27 Mar

COT Forex Futures Charts: Mexican Peso, Bitcoin, Swiss Franc, US Dollar, Euro, Yen

March 27, 2021

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 March 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:

COT Forex Futures Charts

US DOLLAR INDEX StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:75.85.214.1
– Percent of Open Interest Shorts:61.228.65.4
– Net Position:5,383-8,5683,185
– Gross Longs:27,8461,9275,177
– Gross Shorts:22,46310,4951,992
– Long to Short Ratio:1.2 to 10.2 to 12.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):35.160.460.6
– COT Index Reading (3 Year Range):BearishBullishBullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:33.2-34.217.2

 

EURO Currency:

COT Forex Futures Charts

EURO Currency StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:30.554.613.8
– Percent of Open Interest Shorts:15.976.26.8
– Net Position:93,322-138,03344,711
– Gross Longs:195,500350,52088,274
– Gross Shorts:102,178488,55343,563
– Long to Short Ratio:1.9 to 10.7 to 12.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):63.636.769.0
– COT Index Reading (3 Year Range):BullishBearishBullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-14.415.2-12.4

 

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BRITISH POUND STERLING:

COT Forex Futures Charts

BRITISH POUND StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:35.539.324.6
– Percent of Open Interest Shorts:20.561.717.1
– Net Position:21,819-32,71410,895
– Gross Longs:51,84357,49235,919
– Gross Shorts:30,02490,20625,024
– Long to Short Ratio:1.7 to 10.6 to 11.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):82.816.988.5
– COT Index Reading (3 Year Range):Bullish-ExtremeBearish-ExtremeBullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:0.52.1-10.5

 

JAPANESE YEN:

COT Forex Futures Charts

JAPANESE YEN StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:17.169.812.1
– Percent of Open Interest Shorts:50.524.424.2
– Net Position:-53,52572,912-19,387
– Gross Longs:27,524112,09819,405
– Gross Shorts:81,04939,18638,792
– Long to Short Ratio:0.3 to 12.9 to 10.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):37.269.119.2
– COT Index Reading (3 Year Range):BearishBullishBearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-53.252.0-41.3

 

SWISS FRANC:

COT Forex Futures Charts

SWISS FRANC StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:32.542.324.7
– Percent of Open Interest Shorts:25.018.755.9
– Net Position:2,8729,049-11,921
– Gross Longs:12,45816,2119,474
– Gross Shorts:9,5867,16221,395
– Long to Short Ratio:1.3 to 12.3 to 10.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):77.838.533.2
– COT Index Reading (3 Year Range):BullishBearishBearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-13.325.2-41.6

 

CANADIAN DOLLAR:

COT Forex Futures Charts

CANADIAN DOLLAR StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:28.841.528.7
– Percent of Open Interest Shorts:25.761.012.3
– Net Position:5,103-31,61926,516
– Gross Longs:46,78667,36746,479
– Gross Shorts:41,68398,98619,963
– Long to Short Ratio:1.1 to 10.7 to 12.3 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):59.327.686.8
– COT Index Reading (3 Year Range):BullishBearishBullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-3.72.70.6

 

AUSTRALIAN DOLLAR:

COT Forex Futures Charts

AUSTRALIAN DOLLAR StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:44.330.724.3
– Percent of Open Interest Shorts:39.845.114.3
– Net Position:5,942-19,22113,279
– Gross Longs:59,03240,90332,392
– Gross Shorts:53,09060,12419,113
– Long to Short Ratio:1.1 to 10.7 to 11.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):88.45.186.3
– COT Index Reading (3 Year Range):Bullish-ExtremeBearish-ExtremeBullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:6.9-3.0-5.8

 

NEW ZEALAND DOLLAR:

COT Forex Futures Charts

NEW ZEALAND DOLLAR StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:53.226.315.3
– Percent of Open Interest Shorts:40.945.38.6
– Net Position:4,724-7,2912,567
– Gross Longs:20,35410,0515,865
– Gross Shorts:15,63017,3423,298
– Long to Short Ratio:1.3 to 10.6 to 11.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):67.429.281.9
– COT Index Reading (3 Year Range):BullishBearishBullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-9.711.3-17.3

 

MEXICAN PESO:

COT Forex Futures Charts

MEXICAN PESO StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:40.354.84.6
– Percent of Open Interest Shorts:56.340.72.6
– Net Position:-20,89418,3922,502
– Gross Longs:52,41271,3325,930
– Gross Shorts:73,30652,9403,428
– Long to Short Ratio:0.7 to 11.3 to 11.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):4.395.253.6
– COT Index Reading (3 Year Range):Bearish-ExtremeBullish-ExtremeBullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-11.211.7-5.6

 

BRAZIL REAL:

COT Forex Futures Charts

BRAZIL REAL StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:26.066.05.2
– Percent of Open Interest Shorts:79.513.14.8
– Net Position:-25,24925,019230
– Gross Longs:12,29131,2042,477
– Gross Shorts:37,5406,1852,247
– Long to Short Ratio:0.3 to 15.0 to 11.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):43.058.874.1
– COT Index Reading (3 Year Range):BearishBullishBullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-13.014.5-11.5

 

RUSSIAN RUBLE:

COT Forex Futures Charts

RUSSIAN RUBLE StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:34.058.57.5
– Percent of Open Interest Shorts:15.880.04.3
– Net Position:5,625-6,615990
– Gross Longs:10,49218,0442,303
– Gross Shorts:4,86724,6591,313
– Long to Short Ratio:2.2 to 10.7 to 11.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):26.770.475.7
– COT Index Reading (3 Year Range):BearishBullishBullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:13.8-15.126.3

 

BITCOIN FUTURES:

COT Forex Futures Charts

BITCOIN StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:56.05.528.6
– Percent of Open Interest Shorts:80.31.88.0
– Net Position:-2,4053712,034
– Gross Longs:5,5415492,828
– Gross Shorts:7,946178794
– Long to Short Ratio:0.7 to 13.1 to 13.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):36.286.256.6
– COT Index Reading (3 Year Range):BearishBullish-ExtremeBullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:12.425.8-20.9

 

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).


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