Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's Scenario Study

MRCI Logo
MRCI's ScenarioSM Study
ScenarioSM Study for June Australian Dollar(CME) as of May 10, 2024
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May
Tested Years   25 25 26 31 33 33 35 37 37 37 37
Closed Higher   12 7 13 21 17 18 15 24 19 23 15
Exceeded High   10 6 11 15 15 13 10 20 16 19 12
Scenario Percentage   83% 86% 85% 71% 88% 72% 67% 83% 84% 83% 80%
Avg Max Increase   3.26% 4.98% 4.77% 4.07% 3.45% 3.27% 3.47% 5.21% 4.71% 4.22% 2.02%
Max Increase   8.04% 10.62% 9.22% 7.84% 8.54% 7.74% 6.06% 15.17% 15.68% 13.56% 6.08%
Avg Days To Max Increase   16 19 18 19 13 18 14 20 17 9 5
Avg Max Decline   -2.24% -1.37% -0.95% -0.81% -0.83% -1.47% -0.43% -1.53% -0.85% -0.79% -0.38%
Max Decline   -8.29% -2.11% -2.61% -1.88% -4.15% -3.97% -1.12% -5.42% -2.35% -2.30% -1.19%
Avg Days to Max Decline   18 3 7 9 8 11 7 10 5 4 2
2024 Contract Condition   Yes       Yes Yes     Yes   Yes
Action   No       Yes No     Not Yet    
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.
Condition 2: Lower Monthly Close.
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
Tested Month Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May
Tested Years   25 25 26 31 33 33 35 37 37 37 37
Closed Lower   13 18 13 10 16 14 20 13 18 14 22
Penetrated Low   12 11 10 9 11 10 12 11 13 14 12
Scenario Percentage   92% 61% 77% 90% 69% 71% 60% 85% 72% 100% 55%
Avg Max Decline   5.11% 6.59% 5.18% 2.64% 3.40% 3.17% 4.57% 4.71% 4.03% 4.38% 2.01%
Max Decline   15.68% 27.82% 22.66% 7.62% 8.57% 6.21% 17.96% 15.67% 10.75% 10.03% 6.17%
Avg Days To Max Decline   14 13 17 18 22 15 13 19 15 14 7
Avg Max Increase   -1.26% -0.90% -1.43% -1.66% -1.95% -1.36% -1.46% -1.00% -0.94% -1.30% -0.20%
Max Increase   -5.47% -2.58% -4.30% -4.38% -4.82% -3.84% -4.76% -2.23% -1.90% -3.00% -2.30%
Avg Days to Max Increase   9 8 9 13 18 8 10 13 17 5 2
2024 Contract Condition     Yes Yes Yes     Yes Yes   Yes  
Action     Yes Yes No     Yes Yes   Not Yet  
High 69.29 69.47 67.02 65.59 64.97 67.05 69.00 68.67 66.34 66.87 66.58 66.72
Low 65.54 66.54 64.35 64.03 63.22 63.61 65.62 65.56 64.68 64.98 63.73 64.75
Close/Last 67.13 67.78 65.36 64.91 63.82 66.41 68.44 66.21 65.15 65.33 64.92 66.13

Banner

Login

Main Menu

MRCI Online

Free Links

Newsflash

The world will still run for decades on fossil-fuel energy --- crude oil, gasoline, heating oil, natural gas.  Buy 'em?  Sell 'em?  When?  Just since 2008, crude oil traded at $147/barrel, collapsed to -$40.32/barrel in 2020, ran to higher than $130 in early 2022, and the traded less than half that in May!

MRCI's newest special report is complete with seasonal patterns & weekly charts: for each delivery month and several spreads against each; for product spreads; for cash & basis; and for 3/2/1 and 2/1/1 crack spreads.  Better yet, this 284-page volume presents 190 seasonal & spread strategies to anticipate throughout the next 12-months. Order your copy today! https://www.mrci.com/products/energy