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Swiss Franc Longs Highest Since December 2004

Swiss Franc Longs Highest Since December 2004

2011-03-21 22:19:00
Jamie Saettele, CMT, Sr. Technical Strategist
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Latest CFTC Release dated March 15, 2011:

Week (Data for Tuesdays)

13 Week Index (Current)

13 Week Index (Previous)

US Dollar

0

17

Euro

83

100

British Pound

33

83

Australian Dollar

8

100

Japanese Yen

67

33

Canadian Dollar

67

100

Swiss Franc

100

100

The COT Index is the percentile of the difference between net speculative positioning and net commercial positioning measured over a specific number of weeks (13). A reading close to 0 is bearish if the currency in question has reversed from a uptrend and is bullish if the currency has been declining for a significant amount of time. A reading close to 100 is bullish if the currency in question has reversed from a downtrend and is bearish if the currency has been rallying for a significant amount of time. Non commercials are on the correct side of the trend until the turn. Use of the index is covered closely in detail in my book.

Readings of 95 and higher as well as 5 and lower are in boldfaced red type to indicate potential market extremes. For example, an increasing index is bullish until the index is extreme (near 100), at which time the risk of a reversal or pause in the trend increases.

US Dollar

COT032111_body_usd.png, Swiss Franc Longs Highest Since December 2004

Euro

COT032111_body_eur.png, Swiss Franc Longs Highest Since December 2004

British Pound

COT032111_body_gbp.png, Swiss Franc Longs Highest Since December 2004

Australian Dollar

COT032111_body_aud.png, Swiss Franc Longs Highest Since December 2004

Japanese Yen

COT032111_body_jpy.png, Swiss Franc Longs Highest Since December 2004

Canadian Dollar

COT032111_body_cad.png, Swiss Franc Longs Highest Since December 2004

Swiss Franc

COT032111_body_chf.png, Swiss Franc Longs Highest Since December 2004

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