السبت، 15 سبتمبر 2012

FOREX: Dollar Suffers Worst Week in 8 Months, Reversal Serious Possibility


  • Dollar Suffers Worst Week in 8 Months, Reversal Serious Possibility
  • Euro Posts a Five Week Advance, We May Cross 1.30 Again Soon
  • Japanese Yen: BoJ May Have to Keep Pace to Move USDJPY Above 80
  • Australia Notably Rejected at 1.06 Despite Positive Risk Move
  • British Pound Quietly Runs its Most Consistent Advance in Five Years
  • New Zealand Dollar May Have Better Luck with GDP than RBNZ
  • Gold Run Winded but More Capable of Overtaking 1800
Dollar Suffers Worst Week in 8 Months, Reversal Serious Possibility
With a significant upgrade to the Fed’s stimulus efforts (an effective means for devaluing currencies) and strong run in risk appetite trends this past week, the dollar suffered mightily. The greenback looks fully engaged in a bear trend that threatens to drive EURUSD back towards 1.3500 and accelerate AUDUSD’s move towards 1.1000. Yet, the experienced fundamental traders understand that trends cannot subsist on momentum itself. The further we extend a move, the greater the burden of support for keeping it moving. That is a problem when it comes to the dollar’s selloff. While the amplitude is high now, the catalysts’ influence can burn off quickly. And, when a market moves to far, too quickly without a corresponding justification for progress; the situation is very different. That is the makings of a volatile reversal situation.
Looking at the progress of the market’s this past week, we can tell that risk has been pushed to extreme levels on the back of (arguably expected) stimulus efforts. With the introduction of the Fed’s new $40 billion/month MBS program (QE3), we have an open-ended program that seems to support the lasting drive for risk that is needed to fill the considerable gap between market values and a questionable risk-reward condition. From the S&P 500 (my favored barometer of risk), the result is a push to four-year highs via the strongest back-to-back weekly rally since last October. Under these conditions, the need for safety diminishes. Naturally, the Dow Jones FXCM Dollar Index (ticker =USDollar) responds with a remarkable four-week tumble – the worst performance for the benchmark since January. For those keeping score that leverages the reversal from the June 1high to a 535 (5.2 percent) plunge.
In speculative markets, momentum often begets more momentum; but we have already pushed this drive (in risk and dollar-selling) to an extreme. To keep this pace requires participation – specifically those willing to buy into risk at already elevated prices. While the Federal Reserve’s presence in the market can provide a level of confidence, the assumption of greater yield / dividends doesn’t improve with the central bank’s presence. Even if QE3 proved highly successful (unlikely given it is targeted), the payoff would take considerable time. In the meantime, we remain fully dependent on the perception of extremely low levels of risk to justify holding overextended positions that tout little potential for return beyond capital gains. For now, the five-year low in the FX volatility index (CVIX) seems to offer grounding, but implied volatility cannot drop much further. And, if growth-weighed yields are unlikely to rise anytime soon and the Fed’s participation is priced in, we’re in a risky spot.
Euro Posts a Five Week Advance, We May Cross 1.30 Again Soon
Speaking of strong risk-based runs, the Euro has certainly added some heat to its rebound from multi-year lows back in July. Stimulus efforts have slowly built up the necessary influence to turn the shared currency. The turn began with the combination of extremely quiet market conditions (whereby prevailing trends temper) and Spain’s request for a bank bailout (back on July 20). Momentum has come with a fresh round of capital injection at the same time that speculative participation seems to be picking up again. With the ECB announcing a potentially unlimited bond purchase program (the OMT), investors are willing to look at flexibility that can provide a dynamic response to the next wave of pain. Furthermore, the Fed’s efforts bolster global confidence and undermine the euro’s top competitor for safe haven status.
With the right combination of market conditions, stimulus timing and struggle from counterparts, EURUSD has managed to tally a five-week rally and driving the pair’s recovery drive to over 1000 pips in less than two months. We have seen numerous five-week advances over the past seven years (one instance of six), and nearly everyone has seen at least a modest correction. For a fundamental impetus, we only need to look at the disproportionate level of trust of a truly skeptical market in another bid to buy time. Don’t be surprised to see 1.30 again soon.
Japanese Yen: BoJ May Have to Keep Pace to Move USDJPY Above 80
Risk appetite was firmly in control through the final part of this past week. Naturally, the market’s favorite funding currency would suffer under these conditions, but that doesn’t explain the USDJPY’s performance. Despite the Fed’s pledge to keep rates near zero until 2015, the pair is just below 80. Is this an appreciation of long-term fundamentals or perhaps fear that the BoJ may join ranks with flexible monetary policy?
Australia Notably Rejected at 1.06 Despite Positive Risk Move
You can’t help but notice the contrast. Where the S&P 500 was ascending multi-year highs and EURUSD reflected a troubled currency taking advantage of a renowned safe haven, AUDUSD was knocked back from notable resistance around 1.6000. With risk on and the RBA rate forecast improving, you’d expect this pair to lead the pack. This hesitance warrants caution not just for the Aussie, but for risk in general.
British Pound Quietly Runs its Most Consistent Advance in Five Years
Aggressive runs for the euro, dollar and equities are very distracting. Yet, we shouldn’t let a lack of volatility distract us from the most remarkable performance amongst the majors. GBPUSD has advanced now for six consecutive weeks. The last time that has happened was five years ago – back when the pair was trading a record highs. This makes this particularly remarkable is the sterling has little fundamental drive of its own.
New Zealand Dollar May Have Better Luck with GDP than RBNZ
Despite RBNZ Governor Bollard’s softening stance on the need for higher rates for the foreseeable future (at least until the end of his term that is), the kiwi has notably outperformed its Australian counterpart. That is particularly notable during a risk-on market phase that prizes yield over stability. Yet, to keep moving, fundamental support is needed to keep the advantage. Perhaps the 2Q GDP figures can provide.
Gold Run Winded but More Capable of Overtaking 1800
Overtaking 1800 next week depends on whether gold needs dramatic stimulus shocks to keep posting progress or if it can simply advance under slow but persistent efforts to devalue currencies. The Fed and ECB have laid the framework to deflate the value of their fiats, but how much more alternative store of wealth is their needed? Gold is expensive, but inflation is a lasting threat now. The market’s vote starts at 1800.
For Real Time Forex News, visit: http://www.dailyfx.com/real_time_news/
**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
22:00
(Sun)
NZD
Westpac NZ Consumer Confidence (3Q)
99.9
Consumer confidence may fall on 3Q European troubles
22:30
(Sun)
NZD
Performance Services Index (AUG)
53.1
New Zealand economy still seen as resilient
23:01
(Sun)
GBP
Rightmove House Prices (MoM) (SEP)
-2.4%
BoE-watched housing survey may continue weakness in September
23:01
(Sun)
GBP
Rightmove House Prices (YoY) (SEP)
2.0%
(Sun)
CNY
Actual FDI (YoY) (AUG)
-5.8%
-8.7%
Further outflow of FDI may confirm investor concern of a hard landing
1:30
AUD
New Motor Vehicle Sales (MoM) (AUG)
-0.8%
Purchasing of large goods may pick up, though consumer confidence also important
1:30
AUD
New Motor Vehicle Sales (YoY) (AUG)
5.0%
8:00
EUR
Euro-Zone Current Account n.s.a. (euros) (JUL)
15.7B
Eurozone trade data showing surplus decreasing, though July data may be due to quiet global economy
8:00
EUR
Euro-Zone Current Account s.a. (euros) (JUL)
12.7B
9:00
EUR
Euro-Zone Trade Balance s.a. (euros) (JUL)
9.8B
10.5B
9:00
EUR
Euro-Zone Trade Balance (euros) (JUL)
15.0B
14.9B
9:00
EUR
Euro-Zone Labor Costs (YoY) (2Q)
1.6%
2.0%
Deflationary labor good for exports, though may open scope for cuts
12:30
CAD
International Securities Transactions (JUL)
-$7.89B
July outflow expected due to risk
12:30
USD
Empire Manufacturing (SEP)
-2
-5.85
New York manufacturing expected to recover slightly; effect on dollar may be beneficial as QE3 passes
13:00
CAD
Existing Home Sales (MoM) (AUG)
0.0%
August sales may see improvement from prior stronger construction
GMT
Currency
Upcoming Events & Speeches
(SAT)
EUR
EU Finance Ministers Meeting (Sep 14-15)
-:-
EUR
ECB’s Nowotny Speaks on the Euro Economy
-:-
EUR
ECB’s Luc Coene Speaks on the Euro Economy
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
12.7149
1.7967
8.2059
7.7516
1.2202
Spot
6.5542
5.6777
5.6842
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
1.3253
1.6329
78.98
0.9354
0.9781
1.0653
0.8373
104.02
128.19
Resist. 2
1.3222
1.6301
78.83
0.9332
0.9764
1.0628
0.8352
103.75
127.92
Resist. 1
1.3192
1.6273
78.69
0.9311
0.9748
1.0602
0.8332
103.48
127.65
Spot
1.3130
1.6217
78.39
0.9267
0.9714
1.0551
0.8290
102.93
127.12
Support 1
1.3068
1.6161
78.09
0.9223
0.9680
1.0500
0.8248
102.38
126.58
Support 2
1.3038
1.6133
77.95
0.9202
0.9664
1.0474
0.8228
102.11
126.31
Support 3
1.3007
1.6105
77.80
0.9180
0.9647
1.0449
0.8207
101.84
126.04
v

ليست هناك تعليقات:

إرسال تعليق