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FOREX-Euro struggles vs dollar, down for 3rd straight day

Published 02/14/2011, 02:06 PM
Updated 02/14/2011, 02:08 PM
EUR/USD
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* Euro at 3-week low vs dollar as debt concerns weigh

* EUR/USD breaks below key technical support

* Implied volatility on one-month euro/dollar falls (Updates prices, adds quotes, changes byline)

By Gertrude Chavez-Dreyfuss

NEW YORK, Feb 14 (Reuters) - The euro fell to a three-week low against the dollar on Monday and looked to extend losses after a European finance ministers meeting yielded little progress in addressing the region's fiscal problems.

The single currency underperformed the dollar for a third straight day, dropping below a crucial 100-day moving average at $1.3543 on electronic platform EBS. Further losses below $1.3500 could see the euro slide to key support at $1.3360, the 50 percent retracement of the January to February rally.

"The market is a little worried about the EU financial ministers getting together and they're still trying to weigh the situation in Ireland and Greece," said Greg Michalowski, chief FX analyst, at the New York-based FX online broker FXDD.

"That's why we're seeing the euro come under some pressure. The euro being a little bit below the 100-day moving average gives it a bearish bias."

European finance ministers met in Brussels on Monday to discuss ways of strengthening the 440 billion euro bailout fund, but Germany remains reluctant to bolster the facility without euro zone commitments on closer economic coordination. For details, see [ID:nLDE71D0JU]

In midday trading, the euro slipped 0.4 percent to $1.3485, with news about troubled German bank WestLB also adding to the pressure. WestLB [WDLG.UL] is preparing to suggest its own break-up to the European Commission on Tuesday to win approval for billions in state aid, three people familiar with the matter said. [ID:nLDE71D1FT]

Traders said losses in the euro have been capped by central bank buying seeking to diversify out of U.S. dollars.

The increase in sovereign debt risk has pushed 10-year government bond yields for Ireland, Greece, Portugal and Spain higher, with the spread to German 10-year government bond yields widening.

That said, overall euro sentiment has improved significantly since December. The 25 delta risk reversals, a measure of risk sentiment, on front-end euro/dollar are still showing a bias toward puts, or expectations for a currency decline, but the puts have become less extreme. On Monday, euro puts were trading at -1.55 vols, rising from -2.60 vols in early December.

Meanwhile, implied volatility on the one-month euro/dollar contract declined for a second straight day, trading at around 10.80 percent on Monday. Volatility has been benign so far this year, trading well below December's highs around 15 percent, suggesting a more tranquil market than that of the last quarter.

European bond auctions were also a key focus for investors on Monday.

Italy sold 5.2 billion euros of five- and 30-year bonds in a sale that went smoothly despite renewed concerns about peripheral countries' debt loads after Portugal's syndicated deal struggled in the secondary market last week.[ID:nLDE71D0I8]

Portuguese 10-year bonds were the hardest hit today in the euro zone, with benchmark debt yields in Portugal climbing to around all-time highs above 7 percent.

"We think the odds that Portugal will have to seek an assistance package are increasing," said Marc Chandler, global head of FX strategy at Brown Brothers Harriman in New York.

Spanish bond auctions will be a focus for euro zone investors on Thursday, while investors await details of a European debt rescue fund next month.

Focus on the euro zone's concerns have overshadowed President Obama's 2012 budget plan, which aims to slash the U.S. deficit by $1.1 trillion over 10 years. For full coverage of 2012 budget proposal click on [ID:nN11152338]
To visit Reuters Insider's "United States of Distress" microsite, please double-click: http://link.reuters.com/jyg97r

The dollar was up around 0.2 percent on the day against a currency basket to 78.617 <.DXY>, trading above its 100-day moving average for the first time in four weeks.

The dollar fell against the yen for the first time in nine days, dropping 0.2 percent to 83.30 yen . (Additional reporting by Julie Haviv; Editing by Diane Craft)

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