Wednesday, November 25, 2009

Foreign Exchange Research - Daily Market Commentary

 

DAILY MARKET COMMENTARY
18 November 2009

Wednesday

 

          

 

Fundamental Outlook at 1500 GMT (EDT + 0500)

 

 

The euro moved sharply higher vis-à-vis the U.S. dollar today as the single currency tested offers around the US$ 1.4990 level and was supported around the $1.4860 level.  The common currency was partially propelled higher by very dovish comments from St. Louis Federal Reserve Bank President Bullard who reported "If you look at the last two recessions, in each case the FOMC watied two and a half-to-three years before we started our tightening campaign.  If we took that as a benchmark, that would put us in the first half of 2012."  Fed policymakers concluded at their 3-4 November FOMC meeting that rates will remain low for "an extended period" of time.   On Monday, Federal Reserve Chairman Bernanke verbally intervened to support the U.S. dollar and was seconded yesterday by European Central Bank President Trichet.  Nevertheless, there have not been much additional verbal intervention from eurozone monetary officials, leading to renewed speculation of dissention among the rank.  Treasury Secretary Geithner reported U.S. banks have an "obligation" to lend more.  Data released in the U.S. today saw the October  headline consumer price index climb 0.3% m/m and was off 0.2% y/y while the ex-food and energy component was up 0.2% m/m and up 1.7% y/y.  Also, October housing starts printed at an annualized 529,000 while building permits came in at an annualized 552,000, down from a revised 575,000 in September.  In eurozone news, the German government will convene a meeting on 2 December to discuss the economy and financial crisis.  Data released in the eurozone today saw September construction output decline 1.1% m/m and 8% y/y.  Also, the EMU-16 current account printed at -€5.4 billion in September compared with a revised surplus of €0.6 billion in August.  Euro bids are cited around the US$ 1.4445 level.

 

 

 

¥/ CNY

The yen depreciated vis-à-vis the U.S. dollar today as the greenback tested offers around the ¥89.40 level and was supported around the ¥89.00 figure.  Data released in Japan overnight saw October preliminary machine tool orders climb 8.9% m/m and decline 42.5% y/y.  Finance ministry Fujii said the government will finalize plans to deal with the tax revenue shortfall in December.  Fujii yesterday reported the government is attempting to restrict new Japanese government bond issuance below ¥44 trillion in its formation of the 2010/ 2011 fiscal budget and warned any issuance above this could pose a problem.  Fujii also warned that downside risks to the Japanese economy need to be monitored and added the jobless rate "remains high" and the economy remains "severe."  On Monday, Bank of Japan Governor Shirakawa noted "If the continuation of low interest rates (in the U.S.) leads to a substantial rise in long-term interest rates by raising inflation expectations or by generating expectations for a weak dollar, this may give rise to another problem, namely that the fiscal burden increases and in turn the need for adjustments in the government's balance-sheet arises."  BoJ's Policy Board recently predicted core consumer prices will decline 1.5% in the year ending March 2010, decline 0.8% in the fiscal year ending March 2011, and decline 0.4% in the fiscal year ending March 2012.  The central bank recently reported it will stop its purchase of corporate debt and commercial paper at the end of 2009.  BoJ Policy Board's next interest rate decision is scheduled for 19 November.  The Nikkei 225 stock index lost 0.55% to close at ¥9,676.80.  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 bids around the ¥134.00 figure and was supported around the ¥132.55 level.  The British pound moved lower vis-à-vis the yen as sterling tested bids around the ¥149.35 level while the Swiss franc moved higher vis-à-vis the yen and tested offers around the ¥88.70 level. In Chinese news, the U.S. dollar strengthened vis-à-vis the Chinese yuan as the greenback closed at CNY 6.8241 in the over-the-counter market, up from CNY 6.8240.  People's Bank of China member Fan Gang reported Chinese gross domestic product growth will probably be between 8% and 9% in 2010 and does not see a big inflation risk now.

 

 

 

 

 

 

 

 

 

 

Technical Outlook at 1330 GMT (EDT + 0500)

 

             (Bid Price)       (Today's Intraday Range)                              

           

EUR/ USD        1.4983                1.4988, 1.4858
USD/ JPY          89.37                  89.42,   89.00
GBP/ USD        1.6757                 1.6844, 1.6737
USD/ CHF        1.0086    1.0168, 1.0076
AUD/USD         0.9300                 0.9337, 0.9264
USD/CAD         1.0500                 1.0536,
1.0448
NZD/USD         0.7461                0.7497, 0.7430
EUR/ JPY         133.88                 133.93, 132.57
EUR/ GBP        0.8939                 0.8943, 0.8838
GBP/ JPY        149.74                 150.32, 149.37
CHF/ JPY           88.58                   88.63,   87.68

 

 

 

                                       

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

 

 

Wednesday, 18 November 2009

all times GMT

(last release in parentheses)

 

0000     Australia           September Westpac leading index (1.1% m/m)

0030     Australia           Q3 wage cost index (3.8% y/y)

0030     Australia           Q3 wage cost index (0.8% q/q)

0600     Japan               October machine tool orders (-61.9% y/y)

0900     Eurozone          September current account (-€5.0 billion)

0930     UK                   Bank of England MPC meeting minutes

1000     Eurozone          September construction output (-0.4% m/m)

1000     Eurozone          September construction output (-11.3% y/y)

1100     UK                   October CBI industrial trends survey, total orders (-51)

1200     US                   MBA mortgage applications (3.2%)

1200     Canada            October Bank of Canada CPI, core (0.3% m/m)

1200     Canada            October Bank of Canada CPI, core (1.5% y/y)

1200     Canada            October consumer price index (0.0% m/m)

1200     Canada            October consumer price index (0.9% y/y)

1330     US                   October consumer price index (0.2% m/m)

1330     US                   October consumer price index (-1.3% y/y)

1330     US                   October CPI, ex-food and energy (0.2% m/m)

1330     US                   October CPI, ex-food and energy (-1.3% y/y)

1330     US                   October building permits (575,000)

1330     US                   October housing starts (590,000)

 

Thursday, 19 November 2009

all times GMT

(last release in parentheses)

 

0030     Australia           August average weekly wages (1.2% q/q)

0030     Australia           August average weekly wages (6.1% y/y)

0100     Australia           Reserve Bank of Australia official Debelle speaks

0430     Japan               September all-industry activity index (0.90% m/m)

0500     Japan               September coincident index

0500     Japan               September leading index

0545     US                   Philadelphia Fed President Plosser speaks

0715     CH                   October trade balance (CHF 1.91 billion)

0900     Italy                  September trade balance

0930     UK                   October public sector net cash requirement (₤19.4 billion)

0930     UK                   October M4 money supply (11.6% y/y)

0930     UK                   October retail sales (0.0% m/m)

0930     UK                   October retail sales (2.4% y/y)

0930     UK                   October mortgage approvals (56,000)

0930     UK                   October public sector net borrowing (₤14.8 billion)

1330     US                   Weekly initial jobless claims

1330     US                   Continuing jobless claims (5.631 million)

1330     Canada            September wholesale sales (-1.4% m/m)

1330     Canada            September leading indicators (1.1% m/m)

1330     Canada            September international securities transactions
1500     US                   November Philadelphia Fed index (11.5)

1500     US                   October leading indicators (1.0%)

2145     US                   Dallas Fed President Fisher speaks

 

Friday, 20 November 2009

all times GMT

(last release in parentheses)

 

N/A      Japan               October Tokyo-area department store sales (-10.5% y/y)

N/A      Japan               October department store sales (-7.8% y/y)

N/A      Japan               Bank of Japan Policy Board interest rate decision

0200     NZ                   October credit card spending

0700     Japan               October convenience store sales (-5.6% y/y)

0700     Germany          October producer prices (-0.5% m/m)

0700     Germany          October producer prices (-7.6% y/y)

0900     Italy                  September industrial sales

0900     Italy                  September industrial orders

 

 

 

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