We use a range of cookies to give you the best possible browsing experience. By continuing to use this website, you agree to our use of cookies.
You can learn more about our cookie policy here, or by following the link at the bottom of any page on our site.

Free Trading Guides
EUR/USD
Bullish
Oil - US Crude
Bearish
Wall Street
Mixed
Low
High
of clients are net long.
of clients are net short.
Long Short

Note: Low and High figures are for the trading day.

Data provided by
Gold
Bullish
GBP/USD
Bullish
Low
High
of clients are net long.
of clients are net short.
Long Short

Note: Low and High figures are for the trading day.

Data provided by
USD/JPY
Bullish
Low
High
of clients are net long.
of clients are net short.
Long Short

Note: Low and High figures are for the trading day.

Data provided by
More View more
Yen Positioning at Level that Historically Marks a Turn

Yen Positioning at Level that Historically Marks a Turn

2011-08-16 19:54:00
Jamie Saettele, CMT, Sr. Technical Strategist
Share:

Latest CFTC Release dated August 16, 2011:

Week (Data for Tuesdays)

Comment

US Dollar

COT difference downtrend is bearish

Euro

British Pound

Australian Dollar

COT difference downtrend is bearish

Japanese Yen

Canadian Dollar

Bearish volume spike

Swiss Franc

Gold

Silver

Copper

Crude

COT difference downtrend is bearish

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

13 Week Index – Black

Volume and 13 week average – Red and blue

US Dollar

COT082211_body_usd.png, Yen Positioning at Level that Historically Marks a Turn

Chart prepared by Jamie Saettele, CMT

Euro

COT082211_body_eur.png, Yen Positioning at Level that Historically Marks a Turn

Chart prepared by Jamie Saettele, CMT

British Pound

COT082211_body_gbp.png, Yen Positioning at Level that Historically Marks a Turn

Chart prepared by Jamie Saettele, CMT

Australian Dollar

COT082211_body_aud.png, Yen Positioning at Level that Historically Marks a Turn

Chart prepared by Jamie Saettele, CMT

Japanese Yen

COT082211_body_jpy.png, Yen Positioning at Level that Historically Marks a Turn

Chart prepared by Jamie Saettele, CMT

Canadian Dollar

COT082211_body_cad.png, Yen Positioning at Level that Historically Marks a Turn

Chart prepared by Jamie Saettele, CMT

Swiss Franc

COT082211_body_chf.png, Yen Positioning at Level that Historically Marks a Turn

Chart prepared by Jamie Saettele, CMT

Gold

COT082211_body_gold.png, Yen Positioning at Level that Historically Marks a Turn

Chart prepared by Jamie Saettele, CMT

Silver

COT082211_body_silver.png, Yen Positioning at Level that Historically Marks a Turn

Chart prepared by Jamie Saettele, CMT

Copper

COT082211_body_copper.png, Yen Positioning at Level that Historically Marks a Turn

Chart prepared by Jamie Saettele, CMT

Crude

COT082211_body_crude.png, Yen Positioning at Level that Historically Marks a Turn

Chart prepared by Jamie Saettele, CMT

E-Mini S&P

COT082211_body_es.png, Yen Positioning at Level that Historically Marks a Turn

Chart prepared by Jamie Saettele, CMT

E-Mini Nasdaq

COT082211_body_nq.png, Yen Positioning at Level that Historically Marks a Turn

Chart prepared by Jamie Saettele, CMT

30 Yr US Treasury Bond

COT082211_body_us.png, Yen Positioning at Level that Historically Marks a Turn

Chart prepared by Jamie Saettele, CMT

10 Yr US Treasury Note

COT082211_body_ty.png, Yen Positioning at Level that Historically Marks a Turn

Chart prepared by Jamie Saettele, CMT

2 Yr US Treasury Note

COT082211_body_tu.png, Yen Positioning at Level that Historically Marks a Turn

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.

DISCLOSURES

News & Analysis at your fingertips.