الأحد، 9 سبتمبر 2012

Dollar’s Recovery or Collapse Depends on the Fed


  • Dollar’s Recovery or Collapse Depends on the Fed
  • Euro Rally to 1.3000 is Out of ECB and EU’s Hands
  • Australian Dollar Eyeing 1.0500 as Chinese Data, Stimulus Factor In
  • Japanese Yen a Safe Haven to Carry Currencies, Something Else to USDJPY
  • New Zealand Dollar Overtakes the Aussie, RBNZ Can Help
  • Gold Surges to Six-Month High, Fed Has to Deliver or Else
Dollar’s Recovery or Collapse Depends on the Fed
The dollar cratered this past week, and it would seem that few restrains are still in place to keep the currency from tumbling into an uncontrolled tailspin. Yet, extending the currency’s trend beyond its current, four-month low may be hard to do with the Fed on tap. There is little doubt that the Federal Open Market Committee (FOMC) meeting due Thursday is the top event risk for the dollar, but its influence on the currency and broader market will be a little more complicated than a simple flip of the switch from ‘risk off’ to ‘risk on’. To extend the EURUSD’s run to 1.3000 as well as the S&P 500’s climb above 1450 and on to 2007 highs, Chairman Ben Bernanke and company will have to meet and exceed the already-lofty expectations that have been priced in.
Leading into the heavy fundamental week ahead, it is important to gauge just how high the consensus for more stimulus has been set. The initially-pensive move by gold to break 1650 and persistent proximity of the S&P 500 to four-year highs indicated elevated expectations for some time. However, hope seems to have hit levels of near certainty this past week boosted even higher by the ECB rate decision and Friday’s NFPs. In the European policy authority’s move, we have precedence and the postponement of the world’s most distinct financial threat. In the ‘disappointing’ 96,000-position net increase for August payrolls and fresh three-decade low in participation rate (percentage of American’s in the labor force), investors see justification for the Fed to follow up on its vow that more would be done if job growth didn’t pick up.
And, so, we have a market running under the assumption that the Fed will act as a heavy-handed investor to buy into a market that otherwise faces tepid rates of return and considerable growth headwinds. To meet these expectations, we would likely need to see a QE3-level outcome. A large-scale asset program (LSAP) that targets Treasuries and mortgage-backed securities (MBS) carries inherent problems however. Thereby, a Fed program - if introduced at all – could struggle to meet the high standards of expectations (much less beat them). For timing, the lead up to the event will likely see big swings die down in the market as few will want to place significant trades ahead of such an important release. There is a chance that Euro-area event risk can intercede, but it is difficult to leverage much more risk appetite through deferment of the long-standing regional issues (more on that below). The Fed event itself should provide a conclusion by announcement (16:30 GMT) as any new program will likely come out with the statement. The economic forecasts (18:00 GMT) and Bernanke press conference (18:15 GMT) will be an after-thought.
Euro Rally to 1.3000 is Out of ECB and EU’s Hands
We may have drawn as much good will for the Euro out of the region’s crisis fight as we can hope to extract without definable steps to implement fresh EU-level rescue programs. That means a sustained rally for EURUSD to 1.3000 will have to fall to other fundamental means – most likely risk appetite trends. The trouble with leveraging euro strength through domestic means is that what we have seen to this point is more of a ‘relief rally’ rather than one founded on genuine optimism. The difference is changing gears whereby performance is based on an outlook for growth and competitive returns rather than capital flooding back in to severely oversold assets.
Elevating the importance of the Fed decision over the European event risk on deck is big picture and important for the larger trends. There is still considerable potential for volatility and exceptional standing risk should the respite won last week be undone however. There is important event risk on every day of the week, but there are particular headlines we should be especially conscious of. On Wednesday, there will be a considerable wave with the EU expected to release its plans for the Banking Union, the German Constitutional court will rule on the ESM legality (an important step towards activating programs) and Netherlands will hold its election. The second hit pulse comes after the FOMC on Friday. The EU Summit is the best place to make progress on stimulus arrangements and Greece’s budget proposals bring us back to a critical cog.
Australian Dollar Eyeing 1.0500 as Chinese Data, Stimulus Factor In
In the absence of risk trends up until this past week, the Australian dollar was offering extraordinary bearish progress through the deterioration of interest rate expectations. We can see how distant this is a secondary factor with the return of overwhelming risk trends now. In the coming week, the progress of the S&P 500 is likely to be our best bellwether for the carry currency. There may be more room forAUDUSD to move out of the oversold territory the rate forecast influence imposed, but it will fade as we close in on 1.05. From there we need encouragement.
Japanese Yen a Safe Haven to Carry Currencies, Something Else to USDJPY
If risk appetite continues to build through the coming week, then yen crosses are most likely to advance. Though there is rather little yield to make in carry given today’s anemic benchmark rates, traders have shown they are willing to speculate on capital gains and even hold for anemic returns to simply avoid passive inflation losses. It’s a little different for USDJPY though. This is a stimulus vs stimulus pair and the Fed is up.
New Zealand Dollar Overtakes the Aussie, RBNZ Can Help
With the highest yielding 10-year government amongst the majors, the kiwi dollar is an obvious benefactor for a rally in risk appetite trends. That said, there still is a lingering sluggishness to the currency that is best seen in its performance against the Aussie dollar. To generate its own strength and drive AUDNZD below 1.2750, the New Zealand dollar will look to the RBNZ decision to add some ambitious to its hawkish lean.
Gold Surges to Six-Month High, Fed Has to Deliver or Else
Once again, if there were any doubts that stimulus expectations were building, they are banished when we look at gold’s performance through the end of the week. The 2 percent rally on Friday alone helped propel the precious metal to its first three-week rally since January. We may not be back at record highs, but the situation is already precarious at these levels. If the Fed doesn’t deliver Thursday, we may have trouble.
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**For a full list of upcoming event risk and past releases, go to www.dailyfx.com/calendar
ECONOMIC DATA
Next 24 Hours
GMT
Currency
Release
Survey
Previous
Comments
1:30
CNY
Consumer Price Index (YoY)
2.0%
1.8%
Prices are no longer accelerating
1:30
CNY
Producer Price Index (YoY)
-3.2%
-2.9%
5:30
CNY
Industrial Production YTD (YoY) (AUG)
10.2%
10.3%
Slowing since July 2011, latest earnings report posted losses.
5:30
CNY
Industrial Production (YoY)(AUG)
9.1%
9.2%
5:30
CNY
Fixed Assets Inv Excl. Rural YTD (YoY)(AUG)
20.4%
20.4%
5:30
CNY
Retail Sales YTD (YoY)(AUG)
14.%
14.2%
The rate of acceleration has been in decline since at least Feb 2012
5:30
CNY
Retail Sales (YoY)(AUG)
13.0%
13.1%
22:45
NZD
Manufacturing Activity Volume s.a. (QoQ)(2Q)
0.7%
22:45
NZD
Manufacturing Activity (2Q)
-1.8%
23:50
JPY
Gross Domestic Product (QoQ) (2Q F)
0.3%
0.3%
Fitch ratings recently warned of rating cut if fiscal condition deteriorates; Export-led output growth can help to off-set a heavy debt burden.
23:50
JPY
Gross Domestic Product Annualized (2Q F)
1.1%
1.4%
23:50
JPY
Trade Balance - BOP Basis (¥)(JUL)
¥112.0B
23:50
JPY
Current Account Balance (YoY)(JUL)
-19.6%
23:50
JPY
Current Account Total (¥) (JUL)
433.3B
23:50
JPY
Adjusted Current Account Total (¥) (JUL)
773.6B
1:30
AUD
Home Loans (JUL)
1.3%
A strong decrease would indicate a cooling credit market and vice versa.
1:30
AUD
Value of Loans (MoM) (JUL)
1.2%
1:30
AUD
Investment Lending (JUL)
4.9%
5:00
JPY
Consumer Confidence (AUG)
39.7
6:00
JPY
Eco Watchers Survey: Outlook (AUG)
44.9
6:00
JPY
Eco Watchers Survey: Current (AUG)
44.2
8:30
EUR
Euro-Zone Sentix Investor Confidence (SEP)
-30.3
19:00
USD
Consumer Credit (JUL)
$9.250B
$6.459B
Appetite for credit has steadily risen since 2010, however on the decline throughout 2012.
GMT
Currency
Upcoming Events & Speeches
13:30
EUR
ECB Announces Bond Purchases
16:00
CNY
Chinese Premier Wen Addresses World Economic Forum
SUPPORT AND RESISTANCE LEVELS
To see updated SUPPORT AND RESISTANCE LEVELS for the Majors, visit Technical Analysis Portal
To see updated PIVOT POINT LEVELS for the Majors and Crosses, visit our Pivot Point Table
CLASSIC SUPPORT AND RESISTANCE EMERGING MARKETS 18:00 GMTSCANDIES CURRENCIES 18:00 GMT
Currency
USD/MXN
USD/TRY
USD/ZAR
USD/HKD
USD/SGD
Currency
USD/SEK
USD/DKK
USD/NOK
Resist 2
15.5900
2.0000
9.2080
7.8165
1.3650
Resist 2
7.5800
5.6625
6.1150
Resist 1
15.0000
1.9000
8.5800
7.8075
1.3250
Resist 1
6.5175
5.3100
5.7075
Spot
12.9808
1.7969
8.1709
7.7559
1.2358
Spot
6.5963
5.8140
5.7205
Support 1
12.5000
1.6500
6.5575
7.7490
1.2000
Support 1
6.0800
5.1050
5.3040
Support 2
11.5200
1.5725
6.4295
7.7450
1.1800
Support 2
5.8085
4.9115
4.9410
INTRA-DAY PROBABILITY BANDS 18:00 GMT
\Currency
EUR/USD
GBP/USD
USD/JPY
USD/CHF
USD/CAD
AUD/USD
NZD/USD
EUR/JPY
GBP/JPY
Resist. 3
1.2935
1.6122
78.82
0.9536
0.9855
1.0490
0.8210
101.41
126.42
Resist. 2
1.2905
1.6094
78.68
0.9513
0.9838
1.0464
0.8189
101.12
126.12
Resist. 1
1.2875
1.6066
78.53
0.9490
0.9821
1.0437
0.8167
100.83
125.82
Spot
1.2816
1.6010
78.24
0.9444
0.9786
1.0385
0.8125
100.25
125.23
Support 1
1.2757
1.5954
77.95
0.9398
0.9751
1.0333
0.8083
99.67
124.63
Support 2
1.2727
1.5926
77.80
0.9375
0.9734
1.0306
0.8061
99.38
124.33
Support 3
1.2697
1.5898
77.66
0.9352
0.9717
1.0280
0.8040
99.09
124.03
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