Sunday, January 10, 2010

Foreign Exchange Research - Daily Market Commentary



DAILY MARKET COMMENTARY
6 January 2010

Wednesday


 

Fundamental Outlook at 1500 GMT (EDT + 0500)

 

 

The euro appreciated vis-à-vis the U.S. dollar on Thursday as the single currency tested offers around the US$ 1.4435 level and was supported around the $1.4280 level.  Traders raced into the common currency and other higher-yielding currencies on an improvement in U.S. economic data, a trade that was popular in 2009 before profit-taking ensued at the end of the year.  Data released in the U.S. today saw MBA mortgage applications reverse course and climb 0.5%, an improvement from the -22.8% decline during the previous reporting period.  Also, the ADP December employment report showed 84,000 private sector jobs were lost last month, down from a revised 145,000 the previous month and the lowest loss since March 2008.  These data suggest Friday's all-important December non-farm payrolls report could evidence an improvement from November's total.  Some private economists are beginning to estimate margin jobs growth in Q1 2010 while others believe the unemployment rate will tick higer a few tenths of a per cent before moderating below the 10.0% level.  These data were tempered by moderate gains in the December ISM non-manufacturing index that printed at 50.1, up from 48.7 in November but below expectations. An important sub-index saw the employment picture improve to 44.0% in December from 41.6% in November.   Perhaps the big news in the U.S. today involved the release of the Federal Open Market Committee's minutes from the 15-16 December meeting.  Some policymakers saw "quite elevated" economic slack while others noted the risk of heightened inflation from the Fed's "extraordinary" stimulus.  Overall, policymakers "agreed that monetary policy would need to be responsive to any significant improvement or worsening in the economic outlook and that the Federal Reserve would need to continue to clearly communicate its ability and intent to begin withdrawing monetary policy accommodation at the appropriate time and place."  Many Fed lending programs are scheduled to run off on 1 February, as scheduled, on account of "improvements in the functioning of financial markets." Some policymakers, however, warned that it might become necessary to expand the planned scale of Fed's asset purchase program.  The Fed also detailed some additional plans regarding its reverse repo operations.  In eurozone news, European Central Bank member Stark made news today when he indicated no eurozone member would bail Greece out of its fiscal problems.  Most dealers believe European policymakers will not allow Greece to default on its massive debt and believe the ECB is likely to continue accepting Greek debt for collateral operations. Data released in the eurozone today saw the EMU-16 services sector improve to 53.6 in December from 53.0 in November.  EMU-16 October new industrial orders declined for the first time in seven months, off 2.2% m/m and 14.5% y/y, while EMU-16 producer prices were up 0.1% m/m and off 4.4% y/y.  Euro bids are cited around the US$ 1.3885 level.

¥/ CNY

The yen depreciated vis-à-vis the U.S. dollar today as the greenback tested offers around the ¥92.75 level and was supported around the ¥91.50 level.  Technically, the pair has retraced 76.4% of its intraweek range.  The big news in Japan overnight was the resignation of finance minister Fujii.  Deputy Prime Minister Kan is replacing Fujii and traders are trying to determine what impact this will have on the yen, if any.  Notably, Fujii had resisted some calls from senior government policymakers to expand new Japanese government bond issuance, a resistance that could have precipitated his "health-related" departure.  Fujii was also in the spotlight shortly after Prime Minister Hatoyama assumed power on account of conflicting comments he made about the yen's value.  Some traders believe Kan will champion a weaker yen policy.  Improvements in U.S. economic data also led to a weaker yen as demand grew for assets in higher-yielding currencies.  Notably, Japan's GDP is estimated to reach 246% of gross domestic product in 2010, compared to about 108% for the U.S. and 89% for Germany.  The Nikkei 225 stock index climbed 2.59% to close at ¥10,731.45.  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 ¥133.25 level and was supported around the ¥131.25 level.  The British pound moved higher vis-à-vis the yen as sterling tested offers around the ¥148.45 level while the Swiss franc moved lower vis-à-vis the yen and tested offers around the ¥90.10 level. In Chinese news, the U.S. dollar appreciated vis-à-vis the Chinese yuan as the greenback closed at CNY 6.8274 in the over-the-counter market, up from CNY 6.8272.  People's Bank of China reported it will support "relatively fast" economic growth and manage inflation expectations.  Additionally, PBoC noted it will target "modetate" loan growth in 2010.  Top banking regulator Lui Mingkang this week noted that "structural bubbles threaten to emerge."  The State Administration of Foreign Exchange today noted it will improve the management of its foreign currency reserves.

The British pound appreciated vis-à-vis the U.S. dollar today as cable tested offers around the US$ 1.6060 level and was supported around the $1.5935 level.  The REC December job placements survey indicated job placements rose at their fastest pace in 2.5 years while BRC noted December shop prices accelerated on rising costs and a weaker pound.  Also, the Nationwide December consumer confidence index fell to +69, signaling weaker confidence.  Prime Minister Brown, who must call an election by June, is under fire from his own Labour party.  Some members of Labour are questioning Brown's leadership heading into the general election.  Tory leader David Cameron is expected to prevail at the election.  Cable bids are cited around the US$ 1.5925 level.  The euro gained ground vis-à-vis the British pound as the single currency tested offers around the ₤0.9010 level and was supported around the ₤0.8925 level.

 

 

 

Technical Outlook at 1330 GMT (EDT + 0500)

 

             (Bid Price)       (Today's Intraday Range)                              

           

EUR/ USD        1.4408               1.4434,  1.4282
USD/ JPY          92.31                 92.73,    91.51
GBP/ USD        1.6014                 1.6062, 1.5936
USD/ CHF        1.0277                 1.0378, 1.0248
AUD/USD         0.9198                0.9216, 0.9098
USD/CAD         1.0320                 1.0408,
1.0311
NZD/USD         0.7375                0.7385, 0.7302
EUR/ JPY         133.00                 133.47, 131.24
EUR/ GBP        0.8995                 0.9010, 0.8925
GBP/ JPY        147.80    148.44, 145.92
CHF/ JPY           89.79      90.11,   88.43

                                       

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, 6 January 2010

all times GMT

(last release in parentheses)

 

0001     UK                   December Nationwide consumer confidence (73.0)

0001     UK                   December BRC shop price index (0.2%)

0030     Australia           November retail sales (0.3% m/m)

0030     Australia           November building approvals (-0.6% m/m)

0030     Australia           November building approvals (11.7% y/y)

0850     France              December PMI, services (60.9)

0855     Germany          December PMI, services (53.1)

0900     Eurozone          December PMI, services (53.0)

0900     Eurozone          December PMI, composite (53.7)

0930     UK                   December PMI, services (56.6)

1000     Eurozone          November producer price index (0.2% m/m)

1000     Eurozone          November producer price index (-6.7% y/y)

1000     Eurozone          October industrial new orders (1.7% m/m)

1000     Eurozone          October industrial new orders (-16.4% y/y)

1200     US                   MBA mortgage applications

1230     US                   December Challenger job cuts (-72.3% y/y)

1315     US                   December ADP employment change (-169,000)

1500     US                   December ISM, non-manufacturing composite (48.7)

1900     US                   Federal Open Market Committee meeting minutes

1905     Australia           November trade balance (-A$ 2.379 billion)

2145     NZ                   November trade balance (-NZ$ 487 million)

 

Thursday, 7 January 2010

all times GMT

(last release in parentheses)

 

N/A      UK                   December Halifax house prices (1.4% m/m)

0000     Japan               December official reserve assets (US$ 1.073 trillion)

0500     US                   Federal Reserve Bank of St. Louis President Bullard speaks

0815     CH                   December consumer price index (0.2% m/m)

0815     CH                   December consumer price index (0.0% y/y)

1000     Eurozone          November retail sales (0.0% m/m)

1000     Eurozone          November retail sales (-1.9% y/y)

1000     Eurozone          December economic confidence (88.8)

1000     Eurozone          December consumer confidence (-17.0)

1000     Eurozone          December business climate indicator (-1.56)

1000     Eurozone          December industrial confidence (-19.0)

1000     Eurozone          December services confidence (-4.0)

1100     Germany          November factory orders (-2.1% m/m)

1100     Germany          November factory orders (-8.5% y/y)

1200     UK                   Bank of England MPC interest rate decision

1200     UK                   Bank of England asset purchase program

1330     US                   Weekly initial jobless claims

1330     US                   Continuing jobless claims

1500     Canada            December Ivey purchasing managers index (55.9)

1800     US                   Federal Reserve Bank of Kansas City President Hoenig speaks

 

Friday, 8 January 2010

all times GMT

(last release in parentheses)

 

 

0000     Australia           Q3 quarterly wage agreements

0500     Japan               November leading index (89.4)

0500     Japan               November coincident index (94.3)

0500     China               Federal Reserve Bank of St. Louis President Bullard speaks

0545     CH                   December unemployment rate (4.1%)

0700     Germany          November trade balance (€13.6 billion)

0700     Germany          November current account (€11.0 billion)

0745     France              November trade balance (-€4.4 billion)

0930     UK                   December PPI, input (0.1% m/m)

0930     UK                   December PPI, input (4.0% y/y)

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

0930     UK                   December PPI, output (2.9% y/y)

0930     UK                   December PPI, output core (-0.1% m/m)

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

1000     Eurozone          November unemployment rate (9.8%)

1100     Germany          November industrial production (-1.8% m/m)

1100     Germany          November industrial production (-12.4% y/y)

1230     Canada            December employment, net change (79,100)

1230     Canada            December unemployment rate (8.5%)

1300     US                   December non-farm payrolls, net change (-11,000)

1330     US                   December unemployment rate (10.0%)

1330     US                   December average hourly earnings (0.1% m/m)

1330     US                   December average hourly earnings (2.2% y/y)

1330     US                   December average weekly hours (33.2)

1500     US                   November wholesale inventories (0.3%)

1835     US                   Federal Reserve Bank of Richmond President Lacker speaks

2000     US                   November consumer credit (-US$ 3.5 billion)

 

 

 


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