COT Forex Futures Charts: Australian Dollar, Euro, CAD, Swiss Franc, Ruble, Bitcoin & British Pound Sterling

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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 September 7th 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 resulted in a net position of 21,465 contracts in the data reported through Tuesday. This was a weekly advance of 775 contracts from the previous week which had a total of 20,690 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 Bullish with a score of 62.8 percent. The commercials are Bearish with a score of 29.6 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 98.4 percent.

US DOLLAR INDEX Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	71.4	3.5	17.3
– Percent of Open Interest Shorts:	25.1	61.9	5.2
– Net Position:	21,465	-27,064	5,599
– Gross Longs:	33,099	1,643	8,014
– Gross Shorts:	11,634	28,707	2,415
– Long to Short Ratio:	2.8 to 1	0.1 to 1	3.3 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	62.8	29.6	98.4
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	8.5	-8.0	-1.6

 

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Euro Currency Futures:

The Euro Currency large speculator standing this week resulted in a net position of 26,308 contracts in the data reported through Tuesday. This was a weekly advance of 15,832 contracts from the previous week which had a total of 10,476 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 43.1 percent. The commercials are Bullish with a score of 55.0 percent and the small traders (not shown in chart) are Bullish with a score of 54.4 percent.

EURO Currency Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	27.3	57.1	14.1
– Percent of Open Interest Shorts:	23.5	67.6	7.4
– Net Position:	26,308	-73,316	47,008
– Gross Longs:	189,904	397,755	98,252
– Gross Shorts:	163,596	471,071	51,244
– Long to Short Ratio:	1.2 to 1	0.8 to 1	1.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	43.1	55.0	54.4
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-3.6	1.8	8.4

 

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British Pound Sterling Futures:

The British Pound Sterling large speculator standing this week resulted in a net position of -24,524 contracts in the data reported through Tuesday. This was a weekly decline of -9,624 contracts from the previous week which had a total of -14,900 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 56.3 percent. The commercials are Bearish with a score of 41.7 percent and the small traders (not shown in chart) are Bullish with a score of 64.5 percent.

BRITISH POUND Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	14.6	65.9	15.0
– Percent of Open Interest Shorts:	26.8	55.9	12.8
– Net Position:	-24,524	20,266	4,258
– Gross Longs:	29,348	132,783	30,118
– Gross Shorts:	53,872	112,517	25,860
– Long to Short Ratio:	0.5 to 1	1.2 to 1	1.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	56.3	41.7	64.5
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-13.6	7.5	12.9

 

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Japanese Yen Futures:

The Japanese Yen large speculator standing this week resulted in a net position of -62,325 contracts in the data reported through Tuesday. This was a weekly gain of 805 contracts from the previous week which had a total of -63,130 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 71.8 percent and the small traders (not shown in chart) are Bearish with a score of 25.1 percent.

JAPANESE YEN Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	14.5	74.1	9.2
– Percent of Open Interest Shorts:	45.0	35.7	17.2
– Net Position:	-62,325	78,582	-16,257
– Gross Longs:	29,704	151,585	18,896
– Gross Shorts:	92,029	73,003	35,153
– Long to Short Ratio:	0.3 to 1	2.1 to 1	0.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	31.9	71.8	25.1
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-1.4	1.7	-2.2

 

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Swiss Franc Futures:

The Swiss Franc large speculator standing this week resulted in a net position of 220 contracts in the data reported through Tuesday. This was a weekly reduction of -3,755 contracts from the previous week which had a total of 3,975 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 Bearish with a score of 40.7 percent and the small traders (not shown in chart) are Bearish with a score of 36.8 percent.

SWISS FRANC Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	26.2	48.1	24.3
– Percent of Open Interest Shorts:	25.7	28.3	44.5
– Net Position:	220	8,789	-9,009
– Gross Longs:	11,671	21,419	10,810
– Gross Shorts:	11,451	12,630	19,819
– Long to Short Ratio:	1.0 to 1	1.7 to 1	0.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	70.4	40.7	36.8
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-14.5	8.1	3.3

 

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Canadian Dollar Futures:

The Canadian Dollar large speculator standing this week resulted in a net position of -6,010 contracts in the data reported through Tuesday. This was a weekly fall of -3,162 contracts from the previous week which had a total of -2,848 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 50.0 percent. The commercials are Bearish with a score of 47.8 percent and the small traders (not shown in chart) are Bullish with a score of 65.0 percent.

CANADIAN DOLLAR Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	21.5	55.3	21.4
– Percent of Open Interest Shorts:	25.1	58.9	14.3
– Net Position:	-6,010	-6,081	12,091
– Gross Longs:	36,704	94,316	36,407
– Gross Shorts:	42,714	100,397	24,316
– Long to Short Ratio:	0.9 to 1	0.9 to 1	1.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	50.0	47.8	65.0
– COT Index Reading (3 Year Range):	Bearish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-9.5	9.5	-5.7

 

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Australian Dollar Futures:

The Australian Dollar large speculator standing this week resulted in a net position of -70,488 contracts in the data reported through Tuesday. This was a weekly lowering of -10,410 contracts from the previous week which had a total of -60,078 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 3.1 percent. The commercials are Bullish-Extreme with a score of 91.3 percent and the small traders (not shown in chart) are Bearish with a score of 28.3 percent.

AUSTRALIAN DOLLAR Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	18.7	67.0	11.5
– Percent of Open Interest Shorts:	59.4	18.9	19.0
– Net Position:	-70,488	83,455	-12,967
– Gross Longs:	32,496	116,164	19,996
– Gross Shorts:	102,984	32,709	32,963
– Long to Short Ratio:	0.3 to 1	3.6 to 1	0.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	3.1	91.3	28.3
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-34.7	26.7	-1.6

 

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New Zealand Dollar Futures:

The New Zealand Dollar large speculator standing this week resulted in a net position of 3,863 contracts in the data reported through Tuesday. This was a weekly boost of 6,004 contracts from the previous week which had a total of -2,141 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 77.7 percent. The commercials are Bearish with a score of 22.7 percent and the small traders (not shown in chart) are Bullish with a score of 65.8 percent.

NEW ZEALAND DOLLAR Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	34.6	48.5	8.8
– Percent of Open Interest Shorts:	27.9	57.1	6.8
– Net Position:	3,863	-4,989	1,126
– Gross Longs:	20,074	28,184	5,104
– Gross Shorts:	16,211	33,173	3,978
– Long to Short Ratio:	1.2 to 1	0.8 to 1	1.3 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	77.7	22.7	65.8
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	4.1	-5.9	15.1

 

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Mexican Peso Futures:

The Mexican Peso large speculator standing this week resulted in a net position of -17,517 contracts in the data reported through Tuesday. This was a weekly gain of 3,526 contracts from the previous week which had a total of -21,043 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 6.0 percent. The commercials are Bullish-Extreme with a score of 92.5 percent and the small traders (not shown in chart) are Bullish with a score of 62.7 percent.

MEXICAN PESO Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	48.8	43.7	4.0
– Percent of Open Interest Shorts:	58.5	36.5	1.4
– Net Position:	-17,517	12,865	4,652
– Gross Longs:	88,168	78,810	7,263
– Gross Shorts:	105,685	65,945	2,611
– Long to Short Ratio:	0.8 to 1	1.2 to 1	2.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	6.0	92.5	62.7
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	4.4	-5.1	5.8

 

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Brazilian Real Futures:

The Brazilian Real large speculator standing this week resulted in a net position of 12,258 contracts in the data reported through Tuesday. This was a weekly decrease of -1,088 contracts from the previous week which had a total of 13,346 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 85.0 percent. The commercials are Bearish-Extreme with a score of 14.6 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 89.3 percent.

BRAZIL REAL Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	48.8	36.5	8.2
– Percent of Open Interest Shorts:	19.1	70.7	3.7
– Net Position:	12,258	-14,116	1,858
– Gross Longs:	20,165	15,078	3,398
– Gross Shorts:	7,907	29,194	1,540
– Long to Short Ratio:	2.6 to 1	0.5 to 1	2.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	85.0	14.6	89.3
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-12.3	12.4	-2.0

 

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Russian Ruble Futures:

The Russian Ruble large speculator standing this week resulted in a net position of 20,945 contracts in the data reported through Tuesday. This was a weekly reduction of -526 contracts from the previous week which had a total of 21,471 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 63.0 percent. The commercials are Bearish with a score of 33.7 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 91.0 percent.

RUSSIAN RUBLE Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	52.2	42.5	5.1
– Percent of Open Interest Shorts:	12.4	85.5	1.9
– Net Position:	20,945	-22,625	1,680
– Gross Longs:	27,498	22,423	2,704
– Gross Shorts:	6,553	45,048	1,024
– Long to Short Ratio:	4.2 to 1	0.5 to 1	2.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	63.0	33.7	91.0
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	31.6	-31.1	6.6

 

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Bitcoin Futures:

The Bitcoin large speculator standing this week resulted in a net position of -1,094 contracts in the data reported through Tuesday. This was a weekly reduction of -2 contracts from the previous week which had a total of -1,092 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 73.2 percent. The commercials are Bearish with a score of 21.7 percent and the small traders (not shown in chart) are Bearish with a score of 29.5 percent.

BITCOIN Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	62.6	5.4	27.8
– Percent of Open Interest Shorts:	79.1	7.1	9.6
– Net Position:	-1,094	-115	1,209
– Gross Longs:	4,170	360	1,850
– Gross Shorts:	5,264	475	641
– Long to Short Ratio:	0.8 to 1	0.8 to 1	2.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	73.2	21.7	29.5
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	13.5	-78.3	8.7

 

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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).