Wednesday, November 7, 2012

Looking For A Lower EUR/CHF

We've got another exciting week with plenty of Central Bank meetings and employment reports. Combine that with expected low volumes in anticipation of Good Friday and Passover later this week, and we've got a perfect recipe for plenty of volatility this week.

Swiss Franc

Since everyone else is focusing on the headline ECB Interest Rate Meeting and Non Farm Payrolls, I thought its worth looking at another story Forex traders should be focusing on, namely the EURCHF.

It seems like pretty much everyone is a buyer of the EURCHF just above 1.2000, with the belief that the Swiss National Bank's price floor of 1.2000 will hold, or be raised (see Two Sides to the EURCHF). Ultimately, the fate of the price floor resides in health of the Swiss economy, and specifically whether its export sector can adjust to a strong franc.

In the meantime, it is important to note that despite the actions from the SNB and the Swiss franc continues to experience steady demand. This is apparent from recent charts of the EURCHF which have shown trading above 1.2100 to be short lived, with the pair pulling back quickly to 1.2050.

EURCHF in 2012 - A magnet towards 1.2000

constant stream of franc buying shows that despite the price and SNB intervention, the general public continues to have no problem with stashing their funds in the franc. As such, after killing franc interest rates and intervening, other than raising its price floor to 1.25 or 1.30, the SNB really doesn't have many options to thwart the natural flow of funds into the franc. In the SNB's defense, CPI has remained low, thereby allowing the central bank to get away with its "printing money" policies.

That being said, Forex traders may want to start looking towards the other direction, namely a drop in the EURCHF. In that regards, this week we will see Swiss Retail Sales and CPI releases on Monday and Thursday respectively. Also on Thursday, the SNB releases its currency reserve figures, so the Forex markets get to see just how many Euro's the central bank is buying to support the EURCHF. For Forex traders these events are important as higher than expected Swiss economic data, along with a rise in Euro purchases, could make the SNB think twice on whether holding its floor at 1.2000 is worth it. Specifically, it will interesting to see what will happen if Thursday's CPI reading sees any sort of meaningful rise and whether any SNB member comments immediately about it.

Staying Pat For Now

Regardless of the outcome of this week's events, even the biggest EURCHF bears aren't expecting the SNB to lower its price floor in this month's interest rate meeting. However, it may be time to begin to be forecasting for a falling EURCHF, rather than a rising one.

Disclosure: I have no positions in any stocks mentioned, and no plans to initiate any positions within the next 72 hours. I am currently flat in the EURCHF but have been trading in and out of the position, mostly being short. Based on this week's Swiss data, I may initiate a long term short in the EURCHF with a target towards 1.10

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