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A Week Of What Could Have Been, What My Algo Is Spitting Out For EUR/USD

Published 07/17/2020, 08:01 AM
Updated 07/09/2023, 06:31 AM
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Not too much to report in a sluggish Asia trading session for stocks. The market bulls are left crying in their beer over what could have been if it were not for the unexpected miss on China's retail sales number and mainland regulators slamming the breaks on the stock market rally.
 
Please take my word on this as I do it every weekend, the best thing you could do right now as an investor is to switch off all your news feeds for the weekend and focus on the price action on Monday. 
 
Despite the gloomy outlook price action this week tells me that investors have little interest to short the markets. And the fact that the e-minis are trading above 3200 and continue to hold a bid despite ongoing concerns about the virus should be the story and not the other way around. 
 
Are valuations realistic? Probably not, but people stopped worrying about that a long time ago. 

Oil 

The most convincing signpost the oil market is well enough to handle this increase in supply is the decline in onshore and floating storage. A key market data provider  says global floating storage has shown a decrease of -38 million barrels over the past two weeks
 
The other key factor is the Saudi hiked prices even as export rose, and I do not also have to use and IS/LM curve to support the argument that the Asia market is healthy enough to accommodate a higher rise in exports. 
 
To be sure, the recovery in oil prices will be a lengthy one, and in the absence of a decent fall in the US epi curve, we could be riding on the range for some time.

Euro

EUR/USD seems to have found equilibrium tethered around 1.1400, so now we await the EU Summit result. Policymakers have been trying to keep expectations low with comments about challenges and areas of disagreement. My algorithm plugins are based on optionality 75%, news flow 20%, and the general chit chat among my current and former FX interbank colleagues 5%. 
 
My algo is spitting out the following, I usually never share this stuff, but here it is none the less. 
 

  • A. 50% chance of a deal (750B best case, 600B possible)
  • B. 40% chance of a statement saying something like "Member Countries continue to negotiate and much progress has been made"
  • C. 10 % chance things do sideways 

Sunday open and market follow-through under scenarios A, B & C
 

  • A. 1.1500 and closes flat but trades 1.1560 a week later 
  • B. 1.1350 market moves higher to 1.1425 intraday and trade 1.1450 a week later. 
  • C. 1.1240 and market move lower to 1.1200 intraday and then to 1.1100 a week later.

The Singapore Dollar 
 

USD/SGD is modestly bid despite the better-than-expected export data earlier today, leaving the NEER marginally above the midpoint of the band (+0.1%). Singapore's non-oil domestic exports rose 16.1% y/y in June vs. +8.0% consensus and -4.6% in May. The increase was driven by 30% y/y jump in pharma exports – a volatile sub-component within the export series. 
 
Since Singapore's economy is distinctively exposed in Asia, given its trade openness, this data is positive. The fragile Q2 GDP data (-41.2% q/q annualized) continue to put a brake on FX gains.

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