Currency strength today (COT-based)
The major currencies ranked by where large speculators' net position in each currency's futures sits in its 13-week range (the COT index). This is positioning, not price strength, and it updates once a week.
| Currency future | COT index | Index change | Smart money net | Net change | |
|---|---|---|---|---|---|
| CHF Swiss franc | 85% | +7 | -22,078 | +1,662 | |
| JPY Japanese yen | 75% | -4 | 50,207 | -12,118 | COT row |
| CAD Canadian dollar | 60% | -3 | -94,765 | -4,602 | COT row |
| NZD New Zealand dollar | 5% | -41 | -47,001 | -17,655 | |
| EUR Euro | 0%lowest in 13 weeks | +0 | -137,573 | -38,241 | COT row |
| GBP British pound | 0%lowest in 13 weeks | +0 | -106,964 | -9,353 | COT row |
| AUD Australian dollar | 0%lowest in 13 weeks | +0 | -117,299 | -18,711 | COT row |
Missing: US dollar (USD). The US dollar has no single futures contract in our COT data.
100% = the most net long of the last 13 weeks, 0% = the least. Yen, Swiss franc and Canadian dollar futures are quoted per US dollar, so a high index there means positioning for a stronger yen, franc or Canadian dollar.
Questions
Is this the same as a currency strength meter?
No. A price-based meter shows which currency rose or fell. This page shows how large speculators are positioned in each currency's futures, which changes once a week.
Why is the US dollar missing?
The dollar has no single futures contract in our COT data; it is the other side of every pair here. Read it from how the other currencies are ranked.
Why do yen, franc and Canadian dollar look the other way round?
Their futures are quoted per US dollar, so a high COT index for the yen future means positioning for a stronger yen, which is a lower USDJPY.
See every market in the COT report this week, learn the COT index in lesson 3 of the free COT course or look up terms in the COT glossary. For price-based strength, the ICC Terminal app has a daily currency strength matrix.