Commitments of Traders positioning for 42 futures markets as reported by the CFTC for Tuesday September 17, 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), Heating Oil (bullish), Russell (bearish). NPF CS 80/20 full setups: Bitcoin (bullish), Japanese Yen (bearish), Swiss Franc (bearish), US Dollar (bullish), Crude Oil (bullish), Gasoline (bullish), Heating Oil (bullish), Russell (bearish), 2-Year Note (bearish), Live Cattle (bullish), Coffee (bearish).
| 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 | Bullish | MACD BUY | 80 | 30 | 24 | 80 | 10 | +34 | -33 | +18 | 80 | 10 | +1.42 | – |
| Crypto | Ethereum | Neutral | 78 | 30 | 28 | 76 | 29 | +30 | -23 | +0 | 76 | 40 | +1.14 | – | |
| Currencies | Australian Dollar | Neutral | MACD BUY | 41 | 57 | 76 | 47 | 81 | -9 | +0 | +36 | 47 | 32 | -0.79 | – |
| Currencies | British Pound | Neutral | EXHAUSTION | 38 | 54 | 99 | 22 | 100 | +1 | -6 | +30 | 22 | 20 | -0.82 | – |
| Currencies | Canadian Dollar | Bearish | LW MACO BULL | 34 | 63 | 92 | 46 | 91 | -57 | +56 | +58 | 46 | 96 | +0.02 | – |
| Currencies | Euro | Neutral | 53 | 40 | 71 | 46 | 85 | -24 | +18 | +49 | 46 | 72 | -0.95 | – | |
| Currencies | Japanese Yen | Bearish | EXHAUSTION | 0 | 100 | 100 | 0 | 100 | +0 | +0 | +36 | 0 | 100 | -4.05 | – |
| Currencies | Mexican Peso | Neutral | 79 | 25 | 9 | 74 | 9 | +37 | -36 | +9 | 74 | 0 | -2.68 | – | |
| Currencies | New Zealand | Neutral | EXHAUSTION | 55 | 37 | 80 | 51 | 80 | -36 | +28 | +57 | 51 | 31 | +0.01 | – |
| Currencies | Swiss Franc | Bearish | EXHAUSTION | 0 | 82 | 94 | 11 | 92 | -47 | +22 | +46 | 12 | 100 | -2.04 | – |
| Currencies | US Dollar | Bullish | STEALTH BULLMACD BUY | 100 | 16 | 5 | 100 | 0 | +52 | -47 | -7 | 100 | 0 | -1.62 | – |
| Energies | Crude Oil | Bullish | 99 | 3 | 25 | 99 | 20 | +43 | -43 | -12 | 99 | 4 | +1.03 | – | |
| Energies | Gasoline | Bullish | 99 | 7 | 1 | 98 | 2 | -1 | +7 | +1 | 98 | 15 | -1.13 | – | |
| Energies | Heating Oil | Bullish | 4-YR BUY EXTREME | 100 | 0 | 2 | 100 | 2 | +0 | -14 | -6 | 100 | 0 | +2.09 | – |
| Energies | Natural Gas | Neutral | MACD BUY | 43 | 62 | 9 | 37 | 6 | +28 | -23 | -15 | 37 | 41 | +0.90 | – |
| Equities | DOW | Bearish | 37 | 66 | 31 | 40 | 31 | -39 | +34 | +31 | 40 | 96 | +0.55 | – | |
| Equities | Nasdaq | Bearish | 19 | 80 | 42 | 24 | 41 | -15 | +36 | -32 | 24 | 80 | +0.40 | – | |
| Equities | Russell | Bearish | 2 | 97 | 72 | 5 | 57 | +2 | -3 | +31 | 5 | 97 | +1.78 | – | |
| Equities | S&P 500 | Bullish | 69 | 37 | 28 | 74 | 0 | +49 | -50 | -8 | 74 | 0 | +2.45 | – | |
| Fixed Income | 10-Year Note | Bullish | 4-YR BUY EXTREME | 100 | 0 | 97 | 100 | 97 | +34 | -18 | -3 | 100 | 0 | +1.18 | – |
| Fixed Income | 2-Year Note | Bearish | 48 | 44 | 80 | 15 | 84 | -9 | +12 | -13 | 15 | 84 | +1.08 | – | |
| Fixed Income | 30-Year Note | Neutral | 28 | 46 | 94 | 24 | 92 | +13 | -18 | -6 | 24 | 0 | +1.92 | – | |
| Fixed Income | 5-Year Note | Bullish | EXHAUSTIONMACD SELL | 89 | 12 | 87 | 83 | 90 | -11 | +12 | -13 | 83 | 50 | +1.15 | – |
| Grains | Corn | Bearish | 65 | 35 | 57 | 71 | 59 | -14 | +15 | -22 | 71 | 90 | +0.12 | – | |
| Grains | Soybean | Bullish | MACD SELL | 87 | 16 | 58 | 80 | 66 | -5 | +7 | -18 | 80 | 38 | +1.82 | – |
| Grains | Soybean Meal | Neutral | 40 | 61 | 49 | 42 | 35 | +0 | +0 | +1 | 42 | 37 | +1.03 | – | |
| Grains | Soybean Oil | Bearish | 20 | 81 | 35 | 21 | 36 | -45 | +49 | -19 | 21 | 81 | -0.31 | – | |
| Grains | Wheat | Bearish | 0 | 100 | 38 | 0 | 32 | -94 | +86 | +22 | 0 | 100 | -1.72 | – | |
| Live Stock | Feeder Cattle | Neutral | 70 | 44 | 48 | 42 | 51 | +3 | +44 | -52 | 42 | 40 | +0.89 | – | |
| Live Stock | Lean Hogs | Bearish | 0 | 100 | 36 | 0 | 38 | -90 | +88 | -10 | 0 | 75 | +0.54 | – | |
| Live Stock | Live Cattle | Bullish | 4-YR BUY EXTREME | 100 | 1 | 24 | 100 | 15 | +0 | -9 | -9 | 100 | 1 | -0.44 | – |
| Metals | Copper | Neutral | 48 | 52 | 51 | 34 | 65 | +2 | +1 | -18 | 34 | 14 | -0.63 | – | |
| Metals | Gold | Bearish | 4-YR SELL EXTREME | 0 | 100 | 64 | 0 | 49 | -26 | +30 | -36 | 0 | 100 | +0.89 | – |
| Metals | Palladium | Bearish | 65 | 39 | 23 | 77 | 35 | -27 | +35 | -67 | 77 | 100 | +0.86 | – | |
| Metals | Platinum | Bearish | STRUCTURAL BULL | 23 | 79 | 11 | 18 | 29 | -60 | +62 | -34 | 18 | 91 | -0.68 | – |
| Metals | Silver | Bearish | 33 | 83 | 37 | 0 | 70 | +4 | +9 | -22 | 0 | 83 | -1.26 | – | |
| Softs | Cocoa | Bearish | 0 | 100 | 24 | 25 | 13 | -72 | +71 | -10 | 25 | 76 | +1.89 | – | |
| Softs | Coffee | Bearish | STRUCTURAL BULL | 0 | 100 | 88 | 6 | 81 | -100 | +100 | +40 | 6 | 68 | -0.14 | – |
| Softs | Cotton | Bullish | MACD SELL | 85 | 13 | 32 | 83 | 37 | -15 | +13 | +31 | 83 | 50 | +0.14 | – |
| Softs | Lumber | Neutral | 82 | 28 | 18 | 91 | 22 | +4 | +0 | -14 | 91 | 65 | -0.08 | – | |
| Softs | Orange Juice | Bearish | 15 | 80 | 56 | 0 | 40 | -85 | +80 | -28 | 0 | 31 | +0.58 | – | |
| Softs | Sugar | Bearish | 74 | 27 | 28 | 67 | 31 | -17 | +16 | +16 | 67 | 99 | -1.21 | – | |
COT Analyzer · free weekly Commitments of Traders charts and signals · get this report by email