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Brexit Weighs On The Pound, But By How Much?

Published 07/07/2019, 06:27 AM
Updated 09/03/2023, 03:41 AM
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On year three year of the Brexit anniversary, an important question to consider is just how devastating was the GBP's fall? The analytical answer must be viewed in the context of the 2500 pip parameter for the most widely traded exchange rate combinations of EUR/USD, USD/JPY and EUR/JPY from 2000 – 2008 and 2008 – 2015.

A 2500 pip move in any direction was met not only by a brick wall of resistance but by a large correction which was the only alternative for a long period of time until or unless the parameter walls moved to allow a further continuation past the 2500 inflection point.

GBP/USD however due to its wider ranges is afforded nearly a 3000 pip parameter yet 2500 generally serves its purpose to comply with corresponding non-GBP currency pairs.

GBP/USD fell from 1.5000s -1.1800s or roughly a 3200 pip move and now sits at 1.2500s. The 66-year historical context to 1.2500s dating to 1953 is 1.2500 is a non-existent price and never before seen except for the August 1984 -May 1985 Plaza Accords when the G5 nations engineered USD higher. GBP/USD traded then 1.04 lows to 1.1900 highs. Subtract the Plaza Accords equation then 1.2500’s now trades in uncharted territory.

From the 2008 crash highs at 1.8891 to 1.2513 lows, the 11-year midpoint is located at 1.5702. The 66-year midpoint from 2.8151 -1.0438 lows is located at 1.9294. From the 1972 free float from 2.6189 -1.2513 lows, the midpoint is located at 1.9351.

The BOE’s 21-year governing interest rate, Sonia, traded 4.9970 at the 2008 crash and dropped to 0.4099 April 2009 and its 11-year midpoint is located at 2.70. From April 2009 -June 2016, Sonia monthly averages reported a paltry range from 0.4099 – 0.5486 for a 0.4792 midpoint.

Upon the Brexit announcement, Sonia dropped from 0.4598 highs -0.2106 lows for a 0.3352 midpoint. Sonia now trades since September 2018 at 0.70 and hardly moves from its 0.70 base and 0.70 is a long way from the 21-year midpoint at 3.88.

How devastating was Brexit is explained by GBP/USD, Sonia and headline interest rates trade at historic lows never before seen in the UK’s rich and glorious history.

Forecasts

GBP/USD to reach a fraction of normalization must trade to a minimum of 1.2900s against a longer-term target at 1.3600s. The governing average today is located at 1.4700s and 1.5200s 1 year ago. Currently, 1.2500s is deeply oversold. We’re looking at absolute bottoms at the 1.2300 -1.2400 vicinity.

GBP/AUD trades below its vital break point average at 1.8500s but at 1.7900s faces its range low point at 1.7400s. GBP/AUD is a range currency pair for the most part but afforded wide latitude within its ranges and once traded 1976 lows at 1.2700s but lived the majority of its 66-year history at 2.000;s.

GBP/JPY must trade to its minimum normalization point at 142.00s and 143.00s against its long term target at 147.00s. Historical 66 year first ever lows were seen in 2011 -2012 from 117.00s -126.00s.

GBP/NZD must trade to its minimum normalization point at 1.9300s. GBP/NZD at 1.8800s is the result of the 1300 pip drop from 2.0100s. At 1.9300s is fairly respectable for GBP/NZD.

GBP/CAD must trade to 1.7100s just to reach a respectable normalization. GBP/CADs 66-year history traded 2011 -2013 lows from 1.5200s to 1.6400s. At current 1.6300s, GBP/CAD trade its post-crash lows.

GBP/CHF must trade to 1.2800s against a longer-term target at 1.3200s. At 1.2300’s, GBP/CHF trades in uncharted territory in relation to its 66-year history which began at 11.0000s and 12.000s. Only one time, Oct 2010, GBP/CHF closed at 1.2100s. In 66 years, GBP/CHF downtrend has been slow and steady and now trades at its lowest ever seen points. Brexit allowed a continuation to the downtrend.

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