Saturday, 5 June 2021

Week to Jun 4th

ADP too high but NFP ‘miss is good’, Oil 2.5year high
MY CALL THIS WEEK : BUY USDJPY 



THIS WEEK

Positive sentiment last Friday caused a long weekend futures gap up, although markets then slid, particularly on Thursday, with the taper fears on the blowout ADP print, and the US ban on investing in certain Chinese stocks. However, Friday’s NFP was ‘Goldilocks’, high enough to confirm the recovery, but not so high as to trigger immediate (ie Jun 16) taper fears, and markets rose again.


The dollar followed the same pattern in reverse, showing how taper is primary driver of markets at the moment. Gold and currencies inverse correlation was strong, showing that there were few other factors, except perhaps the RBA report, which widened the normally closely tied AUDNZD. The one exception was Oil, which made a two-and-a-half year high on OPEC cuts confirmation.




WEEKLY PRICE MOVEMENT


In this consolidating week, the only index moving more than 1% was DAX. The top forex mover was AUDNZD up 1.12%. BTC was fairly flat, with ETH recovering notably faster. FANGs generally reflected NDX but with more volatility. 


The NZDJPY reversal paid off, down 1.00%, and putting my running total to 15/21 wins yet still -0.32% down. I think USD is turning up so I will try buying USDJPY.






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)


Next week sees two rate decisions, each important in their own way. Europe is seeing rising inflation in Germany (and across the continent at the PPI level), but unemployment remains stubbornly high, and growth (see Tue) is non-existent. Meanwhile at the hawkish BoC, the QE reduction program was announced in March, and the loonie has risen ever since. Will Canada be the first country in the world to announced a post-COVID rate hike?


In US news, Thursday’s CPI estimate is 3.6% (2.3% core), down from last month, but still above the Fed’s 2% target. A print close to the estimate will probably leave traders waiting for the actual FOMC response on Jun 16th (a 7% chance of a hike is already priced in on the CME FedWatch tool), as Fed speakers are in the blackout period this week.


  • ECB and BoC Rate Decisions
  • US inflation
  • Eurozone and Japan GDP
  • Fed blackout week


Monday June 7

23:50 Japan Q1 Final GDP (QoQ e3.0% p-1.3%)

02:00 China Imports/Exports/TB (time approx.)

05:00 Japan Leading Economic Index

06:00 Germany Factory Orders

09:00 RBA Debelle speech

23:50 Japan Q1 Final GDP (QoQ e3.0% p-1.3%)


Tuesday June 8 

06:00 Germany Industrial Production

09:00 Germany ZEW Business Sentiment Surveys

09:00 Eurozone Q1 Final GDP (QoQ sa -0.6% p-0.6%)

12:30 US Trade Balance

12:30 Canada Trade Balance

23:30 RBA Kent speech


Wednesday June 9 

00:30 Australia Westpac Consumer Confidence

01:30 China CPI (YoY e1.0% p0.9%)

06:00 Germany Trade Balance

14:00 BoC Rate Decision/Statement (e0.25% hold)


Thursday June 10 

11:45 ECB Rate Decision/Statement (e0% hold)

12:05 BoE Haldane speech

12:30 US CPI (Core YoY e2.3% p3.0%)

12:30 US Jobless Claims

12:30 ECB President Lagarde Presser

17:00 BoC Lane speech

18:00 Monthly Budget Statement


Friday June 11 

00:00 G7 Meeting (all day)

06:00 UK Mfg/Ind Production

06:00 UK GDP (MoM)

11:00 NIESR GDP Estimate (time approx.)

14:00 Michigan CSI (e90.4 p82.9)

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