欧元点位分析

dingyipu · 发表于 2014-9-30 12:18:26

今天心情不错，在这里没怎么开过帖子，本帖就弄个欧元点位分析吧，英镑、澳元在别的帖子里，这样大家看的时候也可以有针对性。欢迎大家分享自己的分析，当然，也欢迎加分：）*$1.3640    Strong offers/Jul14 high
*$1.3633    50-dma
*$1.3625-28  T-line off May highs/Jul15 high
*$1.3608    61.8% $1.3640-1.3557 ($1.3620 76.4%)
*$1.3590/600 Strong offers
*$1.3573    Int.Day high Asia
*$1.3558  ***Current mkt rate 0539GMT Wednesday
*$1.3557    Int.Day low Asia ($1.3562 NY)
*$1.3557    76.4% $1.3512-1.3701
*$1.3550/40  Medium demand/$1.3550 76.4% $1.3503-1.3701
*$1.3520    Medium demand
*$1.3512-03  Jun12-5 lows ($1.3512 T-line off Jul'12 lows)
*$1.3500    Strong demand/Barrier/Stops
*$1.3485/80  Medium demand/$1.3482 Feb6 low
*$1.3477    Feb3 low (2014 low)/Strong support/Large stops欧元我短期看跌。

dingyipu · 发表于 2014-9-30 13:42:08

谢谢加分：）Yellen’s testimony once again put the focus back on employment data and its role as a pre-indicator of any moves from the FOMC. Yellen also seemed to suggest that the employment data had been better than expected of late: “If the labor market continues to improve more quickly than anticipated by the Committee, resulting in faster convergence toward our dual objectives”. While this is not necessarily a massive shift to a hawkish stance it is certainly leaning less dovish than previous communications and may well be the beginning to the slow grind higher for the USD from here. With that in mind I continue to look for EURUSD lower and a break of 1.3500 would encourage me to add to my existing short conviction. Resistance: 1.3640, 1.3680
Support: 1.3540, 1.3500

dingyipu · 发表于 2014-9-30 15:58:44

Dailycfdindex 发表于 2014-7-16 17:51
顶贴的时候也要加分啊：PHeavy EURGBP selling through the year's lows and broad USD buying post Yellen helped the euro sell off to its lowest levels in almost a month. It is not entirely obvious why the Yellen testimony incited a USD rally; the market initially read the text as dovish but quickly reversed itself, likely on the comment stating that if employment figures continues to improve faster than expected hikes could come sooner. One would have thought such a conditional statement would be obvious, but given how disenchanted people have been with the idea that there will be any change in tone at all from Yellen, it seems that even a whiff of possibility was enough to get people excited. Whatever the precise reason, the USD rally was solid and the Euro was an eager participant. We saw mostly gamma related buying on the move down, but recall that we had seen both leveraged and real money names sell into the bounce on Monday, so most likely there was more of tha

dingyipu · 发表于 2014-9-30 17:24:51

交投于55日和200日均线切入点1.3656/77下方，则目前欧元前景为中性至看空，仍瞄准当前的7月低点1.3576，之下有更为重要的2012-2014上涨趋势支撑位1.3511及近期低点1.3503。这些点位仍是通向1.2750的重要突破点。但200周均线切入位1.3427和55个月均线切入位1.3394或在该过程中提供短期支撑。
只有突破1.3701，才能减轻当前的下跌压力，从而可以进一步反弹至61.8%回档位1.3807。若低于该水平，我们会尝试放空操作。

dingyipu · 发表于 2014-9-30 18:32:08

1.3550 will offer a little immediate support, but really we need a close sub 1.3500 to excite technically and draw fresh sellers into the market. Selling interest should be strong in the 1.3600/20 band and it might be worth adding here with a stop now rolled down to 1.3650.

dingyipu · 发表于 2014-9-30 19:32:42

*$1.3678    200-dma
*$1.3650/65  $1.3651-64 Jul10-3 highs/$1.3656 55-dma
*$1.3640    Strong offers/Jul14 high
*$1.3633    50-dma
*$1.3625-28  T-line off May highs/Jul15 high
*$1.3590/600 Strong offers
*$1.3573    Int.Day high Asia
*$1.3542  ***Current mkt rate 0917GMT Wednesday
*$1.3541    Int.Day low Europe, Asia $1.3557
*$1.3540    Medium demand on approach/Stops
*$1.3520    Medium demand
*$1.3512-03  Jun12-5 lows ($1.3512 T-line off Jul'12 lows)
*$1.3500    Strong demand/Barrier/Stops
*$1.3485/80  Medium demand/$1.3482 Feb6 low
*$1.3477    Feb3 low (2014 low)/Strong support/Large stops

dingyipu · 发表于 2014-9-30 21:02:07

First, interest rate differentials (of course): Rate spreads have already moved very far in favour of the USD over recent months.Second, relative Fed and ECB balance sheet size: We expect things will move significantly in the Dollar's favour over coming months: First as TLTRO take-up means the size of the ECB balance sheet re-expands quite rapidly; second as the Fed balance sheet finally stops expanding (more or less) with the final Fed taper in October. Third, and pivotal, is Euro zone periphery risk. In our rich/cheap FX strategy work, we use 10Y Spanish yields as an input. The rampant periphery rally ever since 'that' speech from ECB President Mario Draghi two years ago has been a strong explanatory driver of EUR FX resilience. European rates research colleagues have had a magnificent call on this and maintain a bullish periphery view from here. They are still looking for 10Y Spanish yields to fall further, driven by another circa 45bp of Spanish tightening to German Bunds (to +100