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Canadian Dollar committment of traders report | Asset-Specific Analysis | Aug 01 2019


3 indicators at extremes




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Market Extremes | Canadian Dollar committment of traders report


Below is a table of market indicators for Canadian Dollar committment of traders report that are exhibiting extremes. The chart above is a selection of indicators that VanAurum has calculated to be the most significant on a historical basis.

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ID Date Asset Indicator Percentile Value
376759 08/01/2019 CANADIAN_DOLLAR_COT_FO Blees_Rating_Spec_Longs 97.9440789473684 100.0
376757 08/01/2019 CANADIAN_DOLLAR_COT_FO Spec_Long 97.8102189781022 123121.0
376758 08/01/2019 CANADIAN_DOLLAR_COT_FO Tot_Spec_Long 97.6642335766423 163600.0