FOREX DAILY REPORT

Date : 8/18/2014

EURUSD Jun'14 (240Mn)

Fundamentals

240 Minutes Euro

7:00 AM 7/24/2014 - 3:00 PM 8/20/2014 (LON)

Cndl, 1.3392

Price
USD

EUR to find strong resistance zone at around

1.3416. Bears to return after breach below 1.3360.

1.348
1.347
1.346
1.345
1.344
1.343
1.342

1.3416

1.341

1.34
1.3392
1.339
1.338
1.337
1.336
1.335
1.3341

1.334
1.333
Auto

25

28

29

30

31

01

04

05

06

07

08

July 2014

11

12

13

14

15

18

19

Fitch: upgraded Ireland 1 notch to A-; Outlook

stable
ECB's Coene: central banks can't solve crisis;
politicians much resolve imbalances
Moody's: France missing 2014 deficit tgt is
credit negative for France & EZ
Italy Fin Min: convinced that ECB is getting
ready to do more on inflation; expects lower
growth in Italy, will have to revise projections for
budget
BoEs Carney: real wages dont need to turn
positive as a condition for a hike; just need
confidence that they will rise sustainably; rise in
GBP over last year will not prevent a hike;
comfortable being the 1st major C.Bank to hike
China July FDI missed; -17% vs +0.8% cons

20

August 2014

EURUSD Jun'14

GBPUSD Jun'14

CADUSD Jun'14

AUDUSD Jun'14

EURCHF Jun'14

Neutral to Bearish

Neutral

Neutral

Neutral to Bearish

Neutral to Bullish

Economic Events
Indicator

Expe

Prev

EZ Trade Balance

15.0

15.3

1.3390

1.3416

1.6700

1.6759

0.9122

0.9187

0.9320

0.9365

1.2100

1.2125

NAHB House Mkt Index

53.0

53.0

1.3360

1.3446

1.6675

1.6811

0.9100

0.9200

0.9300

0.9419

1.2080

1.2154

Merkel visists Latvia on Ukraine

--

--

1.3341

1.3478

1.6631

1.6845

0.9067

0.9243

0.9280

0.9480

1.2042

1.2180

Fed Purchases

--

--

1.3292

1.3515

1.6591

1.6895

0.9032

0.9290

0.9230

0.9518

1.2015

1.2200

--

--

--

1.3262

1.3578

1.6556

1.6975

0.9015

0.9320

0.9200

0.9579

1.2000

1.2215

--

--

--

Copyright 2014 Hertshten Group. All Rights Reserved

FOREX DAILY REPORT

Market
EUR/ USD
CAD/ USD
AUD/ USD
GBP/ USD
EUR/ CHF
US 10YR
GR Bunds
ITL 10YR
SP 10YR
GOLD
COPPER
Brent
WTI
S&P 500
DAX
Euro Stoxx

Pr Close
1.3400
0.9174
0.9306
1.6693
1.2094
126.64
150.41
110.10
103.15
1304.5
3.11
103.53
97.350
1952.4
9074
3025.0

Ystrday's Chng
33 pips
11 pips
9 pips
14 pips
-22 pips
-20
53 c
-6 bps
-5 bps
-7 $
2$
148
177
-2 $
-171
-38

Ystrday's Range
54 pips
50 pips
37 pips
25 pips
33 pips
48
84 c
6 bps
9 bps
21 $
4$
171
209
24 $
284
91

Avg Daily Range

49 pips
43 pips
52 pips
62 pips
15 pips
62
55 c
5 bps
6 bps
#N/A
4$
158
155
20 $
153
51

Date :

Weekly Chng
0 pips
11 pips
6 pips
13 pips
6 pips
-11
4c
-5 bps
-6 bps
-1 $
0$
-58
-25
0$
13
2

Weekly Range
133 pips
104 pips
139 pips
162 pips
48 pips
126
144 c
41857 bps
16 bps
33 $
10 $
310
334
#N/A
290
98

Max Correl 5 min

86.62%
84.08%
-91.26%
77.07%
84.08%
77.07%
79.70%
-91.26%
91.07%
-89.47%
78.67%
62.48%
-89.47%
-55.03%
98.34%
98.34%

8/18/2014

Max Corrl Prdct

GOLD
EUR/ CHF
ITL 10YR
US 10YR
CAD/ USD
GBP/ USD
CAD/ USD
AUD/ USD
ITL 10YR
WTI
WTI
CAD/ USD
GOLD
GR 10YR
Euro Stoxx
DAX

20 DAY 5 Min Correlation

Intra day
Correlation

EUR/ USD CAD/ USD

5 Day 2 Min Correlation

EUR/ USD

9%

AUD/
USD

GBP/ USD EUR/ CHF US 10YR GR Bunds ITL 10YR

SP 10YR

GOLD

COPPER

Brent

WTI

S&P 500

DAX

Euro Stoxx

-63%

56%

34%

76%

-4%

50%

35%

87%

-55%

-19%

-82%

-5%

-69%

-68%

45%

2%

84%

42%

80%

-57%

-70%

-6%

46%

62%

25%

-35%

16%

22%

-35%

18%

-42%

55%

-91%

-80%

-84%

78%

40%

85%

7%

83%

84%

0%

77%

22%

35%

25%

62%

-56%

-26%

-53%

-35%

-61%

-67%

53%

58%

-57%

-51%

15%

27%

48%

5%

-23%

-1%

9%

40%

19%

8%

77%

-46%

3%

-59%

-40%

-67%

-65%

-59%

-71%

-17%

43%

56%

34%

-55%

19%

21%

91%

65%

-76%

-47%

-75%

12%

-76%

-75%

64%

-77%

-51%

-76%

3%

-71%

-76%

-71%

-16%

-89%

-17%

-88%

-86%

54%

79%

6%

74%

78%

48%

-30%

38%

37%

5%

85%

84%

CAD/ USD

-26%

AUD/ USD

-5%

50%

GBP/ USD

-71%

17%

6%

EUR/ CHF

60%

-6%

27%

-78%

US 10YR

-64%

17%

26%

91%

-64%

GR Bunds

-86%

5%

23%

84%

-50%

86%

ITL 10YR

-100%

-72%

-93%

83%

-97%

74%

98%

SP 10YR

38%

-41%

-47%

12%

-25%

11%

-21%

21%

GOLD

-47%

1%

-50%

57%

-67%

26%

44%

8%

47%

COPPER

14%

17%

-6%

-68%

55%

-67%

-34%

-66%

-50%

-19%

Brent

-11%

47%

-3%

-29%

22%

-31%

-1%

-37%

-37%

2%

75%

WTI

-10%

46%

16%

-25%

30%

-23%

3%

-25%

-49%

-9%

64%

89%

S&P 500

74%

36%

42%

-93%

81%

-86%

-88%

-71%

-67%

-71%

69%

25%

21%

DAX

27%

58%

-7%

-87%

49%

-80%

-56%

-84%

-30%

-49%

87%

65%

55%

93%

Euro Stoxx

38%

35%

-3%

-88%

57%

-86%

-61%

-83%

-37%

-36%

86%

58%

50%

88%

Copyright 2014 Hertshten Group. All Rights Reserved

36%

37%
98%

93%