Nikkei's Breakout Sinks JPY

Equity markets continue to plough higher, as the risk rally resumed after Wednesdays correction. The Nikkei’s move put pressure on the JPY across the board, but especially against the commodity currencies. UK GfK Consumer Confidence Survey for July released today held steady at -25 vs. -23 exp. We still believe the markets view on the UK recovery is overdone and expect the sterling to come under steeling pressure mid term. The US, Canada and Sweden will release GDP estimates today which are expected to all show some level of improvement which should equal further rally in risk and USD selling.

[B]News and Events:
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Equity markets continue to plough higher, as the risk rally resumed after Wednesdays correction. Asian regional indexes traded higher, with the Nikkei break above 2009 highs. The Nikkei’s move put pressure on the JPY across the board, but especially against the commodity currencies. Risk sentiment is still the core driver to FX prices, which means traders will be monitoring equity markets for any shift. Yesterday’s US$28bn 7-year note auction came at 3.369% with a bid to cover ratio of 2.63 (2.4 average) and an indirect bid of 62.3%. Despite concerns that the market would not show up to the US auctions, so far there is no evidence that appetite has diminished (although there is inference that CBs are migrating to the shorter end of the curve). UK GfK Consumer Confidence Survey for July released today held steady at -25 vs. -23 exp. We still believe the markets view on the UK recovery is overdone and expect the sterling to come under steeling pressure mid term. In Japan, core CPI fell by -1.7%, the largest annual decline ever recorded, while unemployment increased to 5.4%. The soft labour market is clearly taking its toll on consumer confidence, as household spending figures only increased 0.2% y/y. We still expect Japan to be one of the last developed economies to mount a full blow recovery and will be looking for opportunity to sell JPY (as risk appetite allows). The US, Canada and Sweden will release GDP estimates today which are expected to all show some level of improvement which should equal further rally in risk and USD selling.

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Today’s Key Issues (time in GMT):[/B]

07:30 SEK GDP, % q/q Q2 -0.5 (-6.7) exp
08:00 EUR MFI interest rates statistics published Jun
08:00 NOK Unemployment rate AKU, % (sa) May 3.2 exp 3.1 prior
08:00 NOK Credit indicator, % y/y Jun 7.1 exp 7.5 prior
09:00 EUR “Flash” HICP, % y/y Jul 8 -0.4 exp
09:00 EUR Unemployment rate, % Jun 9.7 exp
09:30 CHF KoF leading indicator Jul -1.45 exp, -1.65 prior
12:30 CAD GDP, % m/m May -0.1 -0.3 -0.1 - -0.3
12:30 USD GDP, % q/q saar (y/y) Q2-A -1.5 (-3.5) exp, -5.5 (-2.5) prior
12:30 USD GDP price index, % q/q saar (y/y) Q2-A 1.0 (2.1) exp, 2.8 (2.1) prior
12:30 USD Employment cost index, % q/q (y/y) Q2 0.3 (1.8) exp, 0.3 (2.1) prior
13:45 USD Chicago purchasing managers index Jul 0 42.0 exp, 39.9 prior

[B]The Risk Today: [/B]

[B]EurUsd:[/B] After flirting around our long entry sweet spot at 1.4050 the pair has demonstrated some good price action confirming the level as a short term bottom and since then we have been on a one way train higher. Stochastics intraday are looking healthy, may be a brief pause can be expected at 1.4118 and thereafter 1.4161 and 1.4200 are the levels to clear to resume this uptrend for the Euro. Keep an eye on 4 hourly RSI, looking for a clearance of the 65 level for confirmation of the resumption in the trend.

[B]GbpUsd:[/B] Very interesting picture on cable today up at the 1.6550 / 70 level …again! The difference this time is a 60 minute RSI breaking out into new territory, giving the GBP bulls great comfort. The stochastics are indicating that the pair needs a rest before any real assault on the major downtrend at 1.6600 so expect a huge battle at these levels and keep your eyes on clearance of 1.6587 and then the major downtrend at channel at 1.6600. Clearance and closes above these levels paves the way for 1.6663,. Support below remains at the same levels - 1.6467 and 1.6435

[B]UsdJpy:[/B] We mentioned yesterday of a brief consolidation in the pair before further upside attacks on 95.29 and by mid afternoon the pair triggered the stops and busted straight through the level towards the next resistance at 96.53, in turn creating negative divergence on the 4 hour chart. The subsequent pullback overnight has seen the pair testing 95.29 as a new support and so far so good. Further support at 94.78 and 94.44 where one would expect a huge bid on the 3 week uptrend. A move above 96.05 targets 96.53 where the pair is faced with a major long term downtrend.

[B]UsdChf:[/B] Major resistance at 1.0929 coinciding with the top of the newly established uptrend channel, 60 minute RSI and stochastics divergence was pretty much a “gimme” short and the pair dropped 90 pips in quick succession. After testing the support at 1.0844 the pair is making another march northwards with 1.0891 as first resistance followed by 1.0929 again and the top of the uptrend channel now sits at the 1.0947 resistance where the short sellers may well be looking for a repeat of yesterday’s quick buck.

[B]Resistance and Support:

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By[B] Peter Rosenstreich [/B]- ACM Advanced Currency Markets, Geneva, Switzerland