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The euro hit a fresh 11-year low versus the yen on Monday and was stuck near a 17-month low against the dollar after Standard & Poor's mass downgrade of eurozone countries late last week. News of the downgrade came as negotiations between Greece and private creditors on a debt swap deal broke down, raising the risk of a messy Greek default.
Markets are also worried the euro zone's bailout fund, EFSF, might lose its AAA rating with S&P as well. The euro fell 0.4 percent against the yen to 97.14 yen, and hit a fresh 11-year low of 97.04 yen at one point on trading platform EBS, with traders citing euro selling by Japanese exporters.
Against the dollar, the euro dipped 0.3 percent to $1.2646, hovering near a 17-month low of $1.2624 hit last week, and well below an intraday high of $1.2879 that had been hit on Friday. There was talk of stop-loss offers in the euro at levels around 97.00 yen and $1.2600.
"I think the pressure is going to remain, certainly in the early part of the week. I wouldn't say it came out of the blue, but it knocked what was looking to be a relatively bullish market temporarily back down to the lows," said Andrew Robinson, FX analyst for Saxo Capital Markets in Singapore, referring to the outlook for the euro versus the dollar after the S&P downgrades and the snags in the Greek debt talks.
While the possibility of a short-covering rebound in the euro could not be ruled out, any bounce is likely to be limited, Robinson said, adding that the euro faces resistance on hourly charts roughly around $1.2750, near the 55-hour and 100-hour moving averages.
Possible support for the euro lies at the euro's August 2010 low of $1.2588. Below that, trendline support connecting the euro's July 2001 low, early 2002 troughs and its June 2010 low, now lies very roughly around $1.25 or so.
The euro's drop against the yen prompted Japanese Finance Minister Jun Azumi to say that he was worried about the euro's fall, adding that currency moves had been "a little rapid". Analysts at Citi played down the possibility of yen-selling intervention against the euro, saying that the drop in the euro to levels below the currency assumptions held by major Japanese manufacturers of about 105 yen to 110 yen, may be less harmful for the Japanese exporters than it might appear.
Traders have said that market wariness toward the possibility of yen-selling intervention may increase if the dollar were to threaten to breach 75.00 yen. The dollar hit a record low of 75.311 yen late last October, prompting massive yen-selling intervention by Japan.
The euro held steady versus the Swiss franc at 1.2069. With the euro in retreat, the dollar index edged up 0.1 percent to 81.603, within easy reach of a 16-month peak at 81.784 hit late last week. The dollar, however, slipped 0.2 percent against the yen to 76.83 yen, with traders citing dollar selling by Japanese exporters.

Copyright Reuters, 2012

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