EUR/USD. The calm before the storm: investors are preparing for the storm and wondering where the dollar will go and what the Fed will do next

On Thursday, the greenback held its positions in relation to its main competitors after it finished trading almost unchanged at 113.17 points a day earlier.

Since the dollar remains stable, the EUR/USD pair cannot yet take a decisive step in any direction. On Wednesday, it closed flat for the second day in a row, just above the 0.9700 mark.

The single currency failed to benefit from the hawkish comments of European Central Bank President Christine Lagarde. She said that the ECB Governing Council is discussing the issue of quantitative tightening (QE), and the interest rate is the most appropriate tool in the current circumstances.

Meanwhile, ECB representative Klaas Knot said that the final rate in the eurozone may be lower than in the United States.

"The ECB is perceived as a less decisive bank in the fight against inflation. This tends to put pressure on the euro. In addition, the energy crisis will remain an aggravating factor for the euro in the coming months," Commerzbank strategists noted.

They expect further growth of the dollar.

"We still note the potential for strengthening the US currency. This is due to the fact that the current levels of inflation in America are so far from the Fed's target that the price decline should be very sharp for the central bank to weaken its aggressive pace of policy tightening," Commerzbank analysts said.

DBS Bank economists believe that the greenback will continue its upward trend until the end of this year, and then it will consolidate in 2023.

"The Fed's continued rate hike should keep the dollar strong until the end of 2022. The expected peak in US rates and a pause in the cycle of their increase in 2023 may cool the USD, unless there is financial stress and a hard landing of the economy," they said.

The dollar remained strong on Wednesday, and the euro tried in vain to find bulls in a risk-averse environment.

The S&P 500 index closed in the red on Wednesday for the sixth session in a row and dropped to the lowest values since November 2020, around 3,577 points.

Traders were evaluating the minutes from the September Federal Reserve meeting and were waiting for the release of key data on the dynamics of consumer prices in the United States in September.

"Many participants stressed that the cost of taking too few measures to reduce inflation probably outweighs the cost of too active actions," the minutes from the last meeting of the Fed said.

While some FOMC members expressed concerns that the Fed might go too far and damage the economy, most apparently felt it was vital for the central bank to ease inflation, even if it meant keeping rates high for an extended period of time.

"It is this narrative that preserves the overall bearish trend for risky assets, while the dollar is receiving support, and we do not expect it to change before the first quarter of 2023," ING analysts noted.

Futures for the federal funds rate are estimated at more than 80% probability of a 75 bps rate hike in November, but since December the market has been waiting for a slowdown in the rate hike to 50 bps, and in the first quarter of 2023 – to 25 bps. It is assumed that this cycle rate hikes in America will end. However, fresh figures on consumer inflation can make their own adjustments to these expectations.

New data on producer prices in the United States were released on Wednesday, which exceeded analysts' forecasts. Investors took this as a wake-up call.

The PPI index in the United States in September increased by 8.5% year-on-year and by 0.4% compared to August. Analysts expected an increase in the first indicator by 8.4%, the second by 0.2%.

The jump in inflation to 40-year peaks this year forced the Fed to raise the rate quickly. This led to a collapse of the S&P 500 by about 25% and a rise in the dollar by almost 18%.

If the latest figures on consumer prices in the United States, which will be released on Thursday, do not provide arguments for softening the hawkish position of the Fed, the markets will begin to put in quotes expectations of a peak value of the federal funds rate of about 5% in 2023.

In this scenario, USD may well enter the range of 115-120, which implies a growth potential of 2-6% from current values.

The consensus forecast of Bloomberg analysts suggests that the consumer price index in September in the United States will be 8.1% against 8.3% in August.

JPMorgan Chase believes that the consumer price index in the range of 8.1% to 8.3% in September will be a negative result for the US stock market, estimating that the S&P 500 will fall by about 2% on Thursday in this scenario.

The combination of a high consumer price index for September, poor company earnings results for the third quarter and an exogenous shock in oil prices may lead to the S&P 500 reaching 3,300 points, which represents a potential decline of 9% compared to current levels, the bank's strategists noted.

Conversely, any values of the consumer price index below 8.1% can lead to a significant increase in the stock market. In particular, the consumer price index below 7.9% is likely to trigger a 2-3% rally on Thursday, JPMorgan Chase added.

This is due to the fact that such a slowdown in inflation will strengthen investors in the opinion that the Fed may soon abandon an aggressive increase in interest rates, since inflation will clearly show signs of slowing down. It would also open the door for investors to take a fresh look at the possibility of a "soft landing" of the economy.

The scenario of a dovish consumer price index, combined with an unexpected increase in company revenues, could return the S&P 500 to the path of testing the 4000 level, which represents an 11% growth potential, JPMorgan Chase believes.

"We think that any value below 7.8% will be enough to provoke a move to 4000, as this will probably be interpreted as the fact that inflation indicators are beginning to react to other indicators, which will pave the way for more dovish surprises. In addition, we could see that the futures market is starting to abandon the idea of raising the Fed rate in 2023," the bank's specialists said.

At the same time, the central element of the report is core inflation, since it reflects how effectively the Fed's policy is coping with the reduction of excess consumer demand, which is almost the main variable in the current tight policy of the central bank.

A strong indicator for core inflation is likely to allow the dollar to remain stable and leave risky assets led by US stocks and the euro under pressure.

A weak core inflation rate of 0.4% or lower is likely to trigger a rally in US stocks and lead to a weakening of the dollar, which will push the EUR/USD pair to growth.

Credit Suisse expects the EUR/USD pair to test the 0.9500 mark on strong US inflation data and parity otherwise.

"We predict that core inflation will come out in line with the expectations of our economists, which brings pricing somewhat closer to another increase in the Fed rate by 75 bps, and this leaves the possibility of further strengthening of the dollar," the bank's analysts said.

"On the other hand, a weak indicator of core inflation, for example, 0.2% m/m or lower, is likely to play into the hands of another contraction of short positions and a sell-off of the dollar, since the market may react to this by revising its expectations in favor of raising the Fed rate by only 50 bps in November," they added they are.

"As for the EUR/USD pair, we expect that strong inflation data in the US will open the door for testing the level of 0.9500 and further – to our lowest price levels for the 4th quarter in the area of 0.9200. Meanwhile, weak data risks testing parity and our strategic "sales zone" in the range of 1.0000-1.0200," Credit Suisse said.