EUR/AUD Gap -60.4 Updated 16 Aug, 20:20 UTC

EUR/AUD: the macro gap

On the Macro Currency Strength Meter, the Euro scores -37 and the Australian Dollar scores +24 — a gap of 60 points in favour of the Australian Dollar. The widest divergence is in interest rates, which favours the Australian Dollar. All else equal that gap is a fundamental tailwind for the Australian Dollar against the Euro — though markets may already have priced much of it in.

EUR/AUD STRENGTH GAP1Y · BASE MINUS QUOTE0-60+1-74-60 AND FADING
EUR minus AUD, composite macro score over the past year. Above zero, the EUR side carries the edge; below, the AUD.
Strength gap
-60.4
Stronger side
AUD
Edge is
Holding steady
Scores
-37 vs +24

Factor by factor

Positive is stronger relative to the other majors, not in absolute terms. The gap column is EUR minus AUD.

FactorEURAUDGap
Interest Rates -51 +65 -116.6
Growth -32 +31.8
Positioning -43 +55 -98.7
Risk Mood -0 +53 -52.9
Commodities -59 +58.6
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