FX Challenge To Adjust USD Positioning

Published 10/10/2014, 05:21 AM
Updated 07/09/2023, 06:31 AM
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Market Brief

In Australia, home loans fell 0.9% in month to August; the investment lending contracted 0.1%, while owner-occupier loans (desired ones) dropped 2.0%. The concerns on overheating mortgage markets, especially on investment side is at RBA’s focus. Australian policymakers are expected to introduce macro prudential measures to cool down lending for investment, presumably for speculative purposes. AUD/USD fell to 0.8747 early in Sydney on news that China increases coal import tariffs and further fall in commodity prices (crude oil dropped -2.0% overnight). The pair recovered to 0.8785 later on unsatisfactory home lending data. Trend and momentum indicators remain marginally bullish.

USD/CAD paired gains down to 1.1082 yesterday on attempt to adjust USD positioning post dovish Fed minutes. The MACD flattened, will suggest deeper downside correction for a week close below 1.1200 (MACD pivot). Canada publishes September labor data today and the expectations are optimistic. First line of support is seen at 1.1103+ (21-dma), more bids are touted at 1.1000/28 (optionality / Fib 61.8% retracement on Mar-July drop), stops are eyed below. On the upside , the key resistance stands at 1.1279 (Mar 20th high).

As expected, the BoE maintained the status quo in yesterday’s MPC meeting. The bank rate remains unchanged at 0.5%, the asset purchases target at GBP 375bn. GBP/USD remained ranged on lack of further BoE communication, minutes are due on October 22nd. Offers remain solid at 1.6230/40 (region including 21-dma and Fibonacci 23.6% on Jul-Oct sell-off). Option related offers trail down from 1.6050 for today expiry. The key support remains at 1.5944 (Oct 6th low). EUR/GBP consolidates gains below 0.79000. Option barriers abound at 0.79500/0.80000 pre-weekend.

G10 Advancers - Global Indexes

USD/JPY extended losses to 107.53 on post-Fed minutes USD sell-off. In addition, the BoJ minutes showed concerns on market volatility and warned that weaker fiscal stance can interfere with the monetary policy, the efforts to reach 2.0% inflation target should continue. USD/JPY trades in bearish consolidation zone. We expect deeper correction to 106.64/81 (Fib 61.8% on Jul-Oct rally / Sep 16th low). EUR/JPY sees resistance pre-daily Ichimoku cloud cover (137.03/51). The pair tests 136.75 Fibonacci support. Critical support stands at 135.73/80 (2014 lows).

As the EM currencies recover last week losses (thanks to less-hawkish Fed minutes), USD/BRL broke shortly below 2.3673 (Fib 50% on Sep-Oct rally), before swinging back to 2.4048 yesterday. The political scenarios trigger sharp swings in BRL, the 1-month implied volatility spikes to 23% (highest since end-2011) as discussions go on. We expect the volatilities to remain high until October 26th run-off.

The economic calendar of the day: Swedish September Unemployment Rate, French August Industrial and Manufacturing Production m/m & y/y, Italian August Industrial Production m/m & y/y, Norwegian September CPI & PPI m/m & y/y, UK August Trade Balance, Canadian September Unemployment and Participation Rate, Canadian 3Q Business Outlook Future Sales and BoC Senior Loan Officer Survey.

Today's Calender

Currency Technicals

EUR/USD
R 2: 1.2853
R 1: 1.2791
CURRENT: 1.2686
S 1: 1.2571
S 2: 1.2501

GBP/USD
R 2: 1.6287
R 1: 1.6240
CURRENT: 1.6092
S 1: 1.6027
S 2: 1.5944

USD/JPY
R 2: 110.09
R 1: 108.53
CURRENT: 107.87
S 1: 107.53
S 2: 106.81

USD/CHF
R 2: 0.9691
R 1: 0.9625
CURRENT: 0.9546
S 1: 0.9456
S 2: 0.9410

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