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CAD/JPY keeps its eye on the 2017 high

Published 2018-01-09, 10:04 a/m
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As global economic data has continued to improve, appetite for risk has risen, which has sent global stocks to record highs, weaken the yen and revived the carry trade. The weaker USD has also strengthened commodity currencies, which helped CAD/JPY, NZD/JPY and AUD/JPY enjoy the past few weeks of trade. Yet another pillar of support is provided to CAD/JPY via higher expectations for Bank of Canada (BOC) to hike next week.

These expectations skyrocketed on the back of a stellar employment report on Friday, dragging the Canadian dollar higher along the way and making it the star performer on NFP day. And for those still on the fence for a hike in January, it is worth noting the optimism within BoC’s business outlook survey yesterday which speaks of ‘widespread optimism,’ expectations for inflation and export growth. Fundamentally we appear headed for a hike and technically we’re closely monitoring CAD crosses for a low-risk, higher probability opportunity.

Canadian dollar/Japanese yen.

Since the 86.76 low CAD/JPY has developed a powerful trend structure that appears eager to breaking the 2017 high. The strength of bullish momentum is underscored by the fact it has accelerated away from the 20-day MA, whilst RSI has also confirmed the trend by producing higher highs and lows in tandem with price. It was Friday’s stellar employment report which blew CAD/JPY above October’s high to form a bullish range expansion day, yet its failure to break or even test the 2017 high sent a near-term warning signal for bulls.

We typically avoid entering a positon after such a volatile session, as the probability of the move extending in the same direction (or magnitude) is stacked against us. That is also failed to break a milestone level, close above and beyond the upper Keltner Band with RSI at overbought also made a long position less appealing.

Currently resting above October’s highs, we’d prefer to see at least one more day of compression before committing. Structurally, the low volatility pullback looks promising, so may only require momentum to return on a lower timeframe before we can consider joining the move to anticipate a break of the 2017 high. If we are to see prices move higher without us and close above the 2017 high, a low volatility entrance can be considered as long as the session is not excessively bullish.

A break below October’s high would put CAD/JPY on the backburner, but whilst the daily trend continues to show bullish momentum has the upper hand, it could make its way back on to the watchlist if prices go on to form an orderly correction.

However, whilst expectations for a BoC hike remain high, it also doesn’t mean CAD/JPY is destined for the stars. Remembering that global risk appetite has been a supporting factor here, it’s also worth noting sentiment and prices can quickly reverse. And with expectations for a hike remaining high, it leaves a lot of room for disappointment for CAD crosses if BoC do not deliver, whether that be down to a ‘dovish hike’ or no hike at all.

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