Canadian Dollar - Crude Oil Correlation Hits 20+ Year Highs

The Canadian dollar finished the week marginally higher against the US Dollar on an extremely choppy week of trade. A broader USD surge sent the USDCAD through key technical levels following Sunday’s open, but an abrupt shift in market sentiment made the Greenback the second-biggest loser among all major currencies through the close.

[B]
Canadian Dollar – Crude Oil Correlation Hits 20+ Year Highs[/B]

[B]Fundamental Outlook for Canadian Dollar: [/B][B]Bearish[/B]

The Canadian dollar finished the week marginally higher against the US Dollar on an extremely choppy week of trade. A broader USD surge sent the USDCAD through key technical levels following Sunday’s open, but an abrupt shift in market sentiment made the Greenback the second-biggest loser among all major currencies through the close. The Bank of Canada only added to Canadian dollar volatility; its surprise 25-basis point interest rate cut sparked a Loonie sell-off, but it jump-started a similarly potent CAD bounce by failing to commit to Quantitative Easing measures. Such abrupt shifts in market sentiment make it extremely difficult to time currency moves, and a relatively empty week of Canadian event risk suggests we may expect similarly choppy conditions ahead.

The weekend’s G7 meeting arguably poses little risk to the USDCAD and other US Dollar pairs, and it remains far more important to gauge relative financial market trends. The Canadian dollar’s 20-day correlation to Crude Oil recently hit its highest levels in at least 20 years—underlining a key source of USDCAD volatility. Crude oil itself remains in a fairly directionless chop between $45 and $55 per barrel and offers few clues on potential USDCAD direction. Instead we look to upcoming fundamental data out of both the US and Canadian economies and their potential influence on their respective currencies.

The only noteworthy piece of Canadian economic event risk comes on Thursday’s Gross Domestic Product report, but any particularly noteworthy surprises could easily force USDCAD volatility. The monthly GDP release has not historically been market-moving, but traders are increasingly poring over economic data to find signs of recovery. With that in mind, we will scrutinize the GDP results and their implications for future growth trends. The USDCAD is otherwise likely to trade off of US economic event risk—including second revisions to first quarter GDP releases. Markets remain in an uneasy standstill; signs of destabilization could easily set the tone for the USDCAD and other major forex pairs. – DR