A March Fed Hike Is Live. What's That Mean For The Australian Dollar?

Published 01/03/2017, 11:13 am

Originally published by AxiTrader

Key Takeaway

We saw more signs overnight that the Fed really could lift rates at this month's (yes it's March already) FOMC meeting. That reversed the little bit of US dollar weakness and has knocked the Australian dollar down to 0.7654 - the lowest level since February 21.

That the Fed truly is live is an important point for the Aussie because it is the Fed's tightening cycle that the RBA and many AUD/USD forecasters have been relying on to temper the Aussie's rally.

So with another failure near 77 cents overnight the Aussie is vulnerable today to a confluence of reactions to policy divergence and president Trump's address to congress.

On the charts the AUD/USD looks set to head toward support in the low 76 cent region

What You Need To Know

Despite a disappointing print of 1.9% print for US Q4 2016 GDP at the second read overnight two prominent Fed presidents have been speaking this morning to reinforce the recent message that March really is a live meeting.

Speaking in Santa Cruz San Francisco Fed president John Williams said that a March rate hike is up for "serious consideration" and noted that rates in the US are abnormally low. His counterpart at the New York Fed Bill Dudley said in an interview with CNN that the US has reached full employment, sentiment has improved across the economy, and "The case for monetary policy tightening has become a lot more compelling".

Williams isn't voting this year, but Dudley has a permanent seat at the voting table so to a large extent his comments are key. But the reality is that Dudley's comments are additive to what Williams has said this morning and what Dudley's Fed colleagues have been saying recently.

The impact is to have materially moved the needle on interest rate futures pricing of a march rate hike which have now risen to 72% according to the OIS quoted by Bloomberg.

That's important for forex levels against the US dollar in general and the Australian dollar in particular because interest rate differentials, and central bank policy divergence matter.

Speaking to parliament last Friday RBA governor Lowe, who has recently been upbeat on the outlook for the economy, seemed to equivocate when he intimated he probably could ease to kick the economy along a little more but wouldn't because of the impact on house prices, debt levels, and financial stability.

Because of the way he framed the answer he also appeared to signal that the RBA is in no hurry to raise rates anytime soon given the Australian economy's economic fragility. What follows for forex traders is that as the Fed tightens - likely three times maybe four - in 2016 the spread between owning Australian and US debt will close in favour of the US dollar.

Chart

That's important because interest rate differentials, and the US dollar's moves, are important drivers of and factors in fair value for the AUD/USD.

While investor risk appetite, the commodity price rally, and global reflation have helped the Aussie dollar, a closing in rate differentials - particularly where that also strengthens the US dollar, weighs on the Aussie.

That's knocked prices back into the low 0.7650 region only though. Sure it's the lowest level since February 21st but the Aussie hasn't fallen back below 76 cents since it broke higher in very early February. So there's no need to over-egg things just yet.

But the chances of a move lower - below 76 cents - are growing if the Fed is hell bent of hiking rates.

Looking at the charts my system is still short from two Friday's ago when 0.7684 went offered. It's been a patient trade, and while there are no guarantees the price action suggests the AUD/USD is starting to roll over.

Target is the 0.7600/20 region and then we'll see what's next and if the US dollar index has broken back up and through 102.

Chart

Have a great day's trading.

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