No Shift in Trading Themes.....Yet

As the week comes to a close, we have yet to see any definitive signs that markets have shifted from a risk appetite to a growth differential theme. RBA Governor Stevens delivered his semi-annual testimony to Parliament, which had a clear tone of cautious optimism regarding the domestic economy In New Zealand, after six consecutive quarterly declines, retail sales came in 0.1% m/m higher for June vs. -0.3% exp.

[B]News and Events:[/B]

As the week comes to a close, we have yet to see any definitive signs that markets have shifted from a risk appetite to a growth differential theme. In fact, the thin evidence available this week, the market�s reaction to economic data and fx correlation to equity and yield changes, points to a world unchanged from pre-NFP. However, the positive economic data from the Eurozone and disappointing data from the US tempered investor�s optimism around the USD. Yesterday, both Germany and France surprised to the upside and registered 0.3% q/q for preliminary Q2 GDP. In addition, French and German GDP releases imply that household consumption is holding up, while exports also recovered from their lows in the last two Qs. This set the stage for a better than expected Flash Eurozone Q2 GDP, which printed at -0.1% q/q vs -0.5 % q/q decline. While pundits hailed the end of the European recession, we are still looking at that massive contraction and are disturbed that at this rate it will take years to return to pre-crisis levels. And later that day, on the other side of the pond, US retail sales dropped, despite the success of the �cash for clunkers� auto sales program. Nominal retail sales fell 0.1% vs. +0.8%, while ex autos sales were even weaker at -0.6% vs. 0.1%. In addition, initial jobless claims rose slightly to 558k. While still at an elevated level, the 4-week average is trending lower. The FX majors are stuck in unexciting ranges during Asian trading, with EURUSD trading between 1.4255-1.4305 and the USDJPY between 95.05-95.50. The commodity bloc continues to perform well, as RBA Governor Stevens delivered his semi-annual testimony to Parliament, which had a clear tone of cautious optimism regarding the domestic economy. In New Zealand, after six consecutive quarterly declines, retail sales came in 0.1% m/m higher for June vs. -0.3% exp. Today, the important news would be the CPI reading from the Euro Zone and the US, which could prove decisive over the status of the stimulus packages and whether the central banks would review the QE program in their next meetings. Also released would the University of Michigan Consumer Confidence, which could help determine the status of the consumer mentality over their outlook of the economy as job cuts continue to rise despite recovery measures.

[B]Today’s Key Issues (time in GMT):[/B]

08:00 SEK AMV unemployment rate, %Jul 5.0% prior
09:00 EUR HICP, % m/m (y/y)Jul “flash” -0.6 (-0.6) exp
09:00 EUR HICP ex tobacco Jul 107.55 (-0.77) exp
09:00 EUR '‘Eurostat’ core % m/m (y/y)Jul (1.3)1.3 exp
09:00 EUR '‘ECB’ core % m/m (y/y)Jul -0.5 (1.3) exp
12:30 USD Consumer price index, % m/m (y/y)Jul 0.0 (-2.1) exp
12:30 USD Core CPI, % m/m (y/y)Jul 0.2 (1.6) exp
12:30 USD CPI nsa, index Jul 215.693 prior
13:15 USD Industrial production, % m/m (y/y)Jul 0.1 (-13.5) exp, -0.4 (-13.6) prior
13:15 USD Capacity utilization, %Jul 68.1exp, 68.0 prior
13:55 USD Michigan consumer sentiment, index Aug p 68.8 exp, 66.0 prio

[B]The Risk Today: [/B]

[B]EurUsd:[/B] After a brief look above 1.4291 to the next resistance at 1.4338, the pair fell back and closed the 4 hourly bar yesterday evening at 1.4289. This pattern has been repeated a couple more times overnight so there is plenty of supply at that level as mentioned yesterday. The medium term trend is still up, but there is a distinct 10 day downtrend on the 60 minute chart so expect a range bound consolidation period between 1.4240 and 1.4338 with 1.4178 providing major support and 1.4445 as major resistance. Only a break of 1.4034/51 would ruin this medium term uptrend and put the bears in control.

[B]GbpUsd:[/B] Rangebound behavior to continue for the pair between 1.6435 and 1.6663. Massive long attention expected should we make it down to 1.6381, confirmed a couple of days back with the queue jumping to 1.6391 in big size. A break there has 1.6272 as the final frontier before a swift 3 cent drop to 1.5947 but for now this trend remains up.

[B]UsdJpy:[/B] Well one can never claim that FX is not volatile enough but when a major pair is fighting between a 2 year downtrend it is to be expected. The pair is starting to look increasingly bearish with lower highs and lower lows being printed all day yesterday and it is likely there will be more analysis to come on USD JPY this afternoon. The stops below 95.16 have been triggered already this morning and there is another level at 94.78 that should put a floor under any damage for the time being. The bulls really need to clear 96.57 to make any sort of recovery but for the time being it looks like the 5 week uptrend is over and if this picture stays the same for much of the day then expect the pair to start attracting an army of short sellers with the Dec 08 - present uptrend not kicking in until 93.865

[B]UsdChf:[/B] 1.0692 and 1.0707 are looking like good long entry points with 10 day uptrend channel and a fairly decent support level. If there is an uptrend to be continued then the entry can not get much better than those levels with an initial target of the 4 day downtrend at 1.0764 / 77. Stops expected at 1.0670.

[B]Resistance and Support:[/B]

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