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 Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 75.8 5.2 14.1
– Percent of Open Interest Shorts: 61.2 28.6 5.4
– Net Position: 5,383 -8,568 3,185
– Gross Longs: 27,846 1,927 5,177
– Gross Shorts: 22,463 10,495 1,992
– Long to Short Ratio: 1.2 to 1 0.2 to 1 2.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 35.1 60.4 60.6
– COT Index Reading (3 Year Range): Bearish Bullish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 33.2 -34.2 17.2

 


EURO Currency:

COT Forex Futures Charts


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 Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 30.5 54.6 13.8
– Percent of Open Interest Shorts: 15.9 76.2 6.8
– Net Position: 93,322 -138,033 44,711
– Gross Longs: 195,500 350,520 88,274
– Gross Shorts: 102,178 488,553 43,563
– Long to Short Ratio: 1.9 to 1 0.7 to 1 2.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 63.6 36.7 69.0
– COT Index Reading (3 Year Range): Bullish Bearish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -14.4 15.2 -12.4

 


BRITISH POUND STERLING:

COT Forex Futures Charts

BRITISH POUND Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 35.5 39.3 24.6
– Percent of Open Interest Shorts: 20.5 61.7 17.1
– Net Position: 21,819 -32,714 10,895
– Gross Longs: 51,843 57,492 35,919
– Gross Shorts: 30,024 90,206 25,024
– Long to Short Ratio: 1.7 to 1 0.6 to 1 1.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 82.8 16.9 88.5
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish-Extreme Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 0.5 2.1 -10.5

 


JAPANESE YEN:

COT Forex Futures Charts

JAPANESE YEN Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 17.1 69.8 12.1
– Percent of Open Interest Shorts: 50.5 24.4 24.2
– Net Position: -53,525 72,912 -19,387
– Gross Longs: 27,524 112,098 19,405
– Gross Shorts: 81,049 39,186 38,792
– Long to Short Ratio: 0.3 to 1 2.9 to 1 0.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 37.2 69.1 19.2
– COT Index Reading (3 Year Range): Bearish Bullish Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -53.2 52.0 -41.3

 


SWISS FRANC:

COT Forex Futures Charts

SWISS FRANC Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 32.5 42.3 24.7
– Percent of Open Interest Shorts: 25.0 18.7 55.9
– Net Position: 2,872 9,049 -11,921
– Gross Longs: 12,458 16,211 9,474
– Gross Shorts: 9,586 7,162 21,395
– Long to Short Ratio: 1.3 to 1 2.3 to 1 0.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 77.8 38.5 33.2
– COT Index Reading (3 Year Range): Bullish Bearish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -13.3 25.2 -41.6

 


CANADIAN DOLLAR:

COT Forex Futures Charts

CANADIAN DOLLAR Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 28.8 41.5 28.7
– Percent of Open Interest Shorts: 25.7 61.0 12.3
– Net Position: 5,103 -31,619 26,516
– Gross Longs: 46,786 67,367 46,479
– Gross Shorts: 41,683 98,986 19,963
– Long to Short Ratio: 1.1 to 1 0.7 to 1 2.3 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 59.3 27.6 86.8
– COT Index Reading (3 Year Range): Bullish Bearish Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -3.7 2.7 0.6

 


AUSTRALIAN DOLLAR:

COT Forex Futures Charts

AUSTRALIAN DOLLAR Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 44.3 30.7 24.3
– Percent of Open Interest Shorts: 39.8 45.1 14.3
– Net Position: 5,942 -19,221 13,279
– Gross Longs: 59,032 40,903 32,392
– Gross Shorts: 53,090 60,124 19,113
– Long to Short Ratio: 1.1 to 1 0.7 to 1 1.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 88.4 5.1 86.3
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish-Extreme Bullish-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 Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 53.2 26.3 15.3
– Percent of Open Interest Shorts: 40.9 45.3 8.6
– Net Position: 4,724 -7,291 2,567
– Gross Longs: 20,354 10,051 5,865
– Gross Shorts: 15,630 17,342 3,298
– Long to Short Ratio: 1.3 to 1 0.6 to 1 1.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 67.4 29.2 81.9
– COT Index Reading (3 Year Range): Bullish Bearish Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -9.7 11.3 -17.3

 


MEXICAN PESO:

COT Forex Futures Charts

MEXICAN PESO Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 40.3 54.8 4.6
– Percent of Open Interest Shorts: 56.3 40.7 2.6
– Net Position: -20,894 18,392 2,502
– Gross Longs: 52,412 71,332 5,930
– Gross Shorts: 73,306 52,940 3,428
– Long to Short Ratio: 0.7 to 1 1.3 to 1 1.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 4.3 95.2 53.6
– COT Index Reading (3 Year Range): Bearish-Extreme Bullish-Extreme Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -11.2 11.7 -5.6

 


BRAZIL REAL:

COT Forex Futures Charts

BRAZIL REAL Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 26.0 66.0 5.2
– Percent of Open Interest Shorts: 79.5 13.1 4.8
– Net Position: -25,249 25,019 230
– Gross Longs: 12,291 31,204 2,477
– Gross Shorts: 37,540 6,185 2,247
– Long to Short Ratio: 0.3 to 1 5.0 to 1 1.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 43.0 58.8 74.1
– COT Index Reading (3 Year Range): Bearish Bullish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -13.0 14.5 -11.5

 


RUSSIAN RUBLE:

COT Forex Futures Charts

RUSSIAN RUBLE Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 34.0 58.5 7.5
– Percent of Open Interest Shorts: 15.8 80.0 4.3
– Net Position: 5,625 -6,615 990
– Gross Longs: 10,492 18,044 2,303
– Gross Shorts: 4,867 24,659 1,313
– Long to Short Ratio: 2.2 to 1 0.7 to 1 1.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 26.7 70.4 75.7
– COT Index Reading (3 Year Range): Bearish Bullish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 13.8 -15.1 26.3

 


BITCOIN FUTURES:

COT Forex Futures Charts

BITCOIN Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 56.0 5.5 28.6
– Percent of Open Interest Shorts: 80.3 1.8 8.0
– Net Position: -2,405 371 2,034
– Gross Longs: 5,541 549 2,828
– Gross Shorts: 7,946 178 794
– Long to Short Ratio: 0.7 to 1 3.1 to 1 3.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 36.2 86.2 56.6
– COT Index Reading (3 Year Range): Bearish Bullish-Extreme Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 12.4 25.8 -20.9

 


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).