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Commitments of Traders Report (COT)
,, Если все собранные вами доказательства подтверждают ваши убеждения, сделайте паузу и убедитесь в собственной объективности ,,
Итак сайт http://www.cftc.gov/index.htm

Страница на которой находятся отчеты . Commitments of Traders

описание How to Read the Commitments of Traders reports
описание Explanatory Notes. The Traders in Financial Futures

описание Disaggregated Commitments of Traders Report Explanatory Notes

Три вида отчетов

  • Disaggregated Reports

  • Financial Futures Reports
  • Legacy Reports

  • Other Available Formats

Доступна история в текстовом и Excel форматах .
[list][/list]…
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Knaz_RA avatar
Knaz_RA 8 June

Жесть. МНОГАБУКАВ. А главное грузит мозг)) Нужно будет понаблюдать на текущем рынке, хотя мне кажется что рынок стал хаотичней в последнее время.. Трудозатратная статейка вышла. Поэтому желаю первого места =) Так держать!

Alexander22 avatar

very good

Wovch avatar
Wovch 10 June

well written

earspower avatar
earspower 16 June

very helpful

alphahavoc avatar
alphahavoc 19 June

Well written

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34/66
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Для того, чтобы быть более успешным в торговле трейдер должен быть вооружен многими инструментами и информацией, на основе которой он мог бы делать выводы о текущей ситуации на рынке и о его дальнейшем движении. Одним из таких инструментов является еженедельный отчет об открытых позициях трейдеров COT(Commitments of Traders).
Рынок должен быть регулируемым, иначе на нем воцарится хаос! Для того, чтобы сделать рынок более прозрачным трейдеры постоянно отчитываются перед U.S. Commodity Ftutres Trading Comission(CFTC). Таким образом в открытом доступе любой желающий может посмотреть инфрмацию по интересующему его инструменту.
Отчеты выкладываются на сайте комиссии CFTC. Для просмотра отчета перейдите по ссылке.
Структура отчета
Для примера возьмем блок отчета, в котором представлена информация по Евро. Данная информация(см. рисунок) представляется в виде текстового отчета, в котором указано количество открытых позиций(контрактов) на покупку(LONG) либо продажу(SHORT) фьючерсных и опционных контрактов, а также их изменение(CHANGES FROM) относительно предыдущего отчета. Колонка SPREADS содержит количество противоположных позиций. В графе TOTAL сожержится общее количество позиций - отде…
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CharmingRimma avatar

класс!

Lyolichka_Voloshina avatar

отличная статья

Margoshka avatar
Margoshka 24 Nov.

mega!

tdbatinkov avatar
tdbatinkov 26 Nov.

very informative

Milian avatar
Milian 26 Nov.

полезная информация, спасибо)) успехов)))

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38/66
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Как известно в экономике любого государства существуют экономические циклы — чередующиеся периоды рецессии и экономического подъема. То же самое можно сказать и о валюте отдельно взятой страны. Рассмотрим график пары евродоллар. Для более полного понимания все картины вернемся в прошлое и посмотрим на график пары с 79-го года:
На данном графике мы можем воочию увидеть причину текущих ожиданий рынка, а именно паритет евро с долларом США. Сегодня мы вплотную подошли к нижней границе канала к району 1.0 или к тому самому паритету. Иными словами вот вот наступит тот славный момент, когда пара евродоллар развернется и устремится далеко далеко вверх, примерно в район 1.8. И судя по всему это курс на ближайшие годы — лет 6-7.
Так когда же произойдет этот славный момент? И даст ли рынок исполниться мечте миллионов — паритету обоих валют? Для более конкретного ответа на данный вопрос обратимся к отчетам CFTC. Последние доступные на сегодня данные говорят нам следующее:
Итак из приведенных изображений мы видим, что по основным валютным парам доллар продан. Также продан он и непосредственно по индексу доллара.
Но что же происходит в мире и на рынке? Еще пару месяцев назад ФРС и ЕЦБ поумерил…
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Ernest_Motok avatar

удачи, хорошо написал статью

Margoshka avatar
Margoshka 15 Nov.

отлично!

WallStreetBlog avatar

Interesting!

Margoshka avatar
Margoshka 22 Nov.

))))very nice

Lyolichka_Voloshina avatar

отлично!!!

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4/28
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Abstract: The "Order Flow Book Analysis, Intraweek/ Intraday Trade Setups for the London and New York Sessions" Webminars are broadcasted daily in the Live TV section of the Dukascopy Bank, one in the morning after the London Open and the other one in the afternoon during the New York session. This series of Webminars contain a 3 part analysis (fundamental outlook, technical key-levels and the order flow book analysis) for the major pairs, precious metals and 3 cross pairs. In this article I will explain how I conduct my analysis step by step to pinpoint the importance of different market participants decisions, sentiment and intentions in the Forex Market. The case study will focus on the Eur/Usd pair, the most traded pair in the Forex Market. Introduction: As I have shown in my previous article from last month, technical and fundamental analysis are not nearly enough to generate a good entry/exit decision to build a successful trading plan and strategies. Besides the main market movers (fundamental triggers) and the technical key-levels, a trader should also watch the different types of market participants intentions, sentiment and decisions. For this issue we need the Order Fl…
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Dieselfx avatar
Dieselfx 27 Nov.

good analyse maybe u should put the technical first and then the fundamental.....your intraweek outlook should be reversed ;))

alifari avatar
alifari 27 Nov.

nice article

Milani avatar
Milani 29 Nov.

Very interesting

egidijus avatar
egidijus 29 Nov.

Good article.

ELENA_M avatar
ELENA_M 30 Nov.

A good writing style and interesting topic, I will be expected of continue.

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22/48
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 INTRODUCTION Reading the COT reports is very important, and
can give a very clear idea on what is happening in markets.In the contest we find a lot of important notes
in a previous article from AdrianWS1: my hope is to show a different way to study the COT reports.I will describe what I know about reading COT
reports and how I use them together with my tech analysis, in GBP/USD  and GOLD trading. It is not the most simple
thing in the world but since we are traders, noting should
let to be random.I always remember an Ayrton Senna epic sentence “It's
strange, just when I think I went as far as possible, I find that I can go even
further". THE C.O.T. REPORT Brief history2
The Commitments Of
Traders report was first published by the CFTC for 13 agricultural commodities
in 1962 to inform the public about the current conditions in futures market
operations.Over the years, the
CFTC has improved the COT reports in several ways and only since 1995 reports
are freely available on CFCT.gov3
and starting from year 2000, reports are published every Friday of the week,
and they refer on Tuesday’s data. DATA This is a COMEX
(Commodity Exchange Inc.) report for GOLD in June 15th, 2012. Courtesy…
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doctortyby avatar
doctortyby 27 June

COT is very important as we do not have a centralised information system live for the volume of FX from all the Brokers. It is too bad it is released only on a Weekly basis.

scramble avatar
scramble 27 June

@doctor: yes would be great something centralized. at least a true volume data feed. 99% dream 1% hope. lol

Likerty avatar
Likerty 28 June

I cant understand - how accurate the COT is..If data is taken on tuesday then maybe in wednesday there is a new postions opened and old closed, but we see only tuesdays datat with a three days lag... Especially if we have NFP or FOMC news later in the week than COT report is really difficult to interpret correctly if possible at all..

scramble avatar
scramble 28 June

@likerty: yes infact the COT reports is to read in the weekly TF. not certainly gives ideas for entry/exit points. it is a study to be combined with hourly and tech study etc. overall something good to add to a study and/or trade plan. i explained this in the webinar and also in last article. my bad, went out of time to publish it so will be shown next month

scramble avatar
scramble 28 June

...luckily i said also in this article how i use cot reports!...

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4/68
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In this article We are going to explore how to gauge Market Sentiment through different ways, primarily the CoT.Market Sentiment is purely how you feel about the the past, present and future state of the markets in regards to its current price. There are many popular sayings coined by traders such as "Trend is your friend" or "never catch a falling Knife". Many traders use Moving Averages to show Market sentiment. As its averages the previous number of periods, anywhere from 5 to 200. They might be willing to only trade with the direction of the MA, this in essence is Market Sentiment.If you are bullish then you believe the security that you are describing is going to appreciate in value and if you are bearish you believe the opposite.Methods of Identifying Market sentiment:Moving Averages:Firstly, you can use the aforementioned way using a Moving Average, for example, take a look at the EURJPY H4 chartSo you use the MA to decide which direction you trade in, as Bullish set-ups in the green box gain a lot of momentum and bearish reversals are sluggish and ineffective. vice versa for the blue box.News:This one is the most simple to understand but potentially the hardest to use. This…
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AdrianWS avatar
AdrianWS 17 Apr.

Today, the CoT numbers are calculated and after a recent rise in EUR, AUD, GBP etc. don't be surprised to see fewer shorts even though price isn't much different from last week (shorts covered, not longs added).

kkforex avatar
kkforex 18 Apr.

Interesting article 1+

AdrianWS avatar
AdrianWS 20 Apr.

It's that time of the week again and the CFTC have released their CoT data for the previous week. CHF (125,000) net decreased by 3843. GBP(62,500) net increased by 1155 contracts. JPY (12,500,000) net decreased by 6641. EUR(125,000) Net decreased by 16761.

AdrianWS avatar
AdrianWS 27 Apr.

EUR shorts to 113K from 118K
JPY shorts to 56K from 58K
CHF shorts to 17K from 14K
AUD longs to 46K from 48K
CAD longs to 44K from 38K
NZD longs to 9K from 12K
GBP shifts from a net short 13K to a net long 8K.

scramble avatar

hello,
i was writing down my article about COT data and (my bad) i didn't notice your until i checked april's winners.
My compliments to you and to your good article!
Wish you best success in your trading :-)

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4/53
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Market Price Movement does not apply any principles of Technical Indicators like Fibonacci Ratio, Elliot Waves, Relative Strength Index etc. It is fully based on what majority of traders think and price moves in that direction. According to theory book, it is called Supply and Demand, which most of traders know, however only few of them apply it. Interaction of Buyers and Sellers determine price movement, and also it tells future price move.In this article, I am uncovering rules of Supply and Demand, and how to predict future price sentiments in long term.Introduction : CoT (Commitment of Traders)CoT report contains open interest, Long and Short positions data of market, in which trader hold position equal to or above to the reporting level established by CFTC, in three groups of positions, and these are classified into following groups:Commercial : Organizations, Companies etc. (Also called as Hedgers to protect their business capital)Non-Commercial : Large Speculators, Hedgers, Investors etc.Non-Reportable : Small Investors, Retail Traders like us etc.This report is published by Commodity Futures Trading Commission (CFTC) every Friday around 3:30 PM Eastern Standard Time (EST), a…
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drishti avatar
drishti 29 Mar.

Therefore, applying CoT is a little tricky, where you have not notice all details, not that if net long is keep rising that we should buy and net short is keep rising then we should sell. You have to look at peak points too, which you will notice once you start looking at CoT Report each week.

vancho avatar
vancho 29 Mar.

@drishti: I see a report every week and use it to trade. Good deal on them if you keep the deal a week. In any case, if you use it in conjunction with other analysis tools, the expectation will rise strongly in a positive direction. By the way, what do you think the euro for the next week based on the report?

sircris avatar
sircris 30 Mar.

Supply and demand is the basis of price generation of any asset. Fundamental analysis studies the causes and technical analysis studies the effect. Regarding the example in Fig. 2 is interesting to see how the Commercials are long across the entire period, while the Non-commercials are short at the beginning and long at the end. Very useful link to the data. Interesting article, brings something new and that also can be really useful.

doctortyby avatar
doctortyby 31 Mar.

I also use the COT report in my analysis...which information do you find most useful the speculators positioning or the commercials?

drishti avatar
drishti 31 Mar.

@doctortyby : As Non-Commercial (Speculators) has high presence in price movement, therefore I use Non-Commercial net positions as my bias of weekly direction.

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