Benchmark copper on the London Metal Exchange (LME) fell 0.2pc to $5,839.50 a tonne at 0748 GMT, and was down 9pc for the month of May, the strongest monthly decline since November 2015.
The metal has fallen 10.3pc in the past three months.
US President Donald Trump, responding to a surge of illegal immigrants across the southern border, vowed on Thursday to impose a tariff on all goods coming from Mexico, starting at 5pc and ratcheting much higher until the flow of people ceases.
Chinese data released on Friday showed a disappointing performance in the manufacturing sector in May, adding to pressure on Beijing to roll out stimulus measures to support its economy hit by a trade war with the United States.
"We expect (the Chinese) government will continue to adopt many stimulus tools available to protect the economy, including further monetary easing such as reserve requirement ratios cuts and fiscal stimulus," said analyst Helen Lau of Argonaut Securities in a note.
FUNDAMENTALS
COPPER TCs/RCs: Spot prices for refining copper concentrate have fallen to their lowest in 6-1/2 years and look set to stay under pressure, as China cements itself as a dominant producer of processed metal.
COPPER SUPPLY: Disruptions in top copper producer Chile, political and power problems in Zambia and restrictions on scrap imports into China are expected to weigh on copper supplies and likely lead to a tighter market in the second half of 2019.
CODELCO OUTPUT: Chile's Codelco, the world's top copper miner, reported an 18pc year-on-year drop in its first-quarter copper output on Thursday to just 342,000 tonnes, as unions at its Chuquicamata mine announced they would hold talks with the company in hopes of averting a strike.
ZAMBIA COPPER: Zambia says its decision to punish miner Vedanta's local operation for breaching environmental and financial regulations is a signal to other firms to follow the law, mines minister Richard Musukwa said on Thursday.
PRICES: Three-month aluminium in London rose 0.3pc while zinc dropped 1pc.
In Shanghai, copper fell 0.9pc to 46,180 yuan ($6,691.20) a tonne, nickel eased 0.1pc and lead declined 1.2pc.
SHANGHAI STOCKS: Nickel inventories in warehouses monitored by the Shanghai Futures Exchange rose 9.2pc from last Friday to 9,938 tonnes, the exchange said.
NICKEL: The Philippines' nickel ore production in the first quarter rose 3pc from a year earlier to 2.97 million dry metric tonnes, despite zero output from more than half of the country's 28 mines, the government said on Thursday.