COT Currency Futures Charts: US Dollar, Swiss Franc, Euro, Brazil Real, Japanese Yen, Pound, 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 6th 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 recorded a net position of 7,569 contracts in the data reported through Tuesday. This was a weekly rise of 8,017 contracts from the previous week which had a total of -448 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 38.8 percent. The commercials are Bullish with a score of 53.0 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 89.9 percent.

US DOLLAR INDEX Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	73.8	2.0	20.3
– Percent of Open Interest Shorts:	53.4	37.0	5.7
– Net Position:	7,569	-13,020	5,451
– Gross Longs:	27,442	735	7,557
– Gross Shorts:	19,873	13,755	2,106
– Long to Short Ratio:	1.4 to 1	0.1 to 1	3.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	38.8	53.0	89.9
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	8.3	-12.7	36.7

 

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Euro Currency Futures:

The Euro Currency large speculator standing this week recorded a net position of 77,190 contracts in the data reported through Tuesday. This was a weekly fall of -9,956 contracts from the previous week which had a total of 87,146 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 58.7 percent. The commercials are Bearish with a score of 40.6 percent and the small traders (not shown in chart) are Bullish with a score of 57.4 percent.

EURO Currency Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	30.5	55.2	13.5
– Percent of Open Interest Shorts:	19.4	73.0	6.8
– Net Position:	77,190	-124,158	46,968
– Gross Longs:	212,998	386,189	94,301
– Gross Shorts:	135,808	510,347	47,333
– Long to Short Ratio:	1.6 to 1	0.8 to 1	2.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	58.7	40.6	57.4
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-8.2	15.7	-42.6

 

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British Pound Sterling Futures:

The British Pound Sterling large speculator standing this week recorded a net position of 21,903 contracts in the data reported through Tuesday. This was a weekly rise of 4,180 contracts from the previous week which had a total of 17,723 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 89.8 percent. The commercials are Bearish-Extreme with a score of 14.6 percent and the small traders (not shown in chart) are Bullish with a score of 63.0 percent.

BRITISH POUND Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	32.0	49.4	16.7
– Percent of Open Interest Shorts:	19.8	63.7	14.7
– Net Position:	21,903	-25,435	3,532
– Gross Longs:	57,232	88,387	29,841
– Gross Shorts:	35,329	113,822	26,309
– Long to Short Ratio:	1.6 to 1	0.8 to 1	1.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	89.8	14.6	63.0
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-6.3	14.6	-33.2

 

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Japanese Yen Futures:

The Japanese Yen large speculator standing this week recorded a net position of -69,136 contracts in the data reported through Tuesday. This was a weekly gain of 759 contracts from the previous week which had a total of -69,895 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 27.8 percent. The commercials are Bullish with a score of 78.2 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 12.3 percent.

JAPANESE YEN Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	15.4	75.8	8.1
– Percent of Open Interest Shorts:	49.1	31.0	19.3
– Net Position:	-69,136	92,131	-22,995
– Gross Longs:	31,625	155,707	16,701
– Gross Shorts:	100,761	63,576	39,696
– Long to Short Ratio:	0.3 to 1	2.4 to 1	0.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	27.8	78.2	12.3
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-11.5	14.6	-22.5

 

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Swiss Franc Futures:

The Swiss Franc large speculator standing this week recorded a net position of 10,162 contracts in the data reported through Tuesday. This was a weekly decline of -903 contracts from the previous week which had a total of 11,065 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 89.1 percent. The commercials are Bearish with a score of 28.4 percent and the small traders (not shown in chart) are Bearish with a score of 37.3 percent.

SWISS FRANC Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	43.0	35.2	21.4
– Percent of Open Interest Shorts:	20.3	36.2	43.2
– Net Position:	10,162	-446	-9,716
– Gross Longs:	19,230	15,763	9,595
– Gross Shorts:	9,068	16,209	19,311
– Long to Short Ratio:	2.1 to 1	1.0 to 1	0.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	89.1	28.4	37.3
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	17.7	-4.4	-20.4

 

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Canadian Dollar Futures:

The Canadian Dollar large speculator standing this week recorded a net position of 41,178 contracts in the data reported through Tuesday. This was a weekly decline of -4,623 contracts from the previous week which had a total of 45,801 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 Bullish-Extreme with a score of 89.3 percent. The commercials are Bearish-Extreme with a score of 9.9 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 85.2 percent.

CANADIAN DOLLAR Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	34.6	42.6	21.9
– Percent of Open Interest Shorts:	14.2	75.6	9.3
– Net Position:	41,178	-66,667	25,489
– Gross Longs:	69,923	86,106	44,346
– Gross Shorts:	28,745	152,773	18,857
– Long to Short Ratio:	2.4 to 1	0.6 to 1	2.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	89.3	9.9	85.2
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-3.0	5.6	-7.9

 

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Australian Dollar Futures:

The Australian Dollar large speculator standing this week recorded a net position of -24,870 contracts in the data reported through Tuesday. This was a weekly fall of -7,070 contracts from the previous week which had a total of -17,800 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 54.0 percent. The commercials are Bearish with a score of 43.4 percent and the small traders (not shown in chart) are Bullish with a score of 53.6 percent.

AUSTRALIAN DOLLAR Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	36.2	46.8	15.8
– Percent of Open Interest Shorts:	53.1	28.8	16.9
– Net Position:	-24,870	26,485	-1,615
– Gross Longs:	53,352	68,894	23,265
– Gross Shorts:	78,222	42,409	24,880
– Long to Short Ratio:	0.7 to 1	1.6 to 1	0.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	54.0	43.4	53.6
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-26.8	33.0	-33.4

 

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New Zealand Dollar Futures:

The New Zealand Dollar large speculator standing this week recorded a net position of 1,761 contracts in the data reported through Tuesday. This was a weekly decrease of -1,363 contracts from the previous week which had a total of 3,124 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 74.2 percent. The commercials are Bearish with a score of 25.7 percent and the small traders (not shown in chart) are Bullish with a score of 67.9 percent.

NEW ZEALAND DOLLAR Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	46.5	39.6	11.1
– Percent of Open Interest Shorts:	42.3	46.9	8.0
– Net Position:	1,761	-3,063	1,302
– Gross Longs:	19,412	16,518	4,622
– Gross Shorts:	17,651	19,581	3,320
– Long to Short Ratio:	1.1 to 1	0.8 to 1	1.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	74.2	25.7	67.9
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-11.4	13.3	-20.1

 

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Mexican Peso Futures:

The Mexican Peso large speculator standing this week recorded a net position of -22,333 contracts in the data reported through Tuesday. This was a weekly decline of -2,879 contracts from the previous week which had a total of -19,454 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 3.6 percent. The commercials are Bullish-Extreme with a score of 94.4 percent and the small traders (not shown in chart) are Bullish with a score of 66.7 percent.

MEXICAN PESO Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	48.0	45.8	5.6
– Percent of Open Interest Shorts:	63.2	34.4	1.8
– Net Position:	-22,333	16,747	5,586
– Gross Longs:	70,788	67,470	8,220
– Gross Shorts:	93,121	50,723	2,634
– Long to Short Ratio:	0.8 to 1	1.3 to 1	3.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	3.6	94.4	66.7
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-6.9	6.4	3.6

 

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Brazilian Real Futures:

The Brazilian Real large speculator standing this week recorded a net position of 21,305 contracts in the data reported through Tuesday. This was a weekly gain of 819 contracts from the previous week which had a total of 20,486 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 100.0 percent. The commercials are Bearish-Extreme with a score of 0.0 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 93.0 percent.

BRAZIL REAL Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	72.3	19.3	8.3
– Percent of Open Interest Shorts:	23.5	73.0	3.3
– Net Position:	21,305	-23,470	2,165
– Gross Longs:	31,593	8,438	3,628
– Gross Shorts:	10,288	31,908	1,463
– Long to Short Ratio:	3.1 to 1	0.3 to 1	2.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	100.0	0.0	93.0
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	21.6	-22.3	8.0

 

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Russian Ruble Futures:

The Russian Ruble large speculator standing this week recorded a net position of 8,897 contracts in the data reported through Tuesday. This was a weekly decrease of -1,441 contracts from the previous week which had a total of 10,338 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 34.4 percent. The commercials are Bullish with a score of 62.3 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 80.5 percent.

RUSSIAN RUBLE Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	40.3	53.7	6.0
– Percent of Open Interest Shorts:	21.0	75.8	3.2
– Net Position:	8,897	-10,154	1,257
– Gross Longs:	18,556	24,696	2,742
– Gross Shorts:	9,659	34,850	1,485
– Long to Short Ratio:	1.9 to 1	0.7 to 1	1.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	34.4	62.3	80.5
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	8.3	-8.3	2.4

 

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Bitcoin Futures:

The Bitcoin large speculator standing this week recorded a net position of -1,271 contracts in the data reported through Tuesday. This was a weekly gain of 74 contracts from the previous week which had a total of -1,345 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 68.2 percent. The commercials are Bullish-Extreme with a score of 82.3 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 16.7 percent.

BITCOIN Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	58.3	8.2	23.3
– Percent of Open Interest Shorts:	76.8	1.6	11.4
– Net Position:	-1,271	450	821
– Gross Longs:	4,018	562	1,603
– Gross Shorts:	5,289	112	782
– Long to Short Ratio:	0.8 to 1	5.0 to 1	2.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	68.2	82.3	16.7
– COT Index Reading (3 Year Range):	Bullish	Bullish-Extreme	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	11.3	3.9	-14.4

 

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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).