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 May 09, 2024
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   44 45 45 45 45 45 45 45 45 45 45
Closed Higher   29 19 27 24 23 28 20 17 24 16 23
Exceeded High   23 14 21 17 19 19 13 15 20 13 15
Scenario Percentage   79% 74% 78% 71% 83% 68% 65% 88% 83% 81% 65%
Avg Max Increase   2.54% 2.57% 2.03% 2.61% 2.65% 2.73% 2.24% 2.06% 2.07% 1.57% 1.63%
Max Increase   10.35% 8.40% 4.32% 5.66% 11.64% 9.54% 4.41% 4.07% 4.62% 4.39% 3.66%
Avg Days To Max Increase   18 15 21 17 16 15 18 19 19 7 9
Avg Max Decline   -0.65% -0.91% -0.49% -0.85% -0.50% -0.54% -0.65% -0.94% -0.87% -0.64% -0.31%
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   9 9 9 11 5 8 6 14 10 6 2
2024 Contract Condition   Yes   Yes Yes       Yes Yes    
Action   Yes   Yes No       Yes No    
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   44 45 45 45 45 45 45 45 45 45 45
Closed Lower   15 26 18 21 22 17 24 27 21 29 22
Penetrated Low   13 14 13 15 15 14 18 21 15 21 15
Scenario Percentage   87% 54% 72% 71% 68% 82% 75% 78% 71% 72% 68%
Avg Max Decline   1.89% 2.60% 3.20% 2.21% 3.85% 1.81% 2.31% 3.10% 3.01% 2.47% 1.80%
Max Decline   5.05% 4.79% 8.04% 5.52% 17.72% 3.91% 7.78% 10.47% 9.18% 6.38% 5.17%
Avg Days To Max Decline   15 18 17 18 19 15 17 21 18 11 10
Avg Max Increase   -0.35% -0.77% -1.02% -0.52% -1.03% -0.78% -0.94% -0.76% -0.53% -0.60% -0.22%
Max Increase   -1.75% -3.73% -4.75% -2.16% -3.44% -2.32% -4.44% -2.60% -1.37% -2.65% -0.66%
Avg Days to Max Increase   4 8 8 9 10 7 11 8 9 6 3
2024 Contract Condition     Yes     Yes Yes Yes     Yes Yes
Action     No     Yes Yes Yes     Yes Yes
High 74.35 75.43 75.41 76.48 76.56 75.89 74.90 73.93 73.98 75.99 75.68 74.86
Low 72.69 73.61 73.66 73.99 75.16 73.55 73.25 72.17 72.12 73.54 73.91 73.52
Close/Last 74.27 74.28 74.01 75.85 76.12 74.19 73.95 72.30 73.83 75.63 74.67 73.67

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