Wednesday, November 25, 2009

Foreign Exchange Research - Daily Market Commentary


DAILY MARKET COMMENTARY
22 October 2009

Thursday

 


Fundamental Outlook at 1400 GMT (EDT + 0400)

 

 

The euro appreciated vis-à-vis the U.S. dollar today as the single currency tested offers around the US$ 1.5035 level and was supported around the $1.4945 level.  The common currency is attempting to gain traction above the psychologically-important US$ 1.5000 figure.  The common currency could get a further boost tomorrow if the German October Ifo business confidence indicator climbs higher with some economists focusing on a print of 92.0, up from the September initial print of 91.3.  European Central Bank member Liikanen reported the eurozone economy is no longer contracting.  Other eurozone data saw the August current account moved to a deficit of -€1.3 billion from a surplus of €3.7 billion in July.  ECB member Weber today said there is no need to unwind the ECB's accommodative monetary policy now or "rush for the exit at the current juncture."  Weber also indicated there are no price stability pressures in the eurozone now.  In U.S. news, data released in the U.S. saw the August housing price index decline 0.3% m/m while September leading indicators were up 1%.  Also, weekly initial jobless claims were up more-than-expected in the latest reporting week to 531,000 from a revised 520,000 and continuing jobless claims fell to 5.923 million from a revised 6.021 million.  Additionally, Septembver leading indicators came in stronger-than-expected at 1.0%, up from a revised reading of 0.4%.  Euro bids are cited around the US$ 1.4445 level. 

¥/ CNY

The yen depreciated vis-à-vis the U.S. dollar today as the greenback tested offers around the ¥91.70 level and was supported around the ¥90.75 level.  The yen was given across the board as traders continued to chase currencies with a positive yield differential at the expense of the yen.  Data released in Japan today saw the September trade surplus print at ¥520.6 billion, below expectations.  Nikkei reported Bank of Japan expects the core consumer price index will decline for a third consecutive month in fiscal year 2011.  A continued bout of deflation over the next several quarters raises the possibility of a deflationary spiral.    Bank of Japan Deputy Governor Nishimura yesterday warned against extending the central bank's emergency credit programs.  Nishimura noted "Excessive concerns are easing considerably and market functions are improving significantly.  Prolonging safety net measures may cause the problem of moral hazard."  It is expected the central bank will allow some BoJ programs to expire at the end of the year but it is generally believed interest rates will not move higher before next year at the earliest.  Nishimura added the "road to recovery will be very bumpy" and said consumer prices may continue to decline before moving to a "desirable" level.  Japan continues to experience disinflationary or deflationary pressures and these continue to lessen corporate profits and wages.  Bank of Japan Governor Shirakawa yesterday reported Japan's economy remains "far below" last year's level.  The central bank and the government remain at odds about the implications for the economic recovery on policy. Finance minister Fujii continues to suggest the central bank's emergency programs should be maintained to support the economic recovery.    The Nikkei 225 stock index lost 0.64% to close at ¥10,267.17.  U.S. dollar offers are cited around the ¥94.75 level.  The euro moved higher vis-à-vis the yen as the single currency tested offers around the ¥137.40 level and was supported around the ¥136.25 level.  The British pound moved higher vis-à-vis the yen as sterling tested offers around the ¥151.95 level while the Swiss franc moved higher vis-à-vis the yen and tested offers around the ¥90.90 level. In Chinese news, the U.S. dollar strengthened vis-à-vis the Chinese yuan as the greenback closed at CNY 6.8250 in the over-the-counter market, up from CNY 6.8244.   Data released in China overnight saw Q3 gross domestic product growth of 8.9%, up from 7.9% in Q2 but just below estimates. There is increasing speculation that China will withdraw some fiscal and monetary stimuli as its economic growth accelerates.  People's Bank of China Deputy Governor Ma this week reported China's economic growth accelerated in Q3 from the previous three months.  Ma also reported further dollar weakness may fuel expectations of more yuan appreciation.  There is also a strong possibility of significant inflation in China in 2010.

The British pound appreciated vis-à-vis the U.S. dollar today as cable tested offers around the US$ 1.6635 level and was supported around the $1.6485 level.  Sterling has been bid this week following Bank of England Monetary Policy Committee meeting minutes for October that were less dovish than expected, suggesting the BoE will not expand its emergency lending program at this time.  BoE MPC member Tucker today said the "nightmare" situation of a deflationary spiral and declining output "now seems unlikely."  He added ""The size of the massive monetary stimulus has partly been designed to insure against that catastrophe risk.  So a key question over the coming period will be whether or not conditions are developing where some of that insurance could be withdrawn, consistent with leaving policy highly stimulative."  Data released in the U.K. today saw September retail sales unchanged m/m and up 2.4% y/y, weaker-than-expected.  Cable bids are cited around the US$ 1.6415 level.  The euro moved higher vis-à-vis the British pound as the single currency tested offers around the ₤0.9070 level and was supported around the ₤0.9010 level. 

 

 

Technical Outlook at 1230 GMT (EDT + 0400)

 

             (Bid Price)       (Today's Intraday Range)                              

           

EUR/ USD        1.5026                1.5035, 1.4944
USD/ JPY          91.28                  91.70,   90.76
GBP/ USD        1.6622                 1.6637, 1.6486
USD/ CHF        1.0046    1.0121, 1.0043
AUD/USD         0.9266                 0.9297, 0.9184
USD/CAD         1.0479                 1.0543,
1.0415
NZD/USD         0.7580                0.7601, 0.7498
EUR/ JPY         137.16    137.41, 136.25
EUR/ GBP        0.9037                 0.9068, 0.9012
GBP/ JPY        151.71                 151.96, 150.54
CHF/ JPY           90.82                   90.92,   90.18

 

 

                                       

Support                       Resistance                   Support                    Resistance

 

EUR/ USD                                                            USD/ JPY

 

 

L1.       1.4470                          1.4915                             88.60               93.30 

L2.       1.4355                          1.5140                             87.10               95.50
L3.       1.4175                          1.5360                             86.10               98.85

 

   GBP/ USD                                                        USD/ CHF

 

L1.       1.6115                          1.6685                          1.0275                          1.0580

L2.       1.5720                          1.6830                          1.0040                          1.0695

L3.       1.5405                          1.7040                          0.9750                          1.0885

 

 AUD/ USD                                                         USD/ CAD

 

L1.       0.8450                          0.8830                          1.0535                          1.0945

L2.       0.8300                          0.9050                          1.0365                          1.1125

L3.       0.8070                          0.9120                          1.0155                          1.1355

 

 

 NZD/ USD                                                         EUR/ JPY

 

L1.       0.6880                          0.7125                          131.45                          135.75

L2.       0.6750                          0.7260                          129.75                          136.90

L3.       0.6535                          0.7395                          127.00                          138.75

 

  EUR/ GBP                                                        EUR/ CHF

 

L1.       0.8795                          0.8995                          1.5110                          1.5380

L2.       0.8675                          0.9105                          1.4905                          1.5580

L3.       0.8320                          0.9225                          1.4670                          1.5880

 

  GBP/ JPY                                                         CHF/ JPY

 

L1.       146.10                          152.50                            86.30                           88.65

L2.       142.05                          157.75                            85.40                           90.10

L3.       135.70                          161.70                            81.55                           91.60

 

 

SCHEDULE

 

 

Thursday, 22 October 2009

all times GMT

(last release in parentheses)

 

0430     Japan               August all-industry activity index (0.5% m/m)

0500     Japan               September supermarket sales (-3.4% y/y)

0615     CH                   September trade balance (CHF 1.79 billion)

0645     France              October business confidence (85)

0800     Eurozone          August current account (€ 6.6 billion)

0800     Italy                  August retail sales

0830     UK                   September retail sales (0.0% m/m)

0830     UK                   September retail sales (2.1% y/y)

1230     US                   Weekly initial jobless claims

1230     US                   Continuing jobless claims

1230     Canada            August retail sales (-0.6% m/m)

1230     Canada            August retail sales, ex-autos (-0.8% m/m)

1400     US                   September leading indicators (0.6%)

1400     US                   August house price index (0.3% m/m)

1430     US                   Federal Reserve Bank of Boston President Rosengren speaks

1430     Canada            Bank of Canada Monetary Policy Report

1730     US                   Federal Reserve Bank of New York President Dudley speaks

 

Friday, 23 October 2009

all times GMT

(last release in parentheses)

 

0030     Australia           Q3 import price index (-6.4% q/q)

0645     France              September consumer spending (-1.3% y/y)

0800     Germany          October Ifo, expectations (95.7)

0800     Germany          October Ifo, business climate (91.3)

0800     Germany          October Ifo, current assessment (87.0)

0830     UK                   Q3 gross domestic product (-0.6% q/q)

0830     UK                   Q3 gross domestic product (-5.5% y/y)

0830     UK                   September BBA house purchase loans

0900     Eurozone          August industrial new orders (-24.3% y/y)

1230     US                   Federal Reserve Chairman Bernanke speaks

1400     US                   September existing home sales (5.10 million)

1400     US                   September existing home sales (-2.7% m/m)

1530     US                   Federal Reserve Vice Chairman Kohn speaks

 


 

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