Archive for January 2008

Market Fundamentals To Determine Dollar Direction

Monday, January 28th, 2008

Following the emergency interest rate cut by the Fed last week the question being asked was whether the embarrassment at SocGen had anything do with the decision? Whilst the massive loss facing the French bank would be enough to temporarily spook any market is the bank merely using this event to cover up problems in other areas. Indeed the “rogue trader” at the centre of this storm, Jerome Kerviel, has insisted through his lawyers that he “did not commit any dishonest act”. They said SocGen wanted to “raise a smokescreen” to distract attention from losses it had made, “notably in the unbelievable sub-prime affair”.  We can only wait and see.
Meanwhile the market moves on and this week is likely to be just as dramatic and possibly define the direction of the US dollar as well as equity and commodity market through to the spring.  Not only do we have non farm payroll on Friday but on Wednesday we also have the ADP numbers and the Fed’s interest rate decision. If the employment figures are positive and the Fed cuts a further .50% thereby taking rates to 3% this will benefit both the equity market and the carry trade as the appetite for risk returns. The addition of personal consumption data, ISM and durable goods figures should also give traders the best possible picture of what is actually happening in the US economy and likely to happen in the short term.

Against this background it is not surprising that forex movements in all the pairs can appear somewhat random as the market waits to decide on the future direction of the major currencies.

Comments (0)

Black Monday

Tuesday, January 22nd, 2008

Yesterday’s bloodbath in the  financial markets should be seen as the final attempt by investment banks aka the market makers to persuade central banks (especially the Fed) to implement immediate interest rate cuts, conveniently forgetting that it has been they who have caused this mess in the first place.

When markets panic in the way they are doing so at present it is easy to forget the root cause of the problems;  namely the sub prime debacle and subsequent offloading of toxic investments, leading to a credit crunch when central banks started to raise interest rates.  The reason why so many banks entered the sub prime market was because they could not make enough money out of the prime and alt A sectors because interest rates were too low.    It was only by exploiting the bottom end of the market could they hope to continue to make the obscene amounts of money they were used to.

The struggle is now between the central and commercial banks and my bet is that once again it will be the market makers (aka Goldman Sachs, Merrill Lynch, Morgan Stanley and others) who will win as ultimately central banks are accountable to their political masters who in turn will not want to preside over a financial meltdown last seen in 1929.

Comments (2)
Categories : Investing

Euro to dollar and Yen

Monday, January 21st, 2008

Thin markets today as it is Martin Luther King day in the US. All stock markets last week gave traders and investors a nice rollercoaster ride, even though the VIX was no where near its highs of last August. The FTSE posted its worst January since 2000 and from the 2007 highs has dropped as much as 13%; the S&P500 16.7%, the Nasdaq 18.8% and the wider Russell 2000 over 22%

The falls have to be seen against Bernanke’s failure to deliver an emergency interest rate cut and President’s Bush’s announcement of an economic package to stimulate the US economy. Clearly the markets were not impressed.

In the currency market my predication concerning the eur yen was spot on. Having penetrated 154 I believe it is now downhill all the way – the rate at which the yen crosses fall can be quite alarming. There is similar pressure on the canadian yen, although do be aware that we have an interest decision and retail sales from Canada as well as a press conference with the Bank of Japan’s Toshihiko Fukui.

The press conference is held following Japan’s Monetary Policy Committee (MPC) interest rate announcement which is always void of commentary, so traders look to Fukui’s press conference for clues on future monetary action. Sometimes there is heavy market volatility during the press conference as traders attempt to decipher Fukui’s clues.

With regard to the euro it has reacted badly this morning to soft German PPI figures and bears are now eyeing 1.4200 level for evidence of a major turn.

Euro Yen

Friday, January 18th, 2008

It beggars belief that having just managed to remain solvent by means of huge cash injections from Asian and energy producing sovereign wealth funds – a further $21 billion was raised this week – the leading international banks are still paying themselves enormous bonuses. Morgan Stanley’s $5 billion of new funding from the Chinese government is almost exactly the increase in the bonus pool.  Citigroup, meanwhile, having paid out more than $100 million to its ex chief, Charles Prince, is now planning to pay out approximately 50% of the new capital raised this week as a dividend next month.

Aside from the levels of stupidity and narcissism of this behaviour it is proof, if proof were needed, that the financial centre of gravity is shifting inexorably eastwards and we will not be able to consider its implication until the current market panic and turmoil settles.

There is a much clearer picture in the currency market with the euro yen almost completing a head and shoulders top, a classic chart reversal pattern.  A weekly close below 154 could lead to a very dramatic collapse with other yen crosses following.

Euro vs Dollar

Thursday, January 17th, 2008

The flight from risk continues with stock markets tumbling and the carry trade unwinding at an alarming rate.  The sound of hatches being battened down is quite deafening.  Meanwhile the euro has again failed to reach 1.50 and has fallen back to 1.46 following “dovish” statements from an ECB official.  Is this the beginning of a reversal or merely a necessary pause in these extreme times?  At the moment it is almost  impossible to tell. .  All I would say is that for a more concrete sign of the euro’s reversal it would have to fall to below 1.42.

Daily close prices at around 1.46 should be seen as an attempt to build support and therefore buying opportunities.   A good timescale to use when prices are consolidating is the 4 hour period as most of the market noise has been filtered out.

Comments (0)

Euro to Dollar

Tuesday, January 15th, 2008

At the moment trading the euro dollar pair its more a question of selling the dollar rather than buying the euro.   This shift of emphasis is quite important as the euro once again approaches  the psychologically important 1.50 level.

A failure to breach this level will see a sharp and severe correction as dollar strength returns to the market.

Although economic data this week all points to a further slowdown, if not recession, the President’s recent middle east trip could also be seen as an opportunity to persuade some of the region’s sovereign wealth funds to continue to bail out the cash starved US banking sector with financial institutions such as Citicorp, which recently sold off 4.9% of the company for $7.5bn on a fixed yield of 11%.   This return of liquidity to the US banking sector – their get of jail card – could just persuade the rest of the market that the time has come to return to the dollar.

If the pair breach 1.50 then i would consider a small long trade with relatively tight stops.

Comments (0)
Categories : Trading News & Tips

Gold at $1000?

Monday, January 14th, 2008

The flight from paper money continues as gold (and other precious metals) reach ever higher prices. The question is now when gold will gold reach the magic $1000 not if. The more the dollar is punished in the markets the faster this will happen and a look at the dollar index tells us that once again the dollar is in a downtrend. A look too at last Friday’s COT report also shows the dominance of long futures contract for gold.

The first quarter of 2008 was always going to be a difficult time for the dollar and the US stock market – bad employment figures and falling retail sales all contributing to a drop in corporate earnings, thereby making a half percent cut in interest rates more likely by the Fed. All in an effort to avoid a recession, which according to Goldman Sachs  is already underway. In addition there is talk of an inter meeting interest rate cut.

A raft of U.S. data this week will show how the economy is faring, including retail sales, industrial production, housing and consumer prices. This will keep the dollar under pressure as the outlook on the U.S. economy continues to be in doubt and fears of a global slowdown. Among the most anticipated quarterly results will be those to be released by Merrill and Citigroup, among the hardest hit by the U.S. subprime mortgage defaults and the resulting crisis.

These latter numbers are very important because if the losses are not as bad as predicted market sentiment will change and out of the ashes of this market will come a fresh bull run.

Comments (2)
Categories : Investing

Yen Trades

Monday, January 14th, 2008

Although the dollar is on the slide against almost every currency there is one anomaly, namely the British Pound which, if you will forgive the pun, is taking a “pounding” of its own against the euro, yen and swiss franc. From the charts it doesn’t look like this scenario is likely to change in the short term so consider further sell against the yen and euro.

With regard to the other yen crosses or carry trade pairs most, except the pound yen and canadian yen, appear to be forming a flag on the weekly chart in readiness for a breakout either way.  However, my own view is that this is the year of the yen. Part of the reason is the flight from risk which will only return once stability returns to both the markets and banking industry.

Lastly the dollar yen which despite last week’s spike high is now fast approaching 107, last touched back in November 2007.  If breached the next level to watch is 105 and then onto 102.

More on the yen later.

Interest Rate Decision

Thursday, January 10th, 2008

Interest rate decisions today for both the Euro and the British Pound and the consensus appears to be for both rates to be kept on hold. As has been mentioned in past posts rising interest rates attract foreign investors looking for the best “risk-free” return on their money thereby dramatically increasing demand for the nation’s currency.

Having squeezed out the risk of inflation last year the BOE now faces the problem of trying to prevent a slowdown, if not recession, in the UK economy. The pound has already fallen almost 6% since the bank cut rates in December and don’t be surprised if the Bank cuts again today in the light of tighter credit conditions, reduced consumer spending and a slowing housing market. If there is no rate cut today then we can be sure there will be one in February.

However, the final indicator which may sway the bank into cutting rates today is the alarming fall in growth from 0.8% to no more than 0.3% in the coming quarters.

From a chart point of view both the weekly and monthly show further downward pressure for the pound against the dollar as well as the Japanese Yen. Indeed the pound yen pair has been tipped by no other than Goldman Sachs as a sure fire sell for 2008. You have been warned!

The Euro is not quite so clear cut as the ECB may continue with their hawkish stance. However, as recession has officially been called in the US by both Merrill Lynch and Goldman Sachs we may even see the Euro strengthen against the dollar, even though it is only a question of time before the ECB too will have to consider cutting rates to in order to stimulate growth. The Euro Dollar chart is poised to go either way and i would not trade this pair until the interest rate statement from Trichet and there is further data on growth from the eurozone.

Carry Trade Unwinding

Tuesday, January 8th, 2008

Warnings surrounding the unwinding of the carry trades and, in particular the yen crosses, go back at least 2 years but each perceived threat simply sent the yen lower as investors continued to exploit interest rate differentials. This time, however, the end may just be in sight as all the yen charts are beginning to show significant signs that unwinding is now underway.

The most volatile of the yen crosses, the eur yen and pound yen are two such examples. Last week’s huge bearish engulfing candle on the eur yen and weekly close below 160 should increase bearish momentum over the medium term. In addition given this pair’s close correlation to the S&P500 any sharp moves in this index will also contribute to any fall.

The story is much the same with the pound yen with both the weekly and monthly chart showing downward pressure and the story is repeated across the other yen crosses.

As this is the first full trading week of 2008 now may be the time to review all carry trade strategies to take account of the major changes which are occurring in th yen crosses.

Comments (0)