COT图表

COT图表基于每周五格林威治时间19点30分CFTC发表的cot报告。每一份COT报告包括细分每周二由期货交易委员会公开20个或20个以上交易员对市场期望方向。COT图表交易员更改仓位的可提供的有效信息为:

• 翻转的整体定位可精确趋势指标
• 非寻常仓位在历史上曾准确预测外汇市场逆转
• 总合同的变化可以用来确定走向和趋势

由于美元是所有期货合约的基础货币，在COT图表里欧元为代表的统计数字欧元/美元。在一个类似的方式，COT图表三个代表统计瑞士法郎为代表瑞士法郎/美元。完整名单的货币对包括：欧元，英镑，日元，瑞士法郎，澳元和新西兰元。

Notations:

Noncommercial traders are speculators, such as individual traders, hedge funds & large institutions, who use futures market for speculative purposes and meet the reportable requirements.

Long Noncommercial Positioning represents the long open interest of noncommercial traders.

Short Noncommercial Positioning represents the short open interest of noncommercial traders.

Net Noncommercial Positioning is simply the difference between the short and long open interest of noncommercial traders. Net positioning offers a particularly best measure of COT data and tends to follow the price action.

Weekly Close Price represents the price action of the underlying currency pair. Each bar of the chart is each Tuesday's closing price.