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Non-Farms A Range Reinforcer As Currency Markets Likely To Remain Data Driven

Published 06/08/2018, 11:12 am
Updated 06/07/2021, 05:05 pm
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Originally published by AxiTrader

QUICK SUMMARY

On currency markets, the release of the non-farms at 157k was a range reinforcer I tweeted at the time and I retain that view for the moment.

Indeed the fall in the ISM non-manufacturing to 55.7 from 59 and the bigger than expected US trade deficit ($46.3 bilion) have knocked the CESI for the US down to -15 and seen both the Atlanta and New York Fed’s downgrade their very early calls on Q3 GDP to 4.4% (from 5%) and 2.58% (from 2.83%) on Friday.

But the euro's close at 1.1566 (it’s at 1.1563 this morning) was on the weaker side of the ledger after it tried and failed post-NFP to get back inside the wedge (within the range) it broke out of with Thursday, 1.1490 is the big level to watch. Unless or until that gives way Euro, and the USD is in a range. And with the weaker CESI score and a market long of US dollars that’s the most likely short-term scenario.

Elsewhere on Forex markets the Yen gained ground with USD/JPY at 111.21 this morning, while GBP/USD is at 1.3007 after testing near the recent range lows Friday after Mark Carney said the chance of a no-deal Brexit risk is rising. Central banking 2018 is more art than it’s ever been it seems. On the commodity bloc the Aussie is back up near 74 cents helped a little by copper's recovery – it’s at 0.7396 this morning. The kiwi is at 0.6740 and USD/CAD is at 1.3010, up from 1.2992 earlier after news broke the Saudis are grumpy the Canadians called them out for what they think are human rights violations - the Saudis have recalled their ambassador and sent the Canadian one home.

BIGGER PICTURE

The market to continues to run a net long US dollar position which is part of the reason why the summation of the non-farms (July’s 157,000 + revisions) wasn’t quite enough to knock the US dollar, and euro, and pound, and Aussie et all, down and through the bottom of their ranges.

Table

And you can see the graphical depiction of this US dollar long in the chart below for context over the past 5 years. It’s not extreme, but it is certainly high at a time when the Citibank economic surprise index for the US has fallen to -15, the worst level since September 2017.

Chart

That’s a handbrake on the US dollar rally which has stalled as is the weakness in the CESI score for the US recently. But the range is the range and the set up is the setup. Should EUR/USD break below the 1.1490 region, with a little tolerance of course, the target in the medium term is 1.1160/1.1250. If that range break happens even the heavy long US dollar position being carried by speculative traders won’t inhibit and stronger US dollar move.

Chart

It's also worth talking about why Chinese state banks intervened to stem the yuan's collapse Friday. And Chinese authorities raised margin requirements in order to make it more difficult to short the Yuan. This is clearly a move to stem the fall in their currency and so not to create a self-fulfilling feedback loop of hysteria and capital trying to exit the nation.

Anyone who has seen a USD/CNY or CNH chart recently would say that the move is unsustainable. It means the release of Chinese reserves Tuesday evening my time, early morning Europe is going to be one of the closest watched releases of the week.

Here's the USD/CNY v reserves chart again.

Chart

DATA:

On the day it’s fairly quiet with ANZ job ads out in Australia and a bank holiday in Sydney before German factory and construction data tonight.

Have a great day's trading.

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