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USD/JPY bulls eye propetcs of a correction ahead of US CPI

  • USD/JPY is pressured to daily support near 132.90.
  • All eyes are on US CPI for the day ahead. 

USD/JPY is down some 1.3% on the day and has fallen from a high of 135.05 to a low of 132.28 ahead of what will be critical data in the US Consumer Price Index on Tuesday. The US Dollar was pressured at the start of the week and in a continuation to the fallout from the Nonfarm Payrolls.

While the Nonfarm Payrolls showed robust jobs growth, the rise in the Unemployment Rate and signs of cooling wage inflation sent the greenback lower as investors started to trim bets that the Federal Reserve will raise interest rates as sharply. The United States added 311,000 payrolls in February and the unemployment rate rose to 3.6%. However, a survey of economists polled by Reuters expected the United States to have added 205,000 jobs last month and the unemployment rate to hold steady at 3.4%. Average hourly earnings rose 0.2% last month after gaining 0.3% in January, below expectations of 0.3%.

On Monday, more fuel was added to the fire when markets priced in a Federal Reserve that will slow if not halt its raising of interest rates after US authorities moved to limit the fallout from the sudden collapse of Silicon Valley Bank. A new Bank Term Funding Program will offer loans from the Federal Reserve of up to one year to depository institutions, backed by United States Treasuries and other assets these institutions hold.

Consequently to all of the above, the US Dollar index, or DXY, which measures the greenback vs. a basket of major currencies, has dropped heavily benefitting the Yen. DXY has printed a fresh low of 103.484, tracking the fall in short-dated Treasury yields. The two-year note was paying as low as 3.997% at one point in New York trade early in the day. In fact, the yield dropped hard from the week´s highs of 4.534% in the biggest one-day drop since the financial crisis of 2008, on track for its biggest three-day decline since the Black Monday crash of 1987.

Also supporting the bid in the Yen is the fact that the Fed funds futures have been repriced as traders expect that the Fed's terminal rate will be lower. Investors are now expecting that to come in as low as 4.14% for December which was originally priced above 5% on Friday. Additionally, futures are showing a 21% chance of no hikes in rates from the Federal Open Market Committee when announcements will be made on March 22. A week ago futures were pricing about the same probability of a 50 basis point rate hike by policymakers.

US CPI eyed

Analysts at TD Securities explained that the US core prices likely gained momentum in February with the index rising a strong 0.5% MoM, as we look for the recent large relief from goods deflation to start normalizing. ´´Shelter inflation likely remained the key wildcard, while slowing gasoline and food prices will likely dent non-core CPI inflation. Our m/m forecasts imply 6.1%/5.5% YoY for total/core prices.´´

USD/JPY technical analysis

On a daily basis, USD/JPY is moving into a support zone that could result in a correction ahead of the US CPI data with the 134.50-70 eyed as per the daily Fibonacci scale as illustrated above. However, on a lower time frame:

There is a lot of resistance between 133.70 and 134.00 that the bulls will need to volt first. 

 

 

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