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Breaking news

US and China Reach Deal in Principle

Swiss Franc Reaches Record…With Traders on the Sidelines

Swiss Franc Reaches Record…With Traders on the Sidelines

2011-06-27 21:52:00
Jamie Saettele, CMT, Sr. Technical Strategist
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Latest CFTC Release dated June 21, 2011:

Week (Data for Tuesdays)

Comment

US Dollar

COT difference increasing from a low is bullish

Euro

British Pound

Australian Dollar

Japanese Yen

COT difference increasing from a low is bullish

Canadian Dollar

COT difference decreasing from a high is bearish

Swiss Franc

COT difference decreasing from a high is bearish

Gold

Silver

Copper

Crude

COT difference decreasing from a high is bearish

E-Mini S&P

E-Mini NASDAQ

30 Yr US Bond

10 Yr US Note

COT difference increasing from a low is bullish

2 Yr US Note

Open interest fell significantly, warning of a shift in underlying trend

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

13 Week Index – Black

Volume and 13 week average – Red and blue

US Dollar

COT_062711_body_usd.png, Swiss Franc Reaches Record…With Traders on the Sidelines

Chart prepared by Jamie Saettele, CMT

Euro

COT_062711_body_eur.png, Swiss Franc Reaches Record…With Traders on the Sidelines

Chart prepared by Jamie Saettele, CMT

British Pound

COT_062711_body_gbp.png, Swiss Franc Reaches Record…With Traders on the Sidelines

Chart prepared by Jamie Saettele, CMT

Australian Dollar

COT_062711_body_aud.png, Swiss Franc Reaches Record…With Traders on the Sidelines

Chart prepared by Jamie Saettele, CMT

Japanese Yen

COT_062711_body_jpy.png, Swiss Franc Reaches Record…With Traders on the Sidelines

Chart prepared by Jamie Saettele, CMT

Canadian Dollar

COT_062711_body_cad.png, Swiss Franc Reaches Record…With Traders on the Sidelines

Chart prepared by Jamie Saettele, CMT

Swiss Franc

COT_062711_body_chf.png, Swiss Franc Reaches Record…With Traders on the Sidelines

Chart prepared by Jamie Saettele, CMT

Gold

COT_062711_body_gold.png, Swiss Franc Reaches Record…With Traders on the Sidelines

Chart prepared by Jamie Saettele, CMT

Silver

COT_062711_body_silver.png, Swiss Franc Reaches Record…With Traders on the Sidelines

Chart prepared by Jamie Saettele, CMT

Copper

COT_062711_body_copper.png, Swiss Franc Reaches Record…With Traders on the Sidelines

Chart prepared by Jamie Saettele, CMT

Crude

COT_062711_body_crude.png, Swiss Franc Reaches Record…With Traders on the Sidelines

Chart prepared by Jamie Saettele, CMT

E-Mini S&P

COT_062711_body_es.png, Swiss Franc Reaches Record…With Traders on the Sidelines

Chart prepared by Jamie Saettele, CMT

E-Mini Nasdaq

COT_062711_body_nq.png, Swiss Franc Reaches Record…With Traders on the Sidelines

Chart prepared by Jamie Saettele, CMT

30 Yr US Treasury Bond

COT_062711_body_us.png, Swiss Franc Reaches Record…With Traders on the Sidelines

Chart prepared by Jamie Saettele, CMT

10 Yr US Treasury Note

COT_062711_body_ty.png, Swiss Franc Reaches Record…With Traders on the Sidelines

Chart prepared by Jamie Saettele, CMT

2 Yr US Treasury Note

COT_062711_body_tu.png, Swiss Franc Reaches Record…With Traders on the Sidelines

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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