US Dollar Speculative Longs Decline from Record

Latest CFTC Release dated October 18, 2011:

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

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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

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Jamie is the author of Sentiment in the Forex Market.