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3 numbers to watch - Macro analysis on the day’s biggest scheduled economic events

Alcoa kicks off the earnings season in poor fashion

Filed in: 3 numbers to watch
12 January 2010 at 9:45 GMT

Daily Trading Stance

  • Housing Starts in Canada were much better than expected, rising by 6%, though Building Permits had already revealed as much as they rose (a revised) 20.0% in December.
  • Norwegian CPI was also out yesterday and recorded a 0.2% increase, slightly down from November’s 0.3% growth.
  • Like yesterday, today will be light on macro data with the main report being the US Trade Balance. The NFIB Small Business Survey is also out, and while we find it interesting from a macro perspective, markets usually do not pay attention to this release.
  • As is tradition, Alcoa kicked off the US earnings season, but unlike previous quarters, EPS this time trailed estimates. The anticipated 6 cent/share profit did not materialize as Alcoa reported 1 cent/share.

 Calendar

Country

Time (GMT)

Name

Saxo

Consensus

Prior

SW

08:30

CPI Headline Rate MoM (DEC)

 

0.1%

0.0%

US

12:30

NFIB Small Business Optimism (DEC)

 

 

88.3

US

13:30

Trade Balance (NOV)

 

-$34.6B

-$32.9B

FX

EURUSD

0/+

May be a buy on dips tactically around 1.4450 for modest gains, but rather range bound ahead of ECB Thursday.

USDJPY

0

In a range for the moment, sell rallies for 91.00 test tactically, but it is a longer term buy at that level.

EURJPY

0/-

May consolidate a bit lower in the short run. Prefer tactical shorts ahead of 134.00 as long as bunds are strong.

GBPUSD

-

Caught in a range, sell rallies above 1.6100 for a test below 1.6000.

USDCAD

+

Buy dips toward 1.0300 for break of 1.0375 weekly pivot. Beware crude oil (lower prices supportive of USDCAD rally).

Equities

DAX

0/+

Buy on dips towards 6022 targeting 6076. Stop below 5984.

FTSE

0/+

Buy at the break of 5544 and target 5575. Stop below 5530.

S&P500

0/+

Buy on dips towards 1144 and target 1152. Stop below 1140.

NASDAQ100

0/+

 

DJIA

0/+

 

FX-Options

EURUSD

Gamma continues to be aggressively sold and back part of the curve continues to be soft as well. There is talk of 1.4550 no touch in the market.

USDJPY

USDJPY vols are generally muted this session. Back end vols are generally well supported but with spot falling back into range, gamma should remain offered.

AUDUSD

Vols traded lower with gamma finally seeing some bids as spot hits session lows. Risk reversals are trading closer to flat with spot back at 9300

Futures

Gold

0/+

1160 cap on gold at the moment. Buy on break around 1,165 to target upside of around 1,185.   (slightly medium term)

Silver

0/+

Buy the break of 18.82 targeting 18.98. S/L at 18.74.

Oil (CLG0)

0/+

Buy around 81.80 and target 82.35. Stop at 81.52.

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