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FOREX-Euro falls from five-month highs on debt worries

Published 09/27/2010, 01:38 PM
Updated 09/27/2010, 01:40 PM

* Euro takes out option barriers at $1.35

* Moody's cuts Anglo Irish Bank rating

* CFTC data shows shift to euro longs

* Dollar index hits seven-month low

(Adds comments, details. Changes byline)

By Vivianne Rodrigues

NEW YORK, Sept 27 (Reuters) - The euro fell from a five-month high against the U.S. dollar on Monday as worries about fiscal debt problems in euro zone countries such as Ireland weighed on the single currency.

Monday's downgrade of Anglo Irish Bank's lower-grade debt pushed the euro to session lows. That led to the widening of the Irish/German 10-year bond yield spread as investors demanded additional premium to hold Irish government bonds over benchmark Bunds. The increase in the yield spread also helped push the euro lower after hitting the five-month high above $1.35 earlier.

"The euro right now is being pulled in a tug of war between the sovereign debt crisis still existing in the euro zone versus the prospect of a very serious QE2 (another round of quantitative easing) out of the U.S.," said Boris Schlossberg, director of FX research at GFT in New York.

The Federal Reserve last week signaled it could loosen monetary policy further to support a sluggish economy, fueling a massive dollar sell-off.

"Depending on what the market decides to focus on any given day, those two forces will determine the direction of the pair for the time being," Schlossberg added. "We had a big run after the Fed statement last week. We're pretty much in seesaw action."

Statements by European Central Bank President Jean-Claude Trichet on Monday regarding euro zone growth and inflation had little market impact but reinforced views the bloc's economy was on the mend..

Against the yen, the dollar fell to 84.11 yen earlier on EBS trading platform, its weakest level since Japan intervened in the currency market about two weeks ago.

With dollar/yen trading near the lows, investors are on alert about possible intervention by Japan to stem the yen's strength.

Still, the Japanese currency was more than a yen above the 15-year low of 82.87 hit shortly before Japanese authorities acted nearly two weeks ago to sell the yen for the first time in six years.

EURO STILL A 'BUY'

The euro rose as high as $1.3507, according to electronic trading platform EBS, its highest since April. It was last slightly lower at $1.3478, down 0.1 percent on the day.

The euro's next short-term key level was around $1.3511, a 50 percent Fibonacci retracement of its fall from $1.5145 last November to its June low around $1.1876.

"The euro was never going to race through $1.35 anyway. We have that big Fibo level around $1.3510-11 that has put a cap on the euro. But it is still a 'buy' on dips," said Richard Franulovich, senior currency strategist at Westpac in New York.

Over the next few weeks, the next stop is likely the 55-week moving average which comes in at $1.3630, according to CitiFX in a research note. The bank said there is solid resistance above that level, specifically at $1.3670-$1.3740 where the highs from December 2004, April 2007, and March 2009 converge.

Investors were cautious about pushing the euro too high before banks repay 225 billion euros in European Central Bank loans. The tenders are due to expire this week, with banks preparing to repay 12-, six- and three-month funds on Thursday.

If the results highlight more banking sector troubles, traders may turn cautious on the euro, though other analysts say a withdrawal of funds from the system will boost lending rates and provide support for the single currency.

The latest data from the Commodity Futures Trading Commission showed currency speculators moved to a net long position in the euro for the first time this year.

The dollar index fell earlier to 79.188, the lowest since early February. It last traded at 79.325, down 0.1 pct.

The dollar index broke below 80 last week, where the 55- and 200-weekly moving averages were located. Traders said with the index closing below 80, the signal on the charts has become bearish, opening the way for a move down to at least 75.

(Additional reporting by Getrude Chavez-Dreyfuss in New York, Editing by Andrew Hay)

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