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US Inflation Report Looms This Week: How Data Could Impact Fed Rate Expectations

Published 10/07/2024, 01:51 AM
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Surprise! The US economy added more than 250,000 new nonfarm jobs last month, the unemployment rate fell to 4.1% and wages grew faster than expected both on a monthly and on a yearly basis. On a yearly basis, the US workers earned 4% more on average compared to a year ago. On top, the strikes at the US ports were paused until mid-January and the goods are being moved until further notice.

The US treasuries got heavily sold off on Friday, the US 2-year yield jumped 25bp as it became clearer that the Federal Reserve’s (Fed) decision to cut rates by 50bp last month was probably a mistake. The US 10-year yield rose about 12bp. The probability of another 50bp from the Fed in the November meeting crashed to 0 and activity on Fed funds futures now gives close to 100% chance for a 25bp cut, and a meager 2% chance for a no-rate cut.

Consequently, the US Dollar Index jumped more than 2.5% last week, and is now drilling above the 102.50 level, the major 38.2% Fibonacci retracement on the June to September decline. A decisive move above this level should send the index into the medium-term bullish consolidation zone and pave the way for a further recovery.

The EUR/USD slipped below the 1.10 psychological support last Friday and below 1.0980, the major 38.2% Fibonacci retracement which distinguishes the summer positive trend and a medium-term bearish reversal. And beyond the technical signal that autumn is coming for the EUR/USD, the fundamentals also make sense for a softer euro.

The European economies are not doing strongly, the latest PMI numbers showed further weakness in activity, and inflation eased below the European Central Bank’s (ECB) 2% policy target. As such, a further EUR/USD weakness would make sense. The next bearish targets stand at 1.0930, the 100-DMA, and 1.0875 – the 200-DMA.

Across the Channel, the pound sterling got heavily hit last week, as the Bank of England (BoE) Governor Andrew Bailey said that the bank could get a bit ‘more aggressive’ in cutting the rates. Cable fell to 1.3070 but found support near its 50-DMA, 1.3080, and hasn’t yet got a chance to test the major 38.2% support, which stands just a few pips below the 1.30 psychological mark.

Elsewhere, the NZD/USD starts the week under decent selling pressure as the Reserve Bank of New Zealand (RBNZ) is expected to cut its rates by 50bp when it meets this week and the USD/JPY consolidates past the 148 level this morning, having stepped into the medium-term bullish consolidation zone on the back of newly elected PM rejection of the idea of another rate hike in Japan this year, and a broad-based rally in the US dollar. The pair will likely consolidate between the 148-150 range until further notice.

Even the Swiss franc lost some field against the greenback last week. The USD/CHF rose above its 50-DMA as the Swiss National Bank’s (SNB) new governor Martin Schlegel said that the bank will be prepared to intervene in the FX markets to manage the franc’s value if necessary.

In summary, the US dollar is a better bid at the start of this week, but the US inflation report due Thursday could temper some of this bullish momentum. The US headline inflation is expected to have further eased from 2.5% to 2.3% in September. But core inflation is still above the 3% mark.

Figures in line with expectations, or ideally softer-than-expected, will keep the Fed doves in charge of the market – even though another 50bp cut looks farfetched at this point. The major risk is to see a stronger-than-expected figure that would bolster the idea that the Fed may have made a mistake by cutting rates by 50bp and boost the chances of a no cut in November.

The earnings season will kick off this Friday with big bank earnings. The Q3 earnings estimates have fallen from a 7.9% growth estimated in July to 4.7%, but the latter didn’t prevent the S&P 500 from recovering summer losses. The index trades 2% above the July peak, and lower expectations are easier to beat.

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