Euro Open: Forex Volatility to Remain High on Busy Calendar, Risk Aversion

The Euro traded in a choppy range overnight, consolidating recent volatility. Sterling also remained generally range-bound, oscillating around 1.7950. The data docket fell entirely by the wayside again in Asian trading as forex markets continued to pick up cues from global risk sentiment. As if the bankruptcy of Wall Street’s number-four investment bank is not enough, the economic calendar packs a wealth of releases in European hours to spur on volatility.

[B][U]Key Overnight Developments[/U]

• Risk aversion drives Yen to 2-month high against the US dollar
• Crude oil continued to tumble, falling below $93/barrel

[U]Critical Levels[/U][/B]

The Euro traded in a choppy range overnight, consolidating after yesterday’s risk-driven volatility. Support is seen at 1.4056, with resistance at 1.4452. Sterling also remained generally range-bound, oscillating around 1.7950. Support stands at 1.7795 while resistance is found at 1.8158.

[B][U]Asia Session Highlights[/U]

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The economic calendar fell entirely by the wayside again in Asian trading as forex markets continued to pick up cues from global risk sentiment. Stock markets opened sharply lower in Asia as the Nikkei and the Hang Seng played catch-up having been closed for holiday yesterday when number-four US investment bank Lehman Brothers declared bankruptcy. [B]The Japanese Yen[/B] strengthened to a 2-month high just above the 104.00 level as investors converted equity positions into cash while carry traders continued unwinding their positions.

[U][B]Euro Session: What to Expect[/B][/U]

As if the bankruptcy of Wall Street’s number-four investment bank is not enough, the economic calendar packs a wealth of releases to spur on volatility. The final revision of [B]Germany’s Consumer Price Index[/B] is set to confirm initial estimates of headline inflation at 3.3% in the year to August. This will mark the first slower reading in 4 months, reflecting sharply lower oil prices. Indeed, crude has fallen over 36% to date since the peak in July, trading as low as $94/barrel yesterday. The [B]ZEW Survey[/B] is expected to see economic sentiment improve a bit in September with a reading at -53. While better than Augusts’ -55.5 result, this would still put sentiment firmly in negative territory having lost 47.6% so far this year. The metric has lifted from negative extremes as analysts expect a bit of support from cheaper fuel and forthcoming ECB interest rate cuts.

Meanwhile, the overall [B]Euro Zone Consumer Price Index[/B] is forecast to remain unchanged at an annualized 3.8% in August. Italian price growth will keep the metric from printing lower: while August saw annualized consumer prices fall in France (3.5% vs. 4.0% previous) and Germany (3.3% vs. 3.5% previous), Italy’s consumer prices grew to 4.2% from 4.0% in July. The uptick owes to seasonal forces: August is the hottest month of the year and Italians dating back to the Roman times have spent it on leisurely pursuits. Sure enough, price growth was most notable in the Leisure and Culture (0.6%) and Hotels, Cafes & Restaurants (0.4%) components of August CPI. As in Germany, the [B]Euro Zone ZEW Survey[/B] is expected to improve a bit, printing at -55.0 in August versus -55.7 in July.

The [B]UK Consumer Price Index[/B] is expected to rise to 4.6% in August from 4.4% in July, a fresh 9-year high. The uptick appears to be rooted in the disparity between production costs and the price of final goods in the same reference period. Indeed, [B]Input PPI[/B] fell -2.0% while [B]Output PPI[/B] fell just -0.6% in August. Put simply, this suggests that producers did not pass on the total savings from lower production costs (i.e. cheaper oil) on to consumers of the final product.

On balance, risk aversion is likely to remain the dominant driving force behind forex price action. The collapse of Lehman Brothers and the acquisition of Merrill Lynch by Bank of America have reasonably spooked the market, with the likelihood of a Fed interest rate cut up to 68% from 12% just yesterday. US consumer prices are expected to shrink -0.1% in August versus 0.8% in July, giving Ben Bernanke and company room for a confidence-building cut to soothe testy investors as more financial sector turmoil looms around the corner. Indeed, the world’s largest insurer AIG has asked the Fed for a $40 billion bridge loan to pad its balance sheet while Washington Mutual looks to be en route to a buyout rush similar to what Lehman went through last week.

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