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MRCI's ScenarioSM Study
ScenarioSM Study for September Australian Dollar(CME) as of Oct 04, 2004
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years 7 7 7 12 13 15 18 18 18 18 18
Closed Higher 4 5 3 6 8 8 11 8 8 8 12
Exceeded High 4 4 3 5 7 6 10 8 7 7 6
Scenario Percentage 100% 80% 100% 83% 88% 75% 91% 100% 88% 88% 50%
Avg Max Increase 4.08% 5.77% 3.46% 4.23% 4.61% 5.57% 4.87% 2.66% 3.05% 2.56% 1.74%
Max Increase 6.70% 8.30% 6.67% 5.30% 9.71% 9.56% 9.28% 6.14% 6.46% 5.75% 2.67%
Avg Days To Max Increase 23 16 11 16 20 21 17 11 14 15 10
Avg Max Decline 0.00% -0.36% 0.11% -0.10% -0.64% -0.85% -0.28% -0.59% -0.75% -0.82% -0.60%
Max Decline -1.21% -3.21% -0.39% -0.83% -3.23% -1.82% -1.69% -1.97% -2.00% -1.61% -2.01%
Avg Days to Max Decline 8 6 14 4 14 4 2 6 7 9 2
2004 Contract Condition Yes Yes Yes Yes Yes         Yes Yes
Action Yes Yes Yes Yes No         Not Yet Not Yet
Copyright © 2003 Moore Research Center, Inc. All Rights Reserved.
Some data provided by Prophetfinance.com
Condition 2: Lower Monthly Close.
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
Tested Month Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years 7 7 7 12 13 15 18 18 18 18 18
Closed Lower 3 2 4 6 5 7 7 10 10 10 6
Penetrated Low 3 2 1 4 4 5 7 8 5 8 3
Scenario Percentage 100% 100% 25% 67% 80% 71% 100% 80% 50% 80% 50%
Avg Max Decline 3.54% 4.06% 2.66% 5.51% 5.33% 5.60% 4.75% 2.47% 5.61% 3.92% 3.44%
Max Decline 7.59% 7.05% 2.66% 11.67% 8.85% 10.15% 10.19% 6.31% 11.68% 9.88% 4.32%
Avg Days To Max Decline 20 18 8 16 19 14 20 13 13 13 7
Avg Max Increase -1.47% -2.38% -0.02% -0.47% -0.64% -0.30% -1.40% -0.91% -1.18% -0.93% 0.09%
Max Increase -1.54% -4.75% -0.02% -0.93% -0.89% -1.45% -2.27% -4.92% -2.41% -2.48% -0.19%
Avg Days to Max Increase 8 22 2 2 8 8 11 7 12 9 2
2004 Contract Condition           Yes Yes Yes Yes    
Action           Yes Yes No No    
High 68.39 70.01 72.97 75.82 77.84 75.30 75.50 72.20 70.80 73.00 72.42
Low 65.39 67.56 70.34 73.67 73.67 71.32 70.50 67.49 67.55 68.98 69.61
Close/Last 68.39 70.01 72.97 74.29 75.52 75.11 71.08 70.52 69.10 69.79 70.27