chart) are Bearish with a score of 27.4 percent.

JAPANESE YEN Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	16.8	73.3	9.5
– Percent of Open Interest Shorts:	47.4	35.1	17.2
– Net Position:	-59,934	75,014	-15,080
– Gross Longs:	32,975	143,819	18,589
– Gross Shorts:	92,909	68,805	33,669
– Long to Short Ratio:	0.4 to 1	2.1 to 1	0.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	33.3	70.1	27.4
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-7.9	4.6	6.5

 

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Swiss Franc Futures:

The Swiss Franc large speculator standing this week reached a net position of 8,489 contracts in the data reported through Tuesday. This was a weekly advance of 447 contracts from the previous week which had a total of 8,042 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 86.5 percent. The commercials are Bearish with a score of 31.0 percent and the small traders (not shown in chart) are Bearish with a score of 33.5 percent.

SWISS FRANC Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	40.8	39.3	19.7
– Percent of Open Interest Shorts:	21.8	35.6	42.4
– Net Position:	8,489	1,657	-10,146
– Gross Longs:	18,262	17,602	8,827
– Gross Shorts:	9,773	15,945	18,973
– Long to Short Ratio:	1.9 to 1	1.1 to 1	0.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	86.5	31.0	33.5
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-1.4	10.8	-26.8

 

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Canadian Dollar Futures:

The Canadian Dollar large speculator standing this week reached a net position of 5,374 contracts in the data reported through Tuesday. This was a weekly decrease of -7,541 contracts from the previous week which had a total of 12,915 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 59.5 percent. The commercials are Bearish with a score of 38.3 percent and the small traders (not shown in chart) are Bullish with a score of 70.7 percent.

CANADIAN DOLLAR Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	26.9	50.8	21.2
– Percent of Open Interest Shorts:	23.9	63.0	12.1
– Net Position:	5,374	-21,242	15,868
– Gross Longs:	47,048	88,808	36,955
– Gross Shorts:	41,674	110,050	21,087
– Long to Short Ratio:	1.1 to 1	0.8 to 1	1.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	59.5	38.3	70.7
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-32.4	32.4	-19.3

 

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Australian Dollar Futures:

The Australian Dollar large speculator standing this week reached a net position of -39,347 contracts in the data reported through Tuesday. This was a weekly decrease of -3,657 contracts from the previous week which had a total of -35,690 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 37.9 percent. The commercials are Bullish with a score of 64.5 percent and the small traders (not shown in chart) are Bearish with a score of 30.2 percent.

AUSTRALIAN DOLLAR Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	34.2	53.4	10.6
– Percent of Open Interest Shorts:	57.7	22.7	17.9
– Net Position:	-39,347	51,603	-12,256
– Gross Longs:	57,415	89,675	17,836
– Gross Shorts:	96,762	38,072	30,092
– Long to Short Ratio:	0.6 to 1	2.4 to 1	0.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	37.9	64.5	30.2
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-24.0	34.6	-43.5

 

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New Zealand Dollar Futures:

The New Zealand Dollar large speculator standing this week reached a net position of 1,421 contracts in the data reported through Tuesday. This was a weekly decline of -1,625 contracts from the previous week which had a total of 3,046 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 73.6 percent. The commercials are Bearish with a score of 28.6 percent and the small traders (not shown in chart) are Bullish with a score of 50.9 percent.

NEW ZEALAND DOLLAR Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	44.4	45.9	9.0
– Percent of Open Interest Shorts:	41.1	48.6	9.5
– Net Position:	1,421	-1,191	-230
– Gross Longs:	19,505	20,182	3,935
– Gross Shorts:	18,084	21,373	4,165
– Long to Short Ratio:	1.1 to 1	0.9 to 1	0.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	73.6	28.6	50.9
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-3.1	6.9	-29.0

 

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Mexican Peso Futures:

The Mexican Peso large speculator standing this week reached a net position of -26,407 contracts in the data reported through Tuesday. This was a weekly rise of 2,014 contracts from the previous week which had a total of -28,421 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish-Extreme with a score of 1.5 percent. The commercials are Bullish-Extreme with a score of 97.6 percent and the small traders (not shown in chart) are Bullish with a score of 57.0 percent.

MEXICAN PESO Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	43.5	50.3	4.4
– Percent of Open Interest Shorts:	61.1	34.9	2.2
– Net Position:	-26,407	23,119	3,288
– Gross Longs:	65,404	75,588	6,559
– Gross Shorts:	91,811	52,469	3,271
– Long to Short Ratio:	0.7 to 1	1.4 to 1	2.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	1.5	97.6	57.0
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-1.2	1.3	-1.0

 

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Brazilian Real Futures:

The Brazilian Real large speculator standing this week reached a net position of 21,761 contracts in the data reported through Tuesday. This was a weekly boost of 348 contracts from the previous week which had a total of 21,413 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 99.4 percent. The commercials are Bearish-Extreme with a score of 0.3 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 91.0 percent.

BRAZIL REAL Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	67.0	23.0	8.4
– Percent of Open Interest Shorts:	17.0	77.7	3.8
– Net Position:	21,761	-23,761	2,000
– Gross Longs:	29,132	10,007	3,651
– Gross Shorts:	7,371	33,768	1,651
– Long to Short Ratio:	4.0 to 1	0.3 to 1	2.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	99.4	0.3	91.0
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	4.2	-4.0	-1.8

 

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Russian Ruble Futures:

The Russian Ruble large speculator standing this week reached a net position of 7,593 contracts in the data reported through Tuesday. This was a weekly lowering of -208 contracts from the previous week which had a total of 7,801 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 31.4 percent. The commercials are Bullish with a score of 64.8 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 87.2 percent.

RUSSIAN RUBLE Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	37.6	57.3	5.1
– Percent of Open Interest Shorts:	22.9	74.8	2.3
– Net Position:	7,593	-9,059	1,466
– Gross Longs:	19,462	29,634	2,653
– Gross Shorts:	11,869	38,693	1,187
– Long to Short Ratio:	1.6 to 1	0.8 to 1	2.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	31.4	64.8	87.2
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	13.5	-14.9	26.4

 

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Bitcoin Futures:

The Bitcoin large speculator standing this week reached a net position of -1,572 contracts in the data reported through Tuesday. This was a weekly decline of -380 contracts from the previous week which had a total of -1,192 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 59.7 percent. The commercials are Bullish-Extreme with a score of 100.0 percent and the small traders (not shown in chart) are Bearish with a score of 20.7 percent.

BITCOIN Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	48.0	9.4	21.7
– Percent of Open Interest Shorts:	68.1	1.3	9.6
– Net Position:	-1,572	628	944
– Gross Longs:	3,743	730	1,692
– Gross Shorts:	5,315	102	748
– Long to Short Ratio:	0.7 to 1	7.2 to 1	2.3 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	59.7	100.0	20.7
– COT Index Reading (3 Year Range):	Bullish	Bullish-Extreme	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	1.0	15.3	-5.8

 

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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).