Latest CFTC Release dated August 16, 2011:

Week (Data for Tuesdays)

Comment

US Dollar

COT difference downtrend is bearish

Euro

British Pound

COT difference uptrend is bullish

Australian Dollar

Japanese Yen

Canadian Dollar

Swiss Franc

Gold

Volume spike at top is bearish

Silver

COT difference uptrend is bullish

Copper

COT difference downtrend is bearish

Crude

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

COTDiff - Black

Volume on bottom

US Dollar

COT082911_body_usd.png, Spike in Volume on Gold Futures Consistent with Reversal
Chart prepared by Jamie Saettele, CMT

Euro

COT082911_body_eur.png, Spike in Volume on Gold Futures Consistent with Reversal
Chart prepared by Jamie Saettele, CMT

British Pound

COT082911_body_gbp.png, Spike in Volume on Gold Futures Consistent with Reversal

Chart prepared by Jamie Saettele, CMT

Australian Dollar

COT082911_body_aud.png, Spike in Volume on Gold Futures Consistent with Reversal
Chart prepared by Jamie Saettele, CMT

Japanese Yen

COT082911_body_jpy.png, Spike in Volume on Gold Futures Consistent with Reversal
Chart prepared by Jamie Saettele, CMT

Canadian Dollar

COT082911_body_cad.png, Spike in Volume on Gold Futures Consistent with Reversal
Chart prepared by Jamie Saettele, CMT

Swiss Franc

COT082911_body_chf.png, Spike in Volume on Gold Futures Consistent with Reversal
Chart prepared by Jamie Saettele, CMT

Gold

COT082911_body_gold.png, Spike in Volume on Gold Futures Consistent with Reversal
Chart prepared by Jamie Saettele, CMT

Silver

COT082911_body_silver.png, Spike in Volume on Gold Futures Consistent with Reversal
Chart prepared by Jamie Saettele, CMT

Copper

COT082911_body_copper.png, Spike in Volume on Gold Futures Consistent with Reversal
Chart prepared by Jamie Saettele, CMT

Crude

COT082911_body_crude.png, Spike in Volume on Gold Futures Consistent with Reversal
Chart prepared by Jamie Saettele, CMT

E-Mini S&P

COT082911_body_es.png, Spike in Volume on Gold Futures Consistent with Reversal
Chart prepared by Jamie Saettele, CMT

E-Mini Nasdaq

COT082911_body_nq.png, Spike in Volume on Gold Futures Consistent with Reversal
Chart prepared by Jamie Saettele, CMT

30 Yr US Treasury Bond

COT082911_body_us.png, Spike in Volume on Gold Futures Consistent with Reversal
Chart prepared by Jamie Saettele, CMT

10 Yr US Treasury Note

COT082911_body_ty.png, Spike in Volume on Gold Futures Consistent with Reversal
Chart prepared by Jamie Saettele, CMT

2 Yr US Treasury Note

COT082911_body_tu.png, Spike in Volume on Gold Futures Consistent with Reversal
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.

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