Dollar And Yields Marched On, Stocks Catching Up

Published 11/21/2016, 03:50 AM
Updated 03/09/2019, 08:30 AM
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The post US election trends in the financial markets continued last week. Traders continued to bet on president-elect Donald Trump's expansive fiscal policies, which include lowering taxes and increasing government spending. The expectations of larger supply of government bonds pushed 10 year yields to close at 2.335, making new 2016 high. TNX also had the largest two week rally since 2001, comparing to 1.783 on November 4. Dollar was boosted by Fed Chair Janet Yellen's affirmation of a December rate hike by noting that it will come "relatively soon". Dollar index surged to as high as 101.48 and hit the highest level since 2003. The strong break of key resistance zone at 100.39/51 confirmed long term up trend resumption. Gold extended this months fall on Dollar's strength and is set to take on 1200 handle.

The financial markets could turn to be a bit quiet in a week with US holiday on Thursday. And, traders might start to reposition themselves ahead of Non-Farm Payroll report two weeks way on December 2. But at the same time, the development in stock markets will be worth a watch. DJIA edged to new record high at 18934.05 last week but struggles to extend gains above 61.8% projection of 17063.08 to 18668.43 from 17883.56 at 18875.66.

S&P 500 and NASDAQ were playing catch up. S&P 500 closed up at 2181.90 and is facing record high at 2193.81. NASDAQ has indeed breached prior record high of 5342.88 to 5346.80 before closing at 5321.51. Dollar could be given another boost if both S&P 500 and NASDAQ can take out respect record highs decisively, which confirm underlying investor confidence. However, rejection from these level would turn Dollar into consolidation before NFP release.

Meanwhile, 10 year yield TNX will be entering into an important resistance at of 2.377/2.489 after the strong rally in these two weeks. Recent development indicates that the long term trend in TNX is finally reversing and a break of 3.306 would be seen in medium term. But for the near term, we'd be cautious on topping between 2.377/2.489 as the initial impact of US election fades. And, a pull back in TNX would likely be accompanied by consolidation in Dollar too. Overall, we'd strongly recommend to keep an eye on stocks and yield to confirm the underlying momentum of Dollar.

Back to the currency markets, Dollar was boosted by reinforced expectation of December hike. Fed fund futures price in around 95% chance for that. More importantly, it should be noted that futures now price in around 55% chance of another rate hike by June next year. The path beyond December will be the real driving force behind the greenback. Nonetheless, it should be noted that Canadian Dollar ended last week as the strongest major currency with help from rebound in WTI crude oil. Meanwhile, Yen, Aussie and Euro were the weakest ones while Sterling was resilient.

Dollar index's strong break of 100.39/51 resistance confirm resumption of up trend from 70.69 (2008 low). Next hurdle is 61.8% retracement of 121.02 (2001 high) to 70.69 (2008 low) at 101.79. But that should be taken out with ease. Current up trend should be targeting 61.8% projection of 78.90 to 100.39 from 91.91 at 105.19 next and probably to 100% projection at 113.40 next year.

Regarding trading strategies, our bullish view on GBP/JPY was correct. However, we buy order at 133.00 was not filled as the intra-week retreat was too shallow. GBP/USD's dip on Friday suggests that down trend might be resuming. And that could limit the rebound in GBP/JPY. Hence, we will cancel the GBP/JPY buy order first.

On the other hand, we sold AUD/USD at 0.7550 last week as markets opened. The strategy was correct as AUD/USD dropped through key near term support level at 0.7441 to as low as 0.7329 before closing at 0.7333. We maintain our view that AUD/USD will first have a test on 0.7144 support level as first target. And decisive break there will likely extend the larger down trend through 0.6826 low. That is, it's probably at the very beginning of a larger decline. Hence we'll hold short, and lower the stop to break even at 0.7550. The "wide stop" will give the trend a large breathing room for the time being.

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