EUR/USD: CCI and volumes showing some bearish divergences

May 16, 2017

By Gabriel Ojimadu, Alpari

Previous:

On Monday, trading on the single currency closed up against the dollar. There was an intraday rise of over 0.6%, where the price almost reached the 1.1000 mark.

The Euro rally started on Friday after the release of some weak figures for the US. On Monday the 15th of May, growth on the EUR/USD pair was even stronger as commodity currencies strengthened against the dollar. They appreciated in response to a 3.5% bump in the price of oil to 52.58 USD.

This rise in oil prices was supported by energy company shares. Stock indices went up as exchanges opened in the US. In fact, market participants were so engrossed by the oil rally that they failed to take note of North Korea’s nuclear tests as well as the cyber-attack over the weekend that disrupted the work of car factories, hospitals, shops and schools.

Just as oil went into a correctional phase, the market’s major currency pairs followed suit. The Euro/dollar rate then fell to 1.0966.

Market expectations:


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Trading in Asia has seen the rate restored to 1.0990. I’m envisaging a weakening of the Euro until it meets with the Lb balance line. The news of OPEC’s agreement started an oil rally, which in turn has had a positive effect on commodity currencies. That which didn’t work out on Monday will work out another day. I’m expecting to see a correctional phase from the 135th degree to 1.0954. There’s plenty of news to go around today, and as it comes out, we can expect some increased market volatility.

Day’s news (GMT+3):

  • 11:30 UK: CPI (Apr), PPI – input (Apr), retail price index (Apr), CPI core (Apr), DCLG house price index (Apr);
  • 12:00 Eurozone: preliminary GDP data (Q1), trade balance (Mar), ZEW survey – economic sentiment (May). Germany: ZEW survey – economic sentiment (May);
  • 15:30 USA: building permits (Apr), housing starts (Apr);
  • 16:15 USA: capacity utilisation (Apr), industrial production (Apr);
  • 16:30 UK: Conference Board leading index (Mar);
  • 17:00 USA: outstanding mortgage debt (Q1).

EURUSD rate on the hourly. Source: TradingView.

Intraday forecast: low: 1.0953, high: 1.1005, close: 1.0974.

Monday against Friday didn’t work out this time. External factors turned out to have more weight than technical ones. The Euro stopped strengthening at around the 135th degree.

For analysis, I’ve constructed the 1-1 channel. First, I ran a line through the tops at 1.0876 and 1.0934, and then added a copy of it to the low at 1.0856. The price rebounded from the upper boundary of the 1-1 channel. At the latest bar, the lower boundary runs through 1.0960. A little bit higher is the 22nd degree at 1.0964. We’ve found the first significant support for buyers at around the 1.0950 mark, where the Lb balance line will support them.

Another important thing to take note of is the breakout of the TR trend line, which takes its starting point from 1.0856. Between the price and the CCI oscillator, some bearish divergences have formed. The situation with volumes is the same. Trading volumes were higher during the Euro’s rally on Friday than they were on Monday (divergences). Until the price meets the balance line, I’m expecting the Euro to weaken against the dollar.

Should oil and commodity currencies continue to rise, we could see a renewal up to 1.1022 (157 degrees). The path to this level is easy given that 85% of traders are selling Euros (small speculators). I’ve shown the trajectory of the price should it grow to 1.1022.

Positives for the Euro (+):

Fundamental:

(+) US president Donald Trump favours a weaker dollar;

Technical (short-term):

(+) According to data from 09/05/17,  large speculators on the Chicago exchange have reduced short and long positions. Short positions have been reduced more than long ones by a factor of 12. Long positions have fallen by 2,899 to 152,481 contracts, while short positions have fallen by 34,758 to 127,553 contracts. The closing of short positions has resulted in an increased number of long positions. Net-long positions are now at 24,928 contracts;

(+) Small speculators have increased their long positions by 7,335 to 70,321 contracts. Short positions have fallen by 3,924 to 59,663 contracts. Long positions have again increased. Net-long positions currently stand at 10,658 contracts;

(+) According to myfxbook, the Short/Long ratio as of 6:59 EET is 85%/14%, lots: 26219/4279 (previous day: 22218/6194), positions: 61415/15707 (previous day: 57830/19985);

(+) German 10Y bond yields: 0.420% (up 7.14% from 15/05/17);

(+) EURGBP (W): AC, CCI (20), Stochastic (5,3,3) – up;

(+) EURGBP (D): AO, CCI (20), Stochastic (5,3,3) – up;

(+) EURUSD (M): AO, AC, CCI (20), Stochastic (5,3,3) – up;

(+) EURUSD (W): AO, AC, Stochastic (5,3,3) – up;

(+) EURUSD (D): AC, CCI (20), Stochastic (5,3,3) – up;

Negatives for the Euro (-):

Fundamental:

(-) ECB head: revision of ECB’s monetary policy not required at present. On the 10th of May, he added that the bank is in no hurry to raise interest rates or to halt its asset purchasing program;

(-) On Monday, the 15th of May, according to CME Group’s FedWatch, the probability of a rate hike in June is 73.8%, in July – 76.4% and in September – 82.9%;

Technical (short-term):

(-) US 10Y bond yields: 2.338% (up 0.5% from 15/05/17);

(-) EURGBP (M): AC, AO, CCI (20), Stochastic (5,3,3) – down;

(-) EURGBP (W): AO – down;

(-) EURUSD (W): CCI (20) – down;

(-) EURUSD (D): AO – down;

Built into the price:

(-) Tension surrounding the situation with North Korea. Increased demand for safe haven assets;

(-) The US Congress has approved a temporary budget, avoiding a government shutdown for the time being. A week’s delay will give time for knocking out a draft budget for the rest of the fiscal year (end of September). It became clear on the 1st of May that Republicans and Democrats had settled on a compromise to keep the budget going until the 30th of September;

(+) Emmanuel Macron has been sworn in as the new president of France;

(+) S&P has reaffirmed Germany’s credit rating at AAA/A-1+ with a stable outlook.

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