Your Win Condition
Your primary target is the level six timer. If he does not have Phase Rush, he dies very easily once you have your ultimate.
General Strategy
Run Doran's Shield with Ghost and Flash. This is due to his significant poke. You need to play quite passively 1-5 to conserve HP and mana. If you have to give up 10 or 15 minions, that's acceptable. Wait for your moment to strike at level six.
Trading Patterns
Utilize bush control to stay healthy. Do not take too much damage pre-six. The level six all-in formula is: hit your axe first, then pop Ghost and commit your summoner spells, ensuring you don't fumble your axe and allow him to E away. Your ultimate negates his main disengage (CC).
Wave Management
Let him push you in during the early game. Go for a trade only when the wave is bouncing back towards him. Maintain high HP leading up to level six.
Their Win Condition
Kennen wins by taking Phase Rush (which makes the lane much harder). He also wins by poking you down, forcing you to give up HP and ultimately lose the level six all-in opportunity.

