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SNB Intervenes, FX Volatility Spikes

By DailyForex.com
By: Alex Brandt

Highlights:

EUR/CHF - SNB intervened, spikes to 1.4815
USD/CHF - Traded through a 360 pip movement in 15 mins
AUD/USD - RBA moderately upgrades GDP and CPI forecasts
EUR/USD - Sentiment very bearish
GBP/USD - Found some support at 1.5700

Eurozone Economic Data for Today:

07:45 GMT: French trade for December, expected -4.0 bln
07:45 GMT: French central government balance for December
09:00 GMT: ISTAT announces new basket of goods for inflation estimates
10:00 GMT: Italian CPI for January expected +0.2% m/m, +1.3% y/y
11:00 GMT: German industrial production for December, expected +0.6% m/m, -3.7% y/y

13:30 GMT: US NFP Report: Market Expectations @ +20k

European stocks expected to open lower.

The big event to report from the Asian Session is that the SNB intervened in the EUR/CHF at 1.4620 level creating a ripple effect in the USD/CHF and EUR/USD.

The EUR/CHF spiked to 1.4815 on the intervention, producing some crazy price action in the USD/CHF: from 1.0670 to 1.0785 in 2 minutes, down to 1.0695 in 6 minutes, up to 1.0800 in 5 minutes and then back to 1.0750. That’s 360 pips in 15 minutes. Anyone left standing? EUR/CHF currently trades at 1.4695 while the USD/CHF currently trades at 1.0710. This is twice now this year that the SNB has intervened to prop up the CHF higher against the Euro.

If the EUR/CHF declines further we may see more intervention, however one has to wonder at what point the SNB will give up. As for the EUR/USD, the SNB intervention provided some much well needed support to stem the downturn. However, financial markets continue to worry about the ability of Greece, Portugal and Spain to address their budget deficit problems, and these worries aren’t going to go away anytime soon. As a result, the sentiment of traders on the EUR/USD is extremely bearish. A currency analyst at Morgan Stanley commenting on the “house’s forecast” for EUR/USD has been revised to 1.24 by years end from 1.3200 previously. 

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