Commitment of Traders (COT) report is published by the Commodity Futures Trading Commission (CFTC).
CFTC divides traders into three groups: Commercial, Non Commercial (large speculators), Small traders (small speculators).
Marketscope users can now access the data for nine currencies and gold.
Indicator have two options.
Cumulative - Consolidated or Separated presentation of Long and Short Position.
Relative - Percentage on Absolute presentation on the relationship between Long and Short Positions.
The best results, give on the weekly time frame.
Warning. COT is not derivation of price, it can give early warning of changes in relationships in the market.
This indicator can be downloaded at FXCODEBASE forum here.