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GCI Forex Research

Daily Market Commentary

23 January 2007
Tuesday

_____________________________________________________________________
GCI Foreign Exchange Research:                    www.gcitrading.com/fxnews/
FX Research Desk:                                             
fxnews@gcitrading.com
_____________________________________________________________________
 

 

Fundamental Outlook at 1500 GMT (EST + 0500)

     

€

 

The euro rocketed higher vis-à-vis the U.S. dollar today as the single currency tested offers around the US$ 1.3045 level and was supported around the $1.2925 level.  Technically, today’s intraday high was right around the 76.4% retracement of the move from $1.3665 to $1.1640.  The common currency was propelled higher after the release of stronger-than-expected EMU-12 industrial production data that rose 1.4% m/m and 6.2% y/y in November.  Also, French household spending expanded 1.3% m/m in December, its third consecutive monthly rise.  European Central Bank policymaker Bini Smaghi reported the central bank will need to keep raising interest rates if growth expectations are confirmed, noting “growth will remain robust, also in 2007, the recovery is consolidating.”  Many traders believe the ECB will tighten monetary policy in March and on that score, Bini Smaghi characterized monetary policy as “still accommodating.” In U.S. news, San Francisco Fed President Yellen spoke last night and indicated fears of a housing-induced recession have been “largely allayed” on account of solid consumer spending.  Yellen also suggested that the Fed’s current policy is “well-positioned” to see inflation move lower and while she cited labour market tightness as “transitory,” she saw it “as a serious risk.”  Yellen’s comments are the last scheduled public comments before the Federal Open Market Committee convenes at the end of the month.  Traders are also talking about the G7 meeting in early February and speculating policymakers will reiterate their warning against “disorderly exchange rate movements.”  Euro bids are cited around the US$ 1.2925 level.

 

¥/ CNY

 

The yen appreciated vis-à-vis the U.S. dollar today as the greenback tested bids around the ¥121.10 level and was capped around the ¥121.75 level.  The pair has gained about six yen since the beginning of December and today’s sizable dollar sell-off across the board let to some profit-taking. Traders are still selling the yen short to finance carry trades following Bank of Japan’s decision to keep borrowing rates unchanged last week.  Data to be released this Friday include December consumer prices and a deceleration in Japanese inflation figures could prompt more yen selling as it would cast doubts on the prospect of BoJ hiking rates next month.  The Nikkei 225 stock index lost 0.09% to close at ¥17,408.57.  Dollar bids are cited around the ¥120.85/ 30 levels.  The euro moved higher vis-à-vis the yen as the single currency tested offers around the ¥158.20 level and was supported around the ¥157.35 level.  The British pound and Swiss franc moved higher vis-à-vis the yen as the crosses tested offers around the ¥241.40 and ¥97.90 levels, respectively.  The Chinese yuan depreciated vis-à-vis the U.S. dollar as the greenback closed at CNY 7.7781, up from CNY 7.7743. The Chinese government predicted 2006 retail sales may have expanded as much as 13% to 14%.

 

₤

 

The British pound appreciated sharply vis-à-vis the U.S. dollar today as cable tested offers around the US$ 1.9915 level and was supported around the US$ 1.9750 level.  Sterling reached levels not seen since September 1992 when the U.K. was forced to abandon the European Exchange Rate Mechanism.  Many dealers believe it is only a matter of time before the pair tests the psychologically-important US$ 2.00 figure.  Many options-defense orders are said to be in place ahead of the $2.00 figure thus any additional appreciation will likely be choppy.  Traders continue to speculate that Bank of England will move rates higher again next month after this month’s shocking +25bps rate hike.  Data released in the U.K. today saw the CBI’s quarter industrial trends survey report that 25% of firms saw average domestic prices move higher in the past three months while 9% reported they have fallen, leading to the strongest positive balance since July 1995.  These data evidence additional inflationary pressures in the U.K. economy. Additionally, the total new orders balance and the output balance rose in January from their October levels.  Cable bids are cited around the US$ 1.9760 level.  The euro gained marginal ground vis-à-vis the British pound as the single currency tested offers around the ₤0.6560 level and was supported around the ₤0.6535 level.

 

CHF

 

The Swiss franc notched sharp gains vis-à-vis the U.S. dollar today as the greenback tested bids around the CHF 1.2385 level and was capped around the CHF 1.2515 level.  Technically, today’s intraday low was right around the 38.2% retracement of the move from CHF 1.2110 to CHF 1.2545.  Stops were reached below the CHF 1.2430 level, representing 61.8% retracement of the move from CHF 1.2770 to CHF 1.1875.  Dollar offers are cited around the CHF 1.2445 level.  The euro and British pound weakened vis-à-vis the Swiss franc as the crosses tested bids around the CHF 1.6135 and CHF 2.4620 levels, respectively.

 

A$

 

The Australian dollar appreciated vis-à-vis the U.S. dollar today as the Aussie tested offers around the US$ 0.7935 level and was supported around the $0.7870 level.  Technically, today’s intraday low was right around the 50% retracement of the move from $0.7980 to $0.7760 level.  Australian dollar bids are cited around the US$ 0.7850 level.

 

C$

 

The Canadian dollar appreciated marginally vis-à-vis the U.S. dollar today as the greenback tested bids around the C$ 1.1800 figure and was capped around the C$ 1.1850 level.  Technically, today’s intraday low was right around the 23.6% retracement of the move from C$ 1.1625 to C$ 1.1850 level.  Data released in Canada today saw the December consumer price index rise 0.2% m/m and 1.6% y/y, up from November’s 1.4% annual inflation rate.  Also, the core CPI rate expanded 2.0% y/y, down from November’s +2.2% rate.  Other data released today saw November retail sales gain 0.2% with the ex-autos component up 0.1%.  U.S. dollar bids are cited around the C$ 1.1750 level. 

 

Gold/ Silver

 

Gold made major strides vis-à-vis the U.S. dollar today as the yellow metal tested offers around the US$ 644.20 level and was supported around the $633.10 level.  The U.S. dollar’s significant sell-off spurred demand for the pair.  Silver moved higher vis-à-vis the U.S. dollar last night as the pair tested offers around the US$ 13.25 level and was supported around the US$ 12.93 level.

 

Crude Oil


Crude oil climbed higher vis-à-vis the U.S. dollar today
as light, sweet NYMEX crude oil futures for March delivery tested offers around the US$ 53.69 level and was supported around the $ 52.41 level.  OPEC President al-Hamli indicated US$ 55.00 is a “reasonable price” and the pair now down about 32% from its July highs. 

 

Technical Outlook at 1330 GMT (EST + 0500)

 

                   (Bid Price)       (Today’s Intraday Range)                            

          

EUR/ USD      1.3027                1.2044, 1.2927                    

USD/ JPY       121.25                121.74, 121.09                    

GBP/ USD      1.9893                1.9914, 1.9752

USD/ CHF      1.2408                1.2514, 1.2392                    

AUD/ USD      0.7931                0.7937, 0.7871                    

USD/CAD      1.1807                1.1851, 1.1798

NZD/USD       0.7026                0.7035, 0.6981                    

EUR/ JPY       157.95                158.21, 157.33        

EUR/ GBP      0.6546                0.6560, 0.6535                                

EUR/ CHF      1.6163                1.6188, 1.6155        

GBP/ JPY       241.22                241.40, 240.24

CHF/ JPY         97.69                  97.87,   97.22

 

Support                      Resistance                  Support               Resistance

            

EUR/ USD                                                          USD/ JPY

 

 

L1.       1.2820                         1.3350                         114.45                         121.40

L2.       1.2690                         1.3480                         113.50                         123.10

L3.       1.2560                         1.3580                         112.80                         125.75

 

   GBP/ USD                                                        USD/ CHF

 

L1.       1.9315                         1.9750                         1.1880                         1.2530

L2.       1.9210                         1.9870                         1.1740                         1.2650

L3.       1.9080                         2.0035                         1.1480                         1.2770

 

 AUD/ USD                                                       USD/ CAD

 

L1.       0.7755                         0.7985                         1.1355                         1.1735

L2.       0.7700                         0.8060                         1.1295                         1.1850

L3.       0.7610                         0.8140                         1.1200                         1.1980

 

 NZD/ USD                                                       EUR/ JPY

 

L1.       0.6735                         0.7095                         154.20                         157.00

L2.       0.6640                         0.7195                         152.15                         158.20

L3.       0.6560                         0.7375                         151.90                         160.00

 

 

  EUR/ GBP                                                       EUR/ CHF

 

L1.       0.6485                         0.6710                         1.6030                         1.6200

L2.       0.6400                         0.6840                         1.5945                         1.6275

L3.       0.6310                         0.6980                         1.5825                         1.6335

 

  GBP/ JPY                                                        CHF/ JPY

 

L1.       232.55                         240.90                         94.90                           98.05

L2.       231.10                         242.25                         93.20                           99.20

L3.       229.80                         244.80                         91.90                           100.85

                                                

 

SCHEDULE

 

Tuesday, 23 January 2007
all times GMT
(last release in parentheses)

 

0500    Japan               Bank of Japan Policy Board meeting minutes

0745    France             December manufactured goods spending (0.9% m/m)

0745    France             December manufactured goods spending (4.3% y/y)

1000    Eurozone         November industrial new orders (-0.6% m/m)

1000    Eurozone         November industrial new orders (12.5% y/y)

1100    UK                  January CBI industrial trends, total orders (-5)

1100    UK                  January CBI industrial trends, export orders (-5)

1200    Canada          December consumer price index (0.2% m/m)

1200    Canada          December consumer price index (1.4% y/y)

1200    Canada          December Bank of Canada CPI, core (0.3% m/m)

1200    Canada          December Bank of Canada CPI, core (2.2% y/y)

1330    Canada          November retail sales (-0.7% m/m)

1330    Canada          November retail sales, ex-autos (-0.7% m/m)

1330    Canada          December leading indicators (0.5% m/m)

1355    US                   Redbook retail sales (1.5%)

1500    US                   January Richmond Fed manufacturing index (-6)

1900    UK                  Bank of England Governor King speaks

2300    Australia          November leading index (0.3%)

2350    Japan               November all-industry activity index (1.7% m/m)

 

Wednesday, 24 January 2007
all times GMT
(last release in parentheses)

 

0030    Australia          Q4 consumer prices (0.9% q/q)

0030    Australia          Q4 consumer prices (3.9% y/y)

0200    NZ                   December credit card spending (7.8% y/y)

0830    Italy                 January consumer confidence (113.9)

0930    UK                  Bank of England MPC meeting minutes, 10-11 January

0930    UK                  Q4 GDP (0.7% q/q)

0930    UK                  Q4 GDP (2.9% y/y)

0930    UK                  November index of services (0.9%)

1200    US                   MBA mortgage applications (-0.6%)

1530    US                   EIA crude oil stocks (6.8 million barrels)

2000    NZ                   Reserve Bank of New Zealand interest rate decision

2350    Japan               December merchandise trade balance (¥911.2 billion)

 

Thursday, 25 January 2007
all times GMT
(last release in parentheses)

 

0430    Japan               Bank of Japan Policy Board member Suda speaks

0500    Eurozone         European Central Bank member Stark speaks

0710    Germany         February GfK consumer confidence survey (8.7)

0745    France             January business confidence indicator (106)

0745    France             January production outlook indicator (-1)

0900    Germany         January Ifo, business climate (108.7)

0900    Germany         January Ifo, current assessment (115.3)

0900    Germany         January Ifo, expectations (102.5)

0900    Eurozone         November current account (-€400 million)

1000    Italy                 November retail sales (-0.1% m/m)

1000    Italy                 November retail sales (0.4% y/y)

1330    US                   Weekly initial jobless claims (290,000)

1330    US                   Continuing jobless claims (2.530 million)

1500    US                   December existing home sales (6.28 million)

1500    US                   December existing home sales (0.6% m/m)

1800    Canada           Bank of Canada Governor Dodge speaks

1945    Germany         European Central Bank member Gonzalez-Paramo speaks

2330    Japan               January Tokyo-area consumer price index (0.0% m/m)

2330    Japan               January Tokyo-area consumer price index (0.3% y/y)

2330    Japan               January Tokyo-area CPI, ex-fresh food (-0.1% m/m)

2330    Japan               January Tokyo-area CPI, ex-fresh food (0.2% y/y)

2330    Japan               December consumer price index (-0.1% m/m)

2330    Japan               December consumer price index (0.3% y/y)

2330    Japan               December consumer price index, ex-fresh food (0.0% m/m)

2330    Japan               December consumer price index, ex-fresh food (0.2% y/y)

2350    Japan               December corporate services prices (0.1% m/m)

2350    Japan               December corporate services prices (-0.1% y/y)

 

Friday, 26 January 2007
all times GMT
(last release in parentheses)

 

0500    Japan               December housing starts (4.0% y/y)

0500    Japan               December construction orders (2.5% y/y)

0500    Japan               December construction orders (9.2% y/y)

0700    Germany         December import price index (-0.4% m/m)

0700    Germany         December import price index (2.8% y/y)

0700    Germany         February GfK consumer confidence (8.7)

0900    CH                  December UBS consumption indicator (1.886)

0900    Eurozone         December M3 money supply (9.3% y/y)

0930    UK                  November BBA mortgage lending

0930    UK                  December mortgage approvals (3.7% m/m)

0930    UK                  December BBA mortgage approvals (77,800)

1330    US                   December durable goods orders (1.6%)

1330    US                   December durable goods, ex-transportation (-1.1%)

1330    US                   December durable goods shipments (0.2%)

1500    US                   December new home sales (1.047 million)

1500    US                   December new home sales (3.4% m/m)

 

DISCLAIMER: GCI’s Daily Market Commentary is provided for informational purposes only. The information contained in these reports is gathered from reputable news sources and is not intended to be used as investment advice. GCI assumes no responsibility or liability from gains or losses incurred by the information herein contained.  

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