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The Canadian dollar surrendered gains against the US currency on Friday, as grim manufacturing sales data dampened some of the euphoria from the Federal Reserve's aggressive new stimulus program. Canadian factory sales fell 1.5 percent in July from June versus market expectations of a 0.4 percent gain, hurt by weakness in most industries, but especially a drop in sales of aerospace products, motor vehicles, and machinery, according to government data.
"The trend ... has been pretty much a one way move higher for the Canadian dollar. The manufacturing sales print this morning was a particular reason more investors might have been looking to take profit after really solid couple of month of gains," said Greg Moore, FX strategist at TD Securities. The weak factory numbers come after the government reported earlier this week that the country suffered its biggest trade deficit on record in July.
"I think those two figures combined got investors stewing on what the potential for the Canadian economy is," said Moore. The Canadian dollar finished at C$0.9712 versus its US counterpart, or $1.0297, weaker than Thursday's North American session close at C$0.9683, or C$1.0327.
Earlier in the session, it had touched a high of C$0.9633, or $1.0381, it's strongest level since August 4, 2011. The currency tracked global markets overnight, which climbed higher after the US central bank announced a third round of monetary easing on Thursday. The Fed said it will buy $40 billion a month of mortgage-backed securities bonds until the labour market improves substantially.
"There's been a lot of cash that's been sitting on the sidelines for many months now, so even if a small percentage of that comes back into the market you're going to see a tremendous movement in some of these risk-based assets," said Blake Jespersen, managing director of foreign exchange sales at BMO Capital Markets. The Canadian dollar has climbed nearly 8 percent against the US dollar from June lows and currency strategists have said the currency is uncomfortably strong and technically overbought.
Still, many think that with no major events in the very near future to drive direction, Canada's dollar could hang on to these levels for a while longer. "After something as big as the Fed yesterday, sometimes that type of sentiment can actually linger for quite a while, so it could be a risk-on theme for a little bit longer here," said Moore, speculating the strength of the Canadian dollar could spur the Bank of Canada to reconsider its hawkish message.
Most of Canada's primary dealers expect the Bank of Canada to hold interest rates steady until the second half of 2013 or later, according to a Reuters poll taken on Friday. The next major piece of Canadian economic data is the inflation report on Friday, expected to show that price pressures remain subdued. Canadian government bond prices fell across the curve as safe-haven assets continued to fall out of favour. The two-year bond was down 7.5 Canadian cents to yield 1.204 percent, while the benchmark 10-year bond tumbled 85 Canadian cents, yielding 1.970 percent.

Copyright Reuters, 2012

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