FOREX-Dollar bears wary after reversal from lows

Published 10/17/2010, 08:40 PM
Updated 10/17/2010, 08:44 PM

* Dollar index pulls up from 10-month trough

* Rise in longer-term US bond yields may support dlr -trader

* MACD suggests potential for pull-back in euro and Aussie

* RSI shows Aussie overbought, euro near overbought area

By Masayuki Kitano

TOKYO, Oct 18 (Reuters) - The dollar stabilised against a basket of currencies on Monday after rising off a 10-month low late last week and technical indicators pointed to the possibility of a further short-covering rebound.

A heavy bout of short-covering late on Friday pulled the dollar up from lows against a host of currencies and dragged the euro down from an eight-month high and the Australian dollar down from a 28-year high above parity.

The dollar's rise coincided with a rise in longer-term U.S. Treasury yields on Friday. The U.S. yield curve steepened after comments from Federal Reserve Chairman Ben Bernanke, as investors bet the Fed would be successful in generating more inflation.

The dollar could rebound further in the near term on short-covering, especially given its recent correlation with moves in U.S. Treasury yields, said a senior trader for a major Japanese bank.

"I think there is a good chance that we may see a pull-back in European currencies and the Australian dollar," he said.

The euro fell 0.3 percent to $1.3936, having pulled back from its highest in more than eight months at $1.4161 hit on trading platform EBS on Friday.

The Australian dollar fell 0.3 percent to $0.9872. The Aussie rose to $1.0004 on Friday, climbing above parity for the first time since it was floated in 1983.

The dollar index rose 0.1 percent to 77.128, hovering above a 10-month low of 76.144 hit on Friday.

Technical indicators point to the potential for a further pull-back in the euro and the Australian dollar in the near term.

MACD, which is used to gauge short-term trading momentum, is now flashing a sell signal for both the euro and the Australian dollar.

The relative strength index (RSI), which provides signs of whether a currency is overbought or oversold, shows that the Australian dollar is in overbought territory and that the euro remains near the overbought area.

The dollar dipped 0.1 percent against the yen to 81.35 yen, edging back toward a 15-year low of 80.88 yen hit on EBS last week.

The senior trader for a major Japanese bank said that, while the potential for yen-selling intervention remained, he harboured doubts about just how strongly the Japanese authorities may feel a need to do so, given that the yen's recent rise could be blamed on broad dollar weakness.

Some market players have also speculated that Tokyo may prefer to avoid intervention ahead of a Group of 20 finance ministers' meeting in South Korea from Oct. 22. (Additional reporting by Wayne Cole in Wellington; Editing by Edmund Klamann)

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