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

February 27, 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 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

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

 


Get our Weekly Commitment of Traders Reports: - See where the biggest traders (Hedge Funds and Commercial Hedgers) are positioned in the futures markets on a weekly basis.




Get Our Free Metatrader 4 Indicators - Put Our Free MetaTrader 4 Custom Indicators on your charts when you join our Weekly Newsletter







EURO Currency:

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 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

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

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

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

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

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

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

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

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 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.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).