EUR/CAD Gap -21.2 Updated 16 Aug, 20:20 UTC

EUR/CAD: the macro gap

On the Macro Currency Strength Meter, the Euro scores -37 and the Canadian Dollar scores -16 — a gap of 21 points in favour of the Canadian Dollar. The widest divergence is in commodities, which favours the Euro. All else equal that gap is a fundamental tailwind for the Canadian Dollar against the Euro — though markets may already have priced much of it in.

EUR/CAD STRENGTH GAP1Y · BASE MINUS QUOTE0-21+27-33-21 AND HOLDING
EUR minus CAD, composite macro score over the past year. Above zero, the EUR side carries the edge; below, the CAD.
Strength gap
-21.2
Stronger side
CAD
Edge is
Widening
Scores
-37 vs -16

Factor by factor

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

FactorEURCADGap
Interest Rates -51 -25 -26.0
Growth -5 +4.9
Positioning -43 -26 -17.2
Risk Mood -0 +32 -31.7
Commodities -44 +44.4
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