Latest CFTC Release dated October 18, 2011:
|
Week (Data for Tuesdays) |
Comment |
|
US Dollar | |
|
Euro | |
|
British Pound | |
|
Australian Dollar | |
|
Japanese Yen |
COT difference downtrend is bearish |
|
Canadian Dollar | |
|
Swiss Franc |
COT difference downtrend is bearish |
|
Gold |
COT difference downtrend is bearish |
|
Silver |
COT difference downtrend is bearish |
|
Copper | |
|
Crude | |
|
30 Yr US Bond |
COT difference uptrend is bullish |
|
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
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
--- Written by Jamie Saettele, CMT, Senior Technical Strategist for DailyFX.com
To contact Jamie, e-mail jsaettele@dailyfx.com. Follow me on Twitter @JamieSaettele
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Jamie is the author of Sentiment in the Forex Market.
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