Commitments of Traders positioning for 42 futures markets as reported by the CFTC for Tuesday November 26, 2024: Commercial, Non-Commercial and Non-Reportable positioning indexes on raw and OI-normalized bases, index momentum, WILLCO, sentiment and open-interest readings, with each model's setup verdict.
Raw 3-leg 95/5 full setups: Mexican Peso (bullish), Orange Juice (bearish). NPF 2-leg 80/20 full setups: Mexican Peso (bullish), Swiss Franc (bullish), Heating Oil (bullish), Natural Gas (bullish), Russell (bearish), Orange Juice (bearish).
| Positioning · Raw 3-leg 95/5 | Positioning · NPF 2-leg 80/20 | Index Momentum | Friction & Flow | Open Interest | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Asset Class | Asset | Tape Bias | Signals | Comm Index | NonComm Index | NonRept Index | Comm Index | NonRept Index | Comm Move | NonComm Move | NonRept Move | WILLCO | NonComm Sentiment | OI Z | Max Pain Pull |
| Crypto | Bitcoin | Neutral | 76 | 25 | 49 | 77 | 18 | -24 | +15 | +22 | 77 | 36 | +2.27 | – | |
| Crypto | Ethereum | Neutral | MACD SELL | 47 | 43 | 61 | 57 | 35 | -27 | +17 | +13 | 57 | 56 | +4.67 | – |
| Currencies | Australian Dollar | Bearish | MACD BUY | 14 | 99 | 38 | 12 | 33 | +7 | +9 | -61 | 12 | 98 | -0.37 | – |
| Currencies | British Pound | Neutral | 72 | 30 | 18 | 67 | 18 | +44 | -37 | -70 | 67 | 0 | -0.06 | – | |
| Currencies | Canadian Dollar | Neutral | 69 | 32 | 29 | 74 | 25 | +18 | -14 | -15 | 74 | 25 | +0.81 | – | |
| Currencies | Euro | Bullish | 4-YR BUY EXTREME | 100 | 0 | 20 | 100 | 25 | +19 | -14 | -20 | 100 | 0 | -0.97 | – |
| Currencies | Japanese Yen | Neutral | 37 | 65 | 42 | 50 | 33 | +22 | -22 | -12 | 50 | 32 | -0.55 | – | |
| Currencies | Mexican Peso | Bullish | MACD BUY | 100 | 0 | 2 | 100 | 4 | +13 | -13 | -6 | 100 | 0 | -1.70 | – |
| Currencies | New Zealand | Bullish | 4-YR BUY EXTREME | 100 | 0 | 7 | 88 | 26 | +46 | -40 | -64 | 88 | 0 | +2.41 | – |
| Currencies | Swiss Franc | Bullish | 84 | 31 | 8 | 99 | 7 | +55 | -41 | -62 | 99 | 0 | +0.44 | – | |
| Currencies | US Dollar | Bullish | 96 | 0 | 50 | 91 | 51 | -4 | +0 | +30 | 91 | 0 | +0.34 | – | |
| Energies | Crude Oil | Neutral | MACD SELL | 75 | 38 | 0 | 72 | 0 | +3 | +10 | -45 | 72 | 66 | -0.27 | – |
| Energies | Gasoline | Bearish | 35 | 72 | 40 | 24 | 46 | -13 | +17 | -8 | 24 | 100 | -0.93 | – | |
| Energies | Heating Oil | Bullish | 4-YR BUY EXTREME | 100 | 0 | 15 | 100 | 13 | +16 | -17 | -2 | 100 | 0 | +0.30 | – |
| Energies | Natural Gas | Bullish | 91 | 11 | 0 | 93 | 0 | -3 | -3 | -11 | 93 | 15 | +1.16 | – | |
| Equities | DOW | Neutral | 40 | 61 | 34 | 29 | 33 | +7 | -3 | -32 | 29 | 68 | -0.56 | – | |
| Equities | Nasdaq | Bearish | MACD SELL | 26 | 81 | 19 | 32 | 23 | -44 | +53 | -8 | 32 | 73 | +1.02 | – |
| Equities | Russell | Neutral | MACD BUY | 16 | 72 | 100 | 17 | 100 | +16 | -28 | +29 | 17 | 46 | +1.25 | – |
| Equities | S&P 500 | Neutral | 59 | 19 | 100 | 62 | 100 | +32 | -58 | +41 | 62 | 19 | +0.80 | – | |
| Fixed Income | 10-Year Note | Neutral | 83 | 26 | 65 | 84 | 67 | +17 | -7 | -20 | 84 | 66 | +1.08 | – | |
| Fixed Income | 2-Year Note | Neutral | 72 | 25 | 73 | 48 | 74 | -9 | +12 | -15 | 48 | 50 | +0.94 | – | |
| Fixed Income | 30-Year Note | Neutral | 20 | 68 | 56 | 18 | 48 | +1 | +5 | -17 | 18 | 76 | +1.82 | – | |
| Fixed Income | 5-Year Note | Bullish | 83 | 15 | 59 | 90 | 65 | -14 | +6 | -18 | 90 | 50 | +0.90 | – | |
| Grains | Corn | Bearish | 7 | 91 | 41 | 5 | 51 | -47 | +43 | +8 | 5 | 88 | +0.78 | – | |
| Grains | Soybean | Neutral | 77 | 23 | 67 | 70 | 76 | +8 | -11 | +30 | 70 | 59 | +2.10 | – | |
| Grains | Soybean Meal | Bullish | 100 | 0 | 70 | 100 | 45 | +70 | -67 | -24 | 100 | 0 | +1.43 | – | |
| Grains | Soybean Oil | Neutral | 38 | 64 | 27 | 37 | 29 | +35 | -31 | -38 | 37 | 58 | -0.11 | – | |
| Grains | Wheat | Bullish | 100 | 0 | 62 | 100 | 64 | +81 | -78 | -7 | 100 | 0 | +0.08 | – | |
| Live Stock | Feeder Cattle | Bearish | 0 | 100 | 0 | 0 | 0 | +0 | +0 | +0 | 0 | 100 | +2.53 | – | |
| Live Stock | Lean Hogs | Bearish | 0 | 100 | 48 | 0 | 63 | +0 | +0 | +48 | 0 | 100 | +1.48 | – | |
| Live Stock | Live Cattle | Bearish | MACRO BEAR SETUP | 0 | 100 | 5 | 0 | 12 | +0 | +0 | +5 | 0 | 100 | +1.23 | – |
| Metals | Copper | Neutral | 57 | 42 | 50 | 46 | 64 | +26 | -24 | -25 | 46 | 0 | -0.74 | – | |
| Metals | Gold | Neutral | 85 | 20 | 0 | 37 | 23 | +62 | -55 | -57 | 37 | 20 | -0.97 | – | |
| Metals | Palladium | Neutral | 52 | 47 | 69 | 71 | 61 | -7 | +6 | +3 | 71 | 67 | +0.28 | – | |
| Metals | Platinum | Neutral | STRUCTURAL BEAR | 47 | 51 | 79 | 55 | 62 | +47 | -49 | +49 | 55 | 51 | +1.72 | – |
| Metals | Silver | Bullish | STRUCTURAL BEAR | 100 | 0 | 11 | 91 | 45 | +60 | -53 | -36 | 91 | 0 | -1.30 | – |
| Softs | Cocoa | Neutral | 36 | 52 | 77 | 23 | 69 | +36 | -48 | +41 | 23 | 68 | -0.59 | – | |
| Softs | Coffee | Bearish | STRUCTURAL BULL | 0 | 100 | 32 | 7 | 38 | -46 | +43 | +9 | 7 | 100 | -0.93 | – |
| Softs | Cotton | Neutral | 81 | 20 | 15 | 78 | 19 | +5 | -4 | -9 | 78 | 75 | -0.22 | – | |
| Softs | Lumber | Bearish | 28 | 74 | 32 | 23 | 36 | -32 | +31 | -2 | 23 | 96 | -0.60 | – | |
| Softs | Orange Juice | Bearish | BEAR TOP | 0 | 100 | 100 | 0 | 100 | -19 | +33 | +10 | 0 | 100 | +2.22 | – |
| Softs | Sugar | Neutral | 68 | 28 | 52 | 65 | 57 | +13 | -11 | -24 | 65 | 52 | +0.31 | – | |
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