COT Currency Futures Charts: US Dollar, Euro, Yen, Pound, Swiss Franc, Peso, 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 20 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 totaled a net position of 12,188 contracts in the data reported through Tuesday. This was a weekly rise of 931 contracts from the previous week which had a total of 11,257 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 46.8 percent. The commercials are Bearish with a score of 45.0 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 92.0 percent.

US DOLLAR INDEX Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	74.0	2.1	19.4
– Percent of Open Interest Shorts:	42.6	47.9	5.0
– Net Position:	12,188	-17,806	5,618
– Gross Longs:	28,782	825	7,546
– Gross Shorts:	16,594	18,631	1,928
– Long to Short Ratio:	1.7 to 1	0.0 to 1	3.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	46.8	45.0	92.0
– COT Index Reading (3 Year Range):	Bearish	Bearish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	18.0	-19.8	19.4

 

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Euro Currency Futures:

The Euro Currency large speculator standing this week totaled a net position of 45,822 contracts in the data reported through Tuesday. This was a weekly lowering of -13,891 contracts from the previous week which had a total of 59,713 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 49.1 percent. The commercials are Bullish with a score of 52.4 percent and the small traders (not shown in chart) are Bearish with a score of 41.6 percent.

EURO Currency Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	30.5	55.5	13.0
– Percent of Open Interest Shorts:	23.8	67.6	7.7
– Net Position:	45,822	-82,401	36,579
– Gross Longs:	208,669	379,176	89,034
– Gross Shorts:	162,847	461,577	52,455
– Long to Short Ratio:	1.3 to 1	0.8 to 1	1.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	49.1	52.4	41.6
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-18.8	28.3	-57.5

 

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British Pound Sterling Futures:

The British Pound Sterling large speculator standing this week totaled a net position of -3,497 contracts in the data reported through Tuesday. This was a weekly decrease of -11,466 contracts from the previous week which had a total of 7,969 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 71.5 percent. The commercials are Bearish with a score of 31.9 percent and the small traders (not shown in chart) are Bullish with a score of 55.2 percent.

BRITISH POUND Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	23.4	60.4	15.3
– Percent of Open Interest Shorts:	25.3	58.4	15.4
– Net Position:	-3,497	3,732	-235
– Gross Longs:	44,223	114,031	28,931
– Gross Shorts:	47,720	110,299	29,166
– Long to Short Ratio:	0.9 to 1	1.0 to 1	1.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	71.5	31.9	55.2
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-22.5	28.4	-34.9

 

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Japanese Yen Futures:

The Japanese Yen large speculator standing this week totaled a net position of -55,731 contracts in the data reported through Tuesday. This was a weekly lift of 519 contracts from the previous week which had a total of -56,250 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 35.9 percent. The commercials are Bullish with a score of 68.3 percent and the small traders (not shown in chart) are Bearish with a score of 26.5 percent.

JAPANESE YEN Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	18.4	72.1	9.2
– Percent of Open Interest Shorts:	47.4	35.0	17.3
– Net Position:	-55,731	71,266	-15,535
– Gross Longs:	35,474	138,577	17,695
– Gross Shorts:	91,205	67,311	33,230
– Long to Short Ratio:	0.4 to 1	2.1 to 1	0.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	35.9	68.3	26.5
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-11.1	8.0	2.7

 

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Swiss Franc Futures:

The Swiss Franc large speculator standing this week totaled a net position of 8,042 contracts in the data reported through Tuesday. This was a weekly rise of 905 contracts from the previous week which had a total of 7,137 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 85.8 percent. The commercials are Bearish with a score of 33.3 percent and the small traders (not shown in chart) are Bearish with a score of 28.6 percent.

SWISS FRANC Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	40.4	41.7	17.9
– Percent of Open Interest Shorts:	22.4	33.2	44.3
– Net Position:	8,042	3,796	-11,838
– Gross Longs:	18,061	18,646	7,993
– Gross Shorts:	10,019	14,850	19,831
– Long to Short Ratio:	1.8 to 1	1.3 to 1	0.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	85.8	33.3	28.6
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	10.8	6.4	-37.9

 

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Canadian Dollar Futures:

The Canadian Dollar large speculator standing this week totaled a net position of 12,915 contracts in the data reported through Tuesday. This was a weekly reduction of -13,461 contracts from the previous week which had a total of 26,376 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 65.8 percent. The commercials are Bearish with a score of 35.4 percent and the small traders (not shown in chart) are Bullish with a score of 66.3 percent.

CANADIAN DOLLAR Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	31.6	47.1	19.5
– Percent of Open Interest Shorts:	24.8	60.7	12.7
– Net Position:	12,915	-25,876	12,961
– Gross Longs:	59,883	89,082	36,996
– Gross Shorts:	46,968	114,958	24,035
– Long to Short Ratio:	1.3 to 1	0.8 to 1	1.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	65.8	35.4	66.3
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-27.0	32.1	-28.6

 

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Australian Dollar Futures:

The Australian Dollar large speculator standing this week totaled a net position of -35,690 contracts in the data reported through Tuesday. This was a weekly decrease of -6,902 contracts from the previous week which had a total of -28,788 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 41.9 percent. The commercials are Bullish with a score of 59.0 percent and the small traders (not shown in chart) are Bearish with a score of 36.7 percent.

AUSTRALIAN DOLLAR Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	34.9	51.7	11.9
– Percent of Open Interest Shorts:	56.7	24.2	17.6
– Net Position:	-35,690	44,984	-9,294
– Gross Longs:	57,072	84,561	19,452
– Gross Shorts:	92,762	39,577	28,746
– Long to Short Ratio:	0.6 to 1	2.1 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	41.9	59.0	36.7
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-29.3	41.4	-50.6

 

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New Zealand Dollar Futures:

The New Zealand Dollar large speculator standing this week totaled a net position of 3,046 contracts in the data reported through Tuesday. This was a weekly decline of -184 contracts from the previous week which had a total of 3,230 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 76.4 percent. The commercials are Bearish with a score of 26.6 percent and the small traders (not shown in chart) are Bearish with a score of 46.9 percent.

NEW ZEALAND DOLLAR Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	47.4	41.7	9.5
– Percent of Open Interest Shorts:	40.4	47.3	10.9
– Net Position:	3,046	-2,448	-598
– Gross Longs:	20,671	18,166	4,144
– Gross Shorts:	17,625	20,614	4,742
– Long to Short Ratio:	1.2 to 1	0.9 to 1	0.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	76.4	26.6	46.9
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-4.1	10.2	-45.9

 

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Mexican Peso Futures:

The Mexican Peso large speculator standing this week totaled a net position of -28,421 contracts in the data reported through Tuesday. This was a weekly decrease of -989 contracts from the previous week which had a total of -27,432 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 0.5 percent. The commercials are Bullish-Extreme with a score of 98.5 percent and the small traders (not shown in chart) are Bullish with a score of 57.6 percent.

MEXICAN PESO Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	45.2	49.2	4.7
– Percent of Open Interest Shorts:	64.6	32.1	2.3
– Net Position:	-28,421	24,991	3,430
– Gross Longs:	66,141	72,056	6,864
– Gross Shorts:	94,562	47,065	3,434
– Long to Short Ratio:	0.7 to 1	1.5 to 1	2.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	0.5	98.5	57.6
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-10.9	11.6	-7.0

 

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Brazilian Real Futures:

The Brazilian Real large speculator standing this week totaled a net position of 21,413 contracts in the data reported through Tuesday. This was a weekly lowering of -807 contracts from the previous week which had a total of 22,220 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 98.9 percent. The commercials are Bearish-Extreme with a score of 0.7 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 91.3 percent.

BRAZIL REAL Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	70.8	18.1	8.8
– Percent of Open Interest Shorts:	16.9	77.1	3.7
– Net Position:	21,413	-23,440	2,027
– Gross Longs:	28,136	7,202	3,515
– Gross Shorts:	6,723	30,642	1,488
– Long to Short Ratio:	4.2 to 1	0.2 to 1	2.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	98.9	0.7	91.3
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	1.9	-2.0	1.3

 

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Russian Ruble Futures:

The Russian Ruble large speculator standing this week totaled a net position of 7,801 contracts in the data reported through Tuesday. This was a weekly lift of 2,010 contracts from the previous week which had a total of 5,791 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 31.9 percent. The commercials are Bullish with a score of 64.7 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 81.4 percent.

RUSSIAN RUBLE Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	35.4	58.6	5.9
– Percent of Open Interest Shorts:	19.1	77.7	3.2
– Net Position:	7,801	-9,084	1,283
– Gross Longs:	16,891	27,944	2,811
– Gross Shorts:	9,090	37,028	1,528
– Long to Short Ratio:	1.9 to 1	0.8 to 1	1.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	31.9	64.7	81.4
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	14.3	-13.4	-7.1

 

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Bitcoin Futures:

The Bitcoin large speculator standing this week totaled a net position of -1,192 contracts in the data reported through Tuesday. This was a weekly lowering of -25 contracts from the previous week which had a total of -1,167 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 70.4 percent. The commercials are Bullish-Extreme with a score of 87.5 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 12.6 percent.

BITCOIN Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	65.2	7.3	18.9
– Percent of Open Interest Shorts:	79.6	1.4	10.5
– Net Position:	-1,192	496	696
– Gross Longs:	5,404	608	1,564
– Gross Shorts:	6,596	112	868
– Long to Short Ratio:	0.8 to 1	5.4 to 1	1.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	70.4	87.5	12.6
– COT Index Reading (3 Year Range):	Bullish	Bullish-Extreme	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-0.3	44.3	-12.6

 

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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).