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MRCI's Historical Limit Report

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MRCI's Historical Limit Report

Orange Juice(ICE)
Last 200 Days Limit Statistics(1974-2012 Contracts)

Limit
Up
Tot Pct
Exceed
Limit
Down
Tot Pct
Exceed
Total Limits 404   378  
Exceed Day 1 237(59%) 59% 217(57%) 57%
Exceed Day 2 19(5%) 63% 16(4%) 62%
Exceed Day 3 62(15%) 79% 64(17%) 79%
Exceed Days 4-7 23(6%) 84% 25(7%) 85%
Exceed Days 8-20 16(4%) 88% 24(6%) 92%
Exceed Days 21-50 14(3%) 92% 11(3%) 94%
Exceed Days 51-100 3(1%) 93% 6(2%) 96%
Exceed > Day 100 29(7%) 100% 13(3%) 99%
Exceed by
Later Contracts
28(7%)   15(4%)  
Limits Not Exceeded
Date Up Down
Mar 2012-01/12/2012   178.10
Mar 2012-01/26/2012 221.15  
May 2012-01/12/2012   174.60
Limits by Month
Type Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Up 119 25 44 21 14 21 16 22 10 52 10 50
Down 53 36 24 20 14 37 25 25 19 57 23 45
Total 172 61 68 41 28 58 41 47 29 109 33 95
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