U.S. dollar, yen climb as Delta variant crushes risk sentiment

After 2,356 past bullish macro events, US Dollar (Broad) moved a median +0.2% over 5 sessions (60% higher; middle half -0.3% to +0.7%), and +0.4% over 20.

• Mar 31, 2020Yen declines on year-end U.S. dollar demand | Financial Post+0.7%
• Sep 9, 2020Dollar and yen rise as tech selloff sends investors to safety | Financial Post-0.7%
• Sep 26, 2022Rupee seen at record low as dollar, U.S. yields surge; RBI eyed | Financial Post+0.2%
• Sep 13, 2022Latam FX slump as hot U.S. inflation sends dollar soaring | Financial Post+1.4%
• Sep 28, 2021Canadian dollar retreats from 3-week high as bond yields climb | Financial Post+0.5%

After 565 past bearish macro events, Crude Oil (WTI) moved a median -1.4% over 5 sessions (41% higher; middle half -5.9% to +3.0%), and -0.5% over 20.

• Sep 9, 2020Dollar and yen rise as tech selloff sends investors to safety | Financial Post+3.9%
• Jun 11, 2020Canadian dollar slides as investor risk appetite wanes | Financial Post-4.1%
• Jun 24, 2020C$ dips as pickup in coronavirus cases weighs on sentiment | Financial Post-2.8%
• Nov 18, 2022Canadian dollar extends weekly decline as oil prices slide | Financial Post-6.5%
• Oct 26, 2020Canadian dollar hits 10-day low as virus clips global outlook | Financial Post-10.3%