COT Currency Futures Charts: Dollars, Euro, Yen, Pound, Kiwi, Loonie, Peso

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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 August 17 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 was a net position of 19,211 contracts in the data reported through Tuesday. This was a weekly reduction of -115 contracts from the previous week which had a total of 19,326 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 58.9 percent. The commercials are Bearish with a score of 34.6 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 83.3 percent.

US DOLLAR INDEX Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	76.1	3.5	15.1
– Percent of Open Interest Shorts:	34.9	55.2	4.6
– Net Position:	19,211	-24,089	4,878
– Gross Longs:	35,460	1,643	7,014
– Gross Shorts:	16,249	25,732	2,136
– Long to Short Ratio:	2.2 to 1	0.1 to 1	3.3 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	58.9	34.6	83.3
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	20.1	-18.4	-7.5

 

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Euro Currency Futures:

The Euro Currency large speculator standing this week was a net position of 57,640 contracts in the data reported through Tuesday. This was a weekly increase of 23,783 contracts from the previous week which had a total of 33,857 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 52.7 percent. The commercials are Bullish with a score of 55.1 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 4.4 percent.

EURO Currency Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	33.6	55.2	10.1
– Percent of Open Interest Shorts:	25.3	65.7	7.9
– Net Position:	57,640	-73,083	15,443
– Gross Longs:	233,529	383,684	70,047
– Gross Shorts:	175,889	456,767	54,604
– Long to Short Ratio:	1.3 to 1	0.8 to 1	1.3 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	52.7	55.1	4.4
– COT Index Reading (3 Year Range):	Bullish	Bullish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-6.0	14.4	-49.9

 

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British Pound Sterling Futures:

The British Pound Sterling large speculator standing this week was a net position of 4,651 contracts in the data reported through Tuesday. This was a weekly fall of -2,419 contracts from the previous week which had a total of 7,070 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 77.4 percent. The commercials are Bearish with a score of 27.3 percent and the small traders (not shown in chart) are Bullish with a score of 54.4 percent.

BRITISH POUND Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	23.5	58.1	16.2
– Percent of Open Interest Shorts:	20.9	60.4	16.6
– Net Position:	4,651	-4,054	-597
– Gross Longs:	41,898	103,667	28,967
– Gross Shorts:	37,247	107,721	29,564
– Long to Short Ratio:	1.1 to 1	1.0 to 1	1.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	77.4	27.3	54.4
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-12.4	12.6	-8.6

 

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Japanese Yen Futures:

The Japanese Yen large speculator standing this week was a net position of -63,208 contracts in the data reported through Tuesday. This was a weekly reduction of -2,551 contracts from the previous week which had a total of -60,657 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 71.6 percent and the small traders (not shown in chart) are Bearish with a score of 27.8 percent.

JAPANESE YEN Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	14.0	75.0	10.3
– Percent of Open Interest Shorts:	46.2	35.3	17.8
– Net Position:	-63,208	78,091	-14,883
– Gross Longs:	27,532	147,403	20,156
– Gross Shorts:	90,740	69,312	35,039
– Long to Short Ratio:	0.3 to 1	2.1 to 1	0.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	31.4	71.6	27.8
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	3.6	-6.6	15.5

 

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Swiss Franc Futures:

The Swiss Franc large speculator standing this week was a net position of 5,547 contracts in the data reported through Tuesday. This was a weekly fall of -4,131 contracts from the previous week which had a total of 9,678 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 81.2 percent. The commercials are Bearish with a score of 34.5 percent and the small traders (not shown in chart) are Bearish with a score of 37.4 percent.

SWISS FRANC Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	32.6	43.7	23.3
– Percent of Open Interest Shorts:	20.0	36.2	43.4
– Net Position:	5,547	3,277	-8,824
– Gross Longs:	14,354	19,211	10,255
– Gross Shorts:	8,807	15,934	19,079
– Long to Short Ratio:	1.6 to 1	1.2 to 1	0.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	81.2	34.5	37.4
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-7.5	4.2	2.6

 

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Canadian Dollar Futures:

The Canadian Dollar large speculator standing this week was a net position of 2,660 contracts in the data reported through Tuesday. This was a weekly reduction of -3,805 contracts from the previous week which had a total of 6,465 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 57.2 percent. The commercials are Bearish with a score of 42.5 percent and the small traders (not shown in chart) are Bullish with a score of 64.9 percent.

CANADIAN DOLLAR Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	26.2	52.5	20.3
– Percent of Open Interest Shorts:	24.7	60.8	13.6
– Net Position:	2,660	-14,642	11,982
– Gross Longs:	46,499	93,234	36,107
– Gross Shorts:	43,839	107,876	24,125
– Long to Short Ratio:	1.1 to 1	0.9 to 1	1.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	57.2	42.5	64.9
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-32.1	32.6	-20.4

 

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Australian Dollar Futures:

The Australian Dollar large speculator standing this week was a net position of -50,367 contracts in the data reported through Tuesday. This was a weekly lowering of -1,054 contracts from the previous week which had a total of -49,313 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 25.6 percent. The commercials are Bullish with a score of 79.7 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 14.2 percent.

AUSTRALIAN DOLLAR Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	34.3	54.4	9.2
– Percent of Open Interest Shorts:	61.3	17.1	19.6
– Net Position:	-50,367	69,709	-19,342
– Gross Longs:	64,169	101,694	17,213
– Gross Shorts:	114,536	31,985	36,555
– Long to Short Ratio:	0.6 to 1	3.2 to 1	0.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	25.6	79.7	14.2
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-28.4	36.3	-39.1

 

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New Zealand Dollar Futures:

The New Zealand Dollar large speculator standing this week was a net position of -235 contracts in the data reported through Tuesday. This was a weekly increase of 797 contracts from the previous week which had a total of -1,032 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 70.9 percent. The commercials are Bearish with a score of 30.9 percent and the small traders (not shown in chart) are Bullish with a score of 52.0 percent.

NEW ZEALAND DOLLAR Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	37.7	46.8	9.3
– Percent of Open Interest Shorts:	38.2	46.0	9.5
– Net Position:	-235	344	-109
– Gross Longs:	16,674	20,707	4,111
– Gross Shorts:	16,909	20,363	4,220
– Long to Short Ratio:	1.0 to 1	1.0 to 1	1.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	70.9	30.9	52.0
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-3.3	5.3	-15.7

 

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Mexican Peso Futures:

The Mexican Peso large speculator standing this week was a net position of -19,117 contracts in the data reported through Tuesday. This was a weekly boost of 4,770 contracts from the previous week which had a total of -23,887 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 5.2 percent. The commercials are Bullish-Extreme with a score of 94.0 percent and the small traders (not shown in chart) are Bullish with a score of 56.5 percent.

MEXICAN PESO Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	48.0	46.1	4.1
– Percent of Open Interest Shorts:	59.9	36.2	2.1
– Net Position:	-19,117	15,943	3,174
– Gross Longs:	76,530	73,652	6,522
– Gross Shorts:	95,647	57,709	3,348
– Long to Short Ratio:	0.8 to 1	1.3 to 1	1.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	5.2	94.0	56.5
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	1.6	-0.4	-10.2

 

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Brazilian Real Futures:

The Brazilian Real large speculator standing this week was a net position of 18,989 contracts in the data reported through Tuesday. This was a weekly reduction of -1,549 contracts from the previous week which had a total of 20,538 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 94.0 percent. The commercials are Bearish-Extreme with a score of 6.1 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 85.0 percent.

BRAZIL REAL Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	73.3	17.5	9.2
– Percent of Open Interest Shorts:	19.4	75.6	4.9
– Net Position:	18,989	-20,489	1,500
– Gross Longs:	25,846	6,176	3,230
– Gross Shorts:	6,857	26,665	1,730
– Long to Short Ratio:	3.8 to 1	0.2 to 1	1.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	94.0	6.1	85.0
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-3.1	4.0	-8.0

 

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Russian Ruble Futures:

The Russian Ruble large speculator standing this week was a net position of 11,701 contracts in the data reported through Tuesday. This was a weekly gain of 999 contracts from the previous week which had a total of 10,702 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 41.1 percent. The commercials are Bullish with a score of 54.7 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 93.1 percent.

RUSSIAN RUBLE Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	42.5	52.5	4.9
– Percent of Open Interest Shorts:	22.0	76.0	1.8
– Net Position:	11,701	-13,448	1,747
– Gross Longs:	24,239	29,947	2,796
– Gross Shorts:	12,538	43,395	1,049
– Long to Short Ratio:	1.9 to 1	0.7 to 1	2.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	41.1	54.7	93.1
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	6.6	-7.6	15.1

 

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Bitcoin Futures:

The Bitcoin large speculator standing this week was a net position of -726 contracts in the data reported through Tuesday. This was a weekly gain of 378 contracts from the previous week which had a total of -1,104 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 83.5 percent. The commercials are Bearish-Extreme with a score of 0.0 percent and the small traders (not shown in chart) are Bearish with a score of 24.1 percent.

BITCOIN Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	65.2	4.0	25.3
– Percent of Open Interest Shorts:	75.1	8.3	11.1
– Net Position:	-726	-321	1,047
– Gross Longs:	4,804	293	1,863
– Gross Shorts:	5,530	614	816
– Long to Short Ratio:	0.9 to 1	0.5 to 1	2.3 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	83.5	0.0	24.1
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	15.4	-81.2	7.4

 

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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).