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The Analytical Overview of the Main Currency Pairs on 2021.03.01

The EUR/USD currency pair

Technical indicators of the currency pair:

Prev Open: 1.2174
Prev Close: 1.2073
% chg. over the last day: -0.83%

Friday saw the pair’s largest intraday fall since March last year. The weekly candle closed in the red, forming a bearish engulfing. On the daily chart, the price has returned to the range between the moving averages. The dynamics in the market indicate at least a halt in the northern trend.

Trading recommendations

Support levels: 1.2062, 1.2023
Resistance levels: 1.2179, 1.2222

The main scenario for trading EUR/USD is selling. Friday’s bearish momentum completely changed the picture for the pair. The moving averages are heading down, and the ADX indicates a reversal in the mid-term trend. The potential for further decline remains high.

Alternative scenario: if the price gains a foothold above the level of 1.2146, the pair may return to growth up to 1.2179.

News feed for 2021.03.01:

– The German Manufacturing Purchasing Managers’ Index (PMI) (Feb) at 10:55 (GMT+2);
– The Eurozone Manufacturing Purchasing Managers’ Index (PMI) (Feb) at 11:00 (GMT+2);
– The US ISM Manufacturing Purchasing Managers’ Index (PMI) (Feb) at 17:00 (GMT+2).

The GBP/USD currency pair

Technical indicators of the currency pair:

Prev Open: 1.4006
Prev Close: 1.3926
% chg. over the last day: -0.57%

On Friday, the pair continued to decline, though at a slower pace. The sterling, unlike the euro, continues to show strength. Despite the strong momentum of the last week, medium and long-term technical indicators remained on the side of the bulls. In the Asian session, the sterling almost completely recovered from the losses of February 26.

Trading recommendations

Support levels: 1.3886, 1.3819
Resistance levels: 1.4224, 1.4300

The main scenario for GBP/USD is trading sideways between 1.3886 and 1.4065. The market is currently experiencing a short-term correction, which should not exceed the average SMA 100. The ADX has not yet shown a reaction to the pullback.

Alternative scenario: if the pair consolidates above 1.4065, it may resume its growth.

News feed for 2021.03.01:

– The UK Manufacturing Purchasing Managers’ Index (PMI) (Feb) at 11:30 (GMT+2);
– The US ISM Manufacturing Purchasing Managers’ Index (PMI) (Feb) at 17:00 (GMT+2).

The USD/JPY currency pair

Technical indicators of the currency pair:

Prev Open: 106.22
Prev Close: 106.55
% chg. over the last day: +0.32%

The dollar-yen pair continues to grow steadily following the dollar index. Defensive assets such as gold, Swiss franc, and yen continue to sell heavily. But at the same time, the demand for risky assets also fell. This could cause a bullish rally in the pair to stop.

Trading recommendations

Support levels: 104.92, 104.40
Resistance levels: 106.70, 106.94

The main scenario is trading in a sideways range between 106.70 – 105.93. The dollar-yen pair has formed an upward channel. But the price is already near its upper border, which may cause a pullback. Also, the ADX and MACD indicate the southern correction. On the MACD, a divergence is formed.

An alternative scenario implies the price-fixing below 105.95. In this case, the pair may return to decline to 104.92. A break at 106.70 could indicate further gains.

News feed for 2021.03.01:

– The US ISM Manufacturing Purchasing Managers’ Index (PMI) (Feb) at 17:00 (GMT+2).

The USD/CAD currency pair

Technical indicators of the currency pair:

Prev Open: 1.2601
Prev Close: 1.2734
% chg. over the last day: +1.06%

The pair accelerated its gains on Friday, showing the fastest pace since November last year. The growth was facilitated by a decrease in quotations on the oil market. However, there is no significant decline in the oil market, which indicates that the northern rally in USD/CAD will stop shortly.

Trading recommendations

Support levels: 1.2608, 1.2467
Resistance levels: 1.2745, 1.2763

The main scenario is cautious buying. Technically, the pair is showing a mid-term north direction, but the February highs have not been broken. This indicates a probable stop near the current levels, and in the medium term, the price may get stuck in the range between the first support and resistance level.

Alternative scenario: if the price consolidates below 1.2608, the pair may resume its decline to 1.2450.

by JustForex

This article reflects a personal opinion and should not be interpreted as an investment advice, and/or offer, and/or a persistent request for carrying out financial transactions, and/or a guarantee, and/or a forecast of future events.

Financial News Forex and Currency News

01 Mar

Markets breathe a sigh of relief

By Hussein Sayed Chief Market Strategist (Gulf & MENA), ForexTime

Equity markets are trying to recover from last week’s falls after rising global bond yields took many investors by surprise. US 10-year Treasury yields climbed to a high of 1.61% on Thursday, representing a 70-basis point rally from the beginning of the year or a 77% gain. Japan’s central bank-controlled 10-year JGB yield has risen seven-fold this year, reaching a five-year high of 0.18% last week. Similar moves have been seen in Germany, the UK, Australia and many other developed countries worldwide.

The good news about this volatile move in global sovereign debt is investors are finally realising that we have come closer to the post-pandemic era. The trend in Covid-19 new cases, hospitalisation and deaths have been on a downtrend for six weeks, and this should justify the optimistic outlook. However, for markets, it is a different story.

Last week, the 5% drop in the Nasdaq Composite was a reminder of what happened in October 2018 when investors suddenly freaked out over rising bond yields. Back then, the bond market selloff pushed long-dated yields to a more than seven-year high of 3.25% in response to the Federal Reserve’s tighter monetary policy. As a result, within three months US equities entered a bear market, which is technically defined as a 20% fall from recent highs.

In October 2018, the price to earnings ratio for the Nasdaq was around 25x, while today we are sitting at 35x. This suggests that a 2% threshold on the US 10-year yield may have the same effect as 3.25% back in 2018. The difference this time is that the rise in bond yields is not being driven by tightening monetary policy but market expectations. While central banks say there is no tightening in policy, investors do not seem to buy it.

Fed Chairman Jerome Powell indicated last week that inflation would remain below target through 2023, and a spike in prices this Spring wouldn’t warrant a policy response as policymakers only see it as a temporary one due to the economy reopening and jump in demand. The ECB’s Christine Lagarde also signaled last week that the central bank is closely monitoring the recent spike in Eurozone yields andthe Reserve Bank of Australia took action today, by doubling down their bond purchases to keep yields in control.

Now, the question becomes will investors keep selling government debt and send yields even higher, or will they align with the guidance of central banks. This is going to be critical for the next move in global stock markets.

The slide is global bond yields today is sending equities higher in Asia and Europe. US equity futures are also signaling a strong start for the week. Going forward, economic data will be monitored closely and will have much more impact on markets’ direction compared to last year, which was primarily driven by fiscal and monetary action. Expect exceptionally good news on the economic front to become bad news for equity markets as the prospect of faster inflation will continue driving the belief that monetary policy will be tightened earlier than expected. This means Friday’s US employment report will be of great importance for traders and investors.

Disclaimer: The content in this article comprises personal opinions and should not be construed as containing personal and/or other investment advice and/or an offer of and/or solicitation for any transactions in financial instruments and/or a guarantee and/or prediction of future performance. ForexTime (FXTM), its affiliates, agents, directors, officers or employees do not guarantee the accuracy, validity, timeliness or completeness, of any information or data made available and assume no liability as to any loss arising from any investment based on the same.

Article by ForexTime

ForexTime Ltd (FXTM) is an award winning international online forex broker regulated by CySEC 185/12 www.forextime.com

Financial News Stock Market News

01 Mar

Gold Looking Awfully Weak

Author: Dmitriy Gurkovskiy, Chief Analyst at RoboForex

On February 26th, the Gold price reached $1714.90, the lowest level since June 16th, 2020. The key reason why the precious metal plummeted was the strengthening of the American currency, which skyrocketed due to a rally in the US bond yield.

Physical demand for Gold remains rather limited due to a drop in personal income all over the world because of the COVID-19 pandemic. Need for Gold as a “safe haven” asset is also pretty low: investors’ attitude towards risks is quite good, and the farther the better.

In this light, prospects of the precious metal are quite unimpressive – market players are really very confident that the pandemic will be over soon and that inflation will boost and the US Federal Reserve might get rid of its stimulus programs much earlier than it was thought before. As a result, there are not many options for Gold to rise.

As we can see in the H4 chart, XAU/USD continues forming the fifth descending wave with the target at 1700.00. After reaching this level, the asset is expected to consolidate there. If later the price breaks the range to the upside, the market may start a new rising wave with the first target at 1900.00. From the technical point of view, this scenario is confirmed by MACD Oscillator: its signal line is falling below 0, thus implying a further descending movement on the price chart.

In the H1 chart, XAU/USD is growing towards 1770.00. Possibly, the pair may rebound from this level to the downside and then resume trading within the downtrend with the target at 1700.00. From the technical point of view, this scenario is confirmed by the Stochastic Oscillator: its signal is moving above 80, thus implying that the market is trading within the “overbought area”. The line is expected to move downwards and break 50.

Disclaimer

Any forecasts contained herein are based on the author’s particular opinion. This analysis may not be treated as trading advice. RoboForex bears no responsibility for trading results based on trading recommendations and reviews contained herein.

Financial News Metals

01 Mar

Key events this week: Has the Fed had enough of rising US yields?

By Han Tan Market Analyst, ForexTime

US benchmark indices were roiled last week by the selloff in the bond markets. The S&P 500, the Dow Jones, and the Nasdaq 100 indices all posted weekly declines, as 10-year US Treasury yields posted a one-year high and even breached the psychologically-important 1.60 mark before moderating on Friday.

At the time of writing, the futures contracts for all three US benchmark stock indices are jumping higher.

Still, given the surging yields so far in 2021, Fed officials will have ample opportunity to calm the markets down as they come out in full force with their respectively scheduled speeches this week:
Monday, 1 March:

New York Fed President John Williams
Atlanta Fed President Raphael Bostic
Cleveland Fed President Loretta Mester
Minneapolis Fed President Neel Kashkari

Tuesday, 2 March:

Fed Governor Lael Brainard
San Francisco Fed President Mary Daly

Wednesday, 3 March:

Philadelphia Fed President Patrick Harker
Chicago Fed President Charles Evans

Thursday, 4 March:

Fed Chair Jerome Powell

Besides the scheduled speeches by Fed officials, global investors will have plenty of economic events to keep them occupied this week:

Monday, 1 March: US ISM manufacturing; Markit manufacturing PMI for Germany, Eurozone, UK
Tuesday, 2 March: RBA policy decision; Eurozone inflation; Germany unemployment
Wednesday, 3 March: Chancellor of the Exchequer Rishi Sunak presents UK budget; China’s Caixin services PMI; Fed Beige Book
Thursday, 4 March: OPEC+ meeting; US weekly jobless claims; Eurozone retail sales and unemployment
Friday, 5 March: US non-farm payrolls; China kicks off National People’s Congress

Key themes

It remains to be seen how market participants digest the cross-currents surrounding these key factors that are weighing on market sentiment:

US fiscal stimulus hopes

Over the weekend, the US House of Representatives passed President Joe Biden’s $1.9 trillion fiscal stimulus plan. The proposal now goes to the Senate, with just 2 weeks left before the March 14th deadline for when existing unemployment benefits expires. The Biden administration aims to approve those $1400 checks to American households by then.

Expectations for more US fiscal stimulus had been a major pillar for stock market bulls, although a lot of that optimism has already been baked into prices.

It remains to be seen whether fiscal stimulus optimism is enough to push US stocks higher and overcome the threat of the Fed pulling back its support for global financial markets due to improving US economic conditions.

Rising US yields

As investors sell off US Treasuries, yields have been sharply rising.

Ultimately, those yields could hit a height when treasuries become attractive again and investors could then rotate funds back into US Treasuries, at the expense of stocks.

Investors are now mulling where that level would be, and trying to pre-empt such a scenario, which has contributed to the increased market volatility of late.

Fed speak

The last thing the US central bank needs is to have the ongoing US economic recovery upended by a financial crisis. Investors will be closely monitoring whether Fed officials can still tolerate these higher Treasury yields, or when they could step in to calm things down in the markets.

So far, the Fed speak has had little success dampening market expectations that policymakers will prematurely ease up on their bond-purchasing programme.

Once the Fed gets serious about keeping yields under control, they might eventually intervene with stronger rhetoric, or even via overt policy measures, which could then dampen the volatility in bonds.

US economic data

Should more of this week’s US economic data releases exceed market expectations, that could boost investors’ expectations that the improving US economic conditions would force the Fed to taper its asset-purchasing programme sooner rather than later.

However, signs of more marked improvements in the US economy could also spur value stocks higher while dampening growth stocks, a divergence which is becoming more notable with the climb in energy and financial stocks while the tech sector languishes.

Article by ForexTime

ForexTime Ltd (FXTM) is an award winning international online forex broker regulated by CySEC 185/12 www.forextime.com

Economics & Fundamentals Financial News

27 Feb

COT Currency Futures Charts: US Dollar, Euro, Yen, Pound, Bitcoin

By CountingPips.com – Receive our weekly COT Reports by Email

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 February 23 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.

US DOLLAR INDEX:

US DOLLAR INDEX Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	42.5	32.4	12.2
– Percent of Open Interest Shorts:	76.0	0.7	10.4
– Net Position:	-13,851	13,111	740
– Gross Longs:	17,592	13,407	5,047
– Gross Shorts:	31,443	296	4,307
– Long to Short Ratio:	0.6 to 1	45.3 to 1	1.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	1.9	96.4	29.0
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	0.1	0.2	-2.5

EURO Currency:

EURO Currency Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	32.8	52.6	13.7
– Percent of Open Interest Shorts:	12.9	80.5	5.6
– Net Position:	138,365	-194,417	56,052
– Gross Longs:	228,501	366,500	95,278
– Gross Shorts:	90,136	560,917	39,226
– Long to Short Ratio:	2.5 to 1	0.7 to 1	2.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	77.5	20.8	88.8
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-5.4	6.0	-6.8

BRITISH POUND STERLING:

BRITISH POUND Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	38.6	37.9	22.3
– Percent of Open Interest Shorts:	21.1	63.1	14.6
– Net Position:	30,978	-44,635	13,657
– Gross Longs:	68,266	66,953	39,418
– Gross Shorts:	37,288	111,588	25,761
– Long to Short Ratio:	1.8 to 1	0.6 to 1	1.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	88.9	10.4	94.9
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	12.0	-10.4	2.2

JAPANESE YEN:

JAPANESE YEN Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	36.4	48.9	13.8
– Percent of Open Interest Shorts:	20.8	64.3	14.0
– Net Position:	28,622	-28,087	-535
– Gross Longs:	66,670	89,663	25,206
– Gross Shorts:	38,048	117,750	25,741
– Long to Short Ratio:	1.8 to 1	0.8 to 1	1.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	86.8	21.3	55.2
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-13.2	16.0	-22.6

SWISS FRANC:

SWISS FRANC Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	40.7	28.1	29.6
– Percent of Open Interest Shorts:	18.9	51.7	27.7
– Net Position:	11,523	-12,535	1,012
– Gross Longs:	21,561	14,875	15,694
– Gross Shorts:	10,038	27,410	14,682
– Long to Short Ratio:	2.1 to 1	0.5 to 1	1.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	91.2	15.6	68.5
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-0.7	8.8	-21.4

CANADIAN DOLLAR:

CANADIAN DOLLAR Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	28.1	41.3	29.5
– Percent of Open Interest Shorts:	22.6	65.9	10.5
– Net Position:	9,132	-40,921	31,789
– Gross Longs:	46,899	68,966	49,255
– Gross Shorts:	37,767	109,887	17,466
– Long to Short Ratio:	1.2 to 1	0.6 to 1	2.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	62.6	21.4	94.7
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-2.5	-4.6	14.8

AUSTRALIAN DOLLAR:

AUSTRALIAN DOLLAR Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	38.3	33.9	25.9
– Percent of Open Interest Shorts:	39.4	46.2	12.5
– Net Position:	-1,636	-17,871	19,507
– Gross Longs:	55,664	49,301	37,667
– Gross Shorts:	57,300	67,172	18,160
– Long to Short Ratio:	1.0 to 1	0.7 to 1	2.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	78.6	6.2	100.0
– COT Index Reading (3 Year Range):	Bullish	Bearish-Extreme	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-7.8	0.1	15.3

NEW ZEALAND DOLLAR:

NEW ZEALAND DOLLAR Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	63.1	21.6	13.5
– Percent of Open Interest Shorts:	32.7	59.7	5.8
– Net Position:	14,649	-18,367	3,718
– Gross Longs:	30,422	10,393	6,498
– Gross Shorts:	15,773	28,760	2,780
– Long to Short Ratio:	1.9 to 1	0.4 to 1	2.3 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	81.5	14.2	94.6
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-0.1	-0.2	2.3

MEXICAN PESO:

MEXICAN PESO Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	33.0	58.7	4.1
– Percent of Open Interest Shorts:	31.2	62.5	2.1
– Net Position:	3,025	-6,244	3,219
– Gross Longs:	54,655	97,188	6,759
– Gross Shorts:	51,630	103,432	3,540
– Long to Short Ratio:	1.1 to 1	0.9 to 1	1.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	12.9	84.3	56.7
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	4.4	-3.2	-9.0

BRAZIL REAL:

BRAZIL REAL Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	31.7	58.0	9.0
– Percent of Open Interest Shorts:	75.7	18.9	4.2
– Net Position:	-15,937	14,181	1,756
– Gross Longs:	11,503	21,023	3,279
– Gross Shorts:	27,440	6,842	1,523
– Long to Short Ratio:	0.4 to 1	3.1 to 1	2.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	58.4	40.9	93.8
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-16.9	16.4	3.2

RUSSIAN RUBLE:

RUSSIAN RUBLE Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	33.0	60.7	6.3
– Percent of Open Interest Shorts:	33.8	61.4	4.8
– Net Position:	-259	-213	472
– Gross Longs:	10,222	18,839	1,958
– Gross Shorts:	10,481	19,052	1,486
– Long to Short Ratio:	1.0 to 1	1.0 to 1	1.3 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	12.8	85.1	58.4
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-4.5	4.2	2.4

BITCOIN FUTURES:

BITCOIN Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	62.0	3.5	27.4
– Percent of Open Interest Shorts:	81.8	2.5	8.6
– Net Position:	-2,085	101	1,984
– Gross Longs:	6,559	370	2,892
– Gross Shorts:	8,644	269	908
– Long to Short Ratio:	0.8 to 1	1.4 to 1	3.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	45.2	50.5	55.0
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	35.2	-25.0	-34.9

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).

CountingPips Forex Blog Forex and Currency News investing Opinions

27 Feb

COT Bonds Futures Charts: 10-Year Treasury Notes, Eurodollar, Fed Funds

By CountingPips.com – Receive our weekly COT Reports by Email

Here are the latest charts and statistics for the Commitment of Traders (COT) data published by the Commodities Futures Trading Commission (CFTC).

30-Day Federal Funds:

30-Day Federal Funds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	8.2	72.4	1.9
– Percent of Open Interest Shorts:	17.6	62.9	2.0
– Net Position:	-111,478	112,803	-1,325
– Gross Longs:	98,122	863,148	22,222
– Gross Shorts:	209,600	750,345	23,547
– Long to Short Ratio:	0.5 to 1	1.2 to 1	0.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	15.5	83.7	68.7
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-19.3	17.9	13.1

2-Year Treasury Note:

2-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	26.2	63.6	6.1
– Percent of Open Interest Shorts:	27.9	64.8	3.2
– Net Position:	-39,871	-29,660	69,531
– Gross Longs:	623,688	1,512,141	145,752
– Gross Shorts:	663,559	1,541,801	76,221
– Long to Short Ratio:	0.9 to 1	1.0 to 1	1.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	78.6	11.7	71.6
– COT Index Reading (3 Year Range):	Bullish	Bearish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	52.3	-48.2	-0.4

5-Year Treasury Note:

5-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	22.0	61.9	8.4
– Percent of Open Interest Shorts:	19.5	62.6	10.2
– Net Position:	95,406	-29,241	-66,165
– Gross Longs:	833,986	2,343,372	318,667
– Gross Shorts:	738,580	2,372,613	384,832
– Long to Short Ratio:	1.1 to 1	1.0 to 1	0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	100.0	7.2	49.4
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	44.9	-34.5	-16.0

10-Year Treasury Note:

10-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	15.9	64.1	10.2
– Percent of Open Interest Shorts:	15.8	59.6	14.7
– Net Position:	2,789	181,377	-184,166
– Gross Longs:	642,543	2,594,445	411,118
– Gross Shorts:	639,754	2,413,068	595,284
– Long to Short Ratio:	1.0 to 1	1.1 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	83.5	35.3	24.0
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	5.8	1.8	-19.8

Ultra 10-Year Notes:

Ultra 10-Year Notes Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	19.0	69.0	9.9
– Percent of Open Interest Shorts:	6.2	72.4	19.2
– Net Position:	173,188	-46,157	-127,031
– Gross Longs:	258,297	940,572	135,254
– Gross Shorts:	85,109	986,729	262,285
– Long to Short Ratio:	3.0 to 1	1.0 to 1	0.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	94.1	24.9	0.0
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	14.4	-2.4	-34.1

US Treasury Bonds:

US Treasury Bonds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	10.4	73.2	13.8
– Percent of Open Interest Shorts:	22.9	58.1	16.3
– Net Position:	-156,309	188,155	-31,846
– Gross Longs:	129,775	914,249	172,342
– Gross Shorts:	286,084	726,094	204,188
– Long to Short Ratio:	0.5 to 1	1.3 to 1	0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	30.2	80.1	29.9
– COT Index Reading (3 Year Range):	Bearish	Bullish-Extreme	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	11.7	-12.0	-1.9

Ultra US Treasury Bonds:

Ultra US Treasury Bonds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	7.6	76.8	12.6
– Percent of Open Interest Shorts:	25.7	57.6	13.8
– Net Position:	-215,036	228,517	-13,481
– Gross Longs:	90,156	912,983	150,059
– Gross Shorts:	305,192	684,466	163,540
– Long to Short Ratio:	0.3 to 1	1.3 to 1	0.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	77.9	39.4	1.6
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	5.3	-4.1	-5.4

3-Month Eurodollars:

3-Month Eurodollars Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	20.5	48.2	4.7
– Percent of Open Interest Shorts:	14.0	52.2	7.2
– Net Position:	752,498	-465,476	-287,022
– Gross Longs:	2,372,370	5,575,667	543,029
– Gross Shorts:	1,619,872	6,041,143	830,051
– Long to Short Ratio:	1.5 to 1	0.9 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	72.9	26.0	66.1
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	1.7	0.1	-15.3

Article By CountingPips.com – Receive our weekly COT Reports by Email

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Bonds CountingPips Forex Blog investing Opinions

27 Feb

COT Metals Futures Charts: Gold, Silver, Copper, Platinum & Palladium

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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).

Gold Comex Futures:

Gold Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	59.0	19.1	11.6
– Percent of Open Interest Shorts:	14.2	71.5	4.1
– Net Position:	215,733	-251,729	35,996
– Gross Longs:	284,081	92,086	55,723
– Gross Shorts:	68,348	343,815	19,727
– Long to Short Ratio:	4.2 to 1	0.3 to 1	2.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	64.8	32.5	71.0
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-7.8	9.4	-19.8

Silver Comex Futures:

Silver Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	45.7	26.8	19.8
– Percent of Open Interest Shorts:	18.0	67.7	6.6
– Net Position:	47,643	-70,442	22,799
– Gross Longs:	78,710	46,268	34,122
– Gross Shorts:	31,067	116,710	11,323
– Long to Short Ratio:	2.5 to 1	0.4 to 1	3.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	71.7	26.3	74.7
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-4.8	-0.4	33.8

Copper Grade #1 Futures:

Copper Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	52.4	24.3	9.0
– Percent of Open Interest Shorts:	24.3	56.5	4.8
– Net Position:	75,405	-86,522	11,117
– Gross Longs:	140,530	65,083	24,089
– Gross Shorts:	65,125	151,605	12,972
– Long to Short Ratio:	2.2 to 1	0.4 to 1	1.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	96.7	0.0	96.0
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	6.3	-7.2	10.6

Platinum Futures:

Platinum Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	63.4	15.1	14.9
– Percent of Open Interest Shorts:	16.1	74.1	3.2
– Net Position:	34,967	-43,619	8,652
– Gross Longs:	46,903	11,156	11,010
– Gross Shorts:	11,936	54,775	2,358
– Long to Short Ratio:	3.9 to 1	0.2 to 1	4.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	59.0	39.7	88.6
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	9.4	-10.3	13.4

Palladium Futures:

Palladium Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	45.2	37.2	13.6
– Percent of Open Interest Shorts:	41.1	51.2	3.7
– Net Position:	388	-1,328	940
– Gross Longs:	4,286	3,522	1,292
– Gross Shorts:	3,898	4,850	352
– Long to Short Ratio:	1.1 to 1	0.7 to 1	3.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	0.7	92.6	100.0
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-17.5	13.8	28.9

Article By CountingPips.com – Receive our weekly COT Reports by Email

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CountingPips Forex Blog investing Metals Opinions

27 Feb

COT Soft Commodities Futures Charts: Corn, Soybeans, Wheat, Cattle, Hogs, Sugar, Coffee

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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).

CORN:

CORN Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	31.4	45.3	8.3
– Percent of Open Interest Shorts:	4.0	71.1	10.0
– Net Position:	529,834	-497,804	-32,030
– Gross Longs:	606,483	872,738	160,523
– Gross Shorts:	76,649	1,370,542	192,553
– Long to Short Ratio:	7.9 to 1	0.6 to 1	0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	97.7	1.0	29.3
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-1.6	-0.0	6.8

SUGAR:

SUGAR Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	26.5	50.4	10.7
– Percent of Open Interest Shorts:	4.2	79.7	3.7
– Net Position:	237,936	-312,478	74,542
– Gross Longs:	282,375	536,776	113,782
– Gross Shorts:	44,439	849,254	39,240
– Long to Short Ratio:	6.4 to 1	0.6 to 1	2.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	85.5	8.9	100.0
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-3.1	1.7	7.8

COFFEE:

COFFEE Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	29.3	46.7	4.8
– Percent of Open Interest Shorts:	6.5	71.8	2.5
– Net Position:	59,458	-65,348	5,890
– Gross Longs:	76,303	121,859	12,539
– Gross Shorts:	16,845	187,207	6,649
– Long to Short Ratio:	4.5 to 1	0.7 to 1	1.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	95.8	3.6	29.1
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	15.2	-15.8	-1.0

SOYBEANS:

SOYBEANS Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	31.2	45.2	8.2
– Percent of Open Interest Shorts:	4.2	70.6	9.6
– Net Position:	239,808	-226,747	-13,061
– Gross Longs:	277,284	401,862	72,530
– Gross Shorts:	37,476	628,609	85,591
– Long to Short Ratio:	7.4 to 1	0.6 to 1	0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	89.6	12.5	65.6
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	2.2	0.0	-10.5

SOYBEAN OIL:

SOYBEAN OIL Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	30.8	41.3	9.4
– Percent of Open Interest Shorts:	4.3	72.0	5.2
– Net Position:	129,138	-149,736	20,598
– Gross Longs:	150,378	201,964	45,780
– Gross Shorts:	21,240	351,700	25,182
– Long to Short Ratio:	7.1 to 1	0.6 to 1	1.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	94.3	4.4	93.0
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	4.6	-4.3	-0.4

SOYBEAN MEAL:

SOYBEAN MEAL Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	27.4	46.6	13.1
– Percent of Open Interest Shorts:	3.3	77.0	6.9
– Net Position:	98,800	-124,520	25,720
– Gross Longs:	112,186	190,568	53,792
– Gross Shorts:	13,386	315,088	28,072
– Long to Short Ratio:	8.4 to 1	0.6 to 1	1.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	68.3	27.9	73.7
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-6.9	7.0	-1.4

LIVE CATTLE:

LIVE CATTLE Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	38.7	36.2	8.6
– Percent of Open Interest Shorts:	12.0	59.2	12.2
– Net Position:	89,507	-77,143	-12,364
– Gross Longs:	129,826	121,520	28,737
– Gross Shorts:	40,319	198,663	41,101
– Long to Short Ratio:	3.2 to 1	0.6 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	50.8	43.3	57.0
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	24.4	-28.2	-6.0

LEAN HOGS:

LEAN HOGS Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	40.8	30.3	8.1
– Percent of Open Interest Shorts:	13.3	53.4	12.6
– Net Position:	70,880	-59,498	-11,382
– Gross Longs:	105,123	78,259	20,990
– Gross Shorts:	34,243	137,757	32,372
– Long to Short Ratio:	3.1 to 1	0.6 to 1	0.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	98.9	11.6	26.2
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	34.1	-30.0	-3.8

COTTON:

COTTON Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	42.6	38.0	7.6
– Percent of Open Interest Shorts:	3.7	82.0	2.4
– Net Position:	97,028	-110,055	13,027
– Gross Longs:	106,372	94,880	19,053
– Gross Shorts:	9,344	204,935	6,026
– Long to Short Ratio:	11.4 to 1	0.5 to 1	3.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	81.8	16.5	88.6
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	9.3	-9.1	5.4

COCOA:

COCOA Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	31.6	41.9	6.0
– Percent of Open Interest Shorts:	19.3	58.0	2.2
– Net Position:	25,602	-33,558	7,956
– Gross Longs:	65,841	87,434	12,594
– Gross Shorts:	40,239	120,992	4,638
– Long to Short Ratio:	1.6 to 1	0.7 to 1	2.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	46.7	48.9	100.0
– COT Index Reading (3 Year Range):	Bearish	Bearish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-9.1	7.3	20.8

WHEAT:

WHEAT Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	29.8	37.3	8.3
– Percent of Open Interest Shorts:	23.5	40.8	11.1
– Net Position:	27,398	-15,455	-11,943
– Gross Longs:	128,491	160,470	35,736
– Gross Shorts:	101,093	175,925	47,679
– Long to Short Ratio:	1.3 to 1	0.9 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	58.3	44.7	44.5
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-2.4	2.6	-0.9

Article By CountingPips.com – Receive our weekly COT Reports by Email

Find CFTC criteria here: (http://www.cftc.gov/MarketReports/CommitmentsofTraders/ExplanatoryNotes/index.htm).

CountingPips Forex Blog investing Opinions Soft Commodities

27 Feb

COT Energy Futures Charts: Crude Oil, Natural Gas, Bloomberg Index, Heating Oil

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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).

WTI Crude Oil Futures:

WTI Crude Oil Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	27.8	33.7	4.3
– Percent of Open Interest Shorts:	7.0	56.9	1.9
– Net Position:	511,840	-569,824	57,984
– Gross Longs:	682,881	829,624	104,703
– Gross Shorts:	171,041	1,399,448	46,719
– Long to Short Ratio:	4.0 to 1	0.6 to 1	2.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	52.0	37.2	97.0
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-3.5	1.5	12.4

Brent Crude Oil Futures (LAST DAY):

Brent Crude Oil Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	14.8	47.1	3.9
– Percent of Open Interest Shorts:	27.1	35.8	2.9
– Net Position:	-24,443	22,520	1,923
– Gross Longs:	29,491	93,649	7,675
– Gross Shorts:	53,934	71,129	5,752
– Long to Short Ratio:	0.5 to 1	1.3 to 1	1.3 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	71.0	30.2	36.4
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	2.9	-5.8	10.7

Natural Gas Futures (CME):

Natural Gas Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	23.0	40.4	5.4
– Percent of Open Interest Shorts:	20.6	44.8	3.3
– Net Position:	28,110	-53,172	25,062
– Gross Longs:	274,544	481,952	64,345
– Gross Shorts:	246,434	535,124	39,283
– Long to Short Ratio:	1.1 to 1	0.9 to 1	1.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	87.1	13.9	27.5
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	5.0	-7.8	25.0

Gasoline Blendstock Futures:

Nasdaq Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	24.1	52.8	6.1
– Percent of Open Interest Shorts:	12.7	67.4	3.0
– Net Position:	47,901	-60,794	12,893
– Gross Longs:	100,928	221,247	25,654
– Gross Shorts:	53,027	282,041	12,761
– Long to Short Ratio:	1.9 to 1	0.8 to 1	2.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	7.8	77.9	88.6
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-43.2	37.9	2.4

#2 Heating Oil NY-Harbor Futures:

Heating Oil Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	14.8	56.7	11.1
– Percent of Open Interest Shorts:	13.7	63.4	5.5
– Net Position:	4,729	-27,849	23,120
– Gross Longs:	62,024	237,088	46,260
– Gross Shorts:	57,295	264,937	23,140
– Long to Short Ratio:	1.1 to 1	0.9 to 1	2.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	41.9	44.4	92.8
– COT Index Reading (3 Year Range):	Bearish	Bearish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-7.3	3.5	10.0

Bloomberg Commodity Index Futures:

Bloomberg Index Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	46.3	52.7	0.8
– Percent of Open Interest Shorts:	93.9	5.8	0.1
– Net Position:	-23,123	22,768	355
– Gross Longs:	22,506	25,609	407
– Gross Shorts:	45,629	2,841	52
– Long to Short Ratio:	0.5 to 1	9.0 to 1	7.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	0.0	100.0	68.3
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-28.3	28.1	9.1

Article By CountingPips.com – Receive our weekly COT Reports by Email

Find CFTC criteria here: (http://www.cftc.gov/MarketReports/CommitmentsofTraders/ExplanatoryNotes/index.htm).

CountingPips Forex Blog Energy investing Opinions

27 Feb

COT Stock Market Futures Charts: VIX, Dow, Nasdaq, SP500, Russell

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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).

VIX Volatility Futures:

VIX Volatility Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	10.5	68.7	5.5
– Percent of Open Interest Shorts:	52.0	24.9	7.9
– Net Position:	-162,918	172,113	-9,195
– Gross Longs:	41,074	269,767	21,727
– Gross Shorts:	203,992	97,654	30,922
– Long to Short Ratio:	0.2 to 1	2.8 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	17.8	82.7	21.5
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-14.6	14.5	-3.7

S&P500 Mini Futures:

S&P500 Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	13.4	74.2	10.0
– Percent of Open Interest Shorts:	14.6	73.6	9.4
– Net Position:	-31,287	15,613	15,674
– Gross Longs:	355,414	1,968,877	265,663
– Gross Shorts:	386,701	1,953,264	249,989
– Long to Short Ratio:	0.9 to 1	1.0 to 1	1.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	48.0	77.5	26.0
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-2.4	0.5	1.9

Dow Jones Mini Futures:

Dow Jones Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	32.1	46.5	19.5
– Percent of Open Interest Shorts:	39.3	45.4	13.3
– Net Position:	-6,707	995	5,712
– Gross Longs:	29,519	42,799	17,927
– Gross Shorts:	36,226	41,804	12,215
– Long to Short Ratio:	0.8 to 1	1.0 to 1	1.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	26.4	66.2	79.7
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	6.7	-6.4	-0.4

Nasdaq Mini Futures:

Nasdaq Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	28.1	53.9	15.9
– Percent of Open Interest Shorts:	30.4	52.6	14.9
– Net Position:	-5,388	2,899	2,489
– Gross Longs:	67,535	129,279	38,216
– Gross Shorts:	72,923	126,380	35,727
– Long to Short Ratio:	0.9 to 1	1.0 to 1	1.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	72.0	28.3	49.6
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-14.4	14.1	6.4

Russell 2000 Mini Futures:

Russell 2000 Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	15.9	78.3	5.2
– Percent of Open Interest Shorts:	17.6	78.1	3.7
– Net Position:	-9,822	804	9,018
– Gross Longs:	91,030	448,354	30,005
– Gross Shorts:	100,852	447,550	20,987
– Long to Short Ratio:	0.9 to 1	1.0 to 1	1.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	48.9	49.3	58.5
– COT Index Reading (3 Year Range):	Bearish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-15.4	17.0	-10.5

Nikkei Stock Average Futures (USD):

Nikkei Stock Average Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	11.2	52.7	36.1
– Percent of Open Interest Shorts:	24.4	62.2	13.4
– Net Position:	-2,186	-1,573	3,759
– Gross Longs:	1,846	8,713	5,976
– Gross Shorts:	4,032	10,286	2,217
– Long to Short Ratio:	0.5 to 1	0.8 to 1	2.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	46.3	48.4	63.0
– COT Index Reading (3 Year Range):	Bearish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-3.0	-11.6	52.6

MSCI EAFE Mini Futures:

MSCI EAFE Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	8.2	89.1	2.4
– Percent of Open Interest Shorts:	4.1	93.8	1.6
– Net Position:	17,392	-20,518	3,126
– Gross Longs:	35,317	385,605	10,184
– Gross Shorts:	17,925	406,123	7,058
– Long to Short Ratio:	2.0 to 1	0.9 to 1	1.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	34.3	63.3	44.2
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-20.0	21.3	-8.3

MSCI Emerging Mkts Mini Futures:

MSCI Emerging Mkts Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	14.3	82.2	2.4
– Percent of Open Interest Shorts:	11.0	86.5	1.3
– Net Position:	38,211	-49,886	11,675
– Gross Longs:	165,150	950,685	27,250
– Gross Shorts:	126,939	1,000,571	15,575
– Long to Short Ratio:	1.3 to 1	1.0 to 1	1.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	0.0	97.2	40.4
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-11.0	6.8	7.3

Article By CountingPips.com – Receive our weekly COT Reports by Email

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