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Dollar: Relief Rally Or Exhaustive Bottom?

Published 19/05/2017, 06:03 am
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By Kathy Lien, Managing Director of FX Strategy for BK Asset Management.

After selling off sharply on Tuesday, the U.S. dollar finally traded higher against most of the major currencies but the rally has not convinced the bears to give up selling as the greenback struggled to move above important resistance levels. For example, USD/JPY backed off 112 and EUR/USD held 1.10. In order for the dollar to bottom, we need to see these key levels broken so until that happens, Thursday’s move can only be seen as a relief rally. Although the rebound in the dollar was supported by stronger manufacturing activity in the Philadelphia region and lower jobless claims, these improvements fail to offset all of the deterioration reported earlier this month. Fed President Mester’s hawkish comments were not surprising. More importantly, the 10-year Treasury yield did not increase on Thursday, which indicates that bond traders are not convinced that risk for the dollar has abated. The political troubles that sparked USD's crash on Tuesday shows no signs of improvement and distracts from President Trump’s ability to push through an economic stimulus plan. With that in mind, reversals at the end of the week are still possible, especially above the 110 level in USD/JPY.

Thursday's big story was the sharp rise and fall of the British pound. Sterling soared well above 1.3000 on the back of strong retail sales numbers. Consumer spending jumped 2.3% in April, which was more than double the market’s 1.1% estimate. On an annualized basis, spending rose 4%, which was the strongest pace of growth in 5 months. Excluding autos and gas consumption, spending was also very strong as the warm weather drew shoppers to the stores. Nearly every piece of U.K. data this week showed improvements from the previous month helping investors forget about the Bank of England’s dovishness. However the gains in GBP did not last as a flash crash after the European close sent GBP/USD below 1.2900 in a matter of seconds. The currency bounced off its lows and is struggling to recover after the fall. With no UK economic reports scheduled for release on Friday, we expect GBP/USD to drift back up toward 1.30.

Euro traded lower against the U.S. dollar for the first time in 5 trading days. The move was driven entirely by U.S. dollar strength and a falling GermanU.S. yield spread. 10-year German yields dropped more than 3bp as U.S. yields of the same maturity weaved in and out of positive territory. There was no specific economic data to trigger the reversal but the ECB council said it can’t rule out a cut in its inflation outlook in June. The problem is wage growth, which is uncertain but for the time being, ECB President Draghi sees the euro-area recovery as resilient and increasingly broad based. Support for EUR/USD is at Tuesday’s close and Wednesday’s low of 1.1075. If this level breaks, EUR/USD could slip down to 1.10. If it holds, it should drift back up to 1.12.

All 3 of the commodity currencies traded lower against the greenback with the New Zealand dollar leading the losses. Wednesday night’s better-than-expected consumer confidence numbers failed to help the currency, which has been driven lower by USD strength and AUD/NZD buying. The Australian dollar also lost value but performed better than its peers thanks to healthier labor data. More than 37K jobs were created in April, which was lower than March but significantly better than expected. Full-time job losses were limited and most importantly, the unemployment rate dropped to 5.7% from 5.9%. Although the Reserve Bank has expressed concern about labor activity, its worries should be eased by this latest report. Lastly, USD/CAD remained confined within a tight range but the pair is in play Friday with consumer prices and retail sales scheduled for release. We are looking for stronger numbers all around as higher price growth in the manufacturing sector drives up inflation and spending recovers after the previous month’s decline. USD/CAD closed near its lows Thursday and is prime for another move below 1.36.

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