Wednesday, December 9, 2009

Foreign Exchange Research - Daily Market Commentary

DAILY MARKET COMMENTARY
8 December 2009

Tuesday

         

 

 

Fundamental Outlook at 1500 GMT (EDT + 0500)

 

 

The euro extended losses vis-à-vis the U.S. dollar today as the single currency tested bids around the US$ 1.4680 level and was capped around the $1.4865 level.  The common currency was hampered by new global credit concerns today, events that led to appreciation in the U.S. dollar and the yen.  First, Dubai World's credit rating was lowered to junk status about two weeks after the large Middle Eastern development and real estate concern asked for a six-month standstill agreement with creditors.  More importantly today, perhaps, Fitch cut Greece's credit rating to BBB+ from A- and cited concerns over Greece's medium-term outlook for public finances.  This downgrade in sovereign credit risk impacted the common currency and this could put a small amount of upward pressure on eurozone interest rates, especially if there are concerns that other eurozone countries face a similar action from the ratings agencies.  A further decline in corporate and sovereign credit ratings or credit outlooks could negatively impact the markets and lead to additional safe-haven buying.  These credit actions come at a time when the U.S., U.K., and Japan face immense questions over their public finances with some speculators guessing at least one of those sovereign names could experience a credit downgrade in due course.  European Central Bank member Draghi said a major risk to the global econmic recovery is the chance that interest rates will need to increase before banks' balance sheets have been sufficiently improved.  Draghi noted "They may rise for monetary policy reasons, and if you think (about it), it's going to be very likely, because the process whereby banks will repair their balance sheets is a lengthy one. It's going to take several years."   Last week, the European Central Bank announced some measures to remove some monetary policy accommodation in 2010 but ECB President Trichet was careful to note they were "not in any way" a move towards exiting the monetary stimulus.  Data released in the eurozone today saw German industrial production decline 1.8% in October, defying expectations of an increase.  In U.S. news, Fed Chairman Bernanke yesterday indicated the U.S. economic expansion is likely to remain "subdued."  Euro bids are cited around the US$ 1.4505 level.

¥/ CNY

The yen appreciated vis-à-vis the U.S. dollar today as the greenback tested bids around the ¥88.15 level and was capped around the ¥89.45 level.  The Japanese government announced a new fiscal spending stimulus package that will increase expenditures by ¥100 billion to ¥7.2 trillion.  Part of the plan is clearly designed to increase spending to jump-start the economy while another objective of the policy announcement is to counter deflationary pressures and stop the yen's ascent.  This follows Bank of Japan's announcement last week that it is increasing its provision of funds, also its latest attempt to reverse the yen's strength and deflationary pressures.  Data released in Japan overnight saw the October current account surplus print at ¥1.398 trillion, lower than the expected surplus of ¥1.490 trillion.  Also, November bank lending was up +0.7% m/m and off 1.3% y/y.  It was also reported that service sector sentiment declined to 33.9 from 40.9 in October.  The Nikkei 225 stock index lost 0.26% to close at ¥10,140.47.  U.S. dollar offers are cited around the ¥94.75 level.  The euro moved lower vis-à-vis the yen as the single currency tested bids around the ¥129.65 level and was capped around the ¥132.70 level.  The British pound moved higher vis-à-vis the yen as sterling tested bids around the ¥143.55 level while the Swiss franc moved lower vis-à-vis the yen and tested bids around the ¥85.85 level. In Chinese news, the U.S. dollar depreciated vis-à-vis the Chinese yuan as the greenback closed at CNY 6.8280 in the over-the-counter market, down from CNY 6.8291.  People's Bank of China official Zhu Min reported China can experience more than 8% economic growth.  The State Administration for Foreign Exchange said China will continue to implement foreign exchange reforms and PBoC indicated it will "improve" policy flexibility.

The British pound came off vis-à-vis the U.S. dollar today as cable tested bids around the US$ 1.6255 level and was capped around the $1.6475 level.  Data released in the U.K. today saw HBOS November house prices escalate for the fifth consecutive month, up 1.4% m/m and off 1.6% y/y.  Also, the December CBI industrial trends survey showed orders increased to -42 from -45 in November.  Also, NIESR reported the U.K. economy expanded 0.2% in the three months to November.  Cable bids are cited around the US$ 1.5985 level.  The euro moved higher vis-à-vis the British pound as the single currency tested offers around the ₤0.9095 level and was supported around the ₤0.9005 level.

 

 

 

 

Technical Outlook at 1330 GMT (EDT + 0500)

 

             (Bid Price)       (Today's Intraday Range)                              

           

EUR/ USD        1.4704                1.4867, 1.4679
USD/ JPY
          88.38                  89.47,   88.17
GBP/ USD
        1.6287                 1.6476, 1.6255
USD/ CHF
        1.0266                 1.0285, 1.0163
AUD/USD
         0.9046                 0.9163, 0.9019
USD/CAD
         1.0631                 1.0670,
1.0486
NZD/USD
         0.7073                0.7171, 0.7046
EUR/ JPY
         129.98                 132.68, 129.65
EUR/ GBP
        0.9026                 0.9093, 0.9007
GBP/ JPY
        143.99                 147.15, 143.57
CHF/ JPY
           86.07      87.75,   85.84

 

 

                                       

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

 

 

Tuesday, 8 December 2009

all times GMT

(last release in parentheses)

 

N/A      Japan               November economy watchers' survey, current (40.9)

N/A      Japan               November economy watchers' survey, outlook (42.8)

0001     UK                   November BRC retail sales monitor

0001     UK                   November RICS house price balance (34.0%)

0030     Australia           November NAB business conditions (12)

0030     Australia           November NAB business confidence (16)

0030     Australia           Q3 current account balance (-A$ 13.347 billion)

0500     Japan               October leading index (86.4)

0500     Japan               October coincident index (92.7)

0815     Australia           Reserve Bank of Australia Governor Stevens speaks

0930     UK                   October industrial production (1.6% m/m)

0930     UK                   October industrial production (-10.3% y/y)

0930     UK                   October manufacturing production (1.7% m/m)

0930     UK                   October manufacturing production (-9.3% y/y)

1100     Germany          October industrial production (2.7% m/m)

1100     Germany          October industrial production (-12.9% y/y)

1300     Australia           Q1 manpower survey

1315     Canada            November housing starts (157,400)

1400     Canada            Bank of Canada interest rate decision

2145     NZ                   November credit card spending (-0.2% m/m)

2330     Australia           December Westpac consumer confidence (-2.50%)

2350     Japan               Q3 gross domestic product (1.20% q/q)

2350     Japan               Q3 gross domestic product, annualized (4.80%)

2350     Japan               Q3 GDP deflator (0.20% y/y)

2350     UK                   November Nationwide consumer confidence (72)

 

Wednesday, 9 December 2009

all times GMT

(last release in parentheses)

 

N/A      UK                   November NIESR gross domestic product, estimate (-0.4%)

0030     Australia           October home loans (5.10%)

0030     Australia           October trade balance (-A$ 1.894 billion)

0030     Australia           October investment lending (-0.1%)

0030     UK                   Pre-Budget report

0645     CH                   November unemployment rate (4.0%)

0700     Germany          October trade balance (€10.6 billion)

0700     Germany          November consumer price index (-0.2% m/m)

0700     Germany          October current account (€9.4 billion)

0700     Germany          November consumer price index (0.3% y/y

0700     Germany          October imports (5.8% y/y)

0700     Germany          November CPI, harmonized (0.4% y/y)

0930     UK                   October trade balance (-₤7.194 billion)

1030     UK                   November BRC shop price index

1200     US                   MBA mortgage applications (2.1%)

1500     US                   October wholesale inventories (-0.9%)

2000     NZ                   Reserve Bank of New Zealand interest rate decision

2145     NZ                   Q3 terms of trade index (-9.0% q/q)

2350     Japan               October machine orders (10.5% m/m)

2350     Japan               October machine orders (-22.0% y/y)

2350     Japan               November domestic corporate goods price index (-0.7% m/m)

2350     Japan               November domestic corporate goods price index (-6.7% y/y)

 

Thursday, 10 December 2009

all times GMT

(last release in parentheses)

 

N/A      Japan               Q1 manpower survey

0000     Australia           December consumer inflation expectations (3.2%0

0030     Australia           November employment change (24,500)

0030     Australia           November unemployment rate (5.8%)

0100     Australia           Reserve Bank of Australia official speaks

0745     France              November non-farm payrolls

0750     France              October industrial production (-1.5% m/m)

0750     France              October industrial production (-10.4% y/y)

0750     France              October manufacturing production (-1.6% m/m)

0750     France              October manufacturing production (-11.0% y/y)

0830     CH                   Swiss National Bank interest rate decision

0900     Eurozone          European Central Bank monthly report

0900     Italy                  October industrial production (-5.3% m/m)

1000     Italy                  Q3 gross domestic product

1200     UK                   Bank of England interest rate decision

1200     UK                   Bank of England asset purchase program decision

1330     Canada            October international merchandise trade (-C$ 900 million)

1330     US                   October trade balance (-US$ 36.5 billion)

1330     US                   Weekly initial jobless claims (457,000)

1330     US                   Continuing jobless claims (5.465 million)

2145     NZ                   November food prices (-1.5% m/m)

 

Friday, 11 December 2009

all times GMT

(last release in parentheses)

 

0000     Japan               November consumer confidence (40.5)

0930     UK                   November PPI, input (2.6% m/m)

0930     UK                   November PPI, input (0.1% y/y)

0930     UK                   November PPI, output (0.2% m/m)

0930     UK                   November PPI, output (1.7% y/y)

0930     UK                   November PPI, core output (0.3% m/m)

0930     UK                   November PPI, core output (2.0% y/y)

1330     Canada            October new housing price index (0.5% m/m)

1330     US                   November import price index (0.7% m/m)

1330     US                   November import price index (-5.7% y/y)

1330     US                   November advance retail sales (1.4%)

1330     US                   November retail sales, ex-autos (0.2%)

1500     US                   University of Michigan consumer sentiment (67.4)

1500     US                   October business inventories (-0.4%)

 



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