Forex futures market speculative positioning data from the CFTC Commitments of Traders report as of the close on Tuesday March 24, 2015

  • EUR net short 221K vs short 194K prior
  • JPY net short 46K vs 48K short prior
  • GBP net short 39K vs short 38K prior
  • AUD net short 28K vs short 29K prior
  • CAD net short 33K vs short 33K prior
  • CHF net short 4K vs long 2K prior
  • Full report

That's a lot of money betting against the euro. Seems as though the bounce to 1.1000 was simply an invitation to sell more.