Futures Report Analysis

Hello, dear friends!

Let’s talk about another feature that we are adding to our algorithms – futures report analysis. This part of fundamental analysis has shown to be a quite powerful tool that many traders find useful. It helps detect in what mood the market currently is. So analysis of this aspect can be used when deciding what action to take.

For example, last few days showed several interesting facts that could determine further development of the situation on the market. Asset managers closed 69 positions and opened 82 new ones making the count equal 245 long positions against 132 short positions.

Chicago Mercantile Exchange presents statistics with 21% of bear advantage. And Chicago Board Options Exchange demonstrates an x6 advantage of bears.

Such information is very informative in determining further direction of the market. When used correctly, it can help form a powerful long-term portfolio as well as open short-term positions. By adding this feature, we hope to improve precision of general dynamics analysis and better evaluate the risks of each position.


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