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

Risk sentiment opening the new year

Filed in: 3 numbers to watch
04 January 2010 at 9:20 GMT

Daily Trading Stance

  • The US dollar has been rallying overnight together with stocks. We had good manufacturing numbers from China (HSBC PMI Manufacturing out at 56.1 vs. 55.7 prior) though manufacturing in Australia, however, fell for the first time in 4 months as the AiG Index came out at 48.5 vs. 51.2 in Nov. US stock futures are up this morning and we have a bullish stance today.
  • The ISM Manufacturing Index is out today and we expect an above consensus reading of 54.8 (vs. consensus of 54.0). The manufacturing sector continues to improve in the US with the latest indication being the Chicago regional PMI Index which rose to 60.0 in December from 56.1 prior. The US Construction Spending report is also out today and is expected to show a decrease in November due mainly to non-residential construction.

Calendar

Economic Data Releases

 

Country

Time (GMT)

Name

Saxo

Consensus

Prior

UK

09:30

PMI Manufacturing (DEC)

 

52.0

51.8

US

15:00

ISM Manufacturing (DEC)

54.8

54.0

53.6

US

15:00

Construction Spending MoM (NOV)

-0.3%

-0.5%

0.0%

 

FX

FX

Daily stance

Comment

EURUSD

0/-

Chance we squeeze up to 1.4340 area before lower. Sell rallies for test of 1.4220, stop abv 1.4365.

USDJPY

0/+

Buy dips to 92.70-75 area for a test of 93.25 en-route 93.65. Stop below 92.40.

EURJPY

0/+

Suppt now 132.40-50 for test of 133.20, poss 133.60. Stop below 132.20.

GBPUSD

0

1.6050 needs to hold for chance of 1.6150, poss 1.6225. Likely 1.6050-1.6150 range.

AUDUSD

0/+

Support at 0.8950 seen holding for a test of 0.9000, poss 0.9025 before lower.

FX Options

FX-Options

Comment

EURUSD

Front end opens up higher with some interests looking to buy 1m ATM. Front end should  stay well bid with spot continuing to test new lows.

USDJPY

Vols remain bid in the middle of the curve as 6m traded 15.0 several times in Asia. Front  end upside strikes continues to be in demand so might fuel further gains in the dollar rally.

AUDUSD

Market seemed to be short downside gamma as short dated downside strikes got paid this morning. Mid curve vols are easing up a bit now that spot has come off the lows.

 

Equities

Equities

Daily stance

Comment

DAX

0/+

Buy at the break of 5981 targeting 6012. S/L at 5965.

FTSE

0/+

Buy at the break of 5423 targeting 5450. S/L at 5405.

S&P500

0/+

Buy the break of 1116 targeting 1121. S/L at 1113.

NASDAQ100

0/+

 

DJIA

0/+

 

 

Futures

Commodities

Daily Stance

Comment

Gold

0/-

Sell rallies to 1,105 res for a retracement back to 1,080. Stop abv 1,112.

Silver

0/-

Sell rallies to 17.05-10 res lvl for a re-test of 16.80, poss 16.70. Stop abv 17.15.

Oil (CLG0)

0

Seen ranging 0.7975 -0.8075.

 

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