Every product on the COT dashboard plus the 28 spot FX pairs of the COT Pair Ratio page: the daily and weekly price change since 2000 (or the first trading day), in % and in points (pips for currencies), set against a normal curve with the same mean and standard deviation.
Prices · Barchart daily: futures back-adjusted, FX pairs spot Built
Period
Unit
Y scale
Distribution of changes
Actual daysNormal, same mean & sd
Actual vs normal
Percentiles
Standard deviation of changes, by year
YearWhole period
Largest daily moves
When the week's and the month's high and low come
Bars: how often the week's (month's) low, high and reversal (the first close back in the period's direction after its low or high) fell on each day (week of the month). The dashed line is what a random walk with no timing pattern gives for the same kind of week or month: closing up already pulls the high toward the end and the low toward the start, so the line is far from an even 20%.
More often than a random walk (z ≥ 3)More often, weaker (z 2–3)Less often (z ≤ −3)Less often, weakerIn line with a random walkRandom walk
High, low & reversal timing, every product
Show
Each cell is the share of periods whose high, low or reversal fell on that day or week of the month (Reversal: the first close in the period's direction after its low or high; None = no such close before the period ended; Next day = it came the very next trading day). Blue = more often than a random walk, red = less often; the shade grows with the gap (full at 10 points), bold = |z| ≥ 3. Hover a cell for the random-walk figure. Click a row to open the product, a heading to sort. Category and Product filter this table only.