Saturday, December 19, 2009

Foreign Exchange Research - Daily Market Commentary

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DAILY MARKET COMMENTARY
17 December 2009

Thursday

 

 

Fundamental Outlook at 1500 GMT (EDT + 0500)

 

 

The euro moved lower vis-à-vis the U.S. dollar today as the single currency tested bids around the US$ 1.4505 level and was capped around the $1.4590 level.  The Federal Open Market Committee yesterday voted to keep interest rates unchanged and reported its emergency lending programs will continue to be unwound.  The Fed's message was generally upbeat with policymakers acknowleding the improving labour market.  The common currency also came off further today on growing concerns that Greece's fiscal position is deteiorating to the detriment of the euro.  Data released in the U.S. today saw weekly initial jobless claims print at 480,000, up from a revised 473,000, while continuinmg claims increased to 5.186 million.  Additionally, November leading indicators improved to 0.9% from the prior reading of 0.3% and the December Philadelphia Fed index improved to 20.4.  Federal Reserve Chairman Bernanke's new term as the Chairman was approved today by the U.S. Senate.  In eurozone news, October construction output was off 0.6% m/m and 7.7% y/y.  Dealers continue to talk about diverging growth potentials between the U.S. and eurozone with the former's improving prospects a net positive for the U.S. dollar.  Euro bids are cited around the US$ 1.4445 level.

¥/ CNY

The yen depreciated vis-à-vis the U.S. dollar today as the greenback tested offers around the ¥90.35 level and was supported around the ¥89.55 level.  Many traders believe Bank of Japan Governor Shirakawa will indicate he is prepared to expand the central bank's monetary easing policies if the appreciating yen and deflation continue to threaten Japan's economy recovery.  Bank of Japan's Policy Board is expected to keep its unsecured overnight call rate target unchanged at 0.10%.  Data released in Japan yesterday saw November revised machine tools up 0.9% m/m and off 8.4% y/y, an upward revision from provisional data.  Banking minister Kamei warned the economy and deflation are worsening, the latest attempt by the government to pressure the central bank into maintaining its emergency lending programs.  Other data released yesterday saw the October tertiary activity index increase 0.5% m/m.  Finance minister Fukii this week reported the government must keep bond issuance below ¥44 trillion for the fiscal year that begins in April 2010.  Today, he noted the government may postpone some planned tax reforms.   The Bank of Japan December quarterly Tankan survey was released on Monday and evidenced an improvement in corporate sentiment among large manufacturers. The headline diffusion index improved to -24 from -33 in the September quarterly survey, marking the third consecutive quarterly improvement.  Sentiment among large non-manufacturers improved to -22 in December from -24.  On a negative note, it was reported that large firms plan to reduce capital spending by 13.8% in the fiscal year ending in March, a downward revision from the 10.8% decline expected in the September tankan.  Collectively, these data paint a mixed picture that evidences some improvement in current sentiment but a less-than-sanguine outlook for the future.  Traders cite an increasing chance of actual yen-selling intervention by Japanese monetary authorities if the yen remains at elevated levels.    The Nikkei 225 stock index lost 0.48% to close at ¥10,163.80.  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 ¥128.80 level and was capped around the ¥130.65 level.  The British pound moved lower vis-à-vis the yen as sterling tested bids around the ¥144.65 level while the Swiss franc moved lower vis-à-vis the yen and tested bids around the ¥85.55 level. In Chinese news, the U.S. dollar appreciated vis-à-vis the Chinese yuan as the greenback closed at CNY 6.8335 in the over-the-counter market, up from CNY 6.8290.  China reported it attracted US$ 7 billion in foreign direct investment in November.  A People's Bank of China household inflation survey reported many believe prices are escalating too quickly during the economic recovery. 

 

 

Technical Outlook at 1330 GMT (EDT + 0500)

 

             (Bid Price)       (Today's Intraday Range)                                

           

EUR/ USD        1.4360                1.4535, 1.4327
USD/ JPY           90.06                  90.25,   89.56
GBP/ USD        1.6129                 1.6341, 1.6079
USD/ CHF         1.0470                 1.0507, 1.0380
AUD/USD         0.8876                 0.9011, 0.8845
USD/CAD         1.0675                 1.0745,
1.0608
NZD/USD         0.7116                0.7207, 0.7095
EUR/ JPY         129.33                 130.67, 128.91
EUR/ GBP        0.8900                 0.8918, 0.8850
GBP/ JPY         145.27                 146.85, 144.67
CHF/ JPY           85.98                  86.57,   85.55

 

 

                                       

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, 17 December 2009

all times GMT

(last release in parentheses)

 

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

0000     Australia           November HIA new home sales (-6.0% m/m)

0200     NZ                    December NBNZ business confidence (43.4)

0500     Japan               October leading index (89.7)

0500     Japan               October coincident index (94.3)

0900     Italy                  Q3 unemployment rate

0930     UK                    November retail sales (0.4% m/m)

0930     UK                    November retail sales (3.4% y/y)

1000     CH                    December Credit Suisse ZEW survey, expectations (56.4)

1000     Eurozone          October construction output

1100     UK                    December CBI distributive trades

1200     Canada             November consumer price index (-0.1% m/m)

1200     Canada             November consumer price index (0.1% y/y)

1200     Canada             November CPI, core (0.1% m/m)

1200     Canada             November CPI, core (1.80% y/y)

1330     US                    Weekly initial jobless claims

1330     US                    Continuing jobless claims

1330     Canada             October international securities transactions (C$ 13.59 billion)

1500     US                    November leading indicators (0.3%)

1500     US                    December Philadelphia Fed index

 

Friday, 18 December 2009

all times GMT

(last release in parentheses)

 

N/A       Japan               November Nationwide department store sales (-10.5% y/y)

N/A       Japan               November Tokyo-area department store sales (-13.1% y/y)

0700     Germany           November producer prices (0.0% m/m)

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

0745     France              December business confidence (89)

0900     Italy                  October industrial orders

0900     Italy                  October industrial sales

0900     Germany           December Ifo, business climate (93.9)

0900     Germany           December Ifo, current assessment (89.1)

0900     Germany           December Ifo, expectations (98.9)

0900     Eurozone          October current account (-€ 5.4 billion)

0930     UK                    November mortgage approvals (61,000)

0930     UK                    Q3 total business investment (-3.0% q/q)

0930     UK                    Q3 total business investment (-21.7% y/y)

0930     UK                    November public sector net cash requirement (₤5.9 billion)

0930     UK                    November public sector net borrowing (₤11.4 billion)

0930     UK                    November M4 money supply

1000     Eurozone          October trade balance (€3.7 billion)

1000     Eurozone          October trade balance (₤6.8 billion)

1030     CH                    December KOF economic forecast

1330     Canada             October wholesale sales (0.2% m/m)



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