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EUR/USD continues descent, as traders prepare for Fed-ECB divergence

Published 05/19/2016, 06:11 PM
Updated 05/19/2016, 06:18 PM
The euro fell mildly against the dollar on Thursday to drop below 1.12 for the first time in a month
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Investing.com -- EUR/USD fell slightly on Thursday, sliding below 1.12 for the first time in more than a month, as foreign exchange traders parsed the minutes from recent meetings by the Federal Reserve and the European Central Bank for signals of further divergence between the top two central banks in the world.

The currency pair traded in a broad range between 1.118 and 1.1230 before settling at 1.1201, down 0.0019 or 0.14% on the session. It came one day after the euro suffered one of its worst one-day declines versus the dollar in two months, as the Federal Open Market Committee sent broad indications that it will raise interest rates in June if the U.S. economy continues to show improvement over the next several weeks. The euro has closed lower against its American counterpart in 11 of the last 13 sessions, dropping more than 2.5% during the span.

EUR/USD likely gained support at 1.0538, the low from December 3 and was met with resistance at 1.1713, the high from Aug. 24.

On Thursday morning, New York Fed president William Dudley noted that it could be appropriate to raise interest rates in June or July if U.S. GDP continues to pick up following a weak first quarter. Speaking at a New York Fed event, Dudley also acknowledged that the Fed should weigh the potential of a U.K. departure from the European Union as it makes its decision. The FOMC has left its benchmark Federal Funds Rate unchanged at 0.25-0.50% in three meetings in 2016, after raising it for the first time in seven years in a historic decision last December.

In response to the Fed's comments, the CME Group's (NASDAQ:CME) Fed Watch tool placed the probability of a June rate hike at 26.3% on Thursday, while leaving the odds for a July rate increase relatively unchanged at 42.1%. By comparison, the CME Group said there was a 15% chance of a July rate hike last month. The CME Group also increased the probability the Fed will complete two rate hikes by December to 25.8%, up from 12.1% last month. Also in June, the FOMC will issue its quarterly long-term projections on the path of the Federal Funds Rate, PCE Inflation, changes in Real GDP and the Unemployment Rate.

While Fed governor Stanley Fischer did not address whether the FOMC should raise rates in June at the same event in New York on Thursday, Fischer indicated that policymakers should spend more time on discovering ways to bolster the "equilibrium real interest rate." The rate, which measures the borrowing costs related to steady inflation and maximum employment, helps guide the Fed on when it is appropriate to raise rates, Fischer said.

Any rate hikes by the Fed this year are viewed as bullish for the dollar as foreign investors pile into the greenback in order to capitalize on higher yields.

The U.S. Dollar Index, which measures the strength of the greenback versus a basket of six other major currencies, surged to a seven-week high at 95.51, before falling back to 95.30 at the close. The index is still down nearly 5% since the start of December.

The ECB, meanwhile, underscored the importance of remaining independent from political decision in its April minutes, while hardly addressing the broad ramifications of a possible Brexit. The ECB's governing council also emphasized the need to meet its 2% inflation objective and admitted that its market-based inflation expectations struggled to increase at the same pace as the massive rebound in oil prices.

Yields on the U.S. 10-Year fell one basis point to 1.85%, while yields on the Germany 10-Year were flat at 0.17%. On Wednesday, the spread between U.S. 10-year and 2-Year Treasuries narrowed to an intraday low of 85 basis points, as the yield curve hit its flattest level in nine years.

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