December could bring big moves in the Dollar

US Dollar

The holiday season is upon us and for traders,
this means that liquidity in the markets could begin to dry up. In terms of
price action, we could see one of two things — either we remain trapped in a
1.1640 — 1.1900 trading range for the EUR/USD or we have an extended and broad
movement driven by a few key players.

Last year, we saw trading volume gradually
decline in the month of December as most traders sat on the sidelines preferring
to watch the EUR/USD hit a high of 1.3667 than to participate in it. There was
one brief upsurge in volume on the Wednesday before the New Year but a good
portion of that was squared the following night.

In times such as these, we usually see a few big
players use this opportunity to induce some strong moves in the market.
Interestingly enough over the past 5 years, aside from 2001, we saw pretty big
trending moves in the month of December, all dollar negative and Euro positive.
The move from the beginning of the month to the end of the month (December) in
2000 was over 600 pips, in 2001 was approximately 110 pips, in 2002 and 2003,
the move was over 450 pips and in 2004, the EUR/USD rallied 280 pips. Although
past performance is never 100 percent indicative of future results, if history
can be reliable, then we expect another big move with minimal retracements this
December.

There are plenty of catalysts in the weeks ahead,
but for the time being, this should be a quiet and shortened trading week due to
the Thanksgiving holiday here in the US. Leading indicators released yesterday
were slightly stronger than expected, rising 0.9 percent, compared to the
market’s forecast for 0.8 percent growth. Comments by Chicago Fed President
Moskow were of mild interest. As a well known hawk, Moskow reiterated his belief
that more policy accommodation needs to be removed and that rates may even need
to be raised beyond the neutral level. Judging from the price action, although
the EUR/USD wants to turn, dollar strength remains dominant, which means that
any rally could be met with fierce resistance.

Euro

For once, we are seeing the Euro dictate the
direction of trading in the world’s most liquid currency pair. ECB President
Trichet has stolen the limelight from the Fed as he signals to the market that
December may be the first time the ECB will move on rates in close to 2.5 years.

Last Friday, the Euro shot higher as Trichet
couldn’t be clearer to the markets by out-rightly saying that he is ready for a
rate hike. The central bank thinks that inflationary pressures is so strong at
the moment that they need to act now and cannot wait until next year. Yesterday,
however the EUR/USD has given back some of its gains as the central bank
attempted to play down rate hike expectations.

Trichet was on the wires once again, saying that
a rate hike now does not mean that the central bank will follow up with a series
of rate hikes. Clearly, they still want to hold onto the stimulative effects
that the weaker Euro is bringing to the region’s economy. In our opinion, yield
reigns king and even though the ECB is not expected to follow in the US’
footsteps with their own cycle of aggressive rate hikes, their first step to
bridging or improving the yield gap between the US and Europe could stall the
currency pair’s descent.

British Pound

Despite some encouraging housing market data
released this morning, the British pound still lost ground against the dollar.
Pound sentiment is so heavily weighted to the downside that nothing seems to be
good enough to attract bulls back into the market. With the interest
differential against the dollar growing smaller and smaller with each passing
month from both directions, it will take a lot to actually get the pound back on
its feet.

The Office of the Deputy Prime Minister reported
yesterday that house prices rose 3.3 percent year over year, up from 2.8 percent
reported in August. The Rightmove house price survey also reported rising home
prices for the second consecutive month. Gradual signs that the housing market
may actually be stabilizing is reinforcing our view that still prevalent
inflationary pressures should encourage the Bank of England to leave interest
rates on hold next month.

This should be extremely positive for the EUR/GBP,
which will benefit from ECB’s rate hike while at the same time not having to
worry about any growing interest rate differentials in the pound’s favor. In
fact, at this juncture, if the BoE were to make a move, the bias is still for
another rate cut.

Japanese Yen

The dollar continues to remain very well
supported against the Japanese Yen as it hangs around the 119 level. Recent
comments from the Bank of Japan have shifted the market’s expectations ever so
slightly — from anticipating a rate hike next year to a delayed one at best.

After leaving interest rates unchanged last week,
BoJ Fukui confirmed that they have no intention of raising interest rates until
consumer prices consistently register positive readings. Like the EUR/GBP, EUR/JPY
should benefit from the same shift in interest rate expectations. Both the BoJ
and BoE feel no rush to move rates, while at the same time, the ECB feels an
interestingly strong rush to raise interest rates before the year end. As we
mentioned in the Euro section, interest rates reign king and this will continue
to dictate the yen’s direction.

Kathy Lien

Kathy Lien is the Chief Currency Strategist at
Forex Capital Markets. Kathy is responsible for providing research and analysis
for DailyFX, including technical and fundamental research reports, market
commentaries and trading strategies. A seasoned FX analyst and trader, prior to
joining FXCM, Kathy was an Associate at JPMorgan Chase where she worked in Cross
Markets and Foreign Exchange Trading.

Kathy has vast experience within the interbank market using both technical and fundamental analysis to trade FX spot
and options. She also has experience trading a number of products outside of FX,
including interest rate derivatives, bonds, equities, and futures. She has a
Bachelors degree in Finance from New York University. Kathy has written for
Stocks and Commodities, CBS Market Watch, ActiveTrader, Futures and SFO
Magazine. She is frequently quoted on Bloomberg and Reuters and has taught
seminars across the country. She has also hosted trader chats on EliteTrader,
eSignal, and FXStreet, sharing her expertise in both technical and fundamental
analysis.