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 March Canadian Dollar(CME) as of Jan 01, 2018
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb
Tested Years   38 40 40 41 41 41 41 41 41 41 41
Closed Higher   26 17 24 19 22 27 19 14 21 13 22
Exceeded High   21 10 17 13 18 18 12 13 18 11 13
Scenario Percentage   81% 59% 71% 68% 82% 67% 63% 93% 86% 85% 59%
Avg Max Increase   2.40% 2.28% 1.93% 2.83% 2.78% 2.79% 2.12% 1.93% 2.01% 1.76% 1.54%
Max Increase   10.35% 4.44% 3.96% 5.66% 11.64% 9.54% 4.41% 4.07% 4.62% 4.39% 3.58%
Avg Days To Max Increase   19 17 21 19 17 16 15 19 18 8 8
Avg Max Decline   -0.57% -1.28% -0.49% -0.66% -0.50% -0.56% -0.49% -1.03% -0.79% -0.69% -0.25%
Max Decline   -2.05% -6.78% -1.87% -2.99% -2.56% -2.54% -2.24% -3.31% -4.63% -2.04% -1.31%
Avg Days to Max Decline   8 12 10 10 5 9 5 15 9 7 2
2017 Contract Condition   Yes   Yes     Yes       Yes  
Action   No   No     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 Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb
Tested Years   38 40 40 41 41 41 41 41 41 41 41
Closed Lower   12 23 16 22 19 14 21 26 20 28 19
Penetrated Low   10 13 12 16 12 13 15 20 16 21 12
Scenario Percentage   83% 57% 75% 73% 63% 93% 71% 77% 80% 75% 63%
Avg Max Decline   2.06% 2.58% 3.03% 2.19% 4.23% 1.74% 2.49% 3.26% 2.92% 2.22% 1.36%
Max Decline   5.05% 4.79% 8.04% 5.52% 17.72% 3.91% 7.78% 10.47% 9.18% 5.91% 2.82%
Avg Days To Max Decline   14 18 18 19 19 15 18 20 17 10 8
Avg Max Increase   -0.34% -0.78% -1.02% -0.46% -0.92% -0.68% -0.92% -0.54% -0.51% -0.54% -0.16%
Max Increase   -1.75% -3.73% -4.75% -2.16% -3.43% -1.89% -4.44% -2.60% -1.37% -2.65% -0.47%
Avg Days to Max Increase   3 8 8 9 11 7 10 8 9 4 1
2017 Contract Condition     Yes   Yes Yes   Yes   Yes   Yes
Action     Yes   Yes Yes   Yes   No   Yes
High 77.81 79.99 79.98 79.05 77.93 78.39 78.03 77.00 75.47 76.55 77.15 77.07
Low 74.00 75.74 75.95 76.21 75.59 75.89 75.39 74.54 73.68 73.61 74.35 75.11
Close/Last 77.12 79.74 76.21 77.13 76.73 76.32 76.33 74.59 74.59 74.41 76.83 75.25

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