The best-looking currency trade you can make today

By Dominic Frisby Jul 21, 2010

Dominic Frisby

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I don't like the action I am seeing in stockmarkets at all.

I've been saying since mid- to late-April that these are traders' markets. I know I'm starting to sound like a scratched record. But I have seen no sign of anything that makes me change my view.

Yesterday morning, for example, I made a quick trip to the shops. By the time I was back the FTSE 100 was down 60 points. By late afternoon, most of those falls had been retraced.

This kind of volatility suits traders – assuming they're on the right side of it. As soon as anyone has a profit, they're locking it in and positions are closed, hence the swings.

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This is not the action of a healthy market. And it is certainly not the realm of the buy-and-hold investor. However, I have spotted a very compelling-looking currency trade that the more adventurous among you might be interested in...

The FTSE looks set to swing much lower yet

Here's a chart of the FTSE since July 2009. 2010 has been a volatile year, but look at those swings we have been seeing since late April, one way and then the other.

Despite the swings, however, the larger trend is down. Each high and each low is lower than the last. I am expecting those early July lows to be comfortably broken, probably before the end of August, but certainly by October. In fact, we seem to be a few days into another downswing as I write.

Just about every major stock market is in negative territory for the year. Germany's Dax, at breakeven, is the only one I can think of that isn't. The CRB commodities index, too, is down on the year – though it has been stronger in recent weeks than stock markets. You'd expect oil, with all the problems they have had in the Gulf of Mexico, to be up on the year, but it's in negative territory by about $3 a barrel.

One of the few assets to be up on the year is gold. But even my old favourite is currently in the mid-stages of a nasty corrective process. I'll alert readers, of course, when I think it's time to buy. We always seem to get a nice tradable low in July or August, as I've noted previously (Will austerity kill gold's bull market?). But we're not quite there yet.

So the big question is: where is the money going to?

One beneficiary has been the long US bond, which has invalidated the bearish head-and-shoulders pattern I wrote about last winter and broken to the upside.


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But a surprising loser has been the US dollar. The greenback has been no place to hide this last month. It's perhaps no surprise, given America's out-of-control spending. And by June the dollar had risen too far, too fast.

But I am surprised – concerned even – by the dollar's pullback. Usually, the dollar will rise as stocks and commodities fall. As I've noted here before (The sliding dollar means more bad news for markets), the last time they fell together was in the lead up to the crash of 2008.

This past month has seen it plummet. It's fallen from 89 on the US dollar index (which measures the dollar against a basket of currencies), to 82. In the process, it has broken a nice technical trend, as this next chart shows.

The euro has had a nice rally, of course, from oversold levels, but anyone holding huge piles of euros must surely be feeling a little jittery, given the underlying, unresolved problems of the continent.

The best-looking currency trade to make today

Another star performer since April has been the Japanese yen. As I've been saying, these are traders' markets – and if I was to recommend a trade today, it would be to sell the yen against the dollar with a stop just above 116 – just above the red line on the chart below.

I ask, 'Can the yen find a bid above 116?' And in the 35 years since 1985, it has only been able to for a few brief months during that spike in spring 1995 (which meant, by the way, that Japan's economy, temporarily, was all but as big as America's).

Reading up on it last night, I was trying to find the reason for that spike in 1995. My historical knowledge of the yen is not great, I confess. According to numerous sources, that spike occurred because the US was reflating its way out of recession and the Fed was printing money and expanding credit (debasing the dollar in other words), just as the Japanese were doing the opposite and popping their bubble.

The fundamentals are not dissimilar today – certainly on the American side. So we could, in theory, get another spike. But we are at extreme levels on the yen. Both history and probability seem to favour a reversal.

The simplest way to play this, if you agree with the trade or want to take the opposite side, is to buy and sell the currencies themselves. There are also various currency ETFs and leveraged ETFs – one example is the London-listed ETF Securities Short Japanese Yen Long US Dollar ETC (LSE: SJPY). Or you can place a spread bet. You can find a spread betting provider at MoneyWeek's comparison table here. As always, remember spread betting is risky and you can lose a lot more than your original stake – so do use stop losses.

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Comments (12)

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  • 1. David Fletcher

    (21 July 2010, 12:23PM)  Complain about this comment

    When you look at the chart: USD/Yen the dollar looks set to continue its downtrend! ...A weekly MACD suggests the dollar will weaken further against the Yen. What if the FED debase the $ further? They are already warming up the printing press again.
    I'm afraid I see the Yen eventually breaking through 116 and would favour a pullback trade after the breakout. I would keep a close eye then on the 10/30 SMA and look for a three day price swing anywhere in that area and above 116...

  • 2. Mike Shaw

    (21 July 2010, 02:03PM)  Complain about this comment

    I follow John's logic on both the USD and JPY, up to the point where he advises us to bet one falling currency against the other. Would it not be more logical to bet each to fall against a currency which is set to rise, such as the Swiss Franc or the Renminbi yuan? ETFS now enable us to go long CHF Short USD, and Long CNY Short USD. I don't know of an ETF that enables us to do the same thing with JPY vs CHF or CNY, but a tamer version of the same trade might be to use dear old GBP as the stronger of the pair.

  • 3. Mike Shaw

    (21 July 2010, 02:04PM)  Complain about this comment

    Oops sorry John, it was Dominic I was questioning!!

  • 4. NVP

    (21 July 2010, 03:00PM)  Complain about this comment

    Hi mate

    Sell the Yen into the US dollar ?......hmmm....if markets keep falling that will keep the yen pumping up and the dollar will get hit even harder telling me a Yen buy into the dollar....I need to see the markets continue to fall though

    a rally will dump the Yen but the continuing weak USd may prove a fairly parity induced fall as well... so no to a Yen sell even then on that move by the market

    sorry ......wouldnt recommend that one to my Tribe

    still the markets will decide as usual !

    NVP

  • 5. Jim

    (21 July 2010, 04:19PM)  Complain about this comment

    What would you suggest the target for your currency trade to be? It is also a little unclear as to the timeframe that you would suggest trading this over. Are you talking hours, days, weeks or longer?

  • 6. vs-trader.blogspot.com

    (21 July 2010, 10:50PM)  Complain about this comment

    au contrary I would find that JPY/USD will find a lot of bids if 116-118 area is breached on upside. This will signal the all time unwind of the carry trades/deleveraging and may indeed be the trigger/caused by the collapse in stocks.

    However, the more fun in trading JPY is against risk on currencies (EUR/AUD/NZD/GBP) and shorting each (EURJPY/AUDJPY/NZDJPY/GBPJPY) could provide more oomph.

  • 7. Keith (Bangkok)

    (22 July 2010, 03:51AM)  Complain about this comment

    I like the idea of Dominic's trade but only after a substantial decline, and bottoming in stocks. Since a substantial decline in stocks and acompanying risk aversion looks most probable, I think it very dangerous to be short Yen. As far as money printing goes, the Americans and Japanese could be in competition to see who can print the most.

  • 8. David

    (22 July 2010, 12:04PM)  Complain about this comment

    When everyone says the same comment it is time to fade their opinions.People who read moneyweek only have one opinion when it comes to the stockmarket-it can only go down.The chart
    Dominic used for the Footsie is fine but if you look at the Stoxx
    you have the same timeframe but higher highs and higher lows.There is a bit of moral hazard when it comes to the stockmarket,if it goes down there will be intervention in one form or another.This is preventing it from going down which points to an attempt to the upside.This plays right with the yen trade.Dominics call on the yen is a probability play which I would go with.It has nothing to do with opinions on market direction.Lastly,if you wait for the stockmarket to fall to put on the trade you are going to be the last one in and we know how that will end. Successful trades requires one to think out of the box.

  • 9. Joe

    (22 July 2010, 04:02PM)  Complain about this comment

    I have been playing this trade (Long USD/Short Yen) on and off for about a year and it has been pretty easy to make money.

    Recently however it has not been performing as it should (dollar is not going up on "risk on" days) and that made me re-assess my levels.

    The problem with the long-term charts that Dominic refers to is that they don't take into account the relative purchasing power of a currency over time. Don't forget that over the last 15 years we've basically had a deflationary envoirnment in Japan and an inflationary environment everywhere else. Adjust for that using our old trusted Big Mac index and you get to a target rate of 85Y/$ which is below where we are today. Personally I'd want to see it drop below 85Y/$ to put this trade on again. I'll probably miss it but you can't win them all

  • 10. Beatlegeuse

    (22 July 2010, 08:56PM)  Complain about this comment

    Dominic is simply highlighting a low risk trade that he admits he's not an expert on.
    Dominic is a master, Ive been following him for years now and he's the reason I subscribe to Moneyweek.

  • 11. Joe

    (23 July 2010, 02:50AM)  Complain about this comment

    Dominic is a master. This is no criticism. I was pointing out that long term charts are a good starting point but things change over time and you need to adjust accordingly. If you were pair trading companies, a 15 year chart is useful if the pair exhibit similar growth, exposure, risk , gearing etc. Apart from a few regulated utilities how often does that happen? The chart will lose usefulness over time. Economies don't change as quickly, but they do change.

    I bought in at 85. The trade is in the money but when it doesn't perform as expected, you should question your rationale. When done, the case is not so compelling. I wouldn't add to the position unless I saw a clear case of USD undervaluation. We are not there yet. JPN could take a wobble when Japan needs to fund their deficit externally but when? In between USD could easily blow up again. It is easier and safer to wait for panic situations. Best short term argument is JPN intervention. Set a low level and get greedy.

  • 12. jenny

    (29 July 2010, 10:38AM)  Complain about this comment

    Earning money has online never been this easy and transparent. You would find great tips on how to make that dream amount every month. So go ahead and click here for more details and open floodgates to your online income. All the best.

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