Forex Analysis: Yen Rebound to Continue as Risk Appetite Crumbles

The Japanese Yen appears poised to continue to recover amid a return to risk aversion as markets continue to digest last week’s breakneck volatility.

Talking Points

Japanese Yen Outperforms, Comm Dollars Sink as Risk Aversion Continues
S&P 500 Stock Index Futures Hint Sentiment Likely to Remain Under Pressure

The Japanese Yen advanced in overnight trade as Asian stocks declined, driving demand for safety-linked currencies, whilethe Australian, Canadian and New Zealand Dollar underperformed. The MSCI Asia Pacific equity index fell 0.8 percent. As we discussed yesterday, the onset of risk aversion appears to reflect corrective profit-taking as investors digest last week’s volatility.

S&P 500 stock index futures are pointing lower ahead of the opening bell in Europe, pointing to continued risk-off trade in the hours ahead. The economic calendar is relatively quiet. Eurozone Retail Sales are expected to post a narrow increase, the Unemployment Rate is seen hitting a record high of 11.8 percent, and German Factory Orders are forecast to drop 1.4 percent.

Asia Session: What Happened

GMT

CCY

EVENT

ACT

EXP

PREV

22:30

AUD

AiG Performance of Construction Index (DEC)

38.8

37.0

0:01

GBP

BRC Sales Like-For-Like (YoY) (DEC)

0.3%

0.5%

0.4%

0:30

AUD

Trade Balance (A$) (NOV)

-2637M

-2300M

-2443M (R-)

5:30

AUD

Foreign Reserves (A$) (DEC)

47.3B

46.2B

Euro Session: What to Expect

GMT

CCY

EVENT

EXP/ACT

PREV

IMPACT

6:45

CHF

Unemployment Rate (DEC)

3.3% (A)

3.1%

Medium

6:45

CHF

Unemployment Rate s.a. (DEC)

3.0% (A)

3.0%

Medium

7:00

EUR

German Trade Balance (€) (NOV)

17.0B (A)

15.7B

Medium

7:00

EUR

German Imports s.a. (MoM) (NOV)

-3.7% (A)

2.9%

Low

7:00

EUR

German Exports s.a. (MoM) (NOV)

-3.4% (A)

0.2%

Low

7:00

EUR

German Current Account (€) (NOV)

15.3B (A)

13.2B

Low

7:45

EUR

French Trade Balance (€) (NOV)

-4334M (A)

-4710M

Low

9:00

EUR

Italian Unemployment Rate s.a. (NOV P)

11.1% (A)

11.1%

Low

10:00

EUR

Euro-zone Retail Sales (MoM) (NOV)

0.3%

-1.2%

Medium

10:00

EUR

Euro-zone Retail Sales (YoY) (NOV)

-2.1%

-3.6%

Medium

10:00

EUR

Euro-zone Unemployment Rate (NOV)

11.8%

11.7%

Medium

10:00

EUR

Euro-zone Industrial Confidence (DEC)

-14.5

-15.1

Low

10:00

EUR

Euro-zone Services Confidence (DEC)

-11.5

-11.9

Low

10:00

EUR

Euro-zone Consumer Confidence (DEC F)

-26.6

-26.6

Medium

10:00

EUR

Euro-zone Business Climate Indicator (DEC)

-1.09

-1.19

Low

10:00

EUR

Euro-zone Economic Confidence (DEC)

86.3

85.7

Low

11:00

EUR

German Factory Orders s.a. (MoM) (NOV)

-1.4%

3.9%

Medium

11:00

EUR

German Factory Orders n.s.a. (YoY) (NOV)

-0.4%

-2.4%

Medium

Critical Levels

CCY

SUPPORT

RESISTANCE

EURUSD

1.3049

1.3152

GBPUSD

1.6052

1.6149

— Written by Ilya Spivak, Currency Strategist for Dailyfx.com

To contact Ilya, e-mail ispivak@dailyfx.com. Follow Ilya on Twitter at @IlyaSpivak

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