1COT-Index and Willco from week 24
This week i also scanned the markets on COT-Data. The COT-Index is scanned on 13,26,52,104 and 156 weeks. The Willco is calculated on 26 weeks.
Instrument | WillCo[26] | Current Index | Timeframe | Last week |
COT-Index | ||||
COFFEE | 100 | 100 | 13, 26, 52 | 100 |
USD | 100 | 97-98 | 13, 26 | 100 |
NZD | 0 | 0, 33, 40 | 13, 26, 52 | 31-63 |
GBP | 10 | 11 | 13,26,52 | 8 |
CAD | 93 | 96-97 | 13,26,52,104,156 | 99 |
AUD | 35 | 95-99 | 13,26,52 | 94-98 |
JPY | 41 | 45 | 26 | 51 |
EUR | 0 | 2-5 | 13,26,52,104,156 | 0 |
CHF | 45 | 0 | 13 | 0 |
Copper | 100 | 73 | 13 | 92-96 |
Ojuice | 17 | 100 | 13,26,52 | 100 |
SP500 | 64 | 93-100 | 13,26,52 | 100 |
GOLD | 6 | 0 | 13,26 | ? |
Silver | 69 | ? | 13,26,52 | ? |
Cotton | 56 | 93 | 13,26 | 74-75 |
Wheat | 84 | 4 | ||
Corn | 83 | 42-77 | 13,26,52 | 95-97 |
Sugar | 100 | 94-100 | 13,26,52,104 | 84-94 |
Soybeans | 100 | 93-100 | 13,26,52,104 | 100 |
Kakao | 52 | 57-91 | 26, 156 | 73-94 |
Dow | 86 | ? | 13,26 | 100 |
Nas | 57 | 42 | 13 | 100 |
Nikkei | 54 | 7 | 13 | 7 |
USBONDS | 60 | 46 | 13,26 | 46 |
Natural Gas | 2 | 100 | 13,26,52,104,156 | 37 |
Crude Oil | 0 | 0 | 13,26,52,104,156 | 0 |
Long | COFFEE, Ojuice, SUGAR, SOYBEANS, USDCHF | |||
short | GBPUSD, EURUSD, GBPCAD, GBPAUD, EURAUD, EURCAD, NZDUSD, Crude Oil | |||
notrade | NZDUSD, AUDCAD, AUDUSD, EURGBP, USDCHF, COTTON, USDCAD, Natural Gas |