COT Weekly Trading Strategy - page 2

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JoZo:
Hi Barnix

Do you know the exact time when futures and options combined reports are released on Friday? In GMT please...

I only see that "Commitments of Traders reports are released at 3:30 pm Washington D.C. time", so it's 19.30GMT...

Thanks

that sounds right to me

 

Cot 2007.05.29

http://www.cftc.gov/dea/options/deacmelof.htm

Files:
cot_2007_05_29.gif  19 kb
 

Buy_Orders_2007 May

* Each currency pair has three graphs: Buy Orders, Sell Orders, and Buy-Sell Orders Difference. Note that orders consist of both Market Entry orders (limit orders) and Stop-Loss/Take-Profit orders.

* Red line shows the exchange rate.

* Each graph consists of several 1-hour vertical bars each of which covers 80% of orders at the time.

* Colors show the density of orders at different price levels.

* The density is calculated relative to number of the total orders (both Buy and Sell) at the time.

* By default, weekend data is not shown due to insignificant price and order movements.

Files:
buy_orders_2007_may.jpg  52 kb
 

Sell Orders 2007 May

Files:
sell_orders_2007_may.jpg  51 kb
 

Buy sell orders diff 200 May

 

Long Short Position ratios

~~~~~~~~~~~~~~~~~~

When the ratio passes the 50% line then there are more long positions than short positions, and when the ratio falls below 50% then there are more short positions than long positions.

http://fxlabs.oanda.com/cgi/fxlabs.pl?id=8

 

Long Positions 2007 May

 

Short Positions 2007 May

 

LongShort Positions Diff 2007 May

 
barnix:
Long Short Position ratios

~~~~~~~~~~~~~~~~~~

When the ratio passes the 50% line then there are more long positions than short positions, and when the ratio falls below 50% then there are more short positions than long positions.

http://fxlabs.oanda.com/cgi/fxlabs.pl?id=8

This could prove very useful. Thanks.

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