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US Dollar On The Back Foot As Positioning And Powell Weigh

Published 27/08/2018, 12:51 pm
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Originally published by AxiTrader

QUICK SUMMARY

Fed chair Jerome Powell delivered what I read as a solid speech Friday in Jackson Hole. To me he again gave the message that the Fed is data dependent and that it thinks this means that rates will continue to rise - as long as the economy tracks the way the Fed believes it will.

But the fact he said, "while inflation has recently moved up near 2 per cent, we have seen no clear sign of an acceleration above 2 per cent, and there does not seem to be an elevated risk of overheating” gave the US dollar bears, bond rate doves, and curve flatteners room to exercise their positions.

That combination, along with a market which is still heavily long the US dollar put the Greenback under pressure. Combine this with a reasonably weak durable goods (-1.7% ) and the US dollar is down at 95.16 in US Dollar Index terms,

Euro was back up at 1.1622 this morning for a gain of 0.7% since this time Friday morning. USD/JPY is at 111.31, and the pound missed the euro’s bus sitting at 1.2851 this morning. That the US dollar (Euro) move all happened in a short space of time and then petered out is testament to Powell’s influence and then a lack of catalysts as the week ended and many northern hemisphere traders are still on holidays.

On the commodity bloc currencies the resolution – hopefully – of the political turmoil in the Australian government helped the Aussie dollar rally up to 0.7330 this morning from a low around 0.7238/39 on Friday when the spill was on. The kiwi is at 0.6686 and the Canadian dollar sits at 1.3020.

And on EM markets there were several moves of more than 1% against the US dollar. This was helped by all of the above and news out of China it is reintroducing its counter-cyclical factor in calculating the yuan reference rate each day which also helped EM forex.

BIGGER PICTURE

There is nothing like data, central bank comments, and positioning, to knock a currency for six. And while that might be a bit hyperbolic given the Euro is only back at 1.1620/30. But, that’s still around 320 pips from the lows around 1.1300 a few weeks back and 230 pips above last week’s lows at 1.1390. Jerome Powell’s speech, and the overall tone of the Jackson Hole symposium of a low inflation future hurt the Greenback.

But my sense is that headlines and positioning were more important than what he said.

That’s because I thought he was utterly consistent with his previous comments which have consistently highlighted that a Powell Fed is data dependent. But, as I tweeted over the weekend, in lauding the Greenspan approach he is highlighting a gradual move higher in rates. And for the moment that’s important for the US dollar.

Here’s the CFTC data which shows US dollar positioning is still heavily skewed to the bulls and an obvious expectation that the US dollar is soon likely to resume it’s uptrend. That’s the message from the CFTC data which was released over the weekend.

Table

You can see there was a big lift in pound shorts while euro, Canadian dollar, Swissie, and the DXY also saw positions increase in favour of the US dollar. That, to me suggests some vulnerability for the US dollar if the Euro breaks up and through 1.1670.

Speaking of which another of my favourite Twitter charts – MysteryTrader – posted the following for the DXY over the weekend as you can see he’s bullish medium term. MT wrote, “Macro #DXY : Always look at the BIG picture, $USD hit the magenta centerline perfectly & is performing one final consolidation back to 13MA. #USD mimicking sept 2014 perfectly (minor pullback then bounce off 13MA to rip higher). $DXY MAs/BC/BB all bullish. #FX #FOREX”. Here’s the chart.

Chart
Source: Twitter Screenshot

That’s analogous to the EUR/USD weekly chart I’ve referenced in my videos and will look at again this morning. But looking at the daily chart you can see that reversal in the DXY and you can also see the resistance I highlighted above for the EUR/USD. Where it goes, so will the US dollar and many other pairs.

OH, and USD/CNH, the Yuan move. It was spectacular and you can see in this simple chart where it might fall to. This is a weekly chart and it's bubblicious. 6.679 would be a reasonable target.

Chart

DATA:

On the data front we can ease into the week here at home. China is set to release industrial profits, then tonight we get the Ifo business climate and expectations data out of Germany, the Chicago Fed releases its national activity index, and the Dallas Fed manufacturing index. Given Robert Kaplan’s recent musings I’m expecting that to be pretty solid.

Have a great day's trading.

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