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Forex Daily Sep 05 2012

Forex Daily Sep 05 2012

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Published by Sachin Verma

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Published by: Sachin Verma on Nov 06, 2012
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11/06/2012

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1.25621.25931.58361.5880 1.25251.26261.58021.5908 1.24891.26671.57731.5963 1.24651.27121.57441.6030 1.24361.27581.57201.6071 ExpPrev
AU GDP qq0.71.30
SRSR
EZ Markit Services PMI47.547.5
1.01261.01411.02121.0236
EZ Retail sales mm-0.20.1
1.01051.01571.01791.0261
US MBA Purchase Index179.9
1.00871.01921.01471.0310
CA BoC rate decision1
1.00561.02121.00901.0374
EU's Van Rompuy Meets Hollande
1.00381.02361.00401.0404
© Copyright 2011 GHF Group. All Rights Reserved.
Forex Daily Report
EURUSD Sep'12RFundamentalsGame Changers
EURUSD Sep'12GBPUSD Sep '12
Bullish Slightly Bearish
SRS
Indicator
 
• ISM U.S. Manufacturing PMI index at lowest since
 july 2009
• ECB’s Asmussen said that ECB is ready to regulate
banks if certain conditions are met
• A recent study by Bank of Italy says German-Italy 10
year Government bond Spreads should be 225 bplower
• Monti said Countries that have met obligations
should be helped with excessive bond spreads
BearishSlightly Bullish
CADUSD Sep '12AUDUSD Sep '12
Author : Nimesh Agrawal
05/09/2012
Analyst - Interest Rate Research,nimesh.agrawal@futuresfirst.in
Date :
 
Author : Nimesh AgrawalAnalyst -Interest Rate Research,nimesh.agrawal@futuresfirst.in
 
Intra dayCorrelation
EUR/USDCAD/USDAUD/USDJPY/ USDGBP/USDUS 10YRGRBundsITL 10YRSP 10YRGOLDCOPPERBrentWTIS&P 500DAXEuroStoxx
EUR/ USD
0%-59%
90%94%87%
83%-10%38%
93%87%
2%19%-55%-27%-38%
CAD/ USD
79%-26%-2%5%7%-16%40%33%12%-37%16%13%31%43%46%
AUD/ USD
8%38%-68%-51%-85%-69%-14%-73%-72%-36%18%28%65%41%37%
JPY/ USD
-23%-44%-12%
87%94%91%
16%63%
91%
74%-4%-3%-72%-57%-61%
GBP/ USD90%
75%-4%-29%81%73%-14%40%
89%
84%25%29%-59%-28%-33%
US 10YR
-35%-72%-60%77%-33%
90%
19%68%
93%
70%-8%-7%-74%-49%-52%
GR Bunds
-34%-71%-63%56%-29%
88%
22%48%85%73%-31%-14%-68%-57%-69%
ITL 10YR
-82%-89%-34%52%-84%70%65%45%-8%-19%-60%-66%-13%-32%-39%
SP 10YR
-71%-77%-38%61%-70%72%66%84%46%-7%4%-27%-46%-53%-39%
GOLD89%
73%-10%-5%
87%
-18%-24%-68%-60%
88%
9%17%-60%-31%-36%
COPPER
56%18%-28%-14%65%8%21%-33%-36%49%17%41%-38%-14%-25%
Brent
77%
94%
25%-51%77%-73%-66%-85%-71%71%26%68%-1%13%28%
WTI
80%
87%
16%-55%80%-68%-57%-82%-71%72%43%
96%
37%50%49%
S&P 500
77%
96%
56%-52%72%-82%-75%-88%-84%62%25%
90%86%
76%72%
DAX
76%
95%
50%-49%69%-77%-72%-86%-80%61%23%
89%86%96%92%Euro Stoxx
77%
96%
49%-50%69%-78%-76%-88%-81%63%22%
91%86%97%99%
© Copyright 2011 GHF Group. All Rights Reserved.*close on the basis of 31 Aug as Monday was a US holiday
     l   i
 
SP 10YRGOLDCOPPERBrentWTIS&P 500DAXEuro Stoxx
20 DAY 5 min Correlation
99.501.3956.5014.3011.808.202499-6.0033.0026.32-25.0020.00
AUD/ USDEUR/ USD
EUR/ USD
Market
CAD/ USDAUD/ USDJPY/ USDGBP/ USDUS 10YRGR BundsITL 10YR104.74-62.00-52.00114.1895.3140614.5010.306.152.722.3914.7021.6110.00 bps17.6616.001.6015.73626.4012.812-1.80
Pr Close
-0.39-1.170.906941.5-8 pips1 pips-18.90 bps-13.30 bps8.301.45134-145143.55.6766.6171692.9346.851.25741.01451.0215127481.588-28.0074 pips37 pips
Ystrday's Chng
-96 pips-19 pips-2 pips-9.5025 bps37 bps
Ystrday's Range
84 pips45 pips62 pips67 pips90.860 pips84.00
Weekly Range
103.249 pips113.0051.1229 pips77.00
Avg Daily RangeWeekly Chng
75.4-141 pips69.2811 pips51.0012.0099.04-46.0044.0021.07-13.90 bps14.301.9264-1.031.432.87-0.151.152.166
Max Corrl PrdctGBP/ USDEuro StoxxUS 10YRUS 10YREUR/ USDJPY/ USDJPY/ USDWTIGOLDWTIBrentDAXEuro Stoxx
48.00
DAXMax Correl 5 min94.13%46.28%-84.68%94.41%94.13%94.41%91.02%-65.86%-72.99%92.97%87.91%68.08%68.08%75.67%91.76%91.76%

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