lundi 2 décembre 2013

EUR/USD: The Week Ahead

After going to as high as $1.3622, the euro finished the last week with an increase of 0.29% (from $1.3548 to $1.3587). This is lower than the previous week's increase of 0.41%. The single currency continues to not being able to break persistently above $1.36. The coming week is full of economic events of higher importance which could give the direction of the EUR/USD pair a more clear perspective. As of time of writing EUR/USD exchange rate is again $1.3587.


Technically speaking, the euro continues to be in the middle of its resistance channel of $1.35-$1.37 - levels at which the single currency was stopped at the beginning of 2013 and back in the 2005. The longer MA's are still euro positive so the bigger trend seems positive for the single currency. On the weekly chart however the MACD histogram is negative and Stochastic is still rising so we could face an extension of the current euro increase at least till the Stochastic indicator goes to an overbought state.


The Week Ahead


The most important risk events for the week are the European GDP (Wednesday), ECB's rate decision, ECB's press conference, U.S. GDP (Thursday) and U.S. Non-farm payrolls and U.S. unemployment (Friday). Those economic events have the potential to determine the near term direction of the EUR/USD pair.


This week's analysts' optimistic expectations (53%) are virtually unchanged from the last week. Still economic expectations are more positive than negative. Consensuses continue to be more optimistic for the U.S data (60%) than for the European one (42%). The positive economic expectations for the U.S. increase by 10% while those for Europe decline by 20%. Interesting thing to note is that in the expected U.S. data we see some increased inflationary expectations combined with a lower expected unemployment. If those are confirmed this could be USD positive due to renewed expectations of FED's tapering. As noted in the previous edition of our EUR/USD: The week Ahead review, we believe that the situation where positive data from Europe would lead to appreciation of the euro and positive U.S. data would be USD supportive and hence, euro negative, continues.



The index shows the proportion the positive consensus estimates take in all the estimates we have available for the respective week. A value above 50% represents an optimistic mood in the expectations rather than pessimistic. The weekly change in index's value could be used as a tool to assess the analysts' mood. It should not be neglected however that the EUR/USD rate actually moves rather on the real data and on how that data differs from the expected one.


Investors could take advantage of their own expectations about the EUR/USD exchange rate movement in order to hedge the positions they have in other assets. For instance, American investors with investments in euro denominated assets who expect that the U.S. dollar would appreciate against the single currency, could try to decrease the currency risk by selling euros or by opening a short position in an ETF which tracks the price of the euro. CurrencyShares Euro Trust (FXE) is among the most widespread options here. It tracks only the price of the euro measured in U.S. dollars. This ETF has an expense ratio of 0.40%.


For those who prefer more diversified funds, among the options are the PowerShares DB USD Bullish ETF (UUP) and the PowerShares DB USD Bearish ETF (UDN). Both funds are U.S. dollar denominated and track the value of the USD against six other major currencies - euro, Japanese yen, British pound, Canadian dollar, Swedish krona and Swiss franc. The funds' expense ratio is 0.50%.


Another option is to use the Barclays iPath EUR/USD exchange rate ETN (ERO). It is an ETN with an expense ratio of 0.40%. Its only holding is euro. Investors who believe the USD will continue to appreciate could take advantage of a short position in the ETN, and vise versa. Like all ETNs, ERO has some differences in taxation in different jurisdictions compared to an ETF. Readers are encouraged to consult a tax professional.


Those who are not feeling comfortable with or are not allowed to take short positions but still expect the euro to depreciate, could utilize a long position in the ProShares Euro Short ETF (EUFX). It tracks the inverse of the U.S. dollar price of the euro. This ETF is a commodity pool and as such has a slightly higher expense ratio (0.95%).


Monday, December 2




















































Event



GMT Time



EST Time



Consensus



Previous



EU Germany Markit Manufacturing PMI (Nov.)



08:53



3:53am



52.5



51.7



EU Markit Manufacturing PMI (Nov.)



08:58



3:58am



51.5



51.3



USA Construction Spending (M-o-M) (Oct.)



15:00



10:00am



0.6%



USA ISM Prices Paid



15:00



10:00am



55.0



55.5



USA Manufacturing PMI (Nov.)



15:00



10:00am



55.5



56.4



On Monday the European data is expected to be better-than-previous. According to our view this should be euro supportive. Any negative surprises would put some weight on the single currency.


The U.S. ISM Prices Paid is interesting because a higher-than-expected value could support U.S. inflationary expectations in the market participants which could be USD positive.


Tuesday, December 3






































Event



GMT Time



EST Time



Consensus



Previous



EU Producer Price Index (Y-o-Y) (Oct.)



10:00



5:00am



-1.0%



-0.9%



USA Redbook Index (M-o-M) (Nov. 24)



13:55



8:55am



-0.5%



USA IBD/TIPP Economic Optimism (M-o-M) (Dec.)



15:00



10:00am



43.2



41.4



If the EU PPI data is released as expected or lower-than-expected this would be euro negative because of lower inflationary expectations in Europe. The U.S. economic optimism is interesting because it will give information about the expectations for the U.S. economy. The value expected would be USD positive.


Wednesday, December 4









































































Event



GMT Time



EST Time



Consensus



Previous



EU Germany Markit Services PMI (Nov.)



08:53



3:53am



54.5



52.9



EU Markit Composite PMI (Nov.)



08:58



3:58am



51.5



51.9



EU GDP (Y-o-Y)(Q3)



10:00



5:00am



-0.4%



-0.5%



EU Retail Sales (M-o-M) (Oct.)



10:00



5:00am



0.1%



-0.6%



USA ADP Employment Change (Nov.)



12:15



7:15am



165K



130K



USA Non-farm Productivity (Q3)



13:30



8:30am



1.8%



USA Non-manufacturing PMI (Nov.)



15:00



10:00am



55.0



55.4



USA New Home Sales (Oct.)



15:00



10:00am



0.432M



0.421M



The data on Germany services PMI and EU composite PMI, if released as expected, could negate each other and leave a little mark on the EUR/USD currency pair exchange rate. Negative surprises though would weigh on the single currency.


The EU GDP is among the most important data for the day. At 10:00 GMT is also released the EU retail sales data so at that moment the volatility of the pair could be elevated. Positive data on both releases would be euro supportive, while negative surprises could lead to a decline of the euro.


Generally the U.S. data on Wednesday is expected to be better-than-previous. This would be USD positive.


Thursday, December 5



























































Event



GMT Time



EST Time



Consensus



Previous



EU ECB Interest Rate Decision



12:45



7:45



0.25%



0.25%



EU ECB Press Conference



13:30



8:30am



USA GDP (Q3) p.



13:30



8:30am



2.9%



2.5%



USA GDP Price Index (Q3) p.



13:30



8:30am



1.9%



0.6%



USA Jobless Claims



13:30



8:30am



316K



USA Factory Orders (M-o-M) (Oct.)



15:00



10:00am



-1.0%



-0.1%



Thursday is probably the day with the highest risk factor for the week. The ECB's previous rate decision (the decline of the rate to 0.25%) caught markets by a surprise and lead to a USD appreciation. Currently we do not expect another rate cut but if it happens, another wave of appreciation of the USD could follow. The EU inflation data is far from the ECB threshold of 2% and the EU growth has not gained a significant speed so a surprising rate cut could not be completely ruled out.


The more important data from the U.S. seems the be the GDP Price index. A surprisingly higher value could bring much closer any tapering on behalf of the FED which would be USD positive. At the same time USA factory orders are expected to post a decline which if confirmed could lead to USD depreciation.


Friday, December 6



























































Event



GMT Time



EST Time



Consensus



Previous



EU Germany Factory Orders (Y-o-Y) (Oct.)



11:00



6:00am



7.9%



USA Non-farm Payrolls



13:30



8:30am



185K



204K



USA Personal Income (Oct.)



13:30



8:30am



0.3%



0.5%



USA Personal Spending (Oct.)



13:30



8:30am



0.4%



0.2%



USA Unemployment Rate (Nov.)



13:30



8:30am



7.2%



7.3%



USA Reuters/Michigan Consumer Sentiment Index (Dec.) p.



14:55



9:55am



76.2



75.1



It is normal that the previous strong increase of the Germany factory orders would not continue in the same pace so a lower-than-previous value would not be much of a surprise. It could put some weight on the euro though. A surprisingly the same or even higher-than-previous value however, could be strongly euro positive.


The expected U.S. data of personal income and personal spending deliver a picture of stalled growth where the income grows slower than the spending. This would weigh on the USD.


A surprisingly lower-than-expected value of unemployment would be strongly USD positive due to FED tapering expectations.


Source: EUR/USD: The Week Ahead


Disclosure: I have no positions in any stocks mentioned, and no plans to initiate any positions within the next 72 hours. I wrote this article myself, and it expresses my own opinions. I am not receiving compensation for it (other than from Seeking Alpha). I have no business relationship with any company whose stock is mentioned in this article. I am short term short EUR. (More...)



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