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MRCI's ScenarioSM Study
ScenarioSM Study for December Canadian 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 23 26 26 27 27 27 27 27 27 27 27
Closed Higher 10 9 13 17 11 17 12 15 17 12 11
Exceeded High 9 9 10 14 7 10 8 13 13 10 9
Scenario Percentage 90% 100% 77% 82% 64% 59% 67% 87% 76% 83% 82%
Avg Max Increase 2.39% 1.91% 2.69% 1.89% 1.55% 1.74% 2.10% 1.93% 1.85% 1.15% 0.68%
Max Increase 3.89% 3.87% 9.67% 7.69% 2.57% 3.83% 4.04% 6.63% 4.51% 2.38% 1.77%
Avg Days To Max Increase 17 17 13 18 15 19 21 18 16 9 9
Avg Max Decline -0.51% -0.56% -0.42% -0.45% -0.66% -0.41% -0.36% -0.58% -0.36% -0.43% -0.30%
Max Decline -1.74% -2.52% -1.39% -1.85% -1.64% -1.77% -0.78% -2.54% -2.02% -2.18% -1.34%
Avg Days to Max Decline 8 7 7 9 5 8 8 5 10 3 3
2004 Contract Condition     Yes   Yes Yes Yes Yes Yes Yes  
Action     Yes   Yes Yes 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 23 26 26 27 27 27 27 27 27 27 27
Closed Lower 12 17 13 9 15 9 15 12 9 14 16
Penetrated Low 9 11 9 7 7 5 10 8 9 9 11
Scenario Percentage 75% 65% 69% 78% 47% 56% 67% 67% 100% 64% 69%
Avg Max Decline 3.19% 2.33% 1.76% 1.78% 2.98% 3.13% 1.92% 2.66% 1.64% 1.64% 1.72%
Max Decline 6.46% 4.65% 4.22% 3.35% 4.34% 7.77% 4.92% 5.60% 3.86% 2.62% 6.05%
Avg Days To Max Decline 20 15 15 13 20 19 18 19 15 10 10
Avg Max Increase -0.20% -0.24% -0.22% -0.11% -0.27% -0.53% -0.26% -0.66% -0.76% -0.22% -0.18%
Max Increase -0.70% -1.66% -1.08% -0.40% -1.24% -0.97% -1.19% -1.82% -1.49% -0.82% -0.53%
Avg Days to Max Increase 3 4 7 1 7 8 8 15 9 4 2
2004 Contract Condition Yes Yes   Yes             Yes
Action Yes Yes   Yes              
High 77.95 75.85 76.07 76.12 73.50 74.90 76.37 77.10 79.35 82.20 81.90
Low 74.30 73.60 73.30 72.34 71.18 72.38 74.60 74.90 76.00 78.30 81.54
Close/Last 74.81 74.31 75.83 72.64 73.05 74.90 75.01 76.10 79.20 81.95 81.82