Forex COT Charts: Australia Dollar, Euro, Japanese Yen, Pound, Swiss Franc & 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 August 03 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 came in at a net position of 18,881 contracts in the data reported through Tuesday. This was a weekly advance of 2,340 contracts from the previous week which had a total of 16,541 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 58.4 percent. The commercials are Bearish with a score of 35.9 percent and the small traders (not shown in chart) are Bullish with a score of 76.8 percent.

US DOLLAR INDEX Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	77.6	3.8	15.4
– Percent of Open Interest Shorts:	33.8	57.7	5.2
– Net Position:	18,881	-23,262	4,381
– Gross Longs:	33,461	1,619	6,629
– Gross Shorts:	14,580	24,881	2,248
– Long to Short Ratio:	2.3 to 1	0.1 to 1	2.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	58.4	35.9	76.8
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	33.4	-32.5	2.1

 

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Euro Currency Futures:

The Euro Currency large speculator standing this week came in at a net position of 38,007 contracts in the data reported through Tuesday. This was a weekly lowering of -119 contracts from the previous week which had a total of 38,126 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 53.4 percent and the small traders (not shown in chart) are Bearish with a score of 48.2 percent.

EURO Currency Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	29.5	55.5	13.7
– Percent of Open Interest Shorts:	23.9	67.2	7.7
– Net Position:	38,007	-79,035	41,028
– Gross Longs:	199,067	374,123	92,730
– Gross Shorts:	161,060	453,158	51,702
– 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	53.4	48.2
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-15.7	18.5	-21.5

 

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British Pound Sterling Futures:

The British Pound Sterling large speculator standing this week came in at a net position of -86 contracts in the data reported through Tuesday. This was a weekly rise of 5,598 contracts from the previous week which had a total of -5,684 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 73.9 percent. The commercials are Bearish with a score of 27.9 percent and the small traders (not shown in chart) are Bullish with a score of 62.0 percent.

BRITISH POUND Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	23.8	58.9	16.2
– Percent of Open Interest Shorts:	23.9	60.5	14.5
– Net Position:	-86	-2,962	3,048
– Gross Longs:	43,119	106,522	29,296
– Gross Shorts:	43,205	109,484	26,248
– Long to Short Ratio:	1.0 to 1	1.0 to 1	1.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	73.9	27.9	62.0
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-13.0	14.0	-11.6

 

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Japanese Yen Futures:

The Japanese Yen large speculator standing this week came in at a net position of -55,190 contracts in the data reported through Tuesday. This was a weekly rise of 4,744 contracts from the previous week which had a total of -59,934 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 36.2 percent. The commercials are Bullish with a score of 66.6 percent and the small traders (not shown in chart) are Bearish with a score of 32.5 percent.

JAPANESE YEN Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	16.1	72.2	11.2
– Percent of Open Interest Shorts:	45.2	36.5	17.8
– Net Position:	-55,190	67,607	-12,417
– Gross Longs:	30,409	136,596	21,174
– Gross Shorts:	85,599	68,989	33,591
– Long to Short Ratio:	0.4 to 1	2.0 to 1	0.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	36.2	66.6	32.5
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-0.8	-4.1	18.9

 

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Swiss Franc Futures:

The Swiss Franc large speculator standing this week came in at a net position of 7,543 contracts in the data reported through Tuesday. This was a weekly decline of -946 contracts from the previous week which had a total of 8,489 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 85.1 percent. The commercials are Bearish with a score of 28.2 percent and the small traders (not shown in chart) are Bearish with a score of 44.0 percent.

SWISS FRANC Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	38.9	32.5	28.4
– Percent of Open Interest Shorts:	21.1	34.8	43.9
– Net Position:	7,543	-984	-6,559
– Gross Longs:	16,522	13,804	12,065
– Gross Shorts:	8,979	14,788	18,624
– Long to Short Ratio:	1.8 to 1	0.9 to 1	0.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	85.1	28.2	44.0
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-9.3	5.5	2.7

 

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Canadian Dollar Futures:

The Canadian Dollar large speculator standing this week came in at a net position of 7,460 contracts in the data reported through Tuesday. This was a weekly rise of 2,086 contracts from the previous week which had a total of 5,374 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 61.2 percent. The commercials are Bearish with a score of 37.2 percent and the small traders (not shown in chart) are Bullish with a score of 70.4 percent.

CANADIAN DOLLAR Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	27.0	50.4	21.9
– Percent of Open Interest Shorts:	22.6	63.9	12.8
– Net Position:	7,460	-23,089	15,629
– Gross Longs:	46,064	85,956	37,401
– Gross Shorts:	38,604	109,045	21,772
– Long to Short Ratio:	1.2 to 1	0.8 to 1	1.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	61.2	37.2	70.4
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-29.8	27.3	-11.8

 

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Australian Dollar Futures:

The Australian Dollar large speculator standing this week came in at a net position of -41,283 contracts in the data reported through Tuesday. This was a weekly decline of -1,936 contracts from the previous week which had a total of -39,347 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 35.7 percent. The commercials are Bullish with a score of 64.4 percent and the small traders (not shown in chart) are Bearish with a score of 34.8 percent.

AUSTRALIAN DOLLAR Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	34.0	52.6	11.4
– Percent of Open Interest Shorts:	58.3	22.3	17.4
– Net Position:	-41,283	51,437	-10,154
– Gross Longs:	57,742	89,342	19,398
– Gross Shorts:	99,025	37,905	29,552
– Long to Short Ratio:	0.6 to 1	2.4 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	35.7	64.4	34.8
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-26.5	26.1	-16.2

 

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New Zealand Dollar Futures:

The New Zealand Dollar large speculator standing this week came in at a net position of -325 contracts in the data reported through Tuesday. This was a weekly lowering of -1,746 contracts from the previous week which had a total of 1,421 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 Bullish with a score of 70.7 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 53.5 percent.

NEW ZEALAND DOLLAR Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	39.7	48.7	9.8
– Percent of Open Interest Shorts:	40.4	47.9	9.8
– Net Position:	-325	322	3
– Gross Longs:	16,959	20,816	4,183
– Gross Shorts:	17,284	20,494	4,180
– 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):	70.7	30.9	53.5
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-6.1	6.9	-9.3

 

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Mexican Peso Futures:

The Mexican Peso large speculator standing this week came in at a net position of -21,297 contracts in the data reported through Tuesday. This was a weekly gain of 5,110 contracts from the previous week which had a total of -26,407 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 4.1 percent. The commercials are Bullish-Extreme with a score of 94.5 percent and the small traders (not shown in chart) are Bullish with a score of 61.4 percent.

MEXICAN PESO Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	45.9	47.4	4.6
– Percent of Open Interest Shorts:	59.7	36.4	1.8
– Net Position:	-21,297	16,960	4,337
– Gross Longs:	70,787	73,195	7,167
– Gross Shorts:	92,084	56,235	2,830
– Long to Short Ratio:	0.8 to 1	1.3 to 1	2.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	4.1	94.5	61.4
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	3.7	-4.5	7.8

 

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Brazilian Real Futures:

The Brazilian Real large speculator standing this week came in at a net position of 23,444 contracts in the data reported through Tuesday. This was a weekly lift of 1,683 contracts from the previous week which had a total of 21,761 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 86.5 percent.

BRAZIL REAL Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	77.0	14.7	7.8
– Percent of Open Interest Shorts:	20.2	75.5	3.9
– Net Position:	23,444	-25,072	1,628
– Gross Longs:	31,789	6,078	3,232
– Gross Shorts:	8,345	31,150	1,604
– Long to Short Ratio:	3.8 to 1	0.2 to 1	2.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	100.0	0.0	86.5
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	6.9	-6.4	-4.2

 

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Russian Ruble Futures:

The Russian Ruble large speculator standing this week came in at a net position of 8,923 contracts in the data reported through Tuesday. This was a weekly gain of 1,330 contracts from the previous week which had a total of 7,593 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 34.5 percent. The commercials are Bullish with a score of 60.6 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 100.0 percent.

RUSSIAN RUBLE Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	39.8	54.7	5.4
– Percent of Open Interest Shorts:	23.5	74.6	1.8
– Net Position:	8,923	-10,895	1,972
– Gross Longs:	21,757	29,939	2,958
– Gross Shorts:	12,834	40,834	986
– Long to Short Ratio:	1.7 to 1	0.7 to 1	3.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	34.5	60.6	100.0
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-2.8	2.2	6.4

 

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Bitcoin Futures:

The Bitcoin large speculator standing this week came in at a net position of -1,290 contracts in the data reported through Tuesday. This was a weekly gain of 282 contracts from the previous week which had a total of -1,572 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 67.6 percent. The commercials are Bullish with a score of 80.0 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 17.4 percent.

BITCOIN Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	60.3	8.6	25.0
– Percent of Open Interest Shorts:	80.5	1.6	11.9
– Net Position:	-1,290	446	844
– Gross Longs:	3,867	548	1,605
– Gross Shorts:	5,157	102	761
– Long to Short Ratio:	0.7 to 1	5.4 to 1	2.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	67.6	80.0	17.4
– COT Index Reading (3 Year Range):	Bullish	Bullish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	6.7	-6.3	-6.0

 

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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).