Latest CFTC Release dated October 02, 2012:

Week (Data for Tuesdays)

52 week Percentile / Comment (if applicable)

US Dollar

0 – specs flip short and commercials flip long

Euro

100

British Pound

100

Australian Dollar

75

Japanese Yen

69

Canadian Dollar

94 – spec longs and commercial shorts retreat from record

Swiss Franc

100 – commercials flip to short

Gold

100

Silver

100

Copper

86

Crude

69

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

US_Dollar_Trend_Followers_Flip_to_Short_after_Decline__body_usd.png, US Dollar Trend Followers Flip to Short after Decline

Chart prepared by Jamie Saettele, CMT

Euro

US_Dollar_Trend_Followers_Flip_to_Short_after_Decline__body_eur.png, US Dollar Trend Followers Flip to Short after Decline

Chart prepared by Jamie Saettele, CMT

British Pound

US_Dollar_Trend_Followers_Flip_to_Short_after_Decline__body_GBP.png, US Dollar Trend Followers Flip to Short after Decline

Chart prepared by Jamie Saettele, CMT

Australian Dollar

US_Dollar_Trend_Followers_Flip_to_Short_after_Decline__body_AUD.png, US Dollar Trend Followers Flip to Short after Decline

Chart prepared by Jamie Saettele, CMT

Japanese Yen

US_Dollar_Trend_Followers_Flip_to_Short_after_Decline__body_JPY.png, US Dollar Trend Followers Flip to Short after Decline

Chart prepared by Jamie Saettele, CMT

Canadian Dollar

US_Dollar_Trend_Followers_Flip_to_Short_after_Decline__body_cad.png, US Dollar Trend Followers Flip to Short after Decline

Chart prepared by Jamie Saettele, CMT

Swiss Franc

US_Dollar_Trend_Followers_Flip_to_Short_after_Decline__body_chf.png, US Dollar Trend Followers Flip to Short after Decline

Chart prepared by Jamie Saettele, CMT

Gold

US_Dollar_Trend_Followers_Flip_to_Short_after_Decline__body_gold.png, US Dollar Trend Followers Flip to Short after Decline

Chart prepared by Jamie Saettele, CMT

Silver

US_Dollar_Trend_Followers_Flip_to_Short_after_Decline__body_silver.png, US Dollar Trend Followers Flip to Short after Decline

Chart prepared by Jamie Saettele, CMT

Copper

US_Dollar_Trend_Followers_Flip_to_Short_after_Decline__body_copper.png, US Dollar Trend Followers Flip to Short after Decline

Chart prepared by Jamie Saettele, CMT

Crude

US_Dollar_Trend_Followers_Flip_to_Short_after_Decline__body_crude.png, US Dollar Trend Followers Flip to Short after Decline

Chart prepared by Jamie Saettele, CMT

--- Written by Jamie Saettele, CMT, Senior Technical Strategist for DailyFX.com

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