Latest CFTC Release dated November 06, 2012:
Week (Data for Tuesdays) |
52 week Percentile / Comment (if applicable) |
US Dollar |
12 – speculators flip to net long |
Euro |
88 |
British Pound |
82 |
Australian Dollar |
73 |
Japanese Yen |
12 – speculators short position is consistent with turns towards Yen strength since 2010 |
Canadian Dollar |
82 |
Swiss Franc |
88 – speculators flip to net short |
Gold |
73 |
Silver |
88 |
Copper |
55 |
Crude |
20 |
The COT Index is the difference between net speculative positioning and net commercial positioning measured. A light blue colored bar indicates that the difference in positioning is the greatest it has been in 52 weeks (bullish) with speculators selling and commercials buying. A light red colored bar indicates that the difference in positioning is the greatest it has been in 52 weeks (bearish) with speculators buying and commercials selling. Crosses above and below 0 are in bold. Non commercials tend to be on the wrong side at the turn and commercials the correct side. 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
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.