Sunday, January 24, 2010

Foreign Exchange Research - Daily Market Commentary



DAILY MARKET COMMENTARY
21 January 2010

Thursday

 


 

 

Fundamental Outlook at 1500 GMT (EDT + 0500)

 

 

The euro depreciated vis-à-vis the U.S. dollar today as the single currency tested bids around the US$ 1.4030 level and was capped around the $1.4140 level.  U.S. President Obama spooked the global financial markets today when he announced some purported wide-sweeping changes to the manner in which banks transact business, manage risk, and segregate business activities from insured federal deposits.  The measures could prohibit banks from owning funds and conducting proprietary trading activities.  The euro got a brief reprieve during European dealing after Greek finance minister Papaconstantinou denied a media report that European Union officials were considering a loan to Greece to alleviate the need for that country to secure funding from the International Monetary Fund.  The IMF warned that Portugal's deficit could rise to 8.6% of gross domestic product from around 8% this year if it does not enact fiscal reforms.  European Central Bank President Trichet reported the eurozone economic recovery is "moderate but uneven."  Data released in the eurozone today saw the EMU-16 January composite PMI index print at 53.6 while Germany's manufacturing PMI survey came in stronger-than-expected.  German Economy Minister Bruderle reported Germany will not attempt to reduce its budget deficit by raising taxes.  ECB member Weber cautiously warned there is "no reason fundamentally to doubt the upswing."  In U.S. news, data released in the U.S. today saw weekly initial jobless claims come in higher-than-expected at 482,000 while continuing jobless claims receded to 4.599 million. Also, the January Philadelphia Fed manufacturing activity index came in lower-than-expected at 15.2 from a revised December print of 22.5 and December leading economic indicators printed at 1.1%, up from a revised 1.0% in November.  Euro bids are cited around the US$ 1.3885 level.

 

 

 

¥/ CNY

The yen appreciated vis-à-vis the U.S. dollar today as the greenback tested bids around the ¥90.10 level and was capped around the ¥91.85 level.  Finance minister Kan reported the Chinese yuan may be discussed at the upcoming Group of Seven meeting and said any such discussion could have a "significant impact" on Japan.  Canadian finance minister Flaherty said Kan has been clear about his desire to discuss the yuan at the meeting in Canada, contrary to what Kan has said.  Bank of Japan reported demand for bank loans fell the most in more than five years today as companies reduced spending on account of the ongoing economic malaise.  The yen could remain bid following the announcement of Obama's plan to significantly alter the regulatory landscape of U.S. financial institutions and discourage risk-taking.   Data released in Japan yesterday saw revised December machine tool orders up 27.2% m/m and +63.4% y/y.  As expected, Bank of Japan kept its assessment of the economy unchanged overnight and did not include exchange rates and stock price volatility as risk in its assessment.  Notably, the central bank also improved its assessment of the domestic housing market and upgraded its view on financial market conditions for the first time in four months.  BoJ said the economy is "picking up" but remains in a "difficult condition." BoJ Governor Shirakawa reported demand for funds from small companies remains weak.  Data released in Japan yesterday saw December consumer confidence print at 37.6.  Former Bank of Japan Policy Board member Hirano reported a weak yen is positive for Japan's economy.  Prime Minister Hatoyama, whose government is embroiled in a funds scandal, said the government and BoJ must cooperate in combating deflation.  This scandal has been brewing for several months but some traders believe the problems are worsening and could prevent the government from enacting needed reforms and budget agreements.  There is increasing speculation the central bank will extend its near-zero per cent interest rate policy and possibly ramp up fund injections into the economy.  Group of Seven finance ministers are expected to discuss exchange rates in Canada when they convene on 5-6 February.  The Nikkei 225 stock index climbed 1.21% to close at ¥10,868.41.  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 ¥127.05 level and was capped around the ¥129.50 level.  The British pound moved lower vis-à-vis the yen as sterling tested bids around the ¥146.05 level while the Swiss franc moved lower vis-à-vis the yen and tested bids around the ¥86.45 level. In Chinese news, the U.S. dollar appreciated vis-à-vis the Chinese yuan as the greenback closed at CNY 6.8269 in the over-the-counter market, down from CNY 6.8270.  Strong economic data were released in China overnight and this increased speculation that People's Bank of China will need to tighten monetary policy aggressively this year.  People's Bank of China this week instructed some banks to restrict lending and will restrict overall credit growth in China to CNY 7.5 trillion in 2010.  Economic growth steamed higher in the fourth quarter and inflation surprised on the upside. 

 

 

Technical Outlook at 1330 GMT (EDT + 0500)

 

             (Bid Price)       (Today's Intraday Range)                              

           

EUR/ USD        1.4076                1.4136, 1.4028
USD/ JPY          91.71                  91.86,   91.18
GBP/ USD        1.6181                 1.6311, 1.6124
USD/ CHF        1.0456                 1.0494, 1.0419
AUD/USD         0.9108                0.9145, 0.9055
USD/CAD         1.0470                 1.0523,
1.0437
NZD/USD         0.7196                0.7232, 0.7141
EUR/ JPY         129.10                 129.30, 128.49
EUR/ GBP        0.8699                 0.8709, 0.8652
GBP/ JPY        148.24    149.08, 147.92
CHF/ JPY           87.64      87.77,   87.30

                                      

 

Support                       Resistance                   Support                    Resistance

 

EUR/ USD                                                            USD/ JPY

 

L1.       1.4355                          1.4925                             86.95               93.20 

L2.       1.4175                          1.5145                             84.85               95.50
L3.       1.3795                          1.5360                             82.30               98.85

 

   GBP/ USD                                                        USD/ CHF

 

L1.       1.5755                          1.6890                          1.0040                          1.0370

L2.       1.5355                          1.7310                          0.9920                          1.0580

L3.       1.4950                          1.7615                          0.9750                          1.0695

 

 AUD/ USD                                                         USD/ CAD

 

L1.       0.8870                          0.9425                          1.0150                          1.0590

L2.       0.8685                          0.9600                          0.9920                          1.0820

L3.       0.8225                          0.9840                          0.9735                          1.1060

 

 

 NZD/ USD                                                         EUR/ JPY

 

L1.       0.7145                          0.7645                          125.70                          135.75

L2.       0.6880                          0.7785                          122.50                          138.20

L3.       0.6750                          0.8215                          118.55                          141.00

 

 

 

  EUR/ GBP                                                        EUR/ CHF

 

L1.       0.8795                          0.9175                          1.4575                          1.4875

L2.       0.8675                          0.9290                          1.4305                          1.5010

L3.       0.8320                          0.9430                          1.4110                          1.5450

 

  GBP/ JPY                                                         CHF/ JPY

 

L1.       144.90                          149.20                            85.30                           91.60

L2.       141.20                          150.60                            83.35                           93.60

L3.       135.95                          152.20                            81.40                           97.95

 

 

 

SCHEDULE

 

 

Thursday, 21 January 2010

all times GMT

(last release in parentheses)

 

N/A      Germany          January PMI, manufacturing (52.7)

N/A      Eurozone          January PMI, services (53.6)

N/A      Eurozone          January PMI, manufacturing (51.6)

N/A      Eurozone          January PMI, composite (54.2)

0500     Japan               November leading index

0500     Japan               November coincident index

0800     CH                   December M3 money supply (7.6% y/y)

0900     Eurozone          European Central Bank monthly report

0930     UK                   December public sector net cash requirement (₤14.7 billion)

0930     UK                   December public sector net borrowing (₤20.3 billion)

0930     UK                   Bank of England major banks' mortgage approvals (63,000)

0930     UK                   December M4 money supply

1000     CH                   January ZEW survey, expectations (54.0)

1100     UK                   January CBI quarterly industrial trends

1330     US                   Weekly initial jobless claims

1330     US                   Continuing jobless claims

1330     Canada            November wholesale sales (0.3% m/m)

1500     US                   December leading indicators (0.9%)

1500     US                   January Philadelphia Fed index (20.4)

1530     Canada            Bank of Canada senior loan office survey

1530     Canada            Q4 business outlook, future sales

 

Friday, 22 January 2010

all times GMT

(last release in parentheses)

 

0030     Australia           Q4 export price index (-9.6% q/q)

0030     Australia           Q4 import price index (-3.0% q/q)

0430     Japan               November all-industry activity index (1.2% m/m)

0745     France              January business confidence indicator (89.0)

0745     France              January production outlook

0800     France              January PMI, services (59.3)

0800     France              January PMI, manufacturing (54.4)

0930     UK                   December retail sales (-0.3% m/m)

0930     UK                   December retail sales (3.1% y/y)

1000     Eurozone          November industrial new orders

1330     Canada            November retail sales (0.8% m/m)

1330     Canada            November retail sales, ex-autos (0.2% m/m)

 

 

 



No comments:

Post a Comment