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Wednesday, November 01, 2006

Yen Outlook (1st November 2006)

USD/JPY took a dive overnight. The catalyst was weak US consumer confidence and Midwest manufacturing. It seems the market was already poised to move lower given the overhang of short JPY positions, talk of more central bank reserve diversification into JPY and what was considered to be a hawkish monetary policy stance taken by BoJ Governor Fukui at the press conference overnight.

Mr Fukui again did not rule out an interest rate hike during the course of the calendar year. Weak US data, in contrast, again resurrected the possibility of interest rate cuts next year. A fall in US Treasury yields helped USD/JPY lower. From a high of 117.88, New York players pushed the pair down to as low as 116.62. Option barriers at 117.00 were taken out in the process and large stops tripped.

USD/JPY traded a relatively tight 116.75-117.03 range in Tokyo, basically a range between the Ichimoku cloud top at 117.05 and the 100-day moving average at 116.71. EUR/JPY was buoyant, moving up from an early low of 149.00/05 to 149.32/37. It managed to hold above its cloud top at 149.07.

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