Risks grow of short-term dollar bounce

The dollar stabilised today with risks of a short-term bounce growing despite expectations the Federal Reserve will have to print…

The dollar stabilised today with risks of a short-term bounce growing despite expectations the Federal Reserve will have to print money to support the economy and international currency policy disarray.

The dollar fell to a 15-year low of 81.40 yen but later clawed higher. The prospect remained that Japan could come into the market to cap the yen's rise, though for now some dollar bids in thin trading conditions put a floor under the pair.

With bets against the dollar piling up, chances of sudden corrective moves higher were growing, even though there were few doubts about the medium-term negative view.

"Profit taking in G10 currencies versus the US dollar looks to be the name of the game first up in Asia," said Sue Trinh, senior currency strategist with Royal Bank of Canada in Hong Kong. "However, we're seeing a return to conventional price action post-payrolls whereby speculation the Fed will embark on another round of QE is causing weak US data to be seen in a weak US dollar dynamic."

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The dollar sank to 81.40 yen after tripping stop loss sales on the break of Friday's lows of 81.71. Traders said bids quickly emerged, helping the dollar back to 82.00 yen, nearly unchanged on the day.

A holiday in Tokyo robbed the market of some liquidity and traders were wary in case the Bank of Japan intervened. The risk of intervention seemed to have grown after Japan weathered the flurry of weekend G7 and IMF meetings with hardly any criticism of its recent bout of yen sales.

The euro was at $1.3962, up slightly on the day, after earlier climbing as high as $1.4011, seeking to test last week's $1.4030 high. A rise above technical resistance at $1.4045 would bring on the next obstacle at $1.4216, which acted as support on December 22nd, when the euro was declining. All the talk of quantitative easing sent commodity prices surging on Friday and in turn lifted the Australian dollar to $0.9895, not far from its recent 28-year peak of $0.9918.

After jumping earlier today, the Aussie was at $0.9852, steady compared with late Friday in New York.

The euro and the Australian dollar could prove to be the paths of least resistance to express a longer-term weak U.S. dollar view, especially if central banks seeking to diversify their growing foreign exchange reserves into these strengthening currencies.

Still, the inability of the euro to pierce $1.4045 and the Australian dollar to convincingly climb above the 28-year high of $0.9918 in coming days could cause some investors with short time horizons to throw in the towel.

The September US employment report showed the labour market shrank a fourth consecutive month for a cumulative 393,000 jobs lost since June.

For many market participants, the data cemented the case that the Fed will have to shift toward quantitative easing before year end, causing the US Treasury yield advantage over other major currencies to narrow further and adding to the case against the dollar.

In the third quarter ended September 2010, the dollar index, a gauge of performance against six other major currencies, posted its largest quarterly decline since the second quarter of 2002.

The IMF's failure to get any agreement on global imbalances at multilateral meetings over the weekend seemed to ensure that currency tensions would only fester further and left dealers wondering when more governments would take action to shift the burden of the falling dollar.

The lack of coordination among the Group of Seven rich nations over the weekend raised the stakes for a series of meetings between G20 officials next month and whether the larger body can defuse global currency tensions over the falling dollar.

Another near-term obstacle to further dollar weakness is simply that speculators have already sold off the dollar heavily and have amassed a large short position. Short-term investors on the International Monetary Market had a net short US dollar position of $30.5 billion in the week ended October 5th, up from $22 billion in the prior week, CFTC data showed.

Reuters