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RBNZ And NZD/USD: Levels, Ranges, Targets

Published 08/14/2016, 10:05 AM
Updated 09/03/2023, 03:41 AM
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Why RBNZ cut OCR from 2.25 to 2.0 was as suspected in the last post, its was exchange rate and purely trade related rather than economics. The spot price traded above or at the RBNZ's TWI and the Trade Ables sector under current NZD exchange rates are not only far to high but at current exchange rates bumps up against import and export problems. In short, spot prices in correct positions should trade below TWI to be effective and Trades Ables should be lower to compete with a lower exchange rate for export purposes. GDP lacks any problems, its purely exchange rate driven to lower OCR.

OCR for New Zealand now enters vastly oversold and matches OCR Australia and UK's Sonia. While the RBNZ's purpose is lower NZD, the conundrum is NZD/USD negatively correlates to OCR at minus 0.73% yet + 73% at the 2 year. The remainder of the curve to 5 years barely holds a Correlation from + 0.29 to +0.03.

OCR and NZD shares the Aussie OCR and exchange rate problem in negative interest rate correlations to exchange rates. A flaw of this magnitude is beyond a problem and far beyond normality. Why the Trade Ables highlighted in the RBNZ statement are high is directly related to the OCR / exchange rate relationship.

Why the RBA won't succeed to lower NZD is directly related to the OCR/ Interest rate relationship. Why the signal to raise or lower never materialized is because the market message to the RBNZ was remain on hold. To lower NZD, the RBNZ must think raise OCR but GDP may be sacrificed and current GDP in New Zealand is fine as mentioned previously and confirmed in the RBNZ statement. New Zealand GDP and NZD negatively Correlate by wide margins.

Consider NZD/USD correlates perfectly to NZD/CAD, NZD/CHF and its most vital Milk export pair NZD/EUR. Raise OCR then every NZD pair will drop precipitiously as well as the Trade Ables. Yet to remain on hold as interest rate markets suggested then NZD had a slight shot to travel lower as it sits just above vital break points and because the disastrous stimulus policies and poor economics among the remainder of the world would've naturally lowered NZD by osmosis.

Consider in next statistics exactly how economically fruitful are interest rate drops. In 10 nations: Europe, Swiss, Japan, Sweden, Norway, US, Canada, Australia, New Zealand, and UK. The negative rate of change in interest rate drops collectively from 2012 to 2015 is 45.26% and 21% actual. changes. This equates to 23,108 pip drops. In 2015 alone, The negative rate of change was 19% and 8% actual changes as 6249 pips dropped and 7717 in 2014. Year 2016 only adds to the current numbers as well as the expansion of Denmark's DKK in the list, whose CD ratres traveled into deeply negative territory.

NZD/USD stands just above vital supports at 0.7054, 0.7006, 0.7115 and resistance at 0.7436. To see any chance at a run to 0.7054 and 0.7006 then NZD/USD must break 0.7146 and 0.7120 and 0.7115. The top of the trading channels are located at 0.7339, 0.7402 and 0.7405. Good sell points if seen in next few days and explains why NZD dead stopped at 0.7350 upon the RBNZ announcement. Price didn't have ability to remain at those upper levels. The RBNZ gave the market a buy the drop strategies.

For today, the strategy granted from the RBNZ is NZD/USD bottoms are located at 0.7158 and 0.7168. Targets are located at 0.7250, and 0.7264. NZD is over bought for the day and faces tough resistance at 0.7278. Caution is warranted at 0.7264 and a good point to reverse short.

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