The rand slid against the dollar on Wednesday morning on fears that Gordhan will be arrested..
The former glamour model has reportedly enlisted the help of divorce lawyer Fiona Shackleton - who represented her during her divorce from Peter Andre in 2009 - after the cage-fighter sneaked back into their marital home late at night after the 32-year-old star released a hard-hitting statement announcing their separation on Tuesday.
An insider told the Daily Mirror newspaper: "The situation is getting more hostile and awkward. Kate thought Alex had left for good and was in bed when she heard him suddenly come in, shortly before midnight, and slip into the spare room. She was horrified, not to mention a little startled.
"The pair are no longer speaking at all, not even by text message. Although it seems unlikely, Katie is looking for an amicable resolution to the deadlock. The last thing she wants is to be confrontational. But one worry is that Alex has loads of private photos, showing Katie in ways she'd rather not be made public."
Katie and Alex, 35, had planned to release a statement ending their marriage earlier this month, but the cage-fighter begged his spouse - who has children Harvey, 8, Junior, 5, and Princess Tiaamii, 3, from previous relationships - to delay the announcement to allow them time to attempt to repair their problems.
Though Katie had made her feelings clear to Alex, she was left "creeped out" by his insistence on sharing a bed with her even though she wanted her own space.
A friend of the model told the Daily Star newspaper: "She honestly thought he was only staying in the house because he genuinely doesn't have anywhere else to go. But him sharing a bed with her was starting to creep her out a bit and she just didn't get it.
"Most couples sleep separately even if they have had a petty row. So to still be there after the emotional rollercoaster they have faced is a bit weird to say the least. It has not made Kate feel very comfortable and she is exhausted."