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Cotton futures | Asset-Specific Analysis | Aug 01 2019


VanAurum Analysis

VanAurum has identified a significant relationship between this signal and one or more of the 2-week, 2-month, or 6-month returns for at least one asset. These are shown below, along with the analytics for each:


COTTON_D
126-day returns for Cotton futures where Cotton futures' 90-day net sum of up-days and down-days has been less than or equal to -22.0
Signal: -12.61


8 indicators at extremes




Click here to learn more about technical indicators that are shown.


Market Extremes | Cotton futures


Below is a table of market indicators for Cotton futures 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.

Note: you can sort by column by clicking on the column titles.

ID Date Asset Indicator Percentile Value
376756 08/01/2019 COTTON_D UPDOWNSUM100 1.67394468704512 -20.0
376749 08/01/2019 COTTON_D UPDOWNSUM65 2.45859655113539 -15.0
376750 08/01/2019 COTTON_D UPDOWNSUM70 0.935178068152703 -18.0
376751 08/01/2019 COTTON_D UPDOWNSUM75 0.670710868079289 -19.0
376752 08/01/2019 COTTON_D UPDOWNSUM80 0.547055303872126 -20.0
376753 08/01/2019 COTTON_D UPDOWNSUM85 1.25277920301009 -19.0
376754 08/01/2019 COTTON_D UPDOWNSUM90 0.453417743177346 -22.0
376755 08/01/2019 COTTON_D UPDOWNSUM95 0.979972612119137 -21.0