Latest CFTC Release dated December 04, 2012:
***COT indicator is now available for Marketscope 2.0
Week (Data for Tuesdays) |
52 week Percentile / Comment (if applicable) |
US Dollar |
22 |
Euro |
100 |
British Pound |
96 |
Australian Dollar |
100-speculatives at a record long position |
Japanese Yen |
0 – positioning at most extreme level since 2007 Yen Low (USDJPY high) |
Canadian Dollar |
71 |
Swiss Franc |
100-COT Index flips from short to long |
Gold |
69 |
Silver |
98 |
Copper |
75- COT Index flips from short to long |
Crude |
59 |
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 – White
COTDiff – White
Volume – Red Histogram
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.