MRCI Online
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| ScenarioSM Study for June Canadian Dollar(CME) as of Dec 31, 2010 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May |
| Tested Years | 29 | 30 | 31 | 33 | 33 | 33 | 33 | 34 | 34 | 34 | 34 | |
| Closed Higher | 13 | 19 | 20 | 16 | 14 | 18 | 11 | 15 | 19 | 21 | 15 | |
| Exceeded High | 10 | 15 | 14 | 11 | 13 | 15 | 10 | 13 | 14 | 17 | 8 | |
| Scenario Percentage | 77% | 79% | 70% | 69% | 93% | 83% | 91% | 87% | 74% | 81% | 53% | |
| Avg Max Increase | 2.67% | 3.07% | 3.03% | 1.97% | 2.02% | 2.05% | 2.15% | 2.84% | 3.91% | 2.45% | 1.28% | |
| Max Increase | 5.50% | 11.46% | 9.39% | 4.29% | 4.34% | 4.98% | 4.31% | 5.92% | 15.65% | 10.60% | 2.63% | |
| Avg Days To Max Increase | 23 | 21 | 15 | 14 | 19 | 18 | 16 | 21 | 19 | 11 | 8 | |
| Avg Max Decline | -0.37% | -0.43% | -0.44% | -0.43% | -0.98% | -0.78% | -0.76% | -0.87% | -0.52% | -0.50% | -0.43% | |
| Max Decline | -2.99% | -2.51% | -2.55% | -2.21% | -3.26% | -4.68% | -2.02% | -3.58% | -1.59% | -1.99% | -0.83% | |
| Avg Days to Max Decline | 3 | 5 | 8 | 3 | 15 | 10 | 8 | 8 | 6 | 6 | 2 | |
| 2010 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
