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MRCI's ScenarioSM Study
ScenarioSM Study for December Japanese Yen(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 18 21 23 27 27 27 27 27 27 27 27
Closed Higher 3 11 10 12 10 13 11 14 15 13 11
Exceeded High 3 7 8 8 10 9 9 11 13 9 3
Scenario Percentage 100% 64% 80% 67% 100% 69% 82% 79% 87% 69% 27%
Avg Max Increase 6.19% 8.40% 5.24% 5.02% 4.93% 4.41% 4.60% 7.05% 6.51% 3.46% 2.79%
Max Increase 9.98% 19.83% 10.37% 9.71% 15.49% 10.93% 9.83% 22.99% 19.82% 7.47% 2.86%
Avg Days To Max Increase 19 18 22 14 16 14 19 16 17 17 9
Avg Max Decline -0.17% -0.46% -1.38% -0.91% -1.11% -1.00% -1.44% -1.03% -0.26% -0.53% -0.49%
Max Decline -0.71% -2.45% -3.18% -3.93% -3.98% -2.69% -3.75% -3.55% -1.63% -2.57% -1.02%
Avg Days to Max Decline 4 7 5 9 7 9 13 11 8 4 1
2004 Contract Condition Yes   Yes     Yes   Yes   Yes  
Action Yes   Yes     No   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 18 21 23 27 27 27 27 27 27 27 27
Closed Lower 15 10 13 14 17 14 16 13 12 14 16
Penetrated Low 13 7 10 12 14 12 12 10 12 13 12
Scenario Percentage 87% 70% 77% 86% 82% 86% 75% 77% 100% 93% 75%
Avg Max Decline 4.27% 6.27% 4.09% 4.53% 4.70% 4.59% 3.60% 4.30% 4.04% 2.81% 4.59%
Max Decline 9.63% 11.00% 9.36% 13.47% 8.06% 15.07% 16.03% 8.34% 11.20% 8.39% 20.73%
Avg Days To Max Decline 22 14 15 17 18 16 12 17 17 8 5
Avg Max Increase -1.43% -0.05% -0.87% -0.43% -0.84% -0.76% -1.36% -0.76% -0.90% -1.29% 0.18%
Max Increase -3.84% -1.59% -3.03% -2.76% -1.92% -2.25% -3.61% -2.28% -2.67% -2.90% -1.66%
Avg Days to Max Increase 12 2 11 6 9 6 9 7 7 6 2
2004 Contract Condition   Yes   Yes Yes   Yes   Yes   Yes
Action   Yes   Yes No   No   Not Yet    
High 95.87 96.20 97.20 97.40 93.00 94.10 93.27 92.42 92.17 94.75 94.42
Low 94.42 92.11 90.10 91.10 88.00 90.68 89.66 89.99 89.97 90.02 94.03
Close/Last 95.65 92.51 96.64 91.43 91.35 92.68 90.37 91.99 91.27 94.66 94.18