MRCI's Futures Highlight - Mexican Peso(CME)

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 - 8/2023
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	4.85($243)	5.41($270)	5.55($277)	5.56($278)	5.98($299)	5.48($274)
2022	5.19($260)	5.05($252)	5.26($263)	5.07($254)	5.34($267)	5.18($259)
2023	5.57($278)	5.18($259)	5.80($290)	6.41($321)	6.47($324)	5.90($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 - 8/2023
Summary Item	Monday Summary	Tuesday Summary	Wednesday Summary	Thursday Summary	Friday Summary	Yearly Summary
Range	8.01($400)	8.10($405)	8.34($417)	8.46($423)	8.54($427)	8.29($415)
Closed Up	666(51%)	734(51%)	789(55%)	711(51%)	798(57%)	3698(53%)
Closed Dn	596(46%)	654(46%)	611(43%)	660(47%)	561(40%)	3082(44%)
Closed Uchg	37(3%)	41(3%)	31(2%)	33(2%)	39(3%)	181(3%)
Gapped up	130(10%)	118(8%)	80(6%)	99(7%)	92(7%)	519(7%)
Un-filled Gaps Up	31(24%)	23(19%)	12(15%)	17(17%)	24(26%)	107(21%)
Gapped Down	60(5%)	65(5%)	68(5%)	69(5%)	72(5%)	334(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%
181	3318	323	43	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%
	2642	368	51	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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