COT Currency Futures Charts: Bitcoin, US Dollar Index, Euro, Japanese Yen & Mexican Peso

April 3, 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 March 30 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: 75.7 4.5 15.3
– Percent of Open Interest Shorts: 61.5 28.0 6.0
– Net Position: 5,726 -9,501 3,775
– Gross Longs: 30,513 1,798 6,175
– Gross Shorts: 24,787 11,299 2,400
– 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): 35.7 58.8 68.2
– COT Index Reading (3 Year Range): Bearish Bullish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 34.5 -36.4 24.8

 


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EURO Currency:

EURO Currency Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 30.2 54.5 14.2
– Percent of Open Interest Shorts: 18.8 73.3 6.8
– Net Position: 73,739 -121,328 47,589
– Gross Longs: 194,763 351,292 91,621
– Gross Shorts: 121,024 472,620 44,032
– Long to Short Ratio: 1.6 to 1 0.7 to 1 2.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 57.6 41.4 74.0
– COT Index Reading (3 Year Range): Bullish Bearish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -20.3 20.5 -10.8

 


BRITISH POUND STERLING:

BRITISH POUND Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 33.8 41.2 24.5
– Percent of Open Interest Shorts: 15.9 63.8 19.7
– Net Position: 24,959 -31,580 6,621
– Gross Longs: 47,222 57,584 34,194
– Gross Shorts: 22,263 89,164 27,573
– Long to Short Ratio: 2.1 to 1 0.6 to 1 1.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 84.9 17.5 78.4
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish-Extreme Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 1.9 3.4 -21.3

 


JAPANESE YEN:

JAPANESE YEN Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 14.9 72.9 11.3
– Percent of Open Interest Shorts: 50.7 24.2 24.2
– Net Position: -59,481 80,881 -21,400
– Gross Longs: 24,724 121,115 18,838
– Gross Shorts: 84,205 40,234 40,238
– Long to Short Ratio: 0.3 to 1 3.0 to 1 0.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 33.6 72.9 15.3
– COT Index Reading (3 Year Range): Bearish Bullish Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -58.3 55.1 -37.6

 


SWISS FRANC:

SWISS FRANC Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 37.6 39.8 22.0
– Percent of Open Interest Shorts: 27.6 16.5 55.3
– Net Position: 4,269 9,957 -14,226
– Gross Longs: 16,086 17,012 9,414
– Gross Shorts: 11,817 7,055 23,640
– Long to Short Ratio: 1.4 to 1 2.4 to 1 0.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 80.0 39.4 26.9
– COT Index Reading (3 Year Range): Bullish Bearish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -6.4 25.5 -54.4

 


CANADIAN DOLLAR:

CANADIAN DOLLAR Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 29.5 41.6 28.0
– Percent of Open Interest Shorts: 25.5 62.3 11.3
– Net Position: 6,518 -34,051 27,533
– Gross Longs: 48,462 68,228 46,055
– Gross Shorts: 41,944 102,279 18,522
– Long to Short Ratio: 1.2 to 1 0.7 to 1 2.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 60.4 26.0 88.3
– COT Index Reading (3 Year Range): Bullish Bearish Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -1.4 -0.3 3.2

 


AUSTRALIAN DOLLAR:

AUSTRALIAN DOLLAR Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 48.5 30.9 20.0
– Percent of Open Interest Shorts: 39.6 44.5 15.4
– Net Position: 12,263 -18,637 6,374
– Gross Longs: 66,607 42,450 27,517
– Gross Shorts: 54,344 61,087 21,143
– Long to Short Ratio: 1.2 to 1 0.7 to 1 1.3 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 95.5 5.6 71.1
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish-Extreme Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 16.8 -3.7 -23.3

 


NEW ZEALAND DOLLAR:

NEW ZEALAND DOLLAR Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 51.5 29.8 14.5
– Percent of Open Interest Shorts: 40.5 46.2 9.2
– Net Position: 4,046 -6,017 1,971
– Gross Longs: 18,945 10,971 5,351
– Gross Shorts: 14,899 16,988 3,380
– Long to Short Ratio: 1.3 to 1 0.6 to 1 1.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 66.4 30.9 75.3
– COT Index Reading (3 Year Range): Bullish Bearish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -13.8 15.4 -19.6

 


MEXICAN PESO:

MEXICAN PESO Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 42.6 52.1 4.7
– Percent of Open Interest Shorts: 53.6 43.1 2.6
– Net Position: -15,113 12,274 2,839
– Gross Longs: 58,089 71,095 6,389
– Gross Shorts: 73,202 58,821 3,550
– Long to Short Ratio: 0.8 to 1 1.2 to 1 1.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 7.2 92.2 55.1
– COT Index Reading (3 Year Range): Bearish-Extreme Bullish-Extreme Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -8.3 9.0 -7.6

 


BRAZIL REAL:

BRAZIL REAL Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 16.5 78.0 4.1
– Percent of Open Interest Shorts: 55.0 39.7 4.0
– Net Position: -25,309 25,219 90
– Gross Longs: 10,888 51,342 2,709
– Gross Shorts: 36,197 26,123 2,619
– Long to Short Ratio: 0.3 to 1 2.0 to 1 1.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 42.9 59.2 72.3
– COT Index Reading (3 Year Range): Bearish Bullish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -11.7 13.7 -15.6

 


RUSSIAN RUBLE:

RUSSIAN RUBLE Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 33.1 60.8 6.0
– Percent of Open Interest Shorts: 10.0 84.2 5.7
– Net Position: 6,784 -6,872 88
– Gross Longs: 9,714 17,831 1,746
– Gross Shorts: 2,930 24,703 1,658
– Long to Short Ratio: 3.3 to 1 0.7 to 1 1.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 29.4 69.8 45.6
– COT Index Reading (3 Year Range): Bearish Bullish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 17.3 -15.5 -19.1

 


BITCOIN FUTURES:

BITCOIN Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 60.9 5.3 27.8
– Percent of Open Interest Shorts: 84.6 2.2 7.3
– Net Position: -2,215 295 1,920
– Gross Longs: 5,676 498 2,596
– Gross Shorts: 7,891 203 676
– Long to Short Ratio: 0.7 to 1 2.5 to 1 3.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 41.6 76.2 52.9
– COT Index Reading (3 Year Range): Bearish Bullish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 19.1 19.8 -27.3

 


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).