Monday, September 1, 2014

Australian Dollar Confronts an RBA Decision with Heavy Speculation




Talking Points:



  • Dollar Traders Look Ahead to a Rebound in Liquidity and Pick Up in Data


  • Euro Economic Health Fades Further, Investors More Expectant of ECB


  • Australian Dollar Confronts an RBA Decision with Heavy Speculation


Dollar Traders Look Ahead to a Rebound in Liquidity and Pick Up in Data



As far as holiday trading conditions go, Monday’s turnover was exceptionally light for the majors – as expected. Yet, despite the anticipated drain, a number of the dollar-based pairs marked surprisingly aggressive moves through the lull. Both USDJPY and USDCHF gapped in the dollar’s favor to start the week, while GBPUSD secured a tentative turn on a remarkably consistent 7-week bear trend. Bullish or bearish, the greenback’s trend will develop through what comes next as liquidity and volatility fill out. Aside from fundamentals in the form of themes (like interest rate speculation) and event risk, traders should keep a close eye on ‘market conditions’. A historical trend in fading volume for the broader financial system has materially changed the camber of the markets. However, misgivings of stability and stimulus-supported gains have grown materially in recent months. If the natural ebb and flow in volatility associated to the seasonal change from the ‘Summer Lull’ stirs the deeper wells of activity; both trends and momentum could develop.



While awaiting the change in deeper currents of participation, dollar traders will have more active drivers to concern themselves with in the upcoming session. The Dow Jones FXCM Dollar Index (ticker = USDollar) has run a remarkably consistent, seven consecutive week rally. That is second only to run through March 2013 – a move that covered far more ground and was driven by the first signs of a shift from a dovish Fed forecast (QE3) to a more neutral standing (the ‘Taper’). Though the policy conversation has progressed since then, the next step towards pricing in the first rate hike is still inconsistent – something Treasury yields and other rate products reflect. The upcoming ISM manufacturing and IBD economic sentiment survey may help shape these forecasts, but many will likely wait until Friday NFPs unless provoked.



Euro Economic Health Fades Further, Investors More Expectant of ECB



There was a wealth of surprisingly revealing fundamental developments for Euro traders through Monday’s session. While most were likely marking the initial Italian and final Eurozone and German manufacturing PMI figures (all disappointing), the revision to the Germany 2Q GDP figures and a private bond sale by Spain were significantly more remarkable. Though Germany’s growth update was a revision, it was issued with important details. Among those particulars, we learned that private consumption was weaker than expected (0.1 percent), capital investment plunged (2.3 percent) and construction collapsed the mostin 6 years (4.2 percent). These are the types of domestic avenues that can keep the economy trending lower. Meanwhile, Spain took advantage of the exceptionally low market rates the Eurozone has enjoyed as investors chase yield by issuing its first 50-year bond – for an incredible 4 percent coupon. This is yet another symbol of extreme complacency.



Australian Dollar Confronts an RBA Decision with Heavy Speculation



The RBA rate decision due this morning is the first of five major central bank policy meetings this week. And, it also happens to carry some of the most market-moving potential. The impact of these events – and any event risk – is not in what the outcome is, but rather what is realized relative to what the markets had expected. No change is expected from the Australian central bank, but tone is very important to the currency’s trend. Slowly gaining traction over the past months as policymakers backed off of rate cut language, the currency was more recently knocked off pace by worryingly dovish commentary. If the group reinforces that language, the AUD could suffer a more concerted drop.



British Pound Running Through a Data Ringer



While the Pound managed gains against most counterparts to start the week, few carried the same level of market interest as GBPUSD which technically broke a bearish channel that has guided the pair lower since it set a multi-year peak on July 15. Under more conducive (more liquid) conditions, this push could have picked up on the buoyancy of shorter gilt yields and swaps and ran a more assertive rebound. Alas, bulls will have to rely on the docket ahead which includes a construction activity (housing-related) PMI and retail inflation reading from the BRC.



Swiss Franc: How Much Weight to 2Q GDP Versus SNB Vow?



As the Euro trends lower, EURCHF is noticeably trending towards the 1.2000-level which the Swiss National Bank (SNB) has vowed to uphold. Monday, central bank President Thomas Jordan reiterated the group’s commitment to prevent the exchange rate from slipping the level with threats of ‘unlimited’ FX operations. We are currently less than 75 pips away from that self-imposed floor and the ECB is threatening to add weight to this pair. Can the Swiss 2Q GDP reading due today avert this pressure? Unlikely. Keep an eye on EURCHF.



Emerging Markets: Ruble Hits Fresh Record Lows as Ukraine Situation Boils



Emerging market currencies were mixed to start the week with momentum notably dampened by the absence of North American speculative liquidity. That said, there were still some standouts for activity. Once again the Russian Ruble was in the headlines slipping to a record low against the USD (down 0.5 percent to 37.29) as Ukraine rhetoric intensified alongside military engagements within the country.



Gold Volume Shrinks to Thinnest Trading in Four-Years



Between staid price action amongst the financial market benchmarks and a steady US dollar, there was little to motivate gold to break recent congestion. However, activity levels are growing extreme. We have been watching speculative positioning in futures and FX markets as well as open interest, but volume itself is starting to show an extraordinary drain. Last week, volume in gold futures dropped to their lowest levels of non-holiday trade since August 2010. Like the broader financial markets, these are circumstances that look ‘too quiet’.



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ECONOMIC DATA




































































































































GMT




Currency




Release




Survey




Previous




Comments




01:00




NZD




ANZ Commodity Price (AUG)





-2.4%




Falling Prices since March 2014




01:30




JPY




Labor Cash Earnings (YoY) (JUL)




0.9%




1.0%




Increasing since March 2014




01:30




AUD




Current Account Balance (Australian Dollar) (2Q)




-14.0B




-5.7B




Aussie current account balance has significantly contracted in the last 3 quarterly reports




01:30




AUD




Net Exports of GDP (2Q)




-0.70




1.40




Exports as % of GDP expected to fall for first time since Q1 2012




01:30




AUD




Building Approvals (MoM) (JUL)




-1.9%




-5.0%




More number of buildings have been approved each month since June 2013




01:30




AUD




Building Approvals (YoY) (JUL)




7.8%




16.0%




04:30




AUD




Reserve Bank of Australia Rate Decision (SEP 2)




2.5%




2.5%




The RBA is expected to maintain a status-quo monetary policy after the central bank decided a ‘period of stability’ in rates going forward was the best direction for the bank




05:45




CHF




Gross Domestic Product (YoY) (2Q)




1.6%




2.0%




The Swizz economy remains unaffected by the Eurozone crisis and has expanded strongly since Q4 of 2009




05:45




CHF




Gross Domestic Product (QoQ) (2Q)




0.5%




0.5%




08:30




GBP




Markit/CIPS UK Construction PMI (AUG)




61.50




62.40




UK construction sentiment has remained strong since mid-2013




09:00




EUR




Euro-Zone Producer Price Index (MoM) (JUL)




-0.1%




0.1%




PPI figures in the Eurozone have consistently contracted since August last year




09:00




EUR




Euro-Zone Producer Price Index (YoY) (JUL)




-1.1%




-0.8%




13:30




CAD




RBC Canadian Manufacturing PMI (AUG)





54.30




Strong Manufacturing reports may further boost BOC expectations after a strong GDP report last week




13:45




USD




Markit US Manufacturing PMI (AUG F)




58.00




58.00




Manufacturing sentiment has been showing a strong uptrend in the United States this year, and is likely to add bets to hawkish Fed policy




14:00




USD




ISM Manufacturing (AUG)




56.80




57.10




14:00




USD




ISM Prices Paid (AUG)




58.80




59.50





14:00




USD




Construction Spending (MoM) (JUL)




1.0%




-1.8%




Construction spending hasn’t seen any major changes recently, remaining with the -2% and 2% mark since June 2012




14:00




USD




IBD/TIPP Economic Optimism (SEP)




45.50




44.50




Economic optimism is expected to continue remaining negative




22:45




NZD




Value of All Buildings s.a. (QoQ) (2Q)




0.0%




16.0%




Values of buildings saw a huge jump in Q1 of this year




23:01




GBP




BRC Shop Price Index (YoY) (AUG)




-2.0%




-1.9%




Retail prices have been declining since mid-2013, allowing the BOE to hold on rate hikes




23:30




AUD




AiG Performance of Service Index (AUG)





49.30




The Services Sector has been contracting since March this year



SUPPORT AND RESISTANCE LEVELS



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— Written by: John Kicklighter, Chief Strategist for DailyFX.com



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Australian Dollar Confronts an RBA Decision with Heavy Speculation

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