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MRCI's Futures Highlight - Mexican Peso(CME)

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MRCI's Futures Highlight - Mexican Peso(CME)

MRCI hopes this profile of the CME Mexican Peso futures contract, with its statistics and feature studies, will help you derive wise trading decisions from its presentation of long-term perspective, computer analysis, and historical background. This additional history is designed to complement the body of knowledge contained in any seasonal patterns and strategies published. The weekly and monthly charts on this page depict prices for nearby contracts, which most closely reflect the underlying cash market.

Copyright © 1989- Moore Research Center, Inc. All Rights Reserved
Some data provided by Commodity Research Bureau

The table below offers a statistical analysis of historical daily trading in the CME Mexican Peso futures. The average range for each day of the week in each year and overall has been computed for purposes of comparison and further insight into the dynamics of this market.

MRCI's Nearby Futures Range Detail for Mexican Peso(CME)
from 1/1996 - 8/2021
Calendar
Year
Monday
Avg Rng
Tuesday
Avg Rng
Wednesday
Avg Rng
Thursday
Avg Rng
Friday
Avg Rng
Yearly
Avg Rng
1996 8.43($421) 8.79($439) 8.46($423) 8.22($411) 9.29($465) 8.64($432)
1997 10.21($510) 10.42($521) 8.07($404) 9.53($476) 9.29($464) 9.49($474)
1998 11.30($565) 11.65($583) 11.22($561) 12.71($636) 13.11($656) 12.00($600)
1999 8.76($438) 9.22($461) 12.31($615) 9.57($479) 10.91($546) 10.18($509)
2000 8.57($429) 8.31($415) 8.44($422) 8.39($420) 8.75($438) 8.49($425)
2001 9.10($455) 10.43($522) 10.31($515) 9.87($494) 10.63($532) 10.08($504)
2002 9.20($460) 10.48($524) 10.07($503) 10.53($526) 11.10($555) 10.30($515)
2003 9.68($484) 10.25($513) 10.34($517) 10.94($547) 10.51($525) 10.35($518)
2004 8.03($402) 7.31($365) 8.52($426) 8.20($410) 8.63($431) 8.14($407)
2005 6.08($304) 6.98($349) 6.46($323) 7.08($354) 7.21($360) 6.78($339)
2006 7.43($371) 7.46($373) 7.91($395) 7.96($398) 7.87($393) 7.73($387)
2007 5.55($278) 6.03($302) 6.31($315) 5.94($297) 6.08($304) 5.99($300)
2008 13.20($660) 12.19($609) 12.82($641) 13.61($680) 12.67($634) 12.89($644)
2009 13.64($682) 11.49($575) 11.24($562) 12.09($605) 11.67($584) 12.00($600)
2010 8.08($404) 9.37($469) 8.66($433) 10.11($506) 8.53($426) 8.97($448)
2011 9.96($498) 10.17($509) 10.27($513) 10.24($512) 9.46($473) 10.02($501)
2012 8.10($405) 8.29($415) 7.89($395) 8.43($421) 8.95($447) 8.34($417)
2013 7.93($397) 7.68($384) 9.32($466) 8.56($428) 8.82($441) 8.47($423)
2014 4.95($247) 5.25($262) 5.63($281) 5.54($277) 6.00($300) 5.48($274)
2015 6.05($302) 6.37($319) 7.31($366) 7.83($391) 7.67($384) 7.05($353)
2016 7.24($362) 7.84($392) 8.40($420) 8.00($400) 8.72($436) 8.06($403)
2017 5.27($264) 5.96($298) 6.64($332) 6.10($305) 6.05($302) 6.02($301)
2018 6.55($327) 6.34($317) 6.74($337) 7.28($364) 6.54($327) 6.69($335)
2019 4.43($221) 4.00($200) 4.48($224) 4.32($216) 4.56($228) 4.36($218)
2020 9.59($479) 7.83($392) 8.08($404) 8.14($407) 7.84($392) 8.28($414)
2021 5.32($266) 5.88($294) 5.61($280) 6.56($328) 6.03($302) 5.89($295)

What other characteristics do CME Mexican Peso futures exhibit for various days of the week? We ran various studies for the last 180 calendar days of trading prior to trading prior to expiration for each contract.

MRCI's Nearby Futures Summary for Mexican Peso(CME)
from 1/1996 - 8/2021
Summary
Item
Monday
Summary
Tuesday
Summary
Wednesday
Summary
Thursday
Summary
Friday
Summary
Yearly
Summary
Range 8.23($412) 8.35($417) 8.57($429) 8.72($436) 8.76($438) 8.53($426)
Closed Up 618(51%) 687(52%) 717(54%) 660(51%) 733(57%) 3415(53%)
Closed Dn 551(46%) 598(45%) 577(44%) 606(47%) 524(41%) 2856(44%)
Closed Uchg 35(3%) 37(3%) 28(2%) 31(2%) 35(3%) 166(3%)
Gapped up 129(11%) 117(9%) 79(6%) 98(8%) 92(7%) 515(8%)
Un-filled Gaps Up 31(24%) 23(20%) 12(15%) 17(17%) 24(26%) 107(21%)
Gapped Down 60(5%) 64(5%) 68(5%) 69(5%) 72(6%) 333(5%)
Un-filled Gaps Down 11(18%) 4(6%) 12(18%) 4(6%) 5(7%) 36(11%)

Daily Percent Change Summary for Mexican Peso(CME)

UNCH
>0%-
<1%
+1%-
<2%
+2%-
<3%
+3%-
<4%
+4%-
<5%
+5%-
<6%
+6%-
<7%
+7%-
<8%
+8%-
<9%
+9%-
<10%
+10%-
<20%

>+20%
166 3065 294 42 9 4 0 1 0 0 0 0 0
<0%-
>-1%
-1%-
>-2%
-2%-
>-3%
-3%-
>-4%
-4%-
>-5%
-5%-
>-6%
-6%-
>-7%
-7%-
>-8%
-8%-
>-9%
-9%-
>-10%
-10%-
>-20%

<-20%
2446 341 48 12 5 2 0 1 1 0 0 0

The table below represents yearly low, high, last yield in the cash market for the CME Mexican Peso futures contracts. Quotes are from daily cash market price activity.

Mexican Peso - Apr 9, 2021
  Period Low(Jan-Dec) Period High(Jan-Dec) Last Day Average
Year Date Price Date Price Date Price Price
2020 04/06/2020 388.13 02/17/2020 540.25 12/31/2020 503.50 468.61
2019 08/29/2019 493.75 03/20/2019 533.63 12/31/2019 528.38 519.82
2018 06/15/2018 477.13 04/17/2018 557.38 12/31/2018 509.00 520.56
2017 01/11/2017 453.63 07/19/2017 573.13 12/29/2017 509.13 530.32
2016 11/11/2016 467.75 04/29/2016 586.50 12/30/2016 482.25 536.03
2015 12/14/2015 572.50 01/15/2015 692.88 12/31/2015 581.75 631.13
2014 12/12/2014 669.00 06/06/2014 779.88 12/31/2014 678.00 751.80
2013 09/03/2013 742.38 05/09/2013 837.88 12/31/2013 766.63 784.03
2012 06/01/2012 684.88 03/14/2012 796.75 12/31/2012 777.88 760.79
2011 11/25/2011 698.88 05/02/2011 871.13 12/30/2011 717.00 806.66
2010 05/25/2010 747.13 04/26/2010 824.38 12/31/2010 810.50 792.26
2009 03/09/2009 641.63 12/04/2009 800.75 12/31/2009 764.00 742.18
2008 10/23/2008 699.63 08/04/2008 1014.50 12/31/2008 731.25 904.71
2007 08/16/2007 882.75 11/01/2007 940.00 12/31/2007 916.50 915.26
2006 06/20/2006 868.13 02/01/2006 959.38 12/29/2006 925.38 917.44
2005 01/06/2005 874.38 12/06/2005 961.63 12/30/2005 940.88 918.55
2004 05/10/2004 854.13 01/13/2004 928.75 12/31/2004 898.00 886.10
2003 11/28/2003 872.75 05/09/2003 991.63 12/31/2003 890.50 926.87
2002 12/30/2002 952.75 03/28/2002 1116.75 12/31/2002 963.38 1036.30
2001 01/16/2001 1000.50 05/21/2001 1121.13 12/31/2001 1092.00 1072.02
2000 06/27/2000 985.75 03/24/2000 1093.88 12/29/2000 1039.50 1057.23
1999 01/15/1999 897.13 04/16/1999 1086.38 12/31/1999 1052.88 1048.22
1998 09/10/1998 935.88 01/06/1998 1246.88 12/31/1998 1006.50 1100.11
1997 10/28/1997
10/29/1997
1162.75 02/21/1997
02/24/1997
02/25/1997
02/26/1997
09/30/1997
10/01/1997
10/07/1997
10/08/1997
1298.75 12/31/1997 1240.75 1266.63
1996 10/31/1996 1242.25 01/22/1996
01/23/1996
1364.25 12/31/1996 1269.63 1317.35
1995 11/14/1995 1240.75 01/02/1995 2008.00 12/29/1995 1300.38 1575.27

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