Chart of the Day AUDUSD

AUDUSD Bearish - Probable Price Path

Global risk appetite is likely to start on the back foot today on news that North and South Korean troops exchanged fire at the DMZ whilst US Secretary of State Michael Pompeo accused China saying that there is “enormous evidence” the Covid-19 started in a Wuhan facility and president Trump is weighing a Chinese stock ban for $50b of federal savings. The S&P500 retreated 2.8% on Friday amid a relatively grim earnings picture from Amazon.com, Apple and Exxon Mobil which pushed the S&P to its second straight weekly loss after rallying 12.7% in April. VIX rose to 37. Meanwhile UST bonds gained with the 10-year bond yield down to 0.61%. The 3-month LIBOR eased further to 0.55613% while LIBOR-OIS narrowed to 51bps. Elsewhere, India extended its nationwide lockdown for two weeks from 4 May.

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Overnight (Tues 10-am New York cut) AUD/USD options get RBA rate decision Implied volatility high since early April at 24.0 vs average 18.0 last week Premium/break-even for vanilla straddle now 64 vs 48 pips either direction. However, raised US-China tensions fuelled volatility risk Friday with the benchmark one month implied vol 3.0 above last week's crisis low, now 14.25 This suggests that U.S-China tensions are a bigger threat to AUD volatility than RBA. RBA expected unchanged, more focus will be on  the quarterly fiscal statement Friday

Screenshot-2020-05-04-09.25.44.pngFrom a technical and trading perspective, the AUDUSD chart has now flipped bearish premised on the closing breach of the near term volume weighted average price. On the intraday charts we can identify a potentially bearish impulse leg lower. With this price structure in play bearish exposure should be rewarded on a move back towards .6460 in preparation for another leg lower to complete a broader corrective cycle towards the .6200 area. A move back through .6550 would negate the bearish thesis and suggest a continuation of the uptrend targeting .6700 the primary upside objective.

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