I've tried to capture the basic dollar based currencies and the such as corn , wheat , rice, oil , hogs etc. The symbols required a little translation to match what Quandl is expecting but I think I got most of them. Please let me know of any issues with these.
Part of a suite of related indicators based on the excellent book "the commitment of traders bible" by Stephen Briese.
I have the Index, Momentum, Strength and Open Interest waiting in the wings.
Currently working on a trading strategy based around these indicators,
Would love to hear if you are interested in this or have some trading ideas to share.