The Rupee Hits A 4-Month High Against The Dollar As US Yield Rise

Rupee Hits A 4-Month High Against The Dollar As US Yield Rise

A combination of factors has led to the Indian Rupee hitting a 4-month high versus the US Dollar. The Rupee’s strength comes despite robust inflows into India and the central bank’s desire to purchase dollars to buoy the countries dollar reserve. The upward movement in the Rupee comes despite a rebound in the dollar versus other currencies and an increase in US interest rates, which are the driving factor behind the interest rates differential. The technicals point to a stronger Rupee, which broke out versus the US dollar, but now the USD/INR appears to be oversold.

The Reserve Bank Continue to Buy Dollars

Before the rebound in the Rupee, expectations had been for the Ruppe to rebound based on the assumption that the  Reserve Bank of India would stop building US Dollar reserves.  The RBI recently signaled recently it wouldn’t relent on dollar purchases that pushed the currency to the bottom of Asia’s currency rankings in 2020. Expectations had been for the RBI may slow its foreign-currency accumulation after the stockpile rose to a record. During 2020 the RBI had performed consistent interbank intervention in the currency markets totaling 120 billion in US dollars.

The Wind Behind the Rupee

Despite the central bank’s efforts, the Rupee is under pressure to rise on heavy foreign inflows. However, the central bank’s inflows need to be countered to mop up excess dollars to keep the local exchange rate stable. Deutsche Bank expects inflows to reach $82 billion by the end of the fiscal year ending March, before continuing at a similar pace in the following 12 months. The combination of inflows and the central banks operations had led India’s forex reserves to a record $586 billion, catching up with Russia, which has the world’s fourth-largest stockpile. The substantial reserves that Indian now holds could allow the currency to rise when the dollar rebounds.

The Dollar Gains Traction

The Rupee’s strength has come in the first week of February, just as the dollar has started to rebound versus a basket of currencies. The dollar has been in a downward trend driven by depressed US interest rates. During the Q4 of 2020, the economic data released in the US was worse than expected and helped drive US yields lower. The decline in US yields related to other global yields pushed the yield differential against the US dollar, making the benchmark currency less attractive. The weaker than expected data appears to have subsided in January, allowing US yields to rise and the dollar to gain traction. A rising dollar has yet to put a dent in the Rupee, which has remained robust, likely due to the reserve bank of India’s reserve purchases.

Indian Rupee hitting a 4-month high versus the US Dollar

Technical Analysis

The USD/INR has broken throu9gh trend line support and could test the October lows near 70. A close below that level would lead to 68. Short-term resistance is seen near the trend line, which coincides with the 10-week moving average near 73.31. Additional resistance is seen near the 50-week moving average at 74.30. The 10-week moving average has crossed below the 50-week moving average, which shows that a medium-term downtrend is in place.

Prices are oversold. The fast stochastic is printing a reading of 12, which is well below the oversold trigger level of 20, which could foreshadow a correction. Short-term momentum is also negative. The fast stochastic generated a crossover sell signal and is accelerating lower. Medium-term momentum is also harmful. The MACD (moving average convergence divergence index recently generated a crossover sell signal. This occurs as the MACD line (the 12-week moving average minus the 26-week moving average) crosses below the MACD signal line. The MACD histogram also generated a crossover sell signal. The MACD histogram slid through the zero-index level and has a declining trajectory, which points to lower prices. The RSI (relative strength index) has yet to break down through the December lows, which would signal to accelerate negative momentum.

The Bottom Line

The increase in the value of the Rupee is a function of strong inflows into the country. Initially, traders believed that the Reserve Bank of India would stop purchasing dollars, but they continue to perform these forex trading operations, which has kept the Rupee from strengthening. The Rupee strength comes despite a rebound in the US dollar driven by strong US yields. Economic data for January in the US has been stronger than expected, helping to buoy the greenback. The technicals point to a stronger Rupee as momentum remains negative. The trend in the USD/INR is downward sloping. Prices are oversold on at least one short-term metrics, which likely means that a short-term bottom could be near.