Items Tagged With Forex Volume

The CFTC report was released on Monday instead of Friday because of the holiday.  I just got around today to updating.  There was a 16000+ increase in short positions in the EUR flipping from net long to net short.  If you remember, the previous week, there was a flip from net short to net long. 

Other points of interest may be that the Swissie increased open positions by 13222 from the previous week,  with 13084 being short positions.

From the last 2 weeks, forex futures volume may indicate the following:

CAD : positive; still strong favor for Canadian Dollar
CHF : negative; increased short positions
GBP : negative; no major movement in futures volume over last 2 weeks
JPY : negative; no major movement in futures volume over last 2 weeks
USD Index : positive; minor growth in long positions over last 2 weeks
EUR : negative; flip from net long to net short over last 2 weeks
AUD : negative; a slight increase in open positions 

The January 3rd Committment of Traders Report was released yesterday.  You can view data at http://www.forexproject.com/Forex_Volume/

The newest CBOT Committment of Traders report was released.  Go to Forex Volume.  This week's changes:

-Crude Oil Longs take control again
-CAD longs back in style (see Crude Oil)
-Minor increase in CHF Short positions
-Minor increase in long GBP positions
-Increase in shorts by 11,729 positions in JPY
-Euro unchanged
-AUD significant decrease in short positions 

The Commitment of Traders report was released on Friday.  It can be viewed at Forex Volume

Crude Oil: 12,000 less long positions, 25,000 less short positions
CAD: Sentiment is Long; 10,000+ increase in Long positions, 3,000 short position decrease
CHF: Sentiment is Short; 5,247 total long positions vs. 39,314 short positions
GBP: Sentiment is Short
JPY: Sentiment is Short yet there was a substantial decrease in open interest(-67,985) and also substantial decrease in short positions (-55,857)
EUR: Sentiment is now Long; There is a net flip to Long Positions with a decrease of 8,000+ Short positions

The new CFTC report was listed yesterday and data can be found in the usual spot, http://www.forexproject.com/Forex_Volume/

Here's a quick breakdown:

-CAD lots of additional open interest (21549), 75% of that long positions
-CHF more open interest in shorts
-GBP more short open interest
-JPY had 27645 more open interest positions, 25056 of those short
-EUR 1730 more long, 2812 short
-AUD 8625 more long this week, a decline of 1257 short 

I'm looking at the Forex Futures open interest change in Short positions for the Swiss Franc.  There were 6081 more short positions this week than last.  I need to look at various technicals of USD/CHF but if it looks good, I'll short the Swiss Franc today or tomorrow.

The new CFTC Report was released today and is located at http://www.forexproject.com/Forex_Volume/.

It looked as if a flip to net longs for the EURO may occur this week but it didn't happen as longs lost more positions.

In looking at the limited movement in Yen positions, it's reflective in the way the USD/JPY has traded over the last couple of weeks; within 100 pip range. 

The CFTC Report was released yesterday.  Here is a summary of what has changed from 2006-01-03 report:

• Crude Oil long positioning increases by 13,467
• CAD loses open interest and long positions by 13,121.  Short positions only increase by 249
• CHF gains minor open interest  but 9,136 more long positions as opposed to a loss of 7,135 short positions
• GBP loses 6,200 short positions and gains 4,048 long positions
• JPY gained 11,244 open interest with a long positioning increase of 8,280 long.  Short positioning increases by 3,072.
• EUR long positions increase 6,083.  Short positions decrease by 4,647
• AUD long positions increase 5,587.  Short positions decrease by 9,037.

The obvious trend here is to short the USD.  The EURO already has more long positions than short and has since December.  The AUD has had a predominance of long positions all of last year and this trend continues.  The CHF and GBP are at key levels as there is a balance of short/long positions.  Look for this to change next week as they look to push L/S ratio past the 50.0 mark.  The JPY remains short but the trend is changing and can best be viewed by looking at 1 year position graph,

http://www.forexproject.com/phplot/currency_pos.php?code=97741

You can view this full report at http://www.forexproject.com/Forex_Volume/

In addition, open interest as a whole decreased between 2006-01-03 and 2006-01-10 indicative of the lower volume exhibited in the Forex market over the last week. 

The new Commitment of Traders report was released today. 

CAD: No major changes; Strong Long Sentiment

CHF: Open interest increases by 12,264; long position decrease -2,172; short position increase 14,486; Sentiment remains strongly short

GBP: 3,000 less long positions, 7,129 more short positions; Sentiment remains strongly short

JPY: More open interest than any currency with 110,209 open interest, with a decrease of 5,000 short positions; Sentiment remains strongly short

EUR: 3,294 more short positions; 1,055 less long positions; Sentiment remains a bit in favor of long positions

NZD: Only 5,351 open interest with 4,622 long, 611 short; Sentiment dominantly long

AUD: 8,640 less long positions, 4,090 more short positions; Sentiment remains net long

USD Index:  15,244 long positions, 3,095 short positions; USD remains net long

See the full report at  http://www.forexproject.com/Forex_Volume/