Fx Futures Edge Nov 4

Published 11/06/2011, 02:22 AM
The US Employment Situation Report is dominating the forex trading rooms around the world as Europe is on “hiatus” for a time yet to be determined. We are sure Europe will enter back into the trading psyche, but not perhaps until next week given the volatility surrounding this week’s trade. We have had no positions in the past 10 trading sessions as we haven’t had the edge to trade; however, we are considering several outright positions given recent trading patterns.

To recap the employment report, the BLS said +80k nonfarm payroll jobs were created, with the private sector creating +104k. The unemployment rate dropped to 9.0% from 9.1%. Quite simply, the market feels these are “muddling numbers”, which doesn’t raise the expectation of the Fed implementing QE-3 as the latter half of their dual inflation/ employment mandate. This has pushed the USD higher against all the major currencies, with Sterling and the Aussie dollar outperforming all the other currencies save for the USD and Yen.

We find this rather interesting given yesterday’s trade in the Pound and Aussie dollar formed key reversals to the upside, and did so from support levels. In the case of the Aussie dollar, the 200-day/80-day exp. moving average cross turned prices higher, and therefore we look upon this morning’s weakness as an opportunity to be long the Aussie dollar. And given we can manage our risk at yesterday’s lows…we’ll make the trade.

Outside of this, we remain interested in both EUR/USD and EUR/cross short positions, but at this time we aren’t prepared to act as our models have yet to confirm a downturn. Quite obviously, the first such short cross would be the EUR/AUD, and perhaps our position today will be legged into a cross at sometime in the next several days or weeks.

LONG: Aussie Dollar — 1 UNIT: Yesterday’s key reversal from major support levels at the 80-dema/200-dema confluence is sufficient to warrant a long position. This morning, we can mark our buy at 1.0364 (CME: 1.0315). Our stop loss is at 1.0205 (CME: 1.0149).

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