Wednesday, December 1, 2010

FOREX: Dollar Advance Increasingly Dependent on Euro, A Shift in Risk Trends is Needed

Contributed By: DailyFx
 * Dollar Advance Increasingly Dependent on Euro, A Shift in Risk Trends is Needed
* Euro Continues its Decent as the Market Looks Beyond Ireland's Problems to Europe's Problems
* British Pound Declines as OBR Lowers Growth Forecasts and Housing Prices Slide
* Australian Dollar Under Pressure as the Countdown to 3Q GDP Wears
* Japanese Yen Shows Little Benefit through Risk Trends, BoJ Governor Wavers on Yen
* Canadian Dollar Traders Prepare for Tuesday's 3Q GDP Reading

Dollar Advance Increasingly Dependent on Euro, A Shift in Risk Trends is Needed

If there was any doubt that the dollar was playing out a meaningful bullish swing, that disbelief should be quelled by now. However, suspicions for the greenback seeing at least a temporary correction in the near future should not be abandoned. While the single currency may have exhibited remarkable strength over the past three weeks, its fundamental drive may be built on very specific catalysts that could easily drop their support without the proper encouragement. In assessing the situation at the start of the new trading week, we should first establish that the trade-weighted Dollar Index marked a strong follow-up rally to Friday's surprise surge to push the currency to a fresh two-month high. At this point, the Index has rallied 7.3 percent or 550 points since hitting a 2010-low back on November 4th. For the majors, this has translated into remarkable progress. EURUSD pushed to its own two-month low after taking out an important, rising trend dating back to the early June low (notably, this break happened in the expected holiday-lull last Friday). GBPUSD has similarly broken down from a channel that had slowly guided the pair higher for months. Even the high yield differential for AUDUSD has failed to keep the pair from a technical break in the dollar's favor. However, there is a particular oddity between this performance and fundamentals: the lack of a risk aversion responsibility.

From a purely detached standpoint, the dollar may not represent a very appealing safe haven – debt troubles are deeply rooted, growth projections are rather anemic and US market volatility is high. However, in the FX market everything is relative. The US also represents a deeply liquid market, a government that is making a considerable effort to support investors and maintains a bearing of economic expansion. These encouraging qualities are the foundation for the greenback's improvement these past weeks. In this overall mediocre picture of fundamental strength, we see the qualities that investment capital flooding out of the euro is seeking. Therefore, in the financial instability that is construed through European developments, we have seen the tap open directly through the US dollar and into US assets. As long as the shared currency continues to suffer from its own fundamental troubles, carry trades that were funded via US loans will be unwound and speculators will feed the selling effort. That said, this drive won't last forever. Eventually, the bearish outlook for Europe will be fully saturated and prices reflect as much as speculation will allow. That does not mean that the dollar cannot sustain its advance when that inevitability comes to pass though. Circling back to our observation that risk trends have really not stepped in to support the greenback's advance, we have a fully-charged catalyst to come in and pick up the slack. And so, we keep a watchful eye on the S&P 500 at 1,175 and the Dow around 11,000.

What is the best catalyst to send risk appetite and these barometers for sentiment tumbling? Speculation itself. Nothing is more effective at driving a market down than the spread of panic. That does not preclude, however, a fundamental jump start to get the markets moving in the meantime. We had a relatively light macroeconomic docket to start the week. More interesting were notes from the recent WikiLeaks exposure that China was growing tired of North Korea (perhaps opening the way for escalation of tensions in the area) and the suggestion that the next big release will be to expose a major US bank early next year. If we want to stick to the economic calendar; the listings fill out tomorrow. The Conference Board's consumer sentiment survey is due out Tuesday along with speeches by the Fed's Bernanke and Kocherlakota.

Euro Continues its Decent as the Market Looks Beyond Ireland's Problems to Europe's Problems

Shouldn't details about Ireland's bailout (how much, where is it coming from, when it will be delivered) encourage confidence in the euro? Probably not. The failed jump start from the initial announcement of 85 billion euros in support for the strained EU member wasn't doubt that officials would follow through on its enactment, rather the selling seems to be the market moving on the next issue. With that we see that Portugal is under pressure to ask for a pre-emptive bailout and Spain has seen its borrowing costs jump the most since the euro's inception. Investors are concerned that this is more a European issue than a Ireland or Greek issue. The euro's appeal is dependent on the whole region.

British Pound Declines as OBR Lowers Growth Forecasts and Housing Prices Slide

It is important to note that the pound's performance is heavily influenced by the health of its primary counterpart – the euro. Economic and financial troubles easily bleed through these open borders. That said, there was a specific drive for the sterling in the biggest drop in housing demand in nearly two years as well as a downgrade in 2011 / 2012 GDP forecasts from the Office for Budget Responsibility.

Australian Dollar Under Pressure as the Countdown to 3Q GDP Wears

Few countries retain their place at the top of the economic pile. And, while it may be a while before the Aussie dollar relinquishes its place, the data is certainly undermining its sense of superiority. Third quarter operating profit dropped 1.5 percent and the current account deficit ballooned after testing an eight-year low. Coming up soon: the 3Q GDP figures. Will risk aversion find a willing participant in an broad position unwinding?

Japanese Yen Shows Little Benefit through Risk Trends, BoJ Governor Wavers on Yen

To further our conversation that risk appetite trends have been absent from the recent developments in FX, we should note that USDJPY has moved relatively little. Furthermore, other yen crosses were little moved Monday. Aside from the first drop in Japanese retail sales in seven months, the most interesting fundamental development was Shirikawa's even-handed suggestion that there are benefits to a high yen.

Canadian Dollar Traders Prepare for Tuesday's 3Q GDP Reading

The Canadian dollar may have appreciated Monday; but that seems more the effort of counter-currency selling rather than specific loonie buying. For event risk, the third quarter current account deficit ballooned to a record C$17.5 billion as capital flows out of the economy. With that in mind, we have the third quarter GDP figures due Tuesday and employment numbers set for release Friday.

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