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Latest CFTC Release dated September 13, 2011:
|
Week (Data for Tuesdays) |
Comment |
|
US Dollar | |
|
Euro |
COT difference downtrend is bearish |
|
British Pound | |
|
Australian Dollar | |
|
Japanese Yen | |
|
Canadian Dollar |
COT difference downtrend is bearish |
|
Swiss Franc |
COT difference downtrend is bearish |
|
Gold | |
|
Silver | |
|
Copper |
COT difference downtrend is bearish |
|
Crude | |
|
E-Mini S&P | |
|
E-Mini NASDAQ | |
|
30 Yr US Bond | |
|
10 Yr US Note | |
|
2 Yr US Note |
The COT Index is the difference between net speculative positioning and net commercial positioning measured. A blue colored bar indicates that the difference in positioning is the greatest it has been in 13 weeks (bullish) with speculators selling and commercials buying. A red colored bar indicates that the difference in positioning is the greatest it has been in 13 weeks (bearish) with speculators buying and commercials selling. Non commercials tend to be on the wrong side at the turn and commercials the correct side. This is not always true however (especially for equity futures) –group behavior varies across markets. Use of the index is covered closely in detail in my book.
Charts
Non Commercials (speculators) – Red
Commercials – Blue
Small Speculators – Black
COTDiff – Black
Volume on bottom
US Dollar
Chart prepared by Jamie Saettele, CMT
Euro
Chart prepared by Jamie Saettele, CMT
British Pound
Chart prepared by Jamie Saettele, CMT
Australian Dollar
Chart prepared by Jamie Saettele, CMT
Japanese Yen
Chart prepared by Jamie Saettele, CMT
Canadian Dollar
Chart prepared by Jamie Saettele, CMT
Swiss Franc
Chart prepared by Jamie Saettele, CMT
Gold
Chart prepared by Jamie Saettele, CMT
Silver
Chart prepared by Jamie Saettele, CMT
Copper
Chart prepared by Jamie Saettele, CMT
Crude
Chart prepared by Jamie Saettele, CMT
E-Mini S&P
Chart prepared by Jamie Saettele, CMT
E-Mini Nasdaq
Chart prepared by Jamie Saettele, CMT
30 Yr US Treasury Bond
Chart prepared by Jamie Saettele, CMT
10 Yr US Treasury Note
Chart prepared by Jamie Saettele, CMT
2 Yr US Treasury Note
Chart prepared by Jamie Saettele, CMT
Jamie Saettele publishes Daily Technicals every weekday morning, COT analysis (published Monday), technical analysis of currency crosseson Wednesday and Friday (Euro and Yen crosses), and intraday trading strategy as market action dictates at the DailyFX Forex Stream. A graduate of Bucknell University, he holds the Chartered Market Technician (CMT) designation from the Market Technician Association. He is the author of Sentiment in the Forex Market. Send requests to receive his reports via email to jsaettele@dailyfx.com.
DailyFX provides forex news and technical analysis on the trends that influence the global currency markets.
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