Tuesday, December 15, 2009

Foreign Exchange Research - Daily Market Commentary

DAILY MARKET COMMENTARY
11 December 2009

Friday

 

Fundamental Outlook at 1500 GMT (EDT + 0500)

 

 

The euro moved sharply lower vis-à-vis the U.S. dollar today as the single currency tested bids around the US$ 1.4585 level and was capped around the $1.4775 level.  Many data were released in the U.S. today. First, the November import price index printed at +1.7%, up from the revised October print of +0.8%, and was up +3.7% y/y, up from an upwardly revised October reading of -5.6%.  Also, November advance retail sales came in at +1.3%, up from a revised +1.1% reading in October, while the ex-transportation component printed at +1.2%, up from a downwardly revised reading of 0.0%.  Other data saw the mid-December University of Michigan consumer sentiment indicator rally sharply to 73.4 from the prior reading of 67.4.  Also, October business inventories were up 0.2%.  Notably, the U.S. dollar remained strong on the heels of the better-than-expected U.S. economic data. This suggests the market may be reassessing the U.S. dollar as until recently, the greenback could not derive any sustainable strength from positive data.  Even though most Fed-watchers believe the Federal Open Market Committee will keep interest rates unchanged for some time, these data could stimulate additional talk about the Fed raising rates sooner rather than later as they support the ongoing recovery theme.  In eurozone news, Greek prime minister Papandreou indicated European Central Bank President Trichet and Eurogroup chairman Juncker see "no possibility" of default on Greek debt.  ECB member Tumpell-Gugerell reported the central bank will begin to remove its monetary policy accommodation "at a gradual pace."  Spain's credit outlook was downwardly revised by Standard & Poor's this week after it affirmed the country's long-term and sovereign investment-grade credit ratings.  Spain's long-term debt rating of AAA was downgraded in January and the Spanish action follows Greece's downgrade this week by Fitch.  European Central Bank President Trichet reported economic and financial conditions "are now stable enough that we can start to withdraw some of the excess support that is now needed to the same extent as it was in the past."  Last week, the ECB reported it will start removing some policy accommodation in 2010 but will keep most measures in place.  European Central Bank member Nowotny warned "We are closely watching the developments in economic deficits. The high deficits of countries as Greece, Ireland and Spain are a reason for concern to us.  It's not the ECB's job to help defuse these situations.  Euro bids are cited around the US$ 1.4505 level.

¥/ CNY

The yen depreciated vis-à-vis the U.S. dollar today as the greenback tested offers around the ¥89.80 level and was supported around the ¥88.20 level.  Bank of Japan Governor Shirakawa reported the world needs a global regulatory framework.  He also indicated the global credit market dislocation impacted Asian countries less than the 1998 Asian currency crisis.  Finance minister Fujii did a reversal and said the government will cap bond sales at ¥44 trillion next year, a contrast with recent comments from Prime Minister Hatoyama who suggested the government may ramp up borrowing further.  Bank of Japan will release its Tankan survey of corporate sentiment on Monday and many economists anticipate it will show less pessimism about the economy.  The headline large manufacturers' sentiment index is expected to rise to -27 from -33 in September.  The Nikkei 225 stock index gained 2.48% to close at ¥10,107.87.  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 ¥131.60 level and was supported around the ¥129.90 level.  The British pound moved higher vis-à-vis the yen as sterling tested offers around the ¥145.65 level while the Swiss franc moved higher vis-à-vis the yen and tested offers around the ¥87.00 figure. In Chinese news, the U.S. dollar depreciated vis-à-vis the Chinese yuan as the greenback closed at CNY 6.8277 in the over-the-counter market, down from CNY 6.8287.  People's Bank of China official Zhu Min this week reported China can experience more than 8% economic growth.  Zhu added China had "good reason" to devalue its currency during the global financial crisis but instead decided to "stabilize the renminbi exchange rate." The State Administration for Foreign Exchange said China will continue to implement foreign exchange reforms and PBoC indicated it will "improve" policy flexibility.  Data released in China overnight saw November industrial production up 19%.  Also, November consumer price inflation was up +0.6% m/m.

 

 

Technical Outlook at 1330 GMT (EDT + 0500)

 

             (Bid Price)       (Today's Intraday Range)                                

           

EUR/ USD        1.4621                1.4776, 1.4585
USD/ JPY           89.17                  89.79,   88.18
GBP/ USD        1.6239                 1.6338, 1.6195
USD/ CHF         1.0343                 1.0367, 1.0234
AUD/USD         0.9110                 0.9194, 0.9090
USD/CAD         1.0605                 1.0622,
1.0482
NZD/USD         0.7235                0.7290, 0.7221
EUR/ JPY         130.38                 131.59, 129.91
EUR/ GBP        0.9001                 0.9068, 0.8979
GBP/ JPY         144.82                 145.64, 143.54
CHF/ JPY           86.19      87.00,   85.93

 

 

                                       

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

 

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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