Tanalys

USD/CAD Downtrend Disrupted By Rising UST Yields, Falling Commodities

Key Takeaways:

USD/CAD is working to establish a short-term uptrend amidst the broader downtrend thanks to short-term bouts of USD strength. On Thursday, a little more than a week after the Bank of Canada raised their reference rate to 1.00%, and with the 2-year US/ CA government debt spread shifted to show a negative 20bps favoring the CA yields USD/CAD has moved higher. The move off the low last week around 1.2060 to 1.2240 (Thursday’s high) accounts for a 1.5% gain. However, the long-term fundamental outlook, as well as technical bias when combined with the sentiment picture (details below), favors the downside as long as daily trading does not see a close above the late-July low of 1.24.

On September 12, USD/CAD printed a high-low on the chart, which helped to show a corrective (counter-trend) move was under way. As a technically driven trader, the preferred evidence that the downtrend that began in May near 1.38 is resuming would be a move below 1.2080. One market that has prevented the CAD from losing too much ground against the USD as others like JPY have is the stability of correlated markets like commodities (Brent Crude has a -0.88 correlation coefficient over the last 20 days).

Currently, the market appears to be pricing in ~60bps or more than two more hikes by the Bank of Canada. Naturally, this is energizing CAD Bulls, and if the yield on Canada’s two-year not continues to trade at a premium to US debt and extends the premium, traders should expect further CAD strength or at least, hesitate to fight such strength.

Some traders may want to look to weak currencies against the CAD like CAD/JPY to see when CAD strength is resuming. Another way to see if CAD strength is really taking hold again is to watch it trade against the new start of G8 after a hawkish BoE, the British Pound. A breakdown in GBP/CAD would be a good sign in the current market of September 2017 that CAD strength is back in play.

What will happen to the USD as other central banks begin normalization? Click here to see our latest forecasts and find out what trades are developing in this new environment!

Technical Notes:

The short-term uptrend in USD/CAD (best seen on an hourly chart as opposed to daily below) is likely to bring in value CAD buyers in the 1.23 zone with an expectation of resistance around the September 7 high of 1.2241 or the September 5 low of 1.2336.

The initial sign of a continuation lower would be a breakdown below the September 7 low of 1.2111 and the lower high from September 12 of 1.2080. The recent low of 1.2060 is not expected to hold, and the longer-term extended targets toward 1.1950 and 1.1560 should be favored if we see the sentiment picture continues to favor the downside.

A move above 1.2471 (23.6% retracement of May high), and 1.2500 (late-July low pivot) would wipe away the bearish bias for the time being.

LT Daily USD/CAD Chart: USD/CAD downside (CAD Strength) expected to extend below 1.24

Chart Created by Tyler Yell, CMT

USD/CAD Insight from IG Client Positioning: 66% net-long exposure favors contrarian downside bias

The sentiment highlight section is designed to help you see how DailyFX utilizes the insights derived from IG Client Sentiment, and how client positioning can lead to trade ideas. If you have any questions on this indicator, you are welcome to reach out to the author of this article with questions at tyell@dailyfx.com.

USDCAD: Retail trader data shows 72.0% of traders are net-long with the ratio of traders long to short at 2.58 to 1. In fact, traders have remained net-long since Jun 07 when USDCAD traded near 1.3514; theprice has moved 9.7% lower since then. The number of traders net-long is 9.8% lower than yesterday and 0.7% lower from last week, while the number of traders net-short is 21.9% lower than yesterday and 26.9% lower from last week.

We typically take a contrarian view to crowd sentiment, and the fact traders are net-long suggests USDCAD prices may continue to fall. Traders are further net-long than yesterday and last week, and the combination of current sentiment and recent changes gives us a stronger USDCAD-bearish contrarian trading bias(emphasis added.)

Written by Tyler Yell, CMT, Currency Analyst Trading Instructor for DailyFX.com

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