Futures markets are pricing a 50bp cut in Fed�s overnight rate

The US Dollar slipped on Tuesday as a sharp drop in US stocks added to concerns about an economic recession and raised prospects of a deeper Federal Reserve interest rate cut this month. Federal funds futures contracts are pricing in a roughly 74% chance of a 50bp reduction in the Fed’s benchmark overnight lending rate at month end, while a 25bp cut has been fully priced in. The Yen slipped during a volatile session as the price of Gold bullion surged to a new record high at 881.10 yesterday and 891.40 today, and crude oil prices recovered from a three day fall, encouraging investors to borrow in the low yielding Japanese currency to buy the two commodities.

News and Events:
The US Dollar slipped on Tuesday as a sharp drop in US stocks added to concerns about an economic recession and raised prospects of a deeper Federal Reserve interest rate cut this month. Chances of a 50bp reduction in US interest rates to 3.75% at the Federal Reserve’s Jan. 30 meeting after the largest US home mortgage lender, Countrywide Financial Corp saw its stock slump 27% percent, though the company denied it was facing bankruptcy.
Investors also got further reminders of the troubles in the US housing market from data showing pending sales of existing homes fell 2.6% percent in November. Boston Federal Reserve President Eric Rosengren said on Tuesday the US housing market was headed for its worst performance in 50 years and that the drop in home prices could accelerate this year if the economy weakened.
Federal funds futures contracts are pricing in a roughly 74% chance of a 50bp reduction in the Fed’s benchmark overnight lending rate at month end, while a 25bp cut has been fully priced in. A steeper cut by the Fed would erode the Dollar’s yield advantage over the Euro, with the European Central Bank expected to leave rates unchanged on Thursday and stick to its hawkish inflation outlook. But some analysts said that growing inflationary pressures would prevent the Fed from acting aggressively this month.
The Yen slipped during a volatile session as the price of Gold bullion surged to a new record high at 881.10 yesterday and 891.40 today, and crude oil prices recovered from a three day fall, encouraging investors to borrow in the low yielding Japanese currency to buy the two commodities. Those trades, inspired by commodity markets, pushed the Dollar lower against the Australian currency, which raced to a session high of 0.8840 before ending up 0.88% at 0.8794.

Today’s Key Issues (time in GMT):

10:00 EUR 3Q Euro-zone GDP 0.7% vs 0.3% (QoQ)
10:00 EUR 3Q Euro-zone GDP 2.7% vs 2.5% (YoY)
10:30 GBP December BRC Shop Price Index
12:00 USD January 4th, MBA Mortgage Applications previously -11.6%
13:15 CAD December Housing Starts 221k vs 227.9k
14:30 USD Fed�s Poole speaks on sub-prime mortgage, St-Louis
15:30 GBP November leading Indicator Index previously 0.2%

The Risk Today:

EurUsd is narrowing in 1.4575 � 1.4825 January range. Support at 1.4570 holds the door before further drop to 1.4500 and 1.4280. Initial resistance holds 1.4825 early January high ahead of 1.4967 resistance November high.

GbpUsd 1.9700 holds as the key support, anything below is very bearish, Longs will only lock in at 2.0100 or higher. Market has also support at 1.9590 (38.2% retracement of 2 years 1.7049 � 2.1161 advance). Minor support holds 1.9650 Monday low.

UsdJpy remains weak below 109.76 and might head towards 107.25 low of November 26, 2007. As the pair trades below 109.76, the target is well in sight. Strong resistance holds 111.92 early January high. Initial support holds 107.91 Monday low.

UsdChf need a return over 1.1160 to clear the last two weeks downtrend. Initial resistance holds 1.1202. The pair eyes a move down to a downward target of 1.0950 and a possible spike to 1.0889. The pair holds very heavy under 1.1372. Initial support holds 1.1019 Friday low.

Resistance and Support:

By Jean-Claude Braha - ACM Advanced Currency Markets, Geneva, Switzerland