Latest CFTC Release dated
Week (Data for Tuesdays)
52 week Percentile / Comment (if applicable)
33-3 consecutive weeks of position flipping
77-bullish sentiment extreme 2 weeks ago-first one since
2 - bearish sentiment extreme 2 weeks ago-first since September
47 - specs flipped to short 2 weeks ago
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 (all charts are continuous contract)
Non Commercials (speculators) - Red
Commercials - Blue
Small Speculators - Black
COTDiff (COT Index) - Black
Jamie is the author of Sentiment in the Forex Market.