MRCI Online
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| ScenarioSM Study for September Australian Dollar(CME) as of Dec 30, 2016 | ||||||||||||
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| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug |
| Tested Years | 19 | 19 | 19 | 24 | 25 | 27 | 30 | 30 | 30 | 30 | 30 | |
| Closed Higher | 14 | 10 | 9 | 10 | 18 | 15 | 21 | 11 | 18 | 15 | 14 | |
| Exceeded High | 10 | 8 | 8 | 7 | 17 | 13 | 18 | 11 | 15 | 12 | 9 | |
| Scenario Percentage | 71% | 80% | 89% | 70% | 94% | 87% | 86% | 100% | 83% | 80% | 64% | |
| Avg Max Increase | 3.67% | 3.78% | 2.92% | 4.11% | 5.30% | 5.20% | 4.27% | 2.99% | 3.80% | 2.73% | 1.96% | |
| Max Increase | 6.89% | 8.30% | 6.67% | 5.86% | 14.85% | 15.44% | 13.38% | 6.14% | 9.66% | 5.75% | 2.99% | |
| Avg Days To Max Increase | 19 | 11 | 13 | 15 | 19 | 17 | 18 | 13 | 15 | 12 | 11 | |
| Avg Max Decline | -0.63% | -0.77% | -0.79% | -0.17% | -1.27% | -0.85% | -0.83% | -1.06% | -1.10% | -1.40% | -0.83% | |
| Max Decline | -2.13% | -3.83% | -3.36% | -0.83% | -5.29% | -2.34% | -4.12% | -3.37% | -4.56% | -2.99% | -2.28% | |
| Avg Days to Max Decline | 7 | 11 | 9 | 4 | 10 | 4 | 5 | 9 | 7 | 14 | 3 | |
| 2016 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | No | Yes | No | Yes | Yes | Yes | Yes | |||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
