Market Roundup

  • DXY on the climb and trend resumptions sees 97.510 high vs 96.887 close.
  • USD/JPY tight and not reflecting USD pick-up elsewhere.
  • EUR/USD slides to 1.0892 from 1.0990 Asia high.
  • Switzerland May Manufacturing PMI 49.4 vs 47.9, 48.4 expected.
  • Germany May Manufacturing PMI 51.1 vs 51.4 previous, 51.4 expected.
  • Euro Zone May Manufacturing PMI 52.2 vs 52.3 previous, 52.3 expected.
  • UK may Manufacturing PMI 52 vs 51.9 previous, 52.5 expected.
  • Germany’s Gabriel- Hopes for Greece deal soon.
  • UK’s CBI-Private sector growing at fastest pace in a year.
  • Greece misses self-imposed Sunday deadline for reaching agreement.
  • ECB VP Constancio- ECB policies are working and must persist with QQE.
  • SNB Chair Jordan- CHF significantly overvalued, should weaken.
  • SNB Jordan- Ready to intervene in markets if needed.
  • Czech Central Banker Lizal- Strong disinflationary pressures imported from Euro Zone.

Economic Data Ahead

  • 0830 ET/1230 GMT) US Personal Income (April) (consensus +0.3% m/m, previous 0.0% m/m).
  • (0830 ET/1230 GMT) US Consumption Expenditures (April) (consensus +0.2% m/m, previous +0.4% m/m).
  • (0830 ET/1230 GMT) US Core PCE Price Index (April) (previous +0.1% m/m, +1.3% y/y).
  • (0945 ET/1345 GMT) US Markit Manufacturing PMI (final May) (flash 53.8).
  • (1000 ET/1400 GMT) US ISM PMI (May) (consensus 51.8, previous 51.5).
  • (1000 ET/1400 GMT) US Construction Spending (April) (consensus +0.7% m/m, previous -0.6% m/m).
  • (1300 ET/1700 GMT) Dallas Fed Trimmed Mean PCE Price Index (previous 2.0% y/y).

Key Events Ahead

  • (0905 ET/1305 GMT) FRB Boston’s Rosengren (non-voter, dove) on labour markets; Hartford, CT.
  • (1145 ET/1545 GMT) Fed Trade operation 30-year Fannie Mae / Freddie Mac (max $1.875 bn).

FX Recap

EUR/USD is supported around 1.0900 levels and currently trading at 1.0914 levels. It has made intraday high at 1.0987 and low at 1.0890 levels. The euro continues to give ground following the mixed results from the final manufacturing PMIs in Euro Zone during the last month, with Spain, Italy and France surpassing expectations and Germany and the EMU coming in below consensus. The Greek front continues to be the main drag for the euro, with all the attention today in the meeting between A.Merkel, F.Hollande and J.C.Juncker with Greece in the top of the agenda. Initial support is seen at 1.0859 and resistance is seen around 1.1041 levels. Option expiries are at 1.0925 (649M), 1.1000 (641M), 1.1030(359M), 1.1050 (259M).USD/JPY is trading above 124.00 levels and posted a high of 124.33 levels. It has made intraday low at 123.93 and currently trading at 124.04 levels. Today Japan released capital spending data with positive numbers but the pair shaved-off gains and trades directionless, although the greenback remains supported on divergent monetary policy outlooks between the US and the Japan. The likelihood of raising US rates and the BOJ’s ongoing ultra loose policy continued widening interest differentials between the dollar and the yen. Near term resistance is seen at 124.85 levels and support is seen at 123.22 levels. Option expiries are at 122.00 (1.17BLN), 124.50 (1.3BLN).GBP/USD is supported just above $1.5200. It made an intraday high at 1.5303 and low at 1.5202 levels. The pair dropped further after the final print of the manufacturing PMI in the British economy surprised investors to the downside during May, deflating to 52.0 vs. 52.5 expected, albeit a tad better than April’s 51.8 (revised). Sterling fell to $1.5223, its lowest in since May 7, and down from $1.5270 before the data was released. The euro inched higher, last trading at 71.58 pence from 71.54 beforehand. Initial support is seen at 1.5167 and resistance is seen around 1.5305 levels. Option expiries are at 1.5300 (672M). USD/CAD: 1.2490 (900M), 1.2600 (500M).USD/CHF is supported above 0.9450 levels and trading at 0.9460 levels and made intraday low at 0.9383 and high at 0.9479 levels. In today’s trading session, Switzerland’s manufacturing PMI data released with positive numbers at 49.4, previousious at 47.9. Near term support is seen at 0.9285 levels and resistance is seen at 0.9571 levels.AUD/USD is supported below 0.7700 levels and trading at 0.7626 levels. It has made intraday high at 0.7667 levels and low at 0.7623levels. Pair has jumped over 20 pips to a session high of 0.7662 after the Chinese HSBC PMI came in line with expectations at 49.2 for May, as slight improvement of 0.1 basis points from last month report. The RBA monetary policy meeting is due on Tuesday, with broad-based consensus for a no change in policies, despite there are obvious risk of a more dovish tone following last week’s capex. Today Australia released Building approvals data with negative numbers. Initial support is seen at 0.7619 and resistance at 0.7752 levels. Option expiries are at 0.7600 (730M), 0.7625 (1.5BLN), 0.7650 (325M).

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