 |
| MRCI's ScenarioSM Summary
|
Copyright © 1991-2000 Moore Research Center, Inc.
| ScenarioSM Summary Jan 31, 2000 |
| Historical Data |
Scenario Data |
Current Market Data |
Mkt |
Cond |
Month |
Prev
Close |
Month
High |
Month
Low |
Month
Close |
Pct
Range |
Total
Years |
Cond
Years |
Action
Years |
Pct |
Scenario
Objective |
Average
Objective |
Last
Price |
| #SSNI |
Higher |
Jan |
18934 |
19596 |
18068 |
19540 |
96% |
17 |
11 |
11 |
100% |
19596 |
20895 |
19540 |
| TYH0 |
Lower |
Jan |
95~275 |
95~245 |
93~215 |
94~250 |
53% |
17 |
4 |
4 |
100% |
93~215 |
92~055 |
94~250 |
| TYM0 |
Lower |
Jan |
95~185 |
95~110 |
93~110 |
94~125 |
52% |
17 |
4 |
4 |
100% |
93~110 |
91~211 |
94~125 |
| FVH0 |
Lower |
Jan |
98~005 |
97~310 |
96~160 |
96~275 |
24% |
11 |
3 |
3 |
100% |
96~160 |
95~041 |
96~275 |
| EDU0 |
Lower |
Jan |
93.320 |
93.285 |
93.005 |
93.020 |
5% |
17 |
7 |
6 |
86% |
93.005 |
92.575 |
93.020 |
| SFH0 |
Lower |
Jan |
63.47 |
65.25 |
60.40 |
60.56 |
3% |
24 |
16 |
15 |
94% |
60.40 |
58.23 |
60.56 |
| SFM0 |
Lower |
Jan |
64.19 |
65.95 |
61.10 |
61.23 |
3% |
24 |
16 |
15 |
94% |
61.10 |
58.39 |
61.23 |
| PLJ0 |
Higher |
Jan |
422.2 |
458.5 |
388.1 |
455.0 |
95% |
27 |
14 |
14 |
100% |
458.5 |
499.1 |
455.0 |
| PLN0 |
Higher |
Jan |
415.2 |
451.0 |
384.0 |
443.0 |
88% |
27 |
14 |
14 |
100% |
451.0 |
490.8 |
443.0 |
| CLK0 |
Higher |
Jan |
23.23 |
26.90 |
22.65 |
25.97 |
78% |
16 |
9 |
8 |
89% |
26.90 |
29.10 |
25.97 |
| CLM0 |
Higher |
Jan |
22.57 |
26.00 |
22.20 |
25.32 |
82% |
16 |
9 |
8 |
89% |
26.00 |
27.92 |
25.32 |
| HUK0 |
Higher |
Jan |
69.65 |
79.50 |
68.50 |
77.61 |
83% |
14 |
9 |
8 |
89% |
79.50 |
85.62 |
77.61 |
| CU0 |
Higher |
Jan |
224.00 |
248.50 |
221.75 |
240.25 |
69% |
40 |
20 |
18 |
90% |
248.50 |
259.78 |
240.25 |
| WN0 |
Higher |
Jan |
268.50 |
290.00 |
263.00 |
277.50 |
54% |
40 |
17 |
15 |
88% |
290.00 |
305.21 |
277.50 |
| LCV0 |
Higher |
Jan |
71.550 |
73.300 |
71.425 |
72.650 |
65% |
33 |
24 |
21 |
88% |
73.300 |
76.106 |
72.650 |
| FCJ0 |
Higher |
Jan |
85.425 |
87.100 |
84.150 |
85.575 |
48% |
27 |
19 |
16 |
84% |
87.100 |
91.612 |
85.575 |
| FCK0 |
Higher |
Jan |
85.400 |
87.075 |
84.300 |
85.675 |
50% |
28 |
19 |
16 |
84% |
87.075 |
91.881 |
85.675 |
| FCQ0 |
Higher |
Jan |
86.300 |
88.000 |
85.400 |
86.850 |
56% |
25 |
19 |
16 |
84% |
88.000 |
91.689 |
86.850 |
| KCK0 |
Lower |
Jan |
128.40 |
125.50 |
113.00 |
113.90 |
7% |
26 |
15 |
14 |
93% |
113.00 |
105.40 |
113.90 |
| KCN0 |
Lower |
Jan |
130.75 |
127.50 |
116.10 |
116.40 |
3% |
26 |
13 |
12 |
92% |
116.10 |
108.19 |
116.40 |
| KCU0 |
Lower |
Jan |
132.65 |
128.50 |
118.00 |
118.25 |
2% |
26 |
13 |
11 |
85% |
118.00 |
109.82 |
118.25 |
- Nikkei 225 Index
- The #SSNI(Mkt) ended Higher(Cond) for
January(Month). Compared to December's 18934(Prev Close), the market ended January at (Month Close),
that being 96%(Pct Range) off of
18068(Month Low) to 19596(Month High).
December's /January closes for each of the last 17 years(Total Years), Scenario found that the Nikkei 225 Index also closed
higher in January than December in 11(Cond Years) of those years.
Of those 11, the #SSNI went on to exceed the January high within the next 2 months in 11 years(Action Years) or 100%(Pct) of the time.
Therefore, the historical odds are high that the the #SSNI should exceed 19596(Scenario Objective) by no later than the end of March.
If it does so, Scenario would further project (based on
normalizing those previous 11 years) a potential move
toward 20895(Average Objective).
- March 10-Year T-Notes(CBOT)
- The TYH0(Mkt) ended Lower(Cond) for
January(Month). Compared to December's 95~275(Prev Close), the market ended January at (Month Close),
that being 53%(Pct Range) off of
93~215(Month Low) to 95~245(Month High).
December's /January closes for each of the last 17 years(Total Years), Scenario found that the March 10-Year T-Notes(CBOT) also closed
lower in January than December in 4(Cond Years) of those years.
Of those 4, TYH went on to penetrate the January low within the next 2 months in 4 years(Action Years) or 100%(Pct) of the time.
Therefore, the historical odds are high that the TYH should penetrate 93~215(Scenario Objective) by no later than the end of March.
If it does so, Scenario would further project (based on
normalizing those previous 4 years) a potential move
toward 92~055(Average Objective).
- June 10-Year T-Notes(CBOT)
- The TYM0(Mkt) ended Lower(Cond) for
January(Month). Compared to December's 95~185(Prev Close), the market ended January at (Month Close),
that being 52%(Pct Range) off of
93~110(Month Low) to 95~110(Month High).
December's /January closes for each of the last 17 years(Total Years), Scenario found that the June 10-Year T-Notes(CBOT) also closed
lower in January than December in 4(Cond Years) of those years.
Of those 4, TYM went on to penetrate the January low within the next 2 months in 4 years(Action Years) or 100%(Pct) of the time.
Therefore, the historical odds are high that the TYM should penetrate 93~110(Scenario Objective) by no later than the end of March.
If it does so, Scenario would further project (based on
normalizing those previous 4 years) a potential move
toward 91~211(Average Objective).
- March 5-Year T-Notes(CBOT)
- The FVH0(Mkt) ended Lower(Cond) for
January(Month). Compared to December's 98~005(Prev Close), the market ended January at (Month Close),
that being 24%(Pct Range) off of
96~160(Month Low) to 97~310(Month High).
December's /January closes for each of the last 11 years(Total Years), Scenario found that the March 5-Year T-Notes(CBOT) also closed
lower in January than December in 3(Cond Years) of those years.
Of those 3, FVH went on to penetrate the January low within the next 2 months in 3 years(Action Years) or 100%(Pct) of the time.
Therefore, the historical odds are high that the FVH should penetrate 96~160(Scenario Objective) by no later than the end of March.
If it does so, Scenario would further project (based on
normalizing those previous 3 years) a potential move
toward 95~041(Average Objective).
- September Eurodollars(IMM)
- The EDU0(Mkt) ended Lower(Cond) for
January(Month). Compared to December's 93.320(Prev Close), the market ended January at (Month Close),
that being 5%(Pct Range) off of
93.005(Month Low) to 93.285(Month High).
December's /January closes for each of the last 17 years(Total Years), Scenario found that the September Eurodollars(IMM) also closed
lower in January than December in 7(Cond Years) of those years.
Of those 7, EDU went on to penetrate the January low within the next 2 months in 6 years(Action Years) or 86%(Pct) of the time.
Therefore, the historical odds are high that the EDU should penetrate 93.005(Scenario Objective) by no later than the end of March.
If it does so, Scenario would further project (based on
normalizing those previous 6 years) a potential move
toward 92.575(Average Objective).
- March Swiss Franc(IMM)
- The SFH0(Mkt) ended Lower(Cond) for
January(Month). Compared to December's 63.47(Prev Close), the market ended January at (Month Close),
that being 3%(Pct Range) off of
60.40(Month Low) to 65.25(Month High).
December's /January closes for each of the last 24 years(Total Years), Scenario found that the March Swiss Franc(IMM) also closed
lower in January than December in 16(Cond Years) of those years.
Of those 16, SFH went on to penetrate the January low within the next 2 months in 15 years(Action Years) or 94%(Pct) of the time.
Therefore, the historical odds are high that the SFH should penetrate 60.40(Scenario Objective) by no later than the end of March.
If it does so, Scenario would further project (based on
normalizing those previous 15 years) a potential move
toward 58.23(Average Objective).
- June Swiss Franc(IMM)
- The SFM0(Mkt) ended Lower(Cond) for
January(Month). Compared to December's 64.19(Prev Close), the market ended January at (Month Close),
that being 3%(Pct Range) off of
61.10(Month Low) to 65.95(Month High).
December's /January closes for each of the last 24 years(Total Years), Scenario found that the June Swiss Franc(IMM) also closed
lower in January than December in 16(Cond Years) of those years.
Of those 16, SFM went on to penetrate the January low within the next 2 months in 15 years(Action Years) or 94%(Pct) of the time.
Therefore, the historical odds are high that the SFM should penetrate 61.10(Scenario Objective) by no later than the end of March.
If it does so, Scenario would further project (based on
normalizing those previous 15 years) a potential move
toward 58.39(Average Objective).
- April Platinum(NYM)
- The PLJ0(Mkt) ended Higher(Cond) for
January(Month). Compared to December's 422.2(Prev Close), the market ended January at (Month Close),
that being 95%(Pct Range) off of
388.1(Month Low) to 458.5(Month High).
December's /January closes for each of the last 27 years(Total Years), Scenario found that the April Platinum(NYM) also closed
higher in January than December in 14(Cond Years) of those years.
Of those 14, PLJ went on to exceed the January high within the next 2 months in 14 years(Action Years) or 100%(Pct) of the time.
Therefore, the historical odds are high that the PLJ should exceed 458.5(Scenario Objective) by no later than the end of March.
If it does so, Scenario would further project (based on
normalizing those previous 14 years) a potential move
toward 499.1(Average Objective).
- July Platinum(NYM)
- The PLN0(Mkt) ended Higher(Cond) for
January(Month). Compared to December's 415.2(Prev Close), the market ended January at (Month Close),
that being 88%(Pct Range) off of
384.0(Month Low) to 451.0(Month High).
December's /January closes for each of the last 27 years(Total Years), Scenario found that the July Platinum(NYM) also closed
higher in January than December in 14(Cond Years) of those years.
Of those 14, PLN went on to exceed the January high within the next 2 months in 14 years(Action Years) or 100%(Pct) of the time.
Therefore, the historical odds are high that the PLN should exceed 451.0(Scenario Objective) by no later than the end of March.
If it does so, Scenario would further project (based on
normalizing those previous 14 years) a potential move
toward 490.8(Average Objective).
- May Crude Oil(NYM)
- The CLK0(Mkt) ended Higher(Cond) for
January(Month). Compared to December's 23.23(Prev Close), the market ended January at (Month Close),
that being 78%(Pct Range) off of
22.65(Month Low) to 26.90(Month High).
December's /January closes for each of the last 16 years(Total Years), Scenario found that the May Crude Oil(NYM) also closed
higher in January than December in 9(Cond Years) of those years.
Of those 9, CLK went on to exceed the January high within the next 2 months in 8 years(Action Years) or 89%(Pct) of the time.
Therefore, the historical odds are high that the CLK should exceed 26.90(Scenario Objective) by no later than the end of March.
If it does so, Scenario would further project (based on
normalizing those previous 8 years) a potential move
toward 29.10(Average Objective).
- June Crude Oil(NYM)
- The CLM0(Mkt) ended Higher(Cond) for
January(Month). Compared to December's 22.57(Prev Close), the market ended January at (Month Close),
that being 82%(Pct Range) off of
22.20(Month Low) to 26.00(Month High).
December's /January closes for each of the last 16 years(Total Years), Scenario found that the June Crude Oil(NYM) also closed
higher in January than December in 9(Cond Years) of those years.
Of those 9, CLM went on to exceed the January high within the next 2 months in 8 years(Action Years) or 89%(Pct) of the time.
Therefore, the historical odds are high that the CLM should exceed 26.00(Scenario Objective) by no later than the end of March.
If it does so, Scenario would further project (based on
normalizing those previous 8 years) a potential move
toward 27.92(Average Objective).
- May Unleaded Gas(NYM)
- The HUK0(Mkt) ended Higher(Cond) for
January(Month). Compared to December's 69.65(Prev Close), the market ended January at (Month Close),
that being 83%(Pct Range) off of
68.50(Month Low) to 79.50(Month High).
December's /January closes for each of the last 14 years(Total Years), Scenario found that the May Unleaded Gas(NYM) also closed
higher in January than December in 9(Cond Years) of those years.
Of those 9, HUK went on to exceed the January high within the next 2 months in 8 years(Action Years) or 89%(Pct) of the time.
Therefore, the historical odds are high that the HUK should exceed 79.50(Scenario Objective) by no later than the end of March.
If it does so, Scenario would further project (based on
normalizing those previous 8 years) a potential move
toward 85.62(Average Objective).
- September Corn(CBOT)
- The CU0(Mkt) ended Higher(Cond) for
January(Month). Compared to December's 224.00(Prev Close), the market ended January at (Month Close),
that being 69%(Pct Range) off of
221.75(Month Low) to 248.50(Month High).
December's /January closes for each of the last 40 years(Total Years), Scenario found that the September Corn(CBOT) also closed
higher in January s are high that the CU should exceed 248.50(Scenario Objective) by no later than the end of March.
If it does so, Scenario would further project (based on
normalizing those previous 18 years) a potential move
toward 259.78(Average Objective).
- July Wheat(CBOT)
- The WN0(Mkt) ended Higher(Cond) for
January(Month). Compared to December's 268.50(Prev Close), the market ended January at (Month Close),
that being 54%(Pct Range) off of
263.00(Month Low) to 290.00(Month High).
December's /January closes for each of the last 40 years(Total Years), Scenario found that the July Wheat(CBOT) also closed
higher in January than December in 17(Cond Years) of those years.
Of those 17, WN went on to exceed the January high within the next 2 months in 15 years(Action Years) or 88%(Pct) of the time.
Therefore, the historical odds are high that the WN should exceed 290.00(Scenario Objective) by no later than the end of March.
If it does so, Scenario would further project (based on
normalizing those previous 15 years) a potential move
toward 305.21(Average Objective).
- October Live Cattle(CME)
- The LCV0(Mkt) ended Higher(Cond) for
January(Month). Compared to December's 71.550(Prev Close), the market ended January at (Month Close),
that being 65%(Pct Range) off of
71.425(Month Low) to 73.300(Month High).
December's /January closes for each of the last 33 years(Total Years), Scenario found that the October Live Cattle(CME) also closed
higher in January than December in 24(Cond Years) of those years.
Of those 24, LCV went on to exceed the January high within the next 2 months in 21 years(Action Years) or 88%(Pct) of the time.
Therefore, the historical odds are high that the LCV should exceed 73.300(Scenario Objective) by no later than the end of March.
If it does so, Scenario would further project (based on
normalizing those previous 21 years) a potential move
toward 76.106(Average Objective).
- April Feeder Cattle(CME)
- The FCJ0(Mkt) ended Higher(Cond) for
January(Month). Compared to December's 85.425(Prev Close), the market ended January at (Month Close),
that being 48%(Pct Range) off of
84.150(Month Low) to 87.100(Month High).
December's /January closes for each of the last 27 years(Total Years), Scenario found that the April Feeder Cattle(CME) also closed
higher in January than December in 19(Cond Years) of those years.
Of those 19, FCJ went on to exceed the January high within the next 2 months in 16 years(Action Years) or 84%(Pct) of the time.
Therefore, the historical odds are high that the FCJ should exceed 87.100(Scenario Objective) by no later than the end of March.
If it does so, Scenario would further project (based on
normalizing those previous 16 years) a potential move
toward 91.612(Average Objective).
- May Feeder Cattle(CME)
- The FCK0(Mkt) ended Higher(Cond) for
January(Month). Compared to December's 85.400(Prev Close), the market ended January at (Month Close),
that being 50%(Pct Range) off of
84.300(Month Low) to 87.075(Month High).
December's /January closes for each of the last 28 years(Total Years), Scenario found that the May Feeder Cattle(CME) also closed
higher in January than December in 19(Cond Years) of those years.
Of those 19, FCK went on to exceed the January high within the next 2 months in 16 years(Action Years) or 84%(Pct) of the time.
Therefore, the historical odds are high that the FCK should exceed 87.075(Scenario Objective) by no later than the end of March.
If it does so, Scenario would further project (based on
normalizing those previous 16 years) a potential move
toward 91.881(Average Objective).
- August Feeder Cattle(CME)
- The FCQ0(Mkt) ended Higher(Cond) for
January(Month). Compared to December's 86.300(Prev Close), the market ended January at (Month Close),
that being 56%(Pct Range) off of
85.400(Month Low) to 88.000(Month High).
December's /January closes for each of the last 25 years(Total Years), Scenario found that the August Feeder Cattle(CME) also closed
higher in January than December in 19(Cond Years) of those years.
Of those 19, FCQ went on to exceed the January high within the next 2 months in 16 years(Action Years) or 84%(Pct) of the time.
Therefore, the historical odds are high that the FCQ should exceed 88.000(Scenario Objective) by no later than the end of March.
If it does so, Scenario would further project (based on
normalizing those previous 16 years) a potential move
toward 91.689(Average Objective).
- May Coffee "C"(CSCE)
- The KCK0(Mkt) ended Lower(Cond) for
January(Month). Compared to December's 128.40(Prev Close), the market ended January at (Month Close),
that being 7%(Pct Range) off of
113.00(Month Low) to 125.50(Month High).
December's /January closes for each of the last 26 years(Total Years), Scenario found that the May Coffee "C"(CSCE) also closed
lower in January than December in 15(Cond Years) of those years.
Of those 15, KCK went on to penetrate the January low within the next 2 months in 14 years(Action Years) or 93%(Pct) of the time.
Therefore, the historical odds are high that the KCK should penetrate 113.00(Scenario Objective) by no later than the end of March.
If it does so, Scenario would further project (based on
normalizing those previous 14 years) a potential move
toward 105.40(Average Objective).
- July Coffee "C"(CSCE)
- The KCN0(Mkt) ended Lower(Cond) for
January(Month). Compared to December's 130.75(Prev Close), the market ended January at (Month Close),
that being 3%(Pct Range) off of
116.10(Month Low) to 127.50(Month High).
December's /January closes for each of the last 26 years(Total Years), Scenario found that the July Coffee "C"(CSCE) also closed
lower in January than December in 13(Cond Years) of those years.
Of those 13, KCN went on to penetrate the January low within the next 2 months in 12 years(Action Years) or 92%(Pct) of the time.
Therefore, the historical odds are high that the KCN should penetrate 116.10(Scenario Objective) by no later than the end of March.
If it does so, Scenario would further project (based on
normalizing those previous 12 years) a potential move
toward 108.19(Average Objective).
- September Coffee "C"(CSCE)
- The KCU0(Mkt) ended Lower(Cond) for
January(Month). Compared to December's 132.65(Prev Close), the market ended January at (Month Close),
that being 2%(Pct Range) off of
118.00(Month Low) to 128.50(Month High).
December's /January closes for each of the last 26 years(Total Years), Scenario found that the September Coffee "C"(CSCE) also closed
lower in January than December in 13(Cond Years) of those years.
Of those 13, KCU went on to penetrate the January low within the next 2 months in 11 years(Action Years) or 85%(Pct) of the time.
Therefore, the historical odds are high that the KCU should penetrate 118.00(Scenario Objective) by no later than the end of March.
If it does so, Scenario would further project (based on
normalizing those previous 11 years) a potential move
toward 109.82(Average Objective).