Some Things To Ponder Over This Holiday Shortened Week

Published 11/24/2011, 09:23 AM

EUR/USD:

  • It appears the markets may have ‘punished’ Germany for their reluctance to get behind a ‘Eurobond’ issuance as their €6B 10-year bund auction earlier today failed to get bids for 35% of the bonds offered. Consequently, this sent German bunds back above 2.00% for the first time since the end of October.
  • On top of this are fears that Dexia’s restructuring may itself have to be restructured, which puts France’s AAA rating at further risk of a downgrade.
  • So now the real question at the moment is “how much longer will the ECB be able to keep the printing presses at bay, with EU sovereign yields continuing to blow out”?
  • The ECB’s next meeting on Dec. 8th will be interesting to watch, however I believe it will be sometime in Q1 before the ECB comes around to the idea of embarking on QE, like the Fed, BoJ and BoE.
  • While today’s break below 1.3420 was a massive blow to EUR/USD as it opens the door to an eventual test of the 1.3150 October low – I don’t believe now is the proper time to jump on the short Euro bandwagon.
  • If you missed the move lower from just above 1.42,  I believe remaining patient with this Euro trade is the prudent thing to with the Thanksgiving holiday upon us – As liquidity and trading volumes diminish, there’s a greater potential for a short-squeeze.
  • Since then, I have already begun to see a few warning signs of a potential EUR/USD reversal here in the short-term as hourly RSI sees a bullish divergence with price and RSI has broken above its technical pattern resistance (falling wedge), prior to the Euro.

Commodity Currencies:

  • In trying to avoid the circus going on in Europe right now, I have been focused on many of the commodity currencies of late.
  • Interestingly, NZD/USD has broken below its October low around 0.7470, however the Aussie and Loonie have yet to do the same.
  • Additionally, the spread between Australian and U.S. 2-year yields has broken below its corresponding October low and has been a good leading indicator in the past.
  • Thus, I believe we may see AUD/USD play catch-up on the downside with a break below 0.9390 (the October low) over the coming weeks, however for those of you who want to remove the USD component from this trade, you may want to consider a more relative strength play between AUD and NZD.
  • Based upon the aforementioned scenario, I would expect to see AUD/NZD revert back lower once again. Technically, it reached the 61.8% retracement around 1.3230/35 (using the 2011 March high and August low) and has since come back below the 1.31 figure. A break below the 100-day sma near 1.3040 could expose further weakness towards the 38.2% retracement (of the move higher since August) around 1.2900/10 initially.

Emerging Market Currencies:

  • USD/MXN has broken above the 14.1400 highs noted in yesterday’s FX TECH LAB – Read "Testing the noted September & October highs", which was coincided by a daily RSI break above the key 60/65 level.
  • Considering RSI based in late Oct. between 40/45 and has now advanced towards 70, it suggests a further continuation higher – Look for USD/MXN to potentially test the converging long-term 76.4% retracement (from March 2009 high to May 2011 low) and March 30, 2009 high around 14.61/6200 over the coming days/weeks.
  • After finding a bottom near the 100-day sma, USD/TRY has taken out many obstacles to further upside, which made me ponder, is a test of 1.91 next?

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