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 June Japanese Yen(CME) as of Dec 30, 2011
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   23 25 27 33 34 35 35 35 35 35 35
Closed Higher   10 17 16 17 16 18 13 19 16 17 13
Exceeded High   8 13 14 13 13 15 10 15 11 11 7
Scenario Percentage   80% 76% 88% 76% 81% 83% 77% 79% 69% 65% 54%
Avg Max Increase   4.49% 6.04% 7.01% 4.85% 4.74% 3.58% 5.80% 6.44% 4.44% 4.23% 2.23%
Max Increase   9.36% 22.09% 19.14% 13.75% 9.70% 12.98% 10.78% 19.42% 10.41% 11.16% 4.62%
Avg Days To Max Increase   18 17 18 20 19 13 19 16 18 14 10
Avg Max Decline   -0.82% -0.65% -0.60% -1.36% -1.09% -1.17% -1.27% -0.78% -1.10% -0.61% -0.38%
Max Decline   -2.84% -3.57% -2.89% -6.37% -3.34% -4.02% -5.98% -3.20% -3.17% -1.10% -0.99%
Avg Days to Max Decline   9 12 6 11 6 8 9 9 5 5 2
2011 Contract Condition   Yes Yes Yes Yes   Yes   Yes   Yes  
Action   Yes Yes Yes No   Yes   Yes   Yes  
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 Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May
Tested Years   23 25 27 33 34 35 35 35 35 35 35
Closed Lower   13 8 11 16 18 17 22 16 19 18 22
Penetrated Low   9 5 11 15 16 16 19 13 17 14 14
Scenario Percentage   69% 63% 100% 94% 89% 94% 86% 81% 89% 78% 64%
Avg Max Decline   3.71% 3.82% 3.03% 3.81% 3.92% 3.83% 3.99% 5.18% 3.36% 3.91% 2.06%
Max Decline   16.02% 7.00% 5.74% 8.63% 8.91% 9.06% 9.59% 10.19% 8.53% 11.64% 4.47%
Avg Days To Max Decline   18 15 19 20 15 15 22 12 13 11 8
Avg Max Increase   -1.16% -0.30% -0.30% -1.50% -0.83% -0.61% -1.61% -0.87% -0.88% -0.47% -0.60%
Max Increase   -2.75% -1.16% -1.33% -4.98% -3.44% -2.07% -4.15% -4.50% -3.24% -1.90% -1.81%
Avg Days to Max Increase   9 2 9 7 9 3 10 5 8 4 2
2011 Contract Condition           Yes   Yes   Yes   Yes
Action           Yes   Yes   Yes   Not Yet
High 113.84 116.27 119.42 120.80 124.57 124.57 123.45 123.42 123.88 129.57 123.42 125.70
Low 108.87 113.60 116.06 117.00 119.32 119.09 118.60 119.83 119.19 120.11 116.97 121.61
Close/Last 113.84 116.27 119.42 120.34 124.57 120.00 123.42 122.07 122.43 120.40 123.30 122.73

Banner

Login

Newsflash

Let MRCI introduce you to our Futures Highlight!

The focus on a single market each month can provide you more in-depth knowledge of how it trades. What if you knew such things as ...
(1) average daily ranges by day of week
(2)  how often it tends to close higher/lower by day of week
(3)  how often it tends to gap up/down
(4)  historical summary of daily % of price change

FREE for a limited time!!!