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  • #281
  • Mar 24, 2014 5:23am Mar 24, 2014 5:23am
Quoting Naokia980
{quote} Is this release published after Fomc statement? I say, because,netusd position decreased 93%?! How? What do you think?
Hi Naokia980,

As I see, Connected has already answered your question. He is right, cot reports issued on Fridays show the situation from the previous Tuesday.

All the best,
Dunstan
  • #282
  • Mar 24, 2014 5:24am Mar 24, 2014 5:24am
Hi everyone,

The latest Commitments of Traders review is out.

Japanese Yen
COT Change (52W) / C – 46%, LS – 44%, SS - 38% /
The large change (largest change size in the last 52 weeks) may easily push prices a bit lower, but in the medium to longer term, if the bullish cot extreme from last year holds, prices should further rally.

Lumber
COT Extreme / C – 268, LS – 274 report COT extreme /
The cot extreme we have now in Lumber supports the continuation of the rally that is present.

Coffee
COT Extreme / C – 187, LS – 187 report COT extreme /
“The bearish cot extreme is becoming larger very fast which warns us to be careful about further buying… “ After last week’s price actions, it seems that my warning a week ago was meaningful. Although we have space left for the extreme to become larger, the speed of the rally and the widening of the extreme parallel to it makes you cautious. I can’t tell what is go’na happen to Coffer now, because both sides have their reasons… I mean if Bears win, and prices continue last week’s decline, we may start thinking that the rally is over, but if Bulls turn out to be stronger, prices shift back into rally mode, we know that the extreme can get larger, thus we can look at last week’s decline as only a bit of reaction in the market.

All the best,
Dunstan

the original COT report

COT charts
Attached Image(s) (click to enlarge)
Click to Enlarge Name: Report11_Coffee.png Size: 249 KB
Click to Enlarge Name: Report11_Lumber.png Size: 253 KB
Click to Enlarge Name: Report11_JPY.png Size: 229 KB
  • #283
  • Mar 25, 2014 4:52am Mar 25, 2014 4:52am
Quoting Dunstan
{quote} Hi ProsteJa, I’m glad you joined the thread, thanks for the kind words I think it is important to be aware of all major players of the market, not only one. Generally speaking, Large Speculators are great in determining the main trend (see # Post 15), while Small Speculators extremes are great signals too (when they are too optimistic or pessimistic about a market – they are usually on the wrong side of the market). All the best, Dunstan
You are right Dunstan, I had no idea that COT can be used in this way. I have to learn a lot from you. Thank you for posting your analysis.
Lose small, win BIG
  • #284
  • Mar 26, 2014 5:01am Mar 26, 2014 5:01am
Quoting ProsteJa
{quote} You are right Dunstan, I had no idea that COT can be used in this way. I have to learn a lot from you. Thank you for posting your analysis.
No problem, my pleasure Just let me know if you have any question!

All the best,
Dunstan
  • #285
  • Mar 28, 2014 8:37pm Mar 28, 2014 8:37pm
Copper showing some very bullish COT signals
Manufacturing data coming from China next week, could set copper alight if the data is positive

Commercials are close to extreme longs, big speccies showing divergence with PA
Attached Image (click to enlarge)
Click to Enlarge Name: coppercot2903.png Size: 47 KB
si hoc legere scis nimium eruditionis habes
  • #286
  • Mar 31, 2014 5:55am Mar 31, 2014 5:55am
Hi everyone,

The latest Commitments of Traders review is out.

Nasdaq-100
COT Change (52W) / C – 44%, LS –39%, SS - 12% /
COT change signals – in my experience – were successful signals many times in indexes. The large change in Traders positions in this recent cot report could be again another good signal (bullish of course). The cot extreme of course is pointing in the other direction, so any bullish trades should be taken carefully.

Feeder Cattle
COT Extreme / C – 20, LS – 103, SS - 105 report COT extreme /
The cot extreme is becoming significant, we should start expecting a top soon… on the other hand, this extreme can grow further, volume and open interest scores are supporting the rise.

Wheat
COT Extreme / C - 67, LS – 67 report COT extreme /
Similarly to FC, the extreme is large, but there is no reason to think that prices can’t go further UP --> In the last 5 years, we have had two larger extremes that were capable of ending rallies. I would say that the bullish cot extreme from the end of last year (that started the recent rally) is still in place.

All the best,
Dunstan

the original COT report


COT charts
Attached Image(s) (click to enlarge)
Click to Enlarge Name: Report12_Wheat.png Size: 276 KB
Click to Enlarge Name: Report12_Feeder Cattle.png Size: 226 KB
Click to Enlarge Name: Report12_Nasdaq-100.png Size: 179 KB
  • #287
  • Apr 7, 2014 8:17am Apr 7, 2014 8:17am
Hi everyone,

The latest Commitments of Traders review is out.

Japanese Yen
COT Change (52W) / C – 25%, LS –23%, SS - 25% /
Both major cot signals, the cot change in the recent report and the cot extreme a few months ago indicate higher prices for the future.

Feeder Cattle
COT Extreme / C – 103, LS – 104, SS - 107 report COT extreme /
While the extreme has grown larger since last week, volume and open interest scores are not that supportive anymore for the rise in prices. We are expecting a top soon…

Wheat
COT Extreme / C - 69, LS – 68 report COT extreme /
If last week’s decline continuous this week, then we may need to assume that we’ve reached a relative bearish cot extreme – similar to the one from the end of last year – which could push prices down, even below 550. Since we are approx. 25.000 contracts away from All Time extreme levels (both for LS and C), it’s not that easy to determine what the case is… is this a relative extreme (if so, prices will most probably fall), or the extreme will become larger in the next few weeks.

All the best,
Dunstan

the original COT report


COT charts
Attached Image(s) (click to enlarge)
Click to Enlarge Name: Report13_Wheat.png Size: 270 KB
Click to Enlarge Name: Report13_Feeder Catlle.png Size: 220 KB
Click to Enlarge Name: Report13_JPY.png Size: 252 KB
  • #288
  • Apr 14, 2014 3:53am Apr 14, 2014 3:53am
Hi everyone,

The latest Commitments of Traders review is out.

Nasdaq-100
COT Change (52W) / C – 23%, LS –38%, SS - 36% /
COT Extreme / SS – All Time COT extreme /
The cot change signal (in case of Commercials and Large Speculators only) is bullish, but on the other hand we’ve got the major cot extreme (became all time in SS just now), which is bearish. It’s pretty hard to tell now, whether prices will continue their decline or as they’ve done it many times during the last 5 years, bounce back upwards.

British Pound
COT Extreme / C – 163, LS – 164 report COT extreme /
I think we’ve got a great trading opportunity: The cot extreme signal is clear and visible, while trading wise we’ve reached an important resistance level, where we can easily construct a good risk/reward trade!

Rough Rice
COT Extreme / C - 101, LS – 130 report COT extreme /
On a shorter time frame (let’s say 2-3 years), we may be looking at the market as good shorting opportunity. If we take the time to have a look at a longer time horizon, we can see that actually Traders are far away from their bearish extremes. Of course in the near term, we may witness a bit of a drop in prices, but I don’t think we should expect any major and especially long lasting price falls.

All the best,
Dunstan

the original COT report

COT charts
Attached Image(s) (click to enlarge)
Click to Enlarge Name: Report14_Rough Rice.png Size: 220 KB
Click to Enlarge Name: Report14_GBP.png Size: 279 KB
Click to Enlarge Name: Report14_Nasdaq-100.png Size: 217 KB
  • #289
  • Apr 23, 2014 5:11am Apr 23, 2014 5:11am
Hi everyone,

The latest Commitments of Traders review is out.

RBOB Gasoline
COT Change (52W) / C – 25%, LS –32% /
Both the cot change signal now and the level of cot extreme in the market suggest prices should fall. All Traders are getting pretty close to their all time cot extreme (C and LS are approx. 25.000 contracts away).

British Pound
COT Extreme / C – 350, LS – 164 report COT extreme /
The extreme has widened, prices were unable to drastically strengthen, so I think last week’s comments are still valid.

Feeder Cattle
COT Extreme / LS - 108, SS – 109 report COT extreme /
Looking at the charts it’s difficult to believe that prices can go any higher, but if we examine the cot data, we can find that there were larger extremes in the past, we have not reached all time cot extreme levels yet! I’m not saying that prices will definitely go much higher, the picture is pretty obvious, but there’s still space left for all major participants to reach their greatest extremes.

All the best,
Dunstan

the original COT report

COT charts
Attached Image(s) (click to enlarge)
Click to Enlarge Name: Report15_Feeder Cattle.png Size: 221 KB
Click to Enlarge Name: Report15_GBP.png Size: 281 KB
Click to Enlarge Name: Report15_Gasoline.png Size: 247 KB
  • #290
  • Apr 27, 2014 8:07am Apr 27, 2014 8:07am
Hi everyone,

The latest Commitments of Traders review is out.

Soybeans
COT Change (52W) / C – 19%, LS –17% /
The cot change signal is present, although not that large. It is bullish. We haven’t got a significant cot extreme, so there’s not too much supporting information from the cot data this week.

Russel-2000
COT Extreme / C – 94, LS – 94 report COT extreme /
Interestingly, we are starting to see more bullish cot extreme in indexes these days, even though prices are pretty high! This is supporting the continuation of the rally.

RBOB Gasoline
COT Extreme / C – 58, LS - 54, SS – 60 report COT extreme /
The cot extreme is becoming larger week by week. It is of course bearish, but it can become larger than now (just look at the 5 years chart and see for yourself).

All the best,
Dunstan

the original COT report

COT charts
Attached Image(s) (click to enlarge)
Click to Enlarge Name: Report16_RBOB Gasoline.png Size: 247 KB
Click to Enlarge Name: Report16_Russel-2000.png Size: 249 KB
Click to Enlarge Name: Report16_Soybeans.png Size: 232 KB
  • #291
  • May 5, 2014 5:25am May 5, 2014 5:25am
Hi everyone,

Although I could not find the newest commitment of traders review on cotbase.com, I’ll update the post anyway with some interesting markets:

Wheat
COT Change (52W) / C – 18%, LS –19% /
COT Extreme / C – 75, LS - 75 report COT extreme /
Both, the cot change signal and the cot extreme indicate that prices may not be able to continue (at least for too long) their current rise. The change in Traders positions was much larger than the average, so already in the near term, I expect a bit of a decline. In the medium term, prices may go up higher, but if you open a 5 years chart, you will see clearly that the extreme is becoming significant, thus we should be cautious with further buying.

Coffee
COT Extreme / C – 195, LS – 193 report COT extreme /
The cot extreme is once again very large in coffee, this time it is of course a bearish cot extreme signal. Will prices top out soon, I can’ tell, but there’s a chance that prices will further rise. If you look at what happened back in 2010 when the cot extreme reached such levels, you can see that price reaction came only months afterwards.

Soybeans
COT Extreme / SS – 200 report COT extreme /
Interestingly, there’s not too much to talk about if we analyze only Commercials and Large Specs activity… but if we take the time to have a look at the smaller players of the market, we will see that they ARE pretty extreme in the market, they are VERY bearish… and we know what that means --> bullish signal.

All the best,
Dunstan

the original COT report

COT charts
Attached Image(s) (click to enlarge)
Click to Enlarge Name: Report17_Soybeans.png Size: 232 KB
Click to Enlarge Name: Report17_Coffee.png Size: 232 KB
Click to Enlarge Name: Report17_Wheat.png Size: 270 KB
  • #292
  • May 12, 2014 3:46am May 12, 2014 3:46am
Hi everyone,

The latest Commitments of Traders review is out.

S&P-500
COT Change (52W) / C – 25%, LS –17% /
It looks like the rally can continue… The bullish cot change signals accompanied by no real bearish cot extremes paint the picture bullish in indexes.

RBOB Gasoline
COT Change (52W) / C – 22%, LS –25% /
The bullish cot change signal we have in Gasoline may be able to take prices a bit higher in the short term, but if we look at the cot extreme situation, you will see that the chances of further declining prices (after the last two weeks) are higher.

Wheat
COT Extreme / C – 76, LS - 76 report COT extreme /
The cot extreme is getting larger and larger week by week. I do not think that the rally can continue for too long anymore, I’m expecting prices to reach a top soon.

All the best,
Dunstan

the original COT report

COT charts
Attached Image(s) (click to enlarge)
Click to Enlarge Name: Report18_Wheat.png Size: 274 KB
Click to Enlarge Name: Report18_RBOB Gasoline.png Size: 248 KB
Click to Enlarge Name: Report18_S&P-500.png Size: 199 KB
  • #293
  • May 19, 2014 3:40am May 19, 2014 3:40am
Hi everyone,

The latest Commitments of Traders review is out.

Euro
COT Change (52W) / C – 20%, LS –22% /
The last major cot extreme that we has in Euro was the bullish all time cot extreme back in 2012. I believe that it is still in effect and prices are more likely to continue their rise for now. The cot change signal also signals rising prices.

Dow Jones-30
COT Change (52W) / C – 19%, LS – 27%, SS – 22% /
COT Index (3yr.) / C – 75%, LS – 40%, SS – 0% /
It is pretty interesting to see such a cot report at these price levels: we are closer to bullish cot extreme levels than bearish levels!! Ok, the cot change signal is bearish this week, but we know that if it will affect prices, only in the near term. The general picture, at least the one that is painted by the cot report, suggests that prices can rally even further!

Wheat
COT Extreme / LS - 77 report COT extreme /
It seems that my feeling last week was good: we may have reached a top in Wheat. The cot extreme is large enough already, so the chances are a bit larger for declining prices.

All the best,
Dunstan

the original COT report

COT charts
Attached Image(s) (click to enlarge)
Click to Enlarge Name: Report19_Wheat.png Size: 270 KB
Click to Enlarge Name: Report19_Dow Jones-30.png Size: 241 KB
Click to Enlarge Name: Report19_Euro.png Size: 249 KB
  • #294
  • May 26, 2014 4:54am May 26, 2014 4:54am
Hi everyone,

The latest Commitments of Traders review is out.

S&P-500
COT Change (52W) / C – 32%, LS –38% /
The cot change IS large (bullish cot signal) and we have no bearish cot extreme, on the contrary, in some of the indexes, we are seeing more of a bullish extreme! Conclusion: although cot analysis may not be the most effective in indexes, analyzing the report, I think the rally is not over.

Japanese Yen
COT Change (52W) / C – 18%, LS – 12%, SS – 35% /
The 18% in Commercials and the 12% in Large Specs (changes) wouldn’t be in my opinion something to talk about, but the 35% in Small Specs is a significant change. It is of course a bearish cot signal, so I’m expecting a bit of a decline in the near term. The cot data on the wider time horizon says that prices can continue their rise, at least the last major cot extreme signal was bullish (at the end of last year). It is still in place, until prices go below the last bottom, which would result in a widening cot extreme.

Platinum
COT Extreme / C – 64, LS - 64 report COT extreme /
The bearish extreme is widening, while prices are rallying. I think there is still some time left, before we reach the next top, and it would be nice to see small speculators reaching an extreme also (above 6000 contracts net long).

All the best,
Dunstan

the original COT report

COT charts
Attached Image(s) (click to enlarge)
Click to Enlarge Name: Report20_Platinum.png Size: 222 KB
Click to Enlarge Name: Report20_JPY.png Size: 251 KB
Click to Enlarge Name: Report20_S&P.png Size: 242 KB
  • #295
  • May 26, 2014 9:54pm May 26, 2014 9:54pm
do you think Vol and OI are useful ,
VOl score is -5 OI score is 8 in the S$P500,what does this mean and how to use it

would you please analysis currencies in COT report

sorry for my english

thank you
  • #296
  • Jun 2, 2014 4:02am Jun 2, 2014 4:02am
Quoting guo383236727
do you think Vol and OI are useful , VOl score is -5 OI score is 8 in the S$P500,what does this mean and how to use it would you please analysis currencies in COT report sorry for my english thank you
Hi,

Volume and Open Interest Analysis --> here you can have a look at it!
The image attached should also help you understand how it works.

All the best,
Dunstan
Attached Image (click to enlarge)
Click to Enlarge Name: voloi.png Size: 76 KB
  • #297
  • Jun 2, 2014 4:51am Jun 2, 2014 4:51am
Hi everyone,

The latest Commitments of Traders review is out.

Dow Jones-30
COT Change (52W) / C – 22%, LS –22% /
The larger than average cot change may cause a little decline, but the I’d say it is the extreme that causes me to think: the rally isn’t over yet!

Mexican Peso
COT Extreme / C – 51, LS - 51 report COT extreme /
The bullish cot extreme in the beginning of this year has stopped the decline in prices. There is plenty of space for Traders to build up larger positions --> the rally should continue.

Euro
COT Extreme / C – 44, LS - 43 report COT extreme /
Until we reach a significant bearish cot extreme I would say that prices can go higher. I would expect the trend to change when LS reach 100.000 contracts (or above) net long, C reach 100.000 contracts net short (or below) net short.

All the best,
Dunstan

the original COT report

COT charts
Attached Image(s) (click to enlarge)
Click to Enlarge Name: Report21_EUR.png Size: 255 KB
Click to Enlarge Name: Report21_MXP.png Size: 264 KB
Click to Enlarge Name: Report21_Dow Jones-30.png Size: 246 KB
  • #298
  • Jun 9, 2014 1:26pm Jun 9, 2014 1:26pm
Hi everyone,

The latest Commitments of Traders review is out.

Japanese Yen
COT Change (52W) / C – 23%, LS – 17%, SS - 37 /
The larger change suggests that prices may rally in the next few days and since the last major cot extreme is also a bullish signal, the longer term picture also looks brighter for the Japanese yen.

Silver
COT Extreme / C – 43, LS - 581 report COT extreme /
Large Speculators have reached an extreme that we haven’t seen since 2003! It is an unquestionable bullish signal and luckily at a level where the Risk/Reward of the trade seems pretty decent!

Australian Dollar
COT Extreme / C – 56, LS - 56 report COT extreme /
We may talk about a relative bearish cot extreme, not more… of course as the last example shows, such extremes may also influence prices, but looking at the chart, there is no question that there could be much greater extremes ahead of us.

All the best,
Dunstan

the original COT report

COT charts
Attached Image(s) (click to enlarge)
Click to Enlarge Name: Report22_AUD.png Size: 261 KB
Click to Enlarge Name: Report22_Silver.png Size: 236 KB
Click to Enlarge Name: Report22_JPY.png Size: 251 KB
  • #299
  • Jun 9, 2014 1:42pm Jun 9, 2014 1:42pm
Quoting Dunstan
Hi everyone, The latest Commitments of Traders review is out. Japanese Yen COT Change (52W) / C – 23%, LS – 17%, SS - 37 / The larger change suggests that prices may rally in the next few days and since the last major cot extreme is also a bullish signal, the longer term picture also looks brighter for the Japanese yen. Silver COT Extreme / C – 43, LS - 581 report COT extreme / Large Speculators have reached an extreme that we haven’t seen since 2003! It is an unquestionable bullish signal and luckily at...
You mean JPY pair will rally or JPY will strengthen and lead to JPY crosses to be sell
Learn to Trade is Important. Keep your bias & ego aside.
  • #300
  • Jun 9, 2014 1:47pm Jun 9, 2014 1:47pm
Quoting chaosbun
{quote} You mean JPY pair will rally or JPY will strengthen and lead to JPY crosses to be sell
I meant that JPY will likely rise against USD.

All the best,
Dunstan
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