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USD/CAD Crashes On Strong Data

Published 22/12/2017, 08:03 am
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By Kathy Lien, Managing Director of FX Strategy for BK Asset Management.

Thursday's best-performing currency was the Canadian dollar, which shot higher against all of the major currencies on the back of solid economic data. Consumer prices rose 0.3% in the month of November, taking the year-over-year rate to 2.1%. This is not only a significant rise from last month’s 1.4% increase but is also the strongest pace of growth since January. Retail sales also crushed expectations with spending rising 1.5% against a forecast of 0.3%. Like CPI, this was the strongest reading in 9 months. Excluding autos, demand was equally healthy, rising 0.8% in October. All of this is a positive sign for GDP, which is scheduled for release on Friday. We’re looking for a much stronger increase than the 0.2% forecast and if the data is good, USD/CAD could find its way down to this month’s low of 1.2625. Although the Bank of Canada slowed tightening this year and has been calling for caution on rates, Governor Poloz said last week that tremendous progress has been made and the economy is reaching its full potential. BoC is growing “increasingly confident that the economy will need less stimulus over time.” If the healthy pace of growth in spending and inflation can be sustained for another month, the market will start talking about a March rate hike. Canadian interest-rate futures are already pricing in a 75% chance of tightening at the March meeting.

After rising for 3 days straight, the euro struggled to extend its gains as Catalonians went to the polls. At time of publication, the turnout was strong (especially given that it’s a weekday) with the separatists poised to win the snap election.
If true, the next question is will they win by enough majority to form a majority in Parliament? Last month, the national government took direct control of Catalonia and called for new elections after the region declared independence. The current separatist parties may not be looking for independence in the same manner as October but this election could very well reflect the deep-seated desire for independence. The impact on the euro has been limited by Spain’s refusal to let Catalonia secede under any circumstances. Looking ahead, 1.19 continues to be the main resistance level for EUR/USD but data including Thursday morning’s consumer confidence figures continue to show improvements in the economy, signaling the possibility of a stronger rally. Sterling ended the day unchanged despite stronger public finances.

The U.S. dollar traded lower against most of the major currencies on the back of an unexpected downward revision in Q3 GDP.
Given the recent uptick in retail sales, many traders, economists and investors were looking for an upward adjustment but instead, the report was revised lower on recreation and airfare spending. Treasury yields and the U.S. dollar ticked down in response but this is still the fastest pace of growth since the first quarter 2015. Jobless claims ticked up from last week’s low levels while the Philadelphia Fed index increased to 26.2 from 22.7. We have another day of data before trading grinds to a halt. Personal income, spending, the PCE deflator, durable goods, new homes sales and revisions to the University of Michigan consumer sentiment index are due for release – we are still looking for firmer numbers that should help the greenback but keep an eye on the government-shutdown vote expected on Friday. A temporary funding bill is needed to keep the government running.

Meanwhile, the Australian dollar rose to its highest level in more than a month while the New Zealand dollar trailed behind.
Both currencies were supported by the improvement in risk appetite and slide in U.S. Treasury yields but ongoing concerns about New Zealand’s economy prevented NZD from enjoying the same rally as AUD and CAD. Although Wednesday night’s Q3 GDP report was better than expected with growth beating expectation on an annualized basis, the New Zealand economy faces continued trouble ahead with dairy prices and trade activity weakening.

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