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MRCI's Historical Limit Report

Orange Juice(ICE)
Last 200 Days Limit Statistics(1974-2008 Contracts)

Limit
Up
Tot Pct
Exceed
Limit
Down
Tot Pct
Exceed
Total Limits 379   374  
Exceed Day 1 227(60%) 60% 214(57%) 57%
Exceed Day 2 19(5%) 65% 15(4%) 61%
Exceed Day 3 57(15%) 80% 62(17%) 78%
Exceed Days 4-7 22(6%) 86% 29(8%) 86%
Exceed Days 8-20 14(4%) 89% 24(6%) 92%
Exceed Days 21-50 12(3%) 93% 11(3%) 95%
Exceed Days 51-100 2(1%) 93% 6(2%) 97%
Exceed > Day 100 26(7%) 100% 13(3%) 100%
Exceed by
Later Contracts
24(6%)   15(4%)  
Limits by Month
Type Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Up 103 25 44 23 14 20 16 21 10 47 9 47
Down 51 36 24 22 14 38 25 22 16 58 23 45
Total 154 61 68 45 28 58 41 43 26 105 32 92

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