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  来源:华尔街见闻

  在经历近10%暴跌后,美元已达到关键点位水平。空头头寸达到400亿美元历史高位,相对强度指数降至2020年以来最低,通胀调整后美元仍保持收益率溢价,超卖状态加上投资者一边倒的情绪,为美元创造了反弹的技术基础。中金认为,对美元的弱预期是近期黄金持续上涨的主因,短期美元还是承压,但幅度有限,三四季度逐步修复,这可能导致黄金回调。

  在美元经历近10%暴跌后,技术指标和过度看空情绪表明反弹可能即将到来。

  在特朗普多次威胁解雇美联储主席鲍威尔,以及美国经济衰退的风险加剧“抛售美国”交易之后,美元本周跌至2023年12月以来的最低水平,与十年期美债收益率走势出现明显背离。

  从技术分析角度,美元的下跌已达到关键水平:美元指数自今年2月高点以来下跌了近10%,这种幅度的调整在历史上常常伴随着短期反弹。

  在指标方面,目前美元指数的相对强度指数(RSI)已下滑至2020年以来的最低水平。值得注意的是,RSI在2023年7月曾跌至类似水平,随后美元在接下来的几个月反弹了约7%。

  过度看空美元的情绪也在酝酿一场技术性反弹。根据美国商品期货交易委员会数据显示,投机者对美元和10种货币以及美元指数(DollarIndex)的净空头头寸上周猛增至400亿美元,达到去年10月以来的最高水平。

  这种极端的市场定位往往成为价格反转的先兆,类似的情况在过去曾多次出现。超卖状态加上投资者一边倒的情绪,为美元创造了反弹的技术基础。

  基本面方面,美联储的数据显示,截至4月16日的两周内,海外央行和国际组织持有的美国国债增加了100多亿美元。这表明,美国国债的暴跌并没有阻止储备管理者增持美国国债,此举对美元有利。

  经通胀调整后,美元兑其他主要货币仍保持收益率溢价,这也可能为美元反弹提供动力。

  瑞穗银行(MizuhoBankLtd.)首席亚洲外汇策略师KenCheung表示,美元存在短期反弹的机会,但负面消息可能会限制其涨幅:

  美元反弹,黄金遭殃?

  中金认为,对美元的弱预期是近期黄金持续上涨的主因。现在98的美元指数是月线级别的重要支撑位,如果向下突破,就要看89。

  短期美元还是承压,但幅度有限,三四季度逐步修复,这可能导致黄金回调。在给定实际利率和不确定维持现在水平不变的话(这个假设较强),现在的黄金价格隐含美元要跌到86(当前98)。

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