EUR/JPY: extends losses below 200-D SMA, eyes now on 200-W SMA


  • EUR/JPY: VIX picks up, stocks tank.
  • EUR/JPY: headed for 200-W SMA.
  • EUR/JPY: political risks coming to the surface?

EUR/JPY is making further ground below the 200-D SMA while the euro falls below the rising 50-D SMA and US stocks take a hit.

Currently, EUR/JPY is trading at 130.21, down -0.83% on the day, having posted a daily high at 131.55 and low at 130.10. Despite a lower dollar, the euro is on the backfoot and the yen is picking up a safe heaven bid while stocks correct to the downside. Gold is picking up a bid also while the VIX heads towards the psychological 20 level.

EUR/JPY below 200- D SMA first time since April 2017 - Scotiabank

In terms of fundamentals, there was a slight miss in EZ CPI y/y by -0.1% at 1.0% vs the expectations of 1.1% vs prior 1.0%. 

In other data:

  • DE GfK Consumer Sentiment Mar, 10.8, f'cast 10.9, prev 11.0 - RRTS.
  • DE Unemployment Chg SA Feb, -22k, f'cast -15k, prev -25k - RRTS.
  • DE Unemployment Total NSA Feb, 2.546 mln, prev 2.570M - RRTS.
  • DE Unemployment Rate SA Feb, 5.4%, f'cast 5.4%, prev 5.4% - RRTS.
  • DE Unemployment Total SA Feb, 2.393 mln, prev 2.415 mln - RRTS.
  • GB GfK Consumer Confidence Feb, -10, f'cast -10, prev -9 - RRTS.
  • Japan Jan industrial output -6.6% m/m, -4.2% eyed, Feb eyed at +9.0%, Mar -2.7% - RRTS.
  • Japan Jan retail sales +1.6% y/y, +2.1% eyed, Dec +3.6%, Nov +2.1% - RRTS.

EU's Barnier warned that time running out for Brexit deal while Weidmann said that the ECB could end bond buys this year. Meanwhile, BOJ's Kuroda says policy normalization would be 'very gradual'.

Key political risks

In the background, there are political risks building up that that market has been quite sanguine about so far.  Sunday's German SPD membership vote unexpectedly rejected a grand coalition with Merkel's conservatives. At the same time, we have the Italian elections coming up. Markets need to keep an eye on the eurosceptic Lega. Should the unexpected happen, and Lega wins more seats than Forza Italia there will be a centre-right coalition. The market is still very unbalanced on the long side when it comes to speculative positions and a political upset could send the euro crashing as positions are squared off, while the cross would plummet as the yen pulls in the safe haven flows.

EUR/JPY levels

The 200-week ma at 129.60 is next support guarding a breakdown to 128.00. On the flipside, 134.40 is the key resistance above 132.80/133.30and the 55-day ma at 134.29.

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