Commitments of Traders positioning for 42 futures markets as reported by the CFTC for Tuesday November 05, 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: S&P 500 (bearish), Soybean Oil (bearish), Coffee (bullish). NPF CS 80/20 full setups: Bitcoin (bullish), Euro (bullish), Heating Oil (bullish), Natural Gas (bullish), DOW (bearish), Russell (bearish), S&P 500 (bearish), Soybean Oil (bearish), Cocoa (bearish), Coffee (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 | Bullish | 87 | 20 | 34 | 84 | 17 | -6 | +2 | +3 | 84 | 17 | +1.32 | – | |
| Crypto | Ethereum | Bearish | MACD SELL | 40 | 61 | 25 | 47 | 26 | -46 | +39 | -7 | 47 | 99 | +1.40 | – |
| Currencies | Australian Dollar | Bearish | 11 | 98 | 51 | 8 | 49 | -5 | +17 | -47 | 8 | 97 | -0.66 | – | |
| Currencies | British Pound | Neutral | 50 | 43 | 78 | 39 | 78 | +25 | -25 | -22 | 39 | 0 | -0.82 | – | |
| Currencies | Canadian Dollar | Bullish | 84 | 15 | 23 | 88 | 24 | +54 | -52 | -73 | 88 | 16 | +1.38 | – | |
| Currencies | Euro | Bullish | 89 | 12 | 14 | 87 | 19 | +35 | -29 | -48 | 87 | 19 | -1.45 | – | |
| Currencies | Japanese Yen | Neutral | 46 | 56 | 33 | 62 | 23 | +46 | -44 | -54 | 62 | 36 | -1.02 | – | |
| Currencies | Mexican Peso | Neutral | 85 | 18 | 0 | 69 | 0 | +8 | -9 | -7 | 69 | 38 | -1.85 | – | |
| Currencies | New Zealand | Neutral | 73 | 25 | 34 | 68 | 39 | +19 | -13 | -49 | 68 | 40 | +0.82 | – | |
| Currencies | Swiss Franc | Neutral | 50 | 61 | 40 | 70 | 27 | +42 | -20 | -45 | 70 | 49 | -0.43 | – | |
| Currencies | US Dollar | Bullish | 87 | 10 | 33 | 83 | 37 | -13 | -3 | +27 | 83 | 10 | -0.61 | – | |
| Energies | Crude Oil | Neutral | 73 | 35 | 0 | 70 | 1 | -21 | +23 | -11 | 70 | 41 | -0.10 | – | |
| Energies | Gasoline | Bearish | 51 | 52 | 47 | 43 | 54 | -27 | +26 | +27 | 42 | 96 | -0.83 | – | |
| Energies | Heating Oil | Bullish | 84 | 15 | 21 | 87 | 18 | -14 | +15 | +9 | 87 | 23 | +0.92 | – | |
| Energies | Natural Gas | Bullish | 89 | 8 | 11 | 80 | 9 | +40 | -52 | +11 | 80 | 10 | +2.16 | – | |
| Equities | DOW | Neutral | 26 | 65 | 93 | 12 | 100 | +1 | -4 | +17 | 12 | 74 | -0.71 | – | |
| Equities | Nasdaq | Neutral | 32 | 71 | 30 | 32 | 32 | +4 | +0 | -11 | 32 | 63 | +-0.00 | – | |
| Equities | Russell | Bearish | 15 | 83 | 88 | 14 | 85 | +15 | -17 | +1 | 14 | 79 | -0.29 | – | |
| Equities | S&P 500 | Bearish | 0 | 100 | 95 | 0 | 88 | -39 | +35 | +47 | 0 | 100 | +0.06 | – | |
| Fixed Income | 10-Year Note | Neutral | MACD SELL | 60 | 39 | 83 | 67 | 86 | -34 | +30 | -3 | 67 | 65 | -0.05 | – |
| Fixed Income | 2-Year Note | Bullish | 100 | 0 | 76 | 85 | 77 | +53 | -42 | -16 | 85 | 0 | +1.08 | – | |
| Fixed Income | 30-Year Note | Bearish | 17 | 71 | 57 | 15 | 48 | -25 | +40 | -37 | 15 | 83 | +2.15 | – | |
| Fixed Income | 5-Year Note | Bullish | MACD BUY4-YR BUY EXTREME | 100 | 0 | 70 | 100 | 76 | +20 | -15 | -28 | 100 | 0 | +0.86 | – |
| Grains | Corn | Bearish | 0 | 96 | 37 | 5 | 53 | -65 | +61 | -20 | 5 | 100 | +1.83 | – | |
| Grains | Soybean | Neutral | 73 | 28 | 63 | 68 | 70 | -3 | +2 | +8 | 68 | 72 | +1.49 | – | |
| Grains | Soybean Meal | Neutral | MACD BUY | 71 | 27 | 77 | 76 | 50 | +44 | -45 | -3 | 76 | 5 | +2.00 | – |
| Grains | Soybean Oil | Bearish | 0 | 100 | 100 | 0 | 97 | +0 | +0 | +45 | 0 | 100 | -0.14 | – | |
| Grains | Wheat | Neutral | MACD BUY | 76 | 38 | 21 | 61 | 36 | +76 | -62 | -40 | 61 | 56 | +1.87 | – |
| Live Stock | Feeder Cattle | Bearish | 0 | 100 | 6 | 0 | 7 | +0 | +7 | -26 | 0 | 100 | -0.26 | – | |
| Live Stock | Lean Hogs | Bearish | 0 | 100 | 0 | 0 | 9 | +0 | +0 | -41 | 0 | 100 | +1.90 | – | |
| Live Stock | Live Cattle | Bearish | 6 | 94 | 3 | 9 | 9 | -80 | +75 | +2 | 9 | 94 | +1.81 | – | |
| Metals | Copper | Neutral | 41 | 55 | 80 | 32 | 86 | +5 | -9 | +26 | 32 | 36 | +0.65 | – | |
| Metals | Gold | Neutral | MACRO BEAR SETUP | 50 | 48 | 64 | 60 | 35 | +50 | -52 | +14 | 60 | 22 | +0.96 | – |
| Metals | Palladium | Bearish | 39 | 58 | 85 | 54 | 65 | -23 | +17 | +47 | 54 | 89 | +0.75 | – | |
| Metals | Platinum | Bearish | 18 | 81 | 45 | 21 | 41 | +16 | -19 | +43 | 21 | 81 | +1.21 | – | |
| Metals | Silver | Neutral | MACD BUY | 48 | 40 | 38 | 53 | 50 | +35 | -60 | +14 | 53 | 40 | -0.22 | – |
| Softs | Cocoa | Neutral | 48 | 49 | 87 | 0 | 100 | +48 | -51 | +43 | 0 | 54 | -1.96 | – | |
| Softs | Coffee | Bullish | 100 | 4 | 0 | 100 | 0 | +97 | -82 | -100 | 100 | 36 | +1.19 | – | |
| Softs | Cotton | Neutral | 77 | 23 | 23 | 74 | 27 | -2 | +3 | -11 | 74 | 87 | +1.21 | – | |
| Softs | Lumber | Bearish | 42 | 57 | 43 | 41 | 53 | -30 | +21 | +20 | 41 | 100 | -0.92 | – | |
| Softs | Orange Juice | Neutral | 34 | 61 | 41 | 36 | 38 | -19 | -39 | +41 | 36 | 77 | +0.23 | – | |
| Softs | Sugar | Neutral | 64 | 29 | 69 | 60 | 76 | +8 | -13 | +17 | 60 | 53 | +0.15 | – | |
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