Short EURUSD, EURGBP and CHFJPY, Long USDCAD and USDCHF

Apr 30

Another potential risk aversion trend has failed to gain traction this past week; and it has taken its toll on my positions. Though I was tame in sizing my positions, the fact that I was largely skewed in my exposure towards a general trend in risk aversion was undeniable. Do I have any regrets in my effort to catch a potential trend? No. I still believe that there will be a significant correction in the speculative build up of the past 14 months; but timing is still ellusive. All I can do is to position when the market shows that it is starting to falter and has the fundamental fuel to develop and sustain such a reversal. This week, we would see the Greek crisis start to spread to other, weakened EU members. The potential for this situation to evolve into a full-blown global credit crunch is ripe; but speculative demands have proven themselves to still be too overbearing. Between the demand for yield and the ascendency of risk; an equilibrium will eventually be found and sentiment collapse on itself. But, at times like these; I repeat to myself economist John Maynard Keynes timeless quote: "the market can remain irrational longer than you can remain solvent." Too true.

As for my positions, my Aussie exposure was uniformly knocked out by the currency‘s impressive rally. Though the breakout seems week, I was taken out of AUDUSD just above 0.93 (I’ll continue to watch this pair as it still has potential) and my hasty AUDNZD long from yesterday would mark a hard break below 1.28 (as the kiwi enjoyed a more rapid ascent than its neighbor). As for my other positions, I am still short EURUSD, though this pair has eased back above former support (my original entry) at 1.3250. My EURGBP is modestly in the black but congestion is still holding progress back (waiting for next week’s election). Since hitting my first target on USDCHF and USDCAD where I took half the positions off; these pairs have stalled at 1.09 and 1.02 respectively. The remaining half of each position is still well in the money; but I will let them them develop to either find bullish progress or stop out at the break even level. A new position that I have added in all of this is far more risk-neutral. CHFJPY is ranging back and forth in a descended wedge formation. I was triggered on a short near the top of this formation at 87.70.

 

Short AUDUSD (pending)

Apr 30

AUDUSD has bounced from support at the bottom of a rising channel connecting major swing lows since late February. Prices are now once again testng resistance in the 0.9334 – 0.9411 congestion region but negative RSI divergence continues to point toward a bearish bias. I will remain on the sidelines for now but will be monitoring prices closely for a selling opportunity.

 

SELL NZD/USD @0.7305

Apr 30

The latest break back above 0.7200 is somewhat concerning, with the market ending a bout of consolidation and inching closer to some key highs in the 0.7500’s. However, despite the latest surge, we continue to retain a bearish bias and still see the risks for some major declines over the medium-term. The 78.6 fib retracement off of the 2010 high-lows comes in by 0.7300 and we would recommend looking to take advantage of any additional strength towards this level as an opportunity to build an excellent short position. The 200-Day SMA just under 0.7100 is worth looking at, as it has helped to prop setbacks over the past several days, and a close below this longer-term SMA could very well accelerate declines. STRATEGY: SELL @0.7305 FOR AN OPEN OBJECTIVE; STOP 0.7405. RECOMMENDATION TO BE REMOVED IF NOT TRIGGERED BY NY CLOSE FRIDAY. POSITION SIZE SHOULD BE 3X TOTAL EQUITY.