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MRCI's ScenarioSM Study
ScenarioSM Study for December Australian Dollar(CME) as of Oct 31, 2004
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years 6 6 6 13 14 15 16 17 17 17 17
Closed Higher 2 3 3 8 6 6 6 11 8 10 11
Exceeded High 2 3 3 7 5 5 6 10 8 9 8
Scenario Percentage 100% 100% 100% 88% 83% 83% 100% 91% 100% 90% 73%
Avg Max Increase 4.24% 4.60% 4.93% 4.59% 1.90% 2.23% 2.76% 3.44% 3.46% 4.01% 1.66%
Max Increase 5.15% 5.36% 6.41% 7.83% 4.80% 5.82% 5.49% 10.24% 8.93% 8.12% 4.11%
Avg Days To Max Increase 6 23 17 16 11 15 16 17 13 10 9
Avg Max Decline 0.17% -0.66% -1.37% -0.19% -0.45% -1.10% -0.60% -1.03% -0.75% -0.31% -0.32%
Max Decline -0.70% -3.27% -1.76% -1.65% -1.83% -3.44% -1.19% -3.23% -2.39% -1.39% -1.25%
Avg Days to Max Decline 2 17 5 3 8 8 7 7 9 6 2
2004 Contract Condition Yes Yes         Yes Yes Yes Yes  
Action Yes No         Yes Yes Yes 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 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years 6 6 6 13 14 15 16 17 17 17 17
Closed Lower 4 3 3 5 8 9 10 6 9 7 6
Penetrated Low 2 2 2 5 7 6 9 4 5 6 2
Scenario Percentage 50% 67% 67% 100% 88% 67% 90% 67% 56% 86% 33%
Avg Max Decline 8.40% 6.84% 3.85% 3.93% 2.37% 4.62% 4.40% 6.19% 4.80% 2.47% 1.96%
Max Decline 11.65% 8.78% 6.42% 10.10% 6.18% 11.65% 9.88% 11.09% 6.45% 5.75% 2.91%
Avg Days To Max Decline 18 15 9 22 15 12 16 29 25 16 7
Avg Max Increase -0.72% -0.49% 0.33% -1.31% -1.46% -0.94% -1.40% -0.78% -1.70% -1.54% -0.03%
Max Increase -0.93% -0.61% 0.10% -2.41% -4.71% -2.36% -5.96% -2.67% -3.42% -2.10% -0.16%
Avg Days to Max Increase 1 7 2 14 13 10 10 16 10 10 1
2004 Contract Condition     Yes Yes Yes Yes         Yes
Action     Yes Yes No No          
High 74.98 77.05 74.60 74.72 71.44 69.90 72.33 71.70 72.34 74.71 74.50
Low 72.87 72.83 70.84 69.75 66.79 67.24 68.70 69.00 67.97 71.40 74.10
Close/Last 73.45 74.67 74.33 70.32 69.90 68.52 69.17 69.64 72.33 74.53 74.38