Commitments of Traders positioning for 42 futures markets as reported by the CFTC for Tuesday September 10, 2024: Commercial and Speculator positioning indexes on raw and OI-normalized bases, index momentum, WILLCO, sentiment and open-interest readings, with each model's setup verdict.
Raw CLS 95/5 full setups: Japanese Yen (bearish), Russell (bearish), Cotton (bullish). NPF CS 80/20 full setups: Australian Dollar (bearish), British Pound (bearish), Japanese Yen (bearish), Swiss Franc (bearish), Gasoline (bullish), Heating Oil (bullish), Nasdaq (bearish), Russell (bearish), 2-Year Note (bearish), 30-Year Note (bearish), Cotton (bullish).
| Positioning · Raw CLS 95/5 | Positioning · NPF CS 80/20 | Index Momentum | Friction & Flow | Open Interest | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Asset Class | Asset | Tape Bias | Signals | Comm Index | Lrg Index | Sml Index | Comm Index | Sml Index | Comm Move | Lrg Move | Sml Move | WILLCO | Inst Sentiment | OI Z | Max Pain Pull |
| Crypto | Bitcoin | Neutral | 67 | 44 | 14 | 73 | 5 | -6 | +15 | -37 | 73 | 47 | +1.03 | – | |
| Crypto | Ethereum | Neutral | MACD BUY | 75 | 36 | 14 | 75 | 18 | +20 | -5 | -34 | 75 | 53 | +0.76 | – |
| Currencies | Australian Dollar | Neutral | 21 | 79 | 85 | 20 | 82 | -21 | +15 | +36 | 20 | 67 | +1.35 | – | |
| Currencies | British Pound | Neutral | MACRO BEAR SETUP | 24 | 70 | 100 | 19 | 100 | +8 | -12 | +15 | 19 | 56 | +1.17 | – |
| Currencies | Canadian Dollar | Bearish | LW MACO BULL | 33 | 65 | 74 | 46 | 72 | -67 | +65 | +61 | 46 | 100 | -0.02 | – |
| Currencies | Euro | Bearish | 49 | 46 | 65 | 46 | 67 | -36 | +32 | +46 | 46 | 83 | +0.40 | – | |
| Currencies | Japanese Yen | Bearish | 0 | 100 | 100 | 0 | 100 | -17 | +14 | +54 | 0 | 100 | +3.11 | – | |
| Currencies | Mexican Peso | Neutral | 67 | 37 | 0 | 60 | 2 | +27 | -26 | +0 | 60 | 0 | -1.33 | – | |
| Currencies | New Zealand | Neutral | EXHAUSTION | 55 | 35 | 100 | 51 | 89 | -26 | +16 | +79 | 51 | 28 | +1.28 | – |
| Currencies | Swiss Franc | Bearish | 12 | 65 | 100 | 0 | 100 | -61 | +32 | +70 | 0 | 100 | -0.32 | – | |
| Currencies | US Dollar | Bearish | 14 | 98 | 0 | 42 | 0 | -33 | +39 | -41 | 42 | 100 | +1.79 | – | |
| Energies | Crude Oil | Bullish | 4-YR BUY EXTREMESTRUCTURAL BEAR | 100 | 0 | 33 | 100 | 29 | +55 | -55 | -25 | 100 | 0 | +0.94 | – |
| Energies | Gasoline | Bullish | 4-YR BUY EXTREME | 100 | 6 | 1 | 100 | 3 | +0 | +6 | +1 | 100 | 12 | -0.94 | – |
| Energies | Heating Oil | Bullish | 4-YR BUY EXTREME | 100 | 0 | 10 | 100 | 9 | +4 | -31 | +4 | 100 | 0 | +1.88 | – |
| Energies | Natural Gas | Neutral | 41 | 64 | 7 | 35 | 4 | +8 | -5 | -12 | 35 | 46 | +1.02 | – | |
| Equities | DOW | Neutral | 66 | 38 | 23 | 63 | 26 | +28 | -18 | -50 | 63 | 55 | -0.93 | – | |
| Equities | Nasdaq | Bearish | 7 | 99 | 34 | 9 | 36 | -38 | +77 | -66 | 9 | 99 | +0.01 | – | |
| Equities | Russell | Bearish | 0 | 100 | 64 | 0 | 64 | -46 | +54 | -36 | 0 | 100 | -0.63 | – | |
| Equities | S&P 500 | Neutral | 53 | 57 | 7 | 56 | 0 | +34 | -23 | -74 | 56 | 37 | +0.13 | – | |
| Fixed Income | 10-Year Note | Bullish | 4-YR BUY EXTREME | 100 | 2 | 86 | 100 | 88 | +35 | -22 | -3 | 100 | 2 | +0.83 | – |
| Fixed Income | 2-Year Note | Bearish | 46 | 45 | 79 | 12 | 83 | -9 | +13 | -21 | 12 | 91 | +1.13 | – | |
| Fixed Income | 30-Year Note | Neutral | MACD BUY | 15 | 62 | 87 | 13 | 87 | +3 | -6 | -13 | 13 | 0 | +1.82 | – |
| Fixed Income | 5-Year Note | Bullish | 4-YR BUY EXTREME | 100 | 1 | 94 | 100 | 97 | +4 | +1 | -6 | 100 | 5 | +1.12 | – |
| Grains | Corn | Bearish | 63 | 38 | 48 | 69 | 47 | -26 | +29 | -42 | 69 | 100 | -0.35 | – | |
| Grains | Soybean | Bullish | BEAR TREND | 90 | 13 | 50 | 84 | 59 | -3 | +6 | -34 | 84 | 25 | +1.56 | – |
| Grains | Soybean Meal | Neutral | 42 | 58 | 51 | 43 | 40 | -2 | +0 | +23 | 43 | 28 | +0.61 | – | |
| Grains | Soybean Oil | Bearish | 16 | 86 | 25 | 17 | 26 | -33 | +39 | -40 | 17 | 86 | -1.19 | – | |
| Grains | Wheat | Bearish | MACD SELL | 0 | 100 | 0 | 0 | 0 | -100 | +96 | -39 | 0 | 94 | -2.02 | – |
| Live Stock | Feeder Cattle | Neutral | 67 | 27 | 73 | 54 | 73 | -12 | +27 | -27 | 54 | 18 | +0.15 | – | |
| Live Stock | Lean Hogs | Bearish | MACD SELL | 26 | 87 | 0 | 29 | 0 | -67 | +78 | -54 | 29 | 51 | -0.44 | – |
| Live Stock | Live Cattle | Bullish | 90 | 9 | 32 | 91 | 23 | +62 | -86 | +32 | 91 | 9 | -0.44 | – | |
| Metals | Copper | Neutral | 55 | 45 | 49 | 43 | 63 | +15 | -11 | -36 | 43 | 0 | -0.66 | – | |
| Metals | Gold | Bearish | 15 | 87 | 59 | 8 | 52 | -8 | +12 | -22 | 8 | 80 | +0.16 | – | |
| Metals | Palladium | Bullish | LW MACO BULLMACD SELL | 87 | 17 | 31 | 87 | 39 | -3 | +12 | -69 | 87 | 67 | +1.43 | – |
| Metals | Platinum | Neutral | 71 | 33 | 51 | 72 | 57 | +14 | -3 | -19 | 72 | 33 | +0.18 | – | |
| Metals | Silver | Neutral | 100 | 0 | 25 | 33 | 69 | +74 | -75 | -39 | 33 | 0 | -2.10 | – | |
| Softs | Cocoa | Neutral | 25 | 76 | 36 | 23 | 35 | -8 | +14 | -21 | 23 | 52 | +0.39 | – | |
| Softs | Coffee | Neutral | 65 | 37 | 52 | 21 | 61 | -35 | +37 | +52 | 21 | 27 | -0.73 | – | |
| Softs | Cotton | Bullish | 4-YR BUY EXTREME | 100 | 0 | 0 | 100 | 2 | +0 | +0 | -4 | 100 | 0 | +0.04 | – |
| Softs | Lumber | Neutral | LW MACO BULL | 81 | 28 | 20 | 89 | 24 | -3 | +5 | -11 | 89 | 66 | +0.03 | – |
| Softs | Orange Juice | Bearish | STRUCTURAL BULL | 19 | 88 | 67 | 51 | 38 | -81 | +88 | +18 | 51 | 34 | +1.56 | – |
| Softs | Sugar | Bearish | 78 | 24 | 22 | 74 | 23 | -9 | +10 | +5 | 74 | 88 | -0.43 | – | |
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