Commitments of Traders positioning for 42 futures markets as reported by the CFTC for Tuesday December 24, 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: Euro (bullish), Silver (bullish). NPF CS 80/20 full setups: Australian Dollar (bullish), British Pound (bullish), Canadian Dollar (bullish), Euro (bullish), Nasdaq (bearish), Russell (bearish), Silver (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 | Bearish | 60 | 48 | 9 | 70 | 1 | -32 | +36 | -36 | 70 | 87 | +1.59 | – | |
| Crypto | Ethereum | Neutral | 55 | 40 | 51 | 60 | 26 | -19 | +20 | -14 | 60 | 49 | +4.08 | – | |
| Currencies | Australian Dollar | Bullish | 77 | 28 | 23 | 88 | 15 | +66 | -69 | -34 | 88 | 0 | -0.65 | – | |
| Currencies | British Pound | Bullish | BULL TREND | 97 | 0 | 14 | 94 | 7 | +49 | -50 | -41 | 94 | 0 | -1.58 | – |
| Currencies | Canadian Dollar | Bullish | 89 | 15 | 11 | 90 | 2 | -2 | +5 | +4 | 90 | 6 | +0.69 | – | |
| Currencies | Euro | Bullish | STEALTH BULL4-YR BUY EXTREME | 100 | 3 | 0 | 100 | 0 | +18 | -15 | -25 | 100 | 5 | -2.22 | – |
| Currencies | Japanese Yen | Neutral | 30 | 75 | 22 | 42 | 9 | -25 | +27 | +4 | 42 | 51 | -1.27 | – | |
| Currencies | Mexican Peso | Neutral | 89 | 11 | 6 | 76 | 7 | -4 | +2 | +5 | 76 | 49 | -1.69 | – | |
| Currencies | New Zealand | Bullish | 4-YR BUY EXTREME | 100 | 0 | 10 | 100 | 30 | +21 | -18 | -25 | 100 | 0 | +2.33 | – |
| Currencies | Swiss Franc | Neutral | 65 | 66 | 3 | 74 | 3 | +5 | +14 | -27 | 74 | 53 | +0.43 | – | |
| Currencies | US Dollar | Neutral | 52 | 41 | 71 | 59 | 63 | -40 | +41 | +19 | 59 | 41 | +1.20 | – | |
| Energies | Crude Oil | Bearish | 50 | 67 | 0 | 54 | 0 | -25 | +38 | -17 | 54 | 100 | +1.31 | – | |
| Energies | Gasoline | Bearish | 38 | 71 | 29 | 33 | 33 | -5 | +8 | -11 | 33 | 85 | -0.01 | – | |
| Energies | Heating Oil | Bearish | MACD SELL | 60 | 57 | 1 | 65 | 0 | -31 | +40 | -3 | 65 | 100 | -0.36 | – |
| Energies | Natural Gas | Neutral | MACD SELL | 68 | 40 | 0 | 75 | 0 | -23 | +31 | -3 | 75 | 58 | +0.31 | – |
| Equities | DOW | Neutral | 45 | 37 | 78 | 41 | 80 | +21 | -32 | -10 | 41 | 0 | -1.06 | – | |
| Equities | Nasdaq | Bearish | EXHAUSTION | 17 | 80 | 39 | 1 | 49 | -9 | +8 | -5 | 1 | 74 | -0.62 | – |
| Equities | Russell | Neutral | 16 | 72 | 84 | 17 | 94 | +8 | -10 | -16 | 17 | 26 | -0.09 | – | |
| Equities | S&P 500 | Neutral | EXHAUSTION | 63 | 25 | 64 | 64 | 81 | +36 | -38 | -36 | 64 | 25 | -0.53 | – |
| Fixed Income | 10-Year Note | Bearish | 32 | 66 | 72 | 37 | 76 | -34 | +27 | +6 | 37 | 100 | -0.60 | – | |
| Fixed Income | 2-Year Note | Neutral | MACD SELL | 76 | 23 | 61 | 59 | 62 | -16 | +17 | -20 | 59 | 49 | +0.72 | – |
| Fixed Income | 30-Year Note | Bearish | 20 | 75 | 37 | 18 | 29 | -3 | +5 | -4 | 18 | 100 | +1.73 | – | |
| Fixed Income | 5-Year Note | Bullish | 84 | 16 | 57 | 87 | 64 | -16 | +16 | -6 | 87 | 52 | +0.58 | – | |
| Grains | Corn | Bearish | 3 | 100 | 9 | 4 | 30 | +3 | +0 | -13 | 4 | 100 | +1.25 | – | |
| Grains | Soybean | Neutral | 77 | 24 | 67 | 71 | 74 | +7 | -7 | +5 | 71 | 42 | +1.38 | – | |
| Grains | Soybean Meal | Bullish | 100 | 0 | 57 | 100 | 38 | +25 | -20 | -19 | 100 | 0 | +1.21 | – | |
| Grains | Soybean Oil | Neutral | BULL TREND | 50 | 53 | 6 | 49 | 7 | +50 | -47 | -94 | 50 | 23 | -0.51 | – |
| Grains | Wheat | Bullish | 100 | 0 | 100 | 100 | 100 | +0 | +0 | +97 | 100 | 0 | +1.57 | – | |
| Live Stock | Feeder Cattle | Bearish | MACRO BEAR SETUP | 13 | 92 | 12 | 13 | 19 | +13 | -7 | +2 | 13 | 94 | +1.73 | – |
| Live Stock | Lean Hogs | Bearish | EXHAUSTION | 6 | 93 | 38 | 0 | 37 | +6 | -7 | +38 | 0 | 94 | -0.36 | – |
| Live Stock | Live Cattle | Bearish | 10 | 90 | 31 | 6 | 35 | +10 | -10 | +31 | 6 | 90 | -0.17 | – | |
| Metals | Copper | Neutral | 64 | 35 | 53 | 55 | 65 | +20 | -18 | -21 | 55 | 0 | -0.45 | – | |
| Metals | Gold | Neutral | 86 | 16 | 49 | 17 | 69 | +17 | -13 | -35 | 17 | 16 | -1.64 | – | |
| Metals | Palladium | Neutral | 65 | 33 | 78 | 77 | 61 | +11 | -10 | -10 | 77 | 34 | +0.75 | – | |
| Metals | Platinum | Neutral | 63 | 42 | 25 | 69 | 3 | +21 | -13 | -60 | 69 | 22 | +0.78 | – | |
| Metals | Silver | Bullish | 100 | 0 | 0 | 100 | 0 | +23 | -13 | -26 | 100 | 0 | -0.05 | – | |
| Softs | Cocoa | Neutral | 84 | 16 | 49 | 66 | 57 | +53 | -40 | -51 | 66 | 39 | -0.81 | – | |
| Softs | Coffee | Neutral | 75 | 24 | 41 | 27 | 53 | +51 | -54 | +14 | 27 | 24 | -1.41 | – | |
| Softs | Cotton | Bullish | 89 | 10 | 16 | 87 | 21 | +12 | -13 | -2 | 87 | 37 | +0.23 | – | |
| Softs | Lumber | Neutral | 66 | 39 | 32 | 76 | 37 | +35 | -30 | -6 | 76 | 24 | -0.68 | – | |
| Softs | Orange Juice | Bearish | 0 | 100 | 34 | 0 | 0 | -14 | +41 | -44 | 0 | 100 | +1.24 | – | |
| Softs | Sugar | Neutral | 77 | 23 | 31 | 77 | 32 | +7 | -2 | -24 | 77 | 0 | +1.29 | – | |
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