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Nonfarm Payrolls Preview

Published 2017-03-09, 03:30 p/m
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By Kathy Lien, Managing Director of FX Strategy for BK Asset Management.

The U.S. dollar extended its gains ahead of Friday’s nonfarm payrolls report. Expectations for job growth have increased to 200K from 175K with investors positioning for a strong number. USD/JPY closed in on 115 as AUD/USD tested 75 cents and the market’s reluctance to break these key levels ahead of what will mostly likely be a healthy labor-market report leads us to wonder if an initial pop in the dollar post-payrolls should be faded. There’s no doubt that the Federal Reserve will be raising interest rates next month with Fed Fund futures pricing in a 100% chance of tightening. Where it will make a difference is in June as futures currently show only a 50% chance of tightening at the next quarterly meeting. But if even one part of the jobs report fails to meet or beat expectations, traders could use it as an excuse to take profits on long-dollar positions. The absolute amount of payroll growth will be important but revisions to past reports, average hourly earnings, the unemployment rate and the labor-participation rate are all significant. If average hourly earnings rises less than expected or the unemployment rate holds steady, any initial dollar rally on the back of greater job growth could fade quickly. However if every part of the release beats, USD/JPY will race through 115 quickly and could even take a crack at 116. The following list shows how the arguments in favor of stronger payrolls exceed the arguments for a weaker release. Although jobless claims increased slightly on Thursday, the 4-week moving average is down from the previous month and continuing claims extended their slide.

March Nonfarm Payrolls Preview

Arguments For Stronger Payrolls

  1. Rise in Employment Component of Non-Manufacturing ISM
  2. ADP Reports 298K Private Payrolls vs. 261K Previous
  3. Challenger Reports 40% Drop in Job Cuts
  4. Consumer Confidence Hits Highest Level Since July 2001
  5. 4-Week Average of Claims Drops to 236K from 248K
  6. Continuing Claims Drop to 2.058M from 2.079M

Arguments For Weaker Payroll

  1. Drop in Employment Component of Manufacturing ISM
  2. University of Michigan Consumer Sentiment Index Declines

The European Central Bank left monetary policy unchanged Thursday and as Mario Draghi spoke, the EUR/USD raced above 1.06. However it ended the New York trading session below this key level as U.S. dollar strength prevented the pair from extending higher. Nodding to the improvements in growth and inflation, the central bank raised its 2017 and 2018 GDP forecast by 0.1% and boosted this year’s inflation forecast to 1.7% from 1.3%. ECB also raised its forecast next year by 0.1%. Draghi admitted that the economic risks they have feared are less pronounced, the balance of risks have improved and said the ongoing economic expansion should be firm and broaden. With that in mind, underlying inflation pressures remain subdued and for that reason, they are looking beyond the temporary increase in inflation. These comments from Draghi were less dovish than most of us had anticipated but at the end of the day, this only keeps policy in the Eurozone steady for the foreseeable future at a time when the Federal Reserve is planning to raise interest rates three times this year. So while the euro should rise, its best performance should be against other currencies like sterling and the Japanese yen -- but not the U.S. dollar.

Amid all of the focus on the euro and U.S. dollar, it was a relatively quiet day for the British pound. No major economic reports were released from the U.K. and after 2 weeks of heavy selling, GBP/USD stabilized near 1.22. We continue to expect sterling to underperform ahead of next week’s potential Brexit trigger, with Friday’s price action driven by Nonfarm Payrolls and the market’s appetite for U.S. dollars. That said, U.K. industrial production and trade balance are due on Friday.

USD/CAD raced to a high of 1.35 on Thursday extending a rally that began at the start of the month. Since January 27, we have seen USD/CAD rise from 1.31 to 1.3535 with very little retracement. As a result, the currency pair is significantly overbought and Friday’s jobs report could send it tumbling lower. While the employment component of IVEY PMI increased last month, pointing to job growth, a pullback is expected after last month’s strong rise. If Canada reports job losses, it could be just the excuse USD/CAD traders need to take profits on their long positions. If the data is good and Canada continues to churn out jobs, the next stop for USD/CAD could be 1.36. The Australian and New Zealand dollars also traded lower Thursday. There were no major economic reports released from either country but softer consumer price growth in China and the steep drop in commodity prices kept pressure on the currencies. Although AUD/USD and NZD/USD are both hovering near support at 75 cents and 69 cents respectively, there’s certainly scope for further losses if the U.S. dollar continues to rise.

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