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Risk Aversion Dominated Markets, More To Come

Published 01/11/2016, 03:46 AM
Updated 03/09/2019, 08:30 AM
AUD/JPY
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DX
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Risk aversion dominated the global financial markets last week, led by developments in China. The newly implemented circuit breaker in Chinese stock markets were triggered twice during the week on stock market selloff before such measure was suspended on Friday. Also, China devaluated the Chinese yuan to almost a five year low. US equities suffered the worst weekly decline since 2011. Sentiments stabilized mildly on Friday but the technical developments suggested that risk aversion would likely stay at least through January. In the currency markets, Japanese Yen and Swiss Franc were the strongest major currencies while commodity currencies were all pressured, followed by Sterling. Dollar was mixed and in spite of a strong non-farm payroll report, the greenback ended the week lower against Euro.

The sharp decline in DJIA indicates that consolidation pattern from 18351.36 high is still in progress. Deeper fall should be seen back towards 15370.33 low. At this point, we're still expecting strong support around 38.2% retracement of 10404.49 to 18351.36 at 15370.33 to contain downside and bring rebound. However, that would be heavily dependent on global developments. A firm break of 15315.65 fibonacci level would send the index further lower to 61.8% retracement at 13440.19.

The sharp fall in FTSE also put 5766.22 support into focus. Comparing with DJIA, the corresponding recovery from 5766.22 was clearly much weaker and was even limited below 55 week EMA. Break of 5766.22 would likely be seen. And in that case, the correction from 7119.35 high will likely extend to 61.8% retracement of 3460.71 to 7119.35 at 4858.31 and below.

Looking back at China's Shanghai A share index, we maintain that the corrective rise from 2986.39 has completed at 3856.74 already. Fall from 5423.24 high should be ready to resume. While there maybe some support and recovery this week, a test of 2986.39 should be seen in January. And later in the year, the index should fall to 61.8% projection of 5423.24 to 2986.39 from 3856.74 at 2350.76.

The dollar index's weakness against yen and to a lesser extent Euro is clearly reflected in the dollar index. Recovery from 97.19 is corrective looking and argues that fall from 100.51 is going to resume sooner or later. Such decline will be viewed as the third leg of the consolidation pattern from 100.39. Break of 97.79 support will bring a test on 97.19 first. Break there will confirm this near term bullish case and would possibly target 92.62. Hence, even though the greenback might be strong against commodity currencies, we'd be skeptical on its strength against euro and yen ahead.

AUD/JPY was the weakest pair last week, losing -595 pts or -7.29%. We've mentioned in Monday's report that fall from 102.83 is possibly resuming and the break of 81.94 support confirmed this view. The fall from 102.83 is viewed as the third leg of the pattern from 105.42 and would target 74.55 support, which is close to 61.8% retracement of 55.06 (2008 low) to 105.42 (2013 high) at 74.29 before trying to form a bottom. Thus any recovery in near term would be seen as selling opportunities.

Thus, talking about trading strategy, we'll consider to sell AUD/JPY this week. But since this is a medium term move, we'll be patient and wait for a recovery first. We'll try to sell AUD/JPY at 84.00 for a medium term target of 75.00.

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