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

Dollar finds buyers again

Filed in: 3 numbers to watch
16 December 2009 at 8:21 GMT

Daily Trading Stance

  • The USD is finding buyers again and the downsloping trend is in danger. That means that stocks could be on the retreat again although the uptrend in stocks is intact (still).
  • Corporate bond spreads are continuing to narrow, but the Greek CDS is not looking pretty – that could be an additional reason to sell EUR.
  • Lots of data out today. Especially CPI figures could surprise to the upside after yesterday’s very strong PPI. That should lead to additional USD strength today, but the FOMC rate decision and Statement might tone that down tonight.
  • Beware of EURUSD below 1.4481, AUDUSD below 0.8907 and USDJPY above 90.77. Those are major break-out levels.

Calendar

Economic Data Releases

 

Country

Time (GMT)

Name

Saxo

Consensus

Prior

EC

10:00

CPI MoM / YoY (NOV)

0.1% / 0.5%

0.2% / 0.6%

0.2% / 0.1%

US

13:30

CPI / CPI Core MoM (NOV)

0.6% / 0.2%

0.4% / 0.1%

0.3% / 0.2%

US

13:30

Housing Starts / Building Permits (NOV)

 

574K / 570K

529K / 551K

FX

FX

Daily stance

Comment

EURUSD

0/-

Weak rebound, so prefer to sell rallies to 1.4575, or break below 1.4510, for 1.4450. Stop abv 1.4625.

USDJPY

0

Res at 90.0 looks strong so expect a 89.25-90.0 range today.

EURJPY

0

Further range-trading within 129.50 – 130.50 band.

GBPUSD

0

1.6200-75 parameters seen holding today pre-FOMC.

AUDUSD

0/-

Prefer to sell rallies to 0.9040-50 for a re-test sub-0.90, target 0.8955. Stop abv 0.9075.

 

FX Options

FX-Options

Comment

EURUSD

Vols turns bid as spot fell towards 1.45 and risk reversals followed higher. There is talk of large 1.45/1.43 triggers expiring end Dec so a possibility that spot stays within.

USDJPY

Vols continue to hold steady with back end especially well bid. Intraweek continues to find a few buyers but 1m and under stays soft. Spot break under 8900 should lift vols.

AUDUSD

Gamma turns bid this morning as spot slips following GDP data and RBA comments.  Market seems to be caught short in this zone and there is talk of 9000 strike for NY cut.

 

Equities

Equities

Daily stance

Comment

DAX

0/-

Sell at the break of 5777 targeting 5746. S/L above 5790.

FTSE

0/-

Sell at the break of 5271 targeting 5244. S/L above 5282.

S&P500

0/-

Sell yesterday’s low and target 1100. S/L above 1107.

NASDAQ100

0/-

 

DJIA

0/-

 

Futures

Commodities

Daily Stance

Comment

Gold

0/-

Sell on rallies towards 1135 and target 1115. Stop above 1144.

Silver

0/-

Sell on rallies towards 17.65 and target 17.35. Stop above 17.75.

Oil (CLF0)

0/-

Sell on rallies towards 71.80 and target 70. Stop above 72.60.

 

 

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