COT Currency Futures Charts: US Dollar, Euro, Yen, Franc, Aussie, Bitcoin

February 20, 2021

By CountingPips.comReceive 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 16 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: 44.0 35.6 14.7
– Percent of Open Interest Shorts: 83.8 1.0 9.5
– Net Position: -14,287 12,433 1,854
– Gross Longs: 15,842 12,808 5,276
– Gross Shorts: 30,129 375 3,422
– Long to Short Ratio: 0.5 to 1 34.2 to 1 1.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 1.1 95.2 43.4
– COT Index Reading (3 Year Range): Bearish-Extreme Bullish-Extreme Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 1.1 -3.7 20.3

 


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EURO Currency:

EURO Currency Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 33.0 52.2 13.7
– Percent of Open Interest Shorts: 12.3 80.9 5.8
– Net Position: 140,006 -193,756 53,750
– Gross Longs: 222,895 352,756 92,886
– Gross Shorts: 82,889 546,512 39,136
– Long to Short Ratio: 2.7 to 1 0.6 to 1 2.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 78.0 21.0 84.8
– COT Index Reading (3 Year Range): Bullish Bearish Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -0.9 2.1 -7.9

 


BRITISH POUND STERLING:

BRITISH POUND Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 35.2 39.5 24.2
– Percent of Open Interest Shorts: 22.3 61.6 15.0
– Net Position: 22,167 -37,858 15,691
– Gross Longs: 60,269 67,674 41,458
– Gross Shorts: 38,102 105,532 25,767
– Long to Short Ratio: 1.6 to 1 0.6 to 1 1.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 83.0 14.1 99.7
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish-Extreme Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 12.3 -13.9 16.0

 


JAPANESE YEN:

JAPANESE YEN Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 35.5 49.3 13.8
– Percent of Open Interest Shorts: 15.7 68.2 14.7
– Net Position: 37,182 -35,486 -1,696
– Gross Longs: 66,732 92,764 26,010
– Gross Shorts: 29,550 128,250 27,706
– Long to Short Ratio: 2.3 to 1 0.7 to 1 0.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 92.0 17.8 53.0
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish-Extreme Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -7.8 17.8 -47.0

 


SWISS FRANC:

SWISS FRANC Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 32.7 28.6 37.6
– Percent of Open Interest Shorts: 15.3 57.9 25.7
– Net Position: 8,371 -14,091 5,720
– Gross Longs: 15,745 13,748 18,061
– Gross Shorts: 7,374 27,839 12,341
– Long to Short Ratio: 2.1 to 1 0.5 to 1 1.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 86.3 14.0 81.4
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish-Extreme Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -1.6 6.4 -13.8

 


CANADIAN DOLLAR:

CANADIAN DOLLAR Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 28.3 43.0 27.8
– Percent of Open Interest Shorts: 23.1 64.1 11.8
– Net Position: 8,164 -33,588 25,424
– Gross Longs: 45,021 68,547 44,228
– Gross Shorts: 36,857 102,135 18,804
– Long to Short Ratio: 1.2 to 1 0.7 to 1 2.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 61.8 26.3 85.1
– COT Index Reading (3 Year Range): Bullish Bearish Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -5.3 3.1 2.5

 


AUSTRALIAN DOLLAR:

AUSTRALIAN DOLLAR Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 38.8 34.4 25.5
– Percent of Open Interest Shorts: 40.8 44.4 13.5
– Net Position: -2,821 -14,170 16,991
– Gross Longs: 54,675 48,431 35,963
– Gross Shorts: 57,496 62,601 18,972
– Long to Short Ratio: 1.0 to 1 0.8 to 1 1.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 77.3 9.3 95.1
– COT Index Reading (3 Year Range): Bullish Bearish-Extreme Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 1.2 -0.4 -1.4

 


NEW ZEALAND DOLLAR:

NEW ZEALAND DOLLAR Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 62.9 22.2 13.1
– Percent of Open Interest Shorts: 34.4 58.5 5.3
– Net Position: 13,711 -17,451 3,740
– Gross Longs: 30,243 10,690 6,293
– Gross Shorts: 16,532 28,141 2,553
– Long to Short Ratio: 1.8 to 1 0.4 to 1 2.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 80.2 15.4 94.8
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish-Extreme Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 2.4 -1.7 -5.2

 


MEXICAN PESO:

MEXICAN PESO Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 35.3 58.3 4.8
– Percent of Open Interest Shorts: 34.4 62.0 2.0
– Net Position: 1,412 -6,033 4,621
– Gross Longs: 57,670 95,153 7,920
– Gross Shorts: 56,258 101,186 3,299
– Long to Short Ratio: 1.0 to 1 0.9 to 1 2.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 12.0 84.4 62.6
– COT Index Reading (3 Year Range): Bearish-Extreme Bullish-Extreme Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 4.8 -4.3 -2.1

 


BRAZIL REAL:

BRAZIL REAL Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 26.9 63.2 9.8
– Percent of Open Interest Shorts: 78.5 15.3 6.2
– Net Position: -18,206 16,908 1,298
– Gross Longs: 9,506 22,305 3,473
– Gross Shorts: 27,712 5,397 2,175
– Long to Short Ratio: 0.3 to 1 4.1 to 1 1.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 54.6 45.4 87.9
– COT Index Reading (3 Year Range): Bullish Bearish Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -24.8 26.0 -9.1

 


RUSSIAN RUBLE:

RUSSIAN RUBLE Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 32.0 61.2 6.8
– Percent of Open Interest Shorts: 33.7 61.7 4.6
– Net Position: -531 -129 660
– Gross Longs: 9,732 18,644 2,072
– Gross Shorts: 10,263 18,773 1,412
– Long to Short Ratio: 0.9 to 1 1.0 to 1 1.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 12.1 85.2 64.7
– COT Index Reading (3 Year Range): Bearish-Extreme Bullish-Extreme Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -3.2 2.8 4.5

 


BITCOIN FUTURES:

BITCOIN Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 58.4 3.2 30.7
– Percent of Open Interest Shorts: 83.7 1.9 6.7
– Net Position: -2,893 145 2,748
– Gross Longs: 6,672 365 3,508
– Gross Shorts: 9,565 220 760
– Long to Short Ratio: 0.7 to 1 1.7 to 1 4.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 22.5 56.3 80.2
– COT Index Reading (3 Year Range): Bearish Bullish Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 2.6 -35.8 5.9

 


Article By CountingPips.comReceive 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).