Sunday, 29 November 2020

Week to Nov 29th

Thanksgiving short week, AZ/Oxford third vaccine, Trump concedes transition
MY CALL THIS WEEK : BUY GBPJPY


Another Monday, another vaccine announcement, this week with AZ and Oxford University announcing their results. Also, the Trump administration conceded some ground, and started facilitating the Biden transition. Coupled with the Thanksgiving seasonal effect, equities and Oil rallied, and the safe haven dollar broke down out of its recent range, to within 1c of the Sep low, itself the lowest level since Apr 2018. Gold collapsed, but bonds stayed in range, ending this three and half day week flat. Bitcoin hit $19,486, very close to its all time high in 2017. The MSCI World index, up 14% so far this month, is on course for its best ever month, after a month of rotation out of tech and into cyclicals and non-US equities.


Next week is a big week for data, led of course by NFP on Friday, with a quite modest 520k estimate. Also important is Fed Chair Powell on Tuesday as the new month opens. After last week’s non-dovish minutes, traders will be looking for the Fed opinion on further stimulus. There are plenty of other CB speakers, including ECB President Lagarde who speaks twice.



Mon Nov 23

Equities and oil rose slightly today on the news of a third vaccine from AZ and Oxford University. SX5E finally broke its pre-COVID high, although pullbacks meant European indices closed  down. Unusually, a strong beat on the US Markit Mfr PMI at 1445 caused a strong spike in the dollar (DXY +0.57% in 10 minutes, and 0.76% in an hour). This may have been helped by strong support at 92.05 (which broke later in the week). Gold, bonds and JPY all fell to confirm a textbook risk-on day.



Tuesday November 24

President Trump’s administration smoothed the path today for the Biden transition team, and this was read, along with the vaccines, as very positive, and equity markets and Oil were sharply up. Gold, bonds and JPY were down in line, as was the dollar giving up the transitory PMI gains. Another risk-on day. Also notable today was a spike up in BTCUSD to $19,486, a level comparable with the Dec 2017 all-time high.



Wednesday November 25

The rally pulled back today after a miss in US Jobless Claims, and FOMC Minutes showing no more dovishness (ie no more stimulus talk) than already known and priced in. However SPX closed at a new ATH. Oil was nevertheless up, although only slightly. Bonds were up in line and Gold was flat. BTCUSD pulled back sharply, down 13.42% at one point, its worst day since March.



Thursday November 26

Thanksgiving Day meant US markets were closed, and equity and Oil futures pulled back slightly, although all movement was only slight as you would expect. The dollar was slightly up, and Gold had another flat day. Bond markets were closed.



Friday November 27

Markets re-opened for a half-day on Black Friday in the US and rose again slightly, with another ATH for SPX. Oil rose in line, and Gold fell, although bonds were up again, meaning a V-shaped week for the US 10-year note. DXY fell again and came within 1c of the Sep low of 91.74. Two more cents down would take us back to April 18’s level.




WEEKLY PRICE MOVEMENT

A lively week with NKY the strongest index mover. NZDJPY was the biggest forex mover, up 1.50%. Crypto volatility, we have seen, with a huge BTC move up and down. FANGS outperformed NDX as a whole, a sign of risk-on.


A third bad week for my forecasting, with EURGBP costing me 0.63%, and taking my running total to 7.81% (21 of 40 wins). I’m taking a chance on risk-on continuing next week and buying GBPJPY.




Note we use Google Finance data for daily movements, listing UUP as a proxy for DXY. All references to ‘the dollar’ are based on DXY. The equity and index prices are now based on the cash close each day.


NEXT WEEK (all times are GMT)

(Calendar High volatility items are in bold)

  • New month
  • Non-Farm Payrolls
  • Powell House Testimony
  • Heavy data week


Monday November 30

The last day of the month may see some portfolio-balancing volatility. BoE Tenreyro speaks today. There is a rate decision in Israel. Markets are closed in India and Romania.


23:50 Japan Retail Sales (Sunday)

00:00 Aus TD Securities Inflation

01:00 China PMIs (Mfr e51.5 p51.4)

10:00 OPEC Meeting

10:30 ECB President Lagarde speech

13:00 Germany CPI (YoY e-0.5% p-0.5%)

13:30 Canada Current Account(Q3)

14:30 BoE Tenreyro speech

14:45 Chicago PMI

15:00 US Pending Home Sales (MoM)(Oct)

23:30 Japan Jobs/Unemployment



Tuesday December 1

A new month also sometimes brings volatility, especially with the packed calendar including Fed Powell testimony. Markets remain closed in Romania, and are closed in Dubai for the rest of the week.


00:30 Aus Building Permits (MoM)(Oct)

01:45 China Caixin Mfr PMI

03:30 RBA Rate Decision/Statement (e0.1% hold)

08:55 Germany Unemployment Rate/Change

08:55 Germany Markit Mfr PMI

09:30 UK Markit Mfr PMI

10:00 Eurozone CPI (Core e0.2% p0.2%)

13:30 Canada Q3 GDP (e-39.6% p-38.7%)

14:30 Canada Markit Mfr PMI

14:45 US Markit Mfr PMI

15:00 US ISM PMI (e57.5 p59.3)

15:00 Fed Chair Powell testifies

17:00 Fed Brainard speech

17:00 ECB President Lagarde speech



Wednesday December 2

Fed Williams and ECB Lane speak today. ADP will give us a preview of Friday’s NFP, the estimate is lower. There is a rate decision in Poland.


00:00 RBA Governor Lowe speech

00:30 Aus Q3 GDP (e2.5% p-7.0%)

07:00 Germany Retail Sales (e6.6% p6.5%)

10:00 Eurozone Unemployment

13:15 ADP Employment Change (e420k p365k)

19:00 Fed Beige Book



Thursday December 3

Plenty of data, but relatively low-level. BoJ Suzuki speaks today.


00:30 Aus Imports/Exports/TB (TB e5.8B p 4.84B)

01:45 China Caixin Services PMI(Nov)

08:55 Germany Markit Composite PMI

09:00 Eurozone Markit Composite PMI

10:00 Eurozone Retail Sales (e2.9% p2.2%)

13:30 US Jobless Claims

15:00 US ISM Services PMI (e56.0 p56.6)



Friday December 4

The final NFP of the year is the key takeaway today. There is a rate decision in India.


00:30 Aus Retail Sales (p1.6%)

07:00 Germany Factory Orders

13:30 US NFP/AHE/UnEmp (NFP e520k p638k)

13:30 Canada NFP/UnEmp (NFP e100k p83.6k)

13:30 US Trade Balance(Oct)

15:00 US Factory Orders (MoM)(Oct)

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