Australian Dollar-Divergence with COT Positioning and Price

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Jamie Saettele, CMT

Fri, Sep 11, 2015, 7:52 AM

DailyFX.com -

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Latest CFTC Release dated September 1, 2015:

Week (Data for Tuesdays)	52 week Percentile
US Dollar	18
Euro	100
British Pound	71
Australian Dollar	10
Japanese Yen	98
Canadian Dollar	10
Swiss Franc	45
Mexican Peso	8
Gold	29
Silver	39
Copper	61
Crude	6

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 52 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 52 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. 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

US Dollar