Most of this summer I have been playing the CHF to the short side as the SNB has made it very unattractive for institutions and banks to hold long CHF for any extended period of time. Even in the face of risk aversion, which hit the market in August, has had very limited impact on the CHF for any extended period of time.

Technically, the CHF looks like it is on the verge of making a large down move. Take a look at the near term daily charts of the USD/CHF:

9-25-15USDCHF

You will notice that we are within 50 pips of challenging a downtrend line since January. And as most traders know, January was when the SNB removed the floor in the EUR/CHF pair which shocked the market (understatement). What is more interesting is if you look at the weekly charts:

9-25-15USDCHF2

On the weekly charts, that is the same trend line since 2001! If you look at the CHF futures contract, you will also notice we are not far from breaking lower as well.

9-25-156S

On the USD/CHF, the downtrend line comes in at .9850 or so, but a clean break above 1.000 (parity) may suggest a much larger move lower in the CHF is about to occur.

 

Blake Morrow

Chief Currency Strategist, Wizetrade

 

Disclaimer: I am long USD/CHF, and I am looking to add to this position if the USD/CHF rallies beyond parity.

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I would suspect this relationship would have been stronger if the Swiss/Gold referendum was passed back in November 2014 to bring up SNB reserves to 20%. Here is the chart:

7-20-15USDCHFGLD

Gold – Red Line

 

Blake Morrow

Chief Currency Strategist

 

Disclaimer: I am short CHF

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The USD/CHF is testing key resistance at the .9530 level. The reason why this level is so critical is that since the Swiss National Bank (SNB) EUR/CHF floor removal, the investment community has no clear reference of what the low price was on January 15, 2015 following the unprecedented move of the SNB. I have heard quotes as low as .73XX to .85XX and as you can see my charts show a low of just below .8000. Therefore our only good points of reference are previous lows as we are testing now.

With less retail and institutional investors dabbling with anything involved with “CHF” the path higher (lower CHF) may meet less resistance should we break .9530. Ironically, this is exactly how the SNB wanted to see this play out, a slow grind lower in the CHF.

2-23-15USDCHF

 

Blake Morrow

Chief Currency Strategist, Wizetrade

 

Disclaimer: I am currently long USD/CHF and may add to that position in the coming day(s)

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