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MRCI's Futures Highlight - Orange Juice(ICE)

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MRCI's Futures Highlight - Orange Juice(ICE)

MRCI hopes this profile of the ICE Orange Juice 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 ICE Orange Juice 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 Orange Juice(ICE)
from 1/1976 - 10/2021
Calendar
Year
Monday
Avg Rng
Tuesday
Avg Rng
Wednesday
Avg Rng
Thursday
Avg Rng
Friday
Avg Rng
Yearly
Avg Rng
1976 0.82($123) 0.78($118) 0.73($109) 0.61($91) 0.72($109) 0.73($110)
1977 2.70($406) 2.68($403) 2.65($397) 2.24($336) 2.42($363) 2.54($381)
1978 2.52($378) 2.29($343) 2.61($391) 2.44($366) 2.76($414) 2.53($379)
1979 2.42($363) 1.71($256) 1.62($243) 1.78($268) 2.11($316) 1.92($288)
1980 1.96($293) 1.37($206) 1.15($173) 1.39($209) 1.51($227) 1.47($221)
1981 3.53($529) 3.25($487) 2.94($441) 3.17($476) 3.05($458) 3.19($478)
1982 2.20($331) 1.79($269) 1.86($279) 1.89($283) 1.92($288) 1.93($289)
1983 1.33($199) 1.12($168) 1.04($156) 1.30($195) 1.22($183) 1.20($179)
1984 2.68($401) 2.46($369) 2.04($306) 2.08($312) 2.38($357) 2.32($348)
1985 2.09($314) 2.18($328) 1.88($281) 1.92($288) 1.91($286) 2.00($300)
1986 2.06($308) 1.71($257) 1.81($271) 1.83($275) 1.74($260) 1.83($274)
1987 2.06($308) 1.78($268) 1.87($280) 1.69($253) 1.90($285) 1.86($278)
1988 2.55($383) 2.57($386) 2.24($337) 2.45($368) 2.51($376) 2.46($370)
1989 3.51($526) 3.34($501) 2.74($411) 3.18($477) 3.53($529) 3.25($488)
1990 3.79($568) 3.51($527) 3.42($513) 3.31($497) 3.95($592) 3.59($539)
1991 2.94($441) 2.71($407) 2.35($353) 2.24($337) 3.10($465) 2.66($400)
1992 2.59($388) 2.50($375) 2.26($339) 2.40($361) 2.31($346) 2.41($362)
1993 3.21($482) 3.14($471) 2.96($444) 2.83($424) 2.97($446) 3.02($453)
1994 3.26($489) 2.69($403) 2.76($414) 2.77($415) 2.75($412) 2.84($425)
1995 2.52($378) 2.49($374) 2.52($378) 2.39($359) 2.42($363) 2.47($370)
1996 3.07($460) 2.55($382) 2.40($361) 2.42($363) 2.59($388) 2.60($390)
1997 2.51($377) 2.46($369) 2.14($321) 2.17($325) 2.18($328) 2.29($344)
1998 3.06($459) 2.90($436) 2.64($396) 2.42($363) 3.39($508) 2.87($431)
1999 2.32($348) 2.23($334) 2.77($415) 2.84($426) 2.66($398) 2.56($385)
2000 1.80($270) 1.64($247) 1.74($261) 1.39($209) 1.54($230) 1.62($243)
2001 1.43($215) 1.33($199) 1.37($206) 1.59($238) 1.69($254) 1.48($222)
2002 1.32($199) 1.25($188) 1.22($184) 1.34($201) 1.27($191) 1.28($192)
2003 1.63($244) 1.31($197) 1.52($228) 1.41($212) 1.52($228) 1.48($222)
2004 1.97($296) 1.68($252) 1.54($230) 1.65($247) 1.83($274) 1.73($259)
2005 2.33($349) 2.40($360) 2.20($330) 2.32($348) 2.15($322) 2.28($342)
2006 3.82($573) 3.25($488) 3.31($497) 4.00($600) 3.12($468) 3.50($524)
2007 4.52($678) 4.03($604) 4.86($730) 4.64($696) 4.27($640) 4.46($670)
2008 4.51($676) 4.61($691) 3.84($576) 4.23($634) 4.17($626) 4.27($640)
2009 3.90($585) 3.36($504) 2.98($448) 3.15($473) 3.04($456) 3.28($492)
2010 4.62($693) 4.66($700) 4.00($600) 3.91($586) 3.85($577) 4.20($631)
2011 4.92($738) 4.41($661) 4.30($646) 4.29($643) 4.03($604) 4.38($657)
2012 5.71($857) 5.98($896) 5.91($887) 5.91($887) 5.13($770) 5.73($860)
2013 4.05($608) 3.79($568) 3.90($585) 3.72($558) 4.09($613) 3.91($586)
2014 3.58($537) 3.26($489) 3.05($457) 3.38($507) 3.72($558) 3.39($509)
2015 4.44($667) 4.63($695) 4.12($618) 3.89($584) 3.76($564) 4.17($626)
2016 5.77($866) 5.70($855) 4.91($737) 5.33($799) 5.02($753) 5.34($801)
2017 5.46($819) 5.05($757) 4.65($697) 5.00($750) 5.00($750) 5.02($753)
2018 3.40($509) 3.47($521) 3.09($463) 3.07($460) 3.22($483) 3.25($487)
2019 3.36($503) 2.96($445) 2.91($436) 2.62($393) 2.45($367) 2.85($428)
2020 3.33($499) 3.08($462) 3.00($450) 3.40($510) 3.11($466) 3.18($477)
2021 3.28($492) 3.71($557) 3.51($526) 3.41($512) 3.41($512) 3.47($520)

What other characteristics do ICE Orange Juice 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 Orange Juice(ICE)
from 1/1976 - 10/2021
Summary
Item
Monday
Summary
Tuesday
Summary
Wednesday
Summary
Thursday
Summary
Friday
Summary
Yearly
Summary
Range 3.06($459) 2.86($430) 2.72($408) 2.77($416) 2.82($423) 2.84($427)
Closed Up 1059(49%) 1183(50%) 1167(49%) 1168(50%) 1141(50%) 5718(50%)
Closed Dn 1087(50%) 1142(48%) 1157(49%) 1119(48%) 1081(48%) 5586(49%)
Closed Uchg 28(1%) 34(1%) 45(2%) 34(1%) 47(2%) 188(2%)
Gapped up 304(14%) 278(12%) 254(11%) 252(11%) 294(13%) 1382(12%)
Un-filled Gaps Up 125(41%) 87(31%) 74(29%) 99(39%) 108(37%) 493(36%)
Gapped Down 344(16%) 295(13%) 289(12%) 278(12%) 296(13%) 1502(13%)
Un-filled Gaps Down 131(38%) 100(34%) 77(27%) 71(26%) 99(33%) 478(32%)

Daily Percent Change Summary for Orange Juice(ICE)

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

>+20%
188 3036 1478 694 274 110 66 22 14 9 5 7 3
<0%-
>-1%
-1%-
>-2%
-2%-
>-3%
-3%-
>-4%
-4%-
>-5%
-5%-
>-6%
-6%-
>-7%
-7%-
>-8%
-8%-
>-9%
-9%-
>-10%
-10%-
>-20%

<-20%
2908 1447 692 306 127 57 23 15 6 1 4 0

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

November Orange Juice(ICE) - Sep 30, 2021
  Contract Low(Dec-Sep) Contract High(Dec-Sep) Last Trading Day Average
Year Date Price Date Price Date Price Price
2020 03/18/2020 101.20 07/14/2020 131.10 11/09/2020 113.90 116.17
2019 10/30/2019 92.60 12/04/2018 146.25 11/08/2019 97.30 113.22
2018 10/31/2018 134.70 07/18/2018 171.90 11/09/2018 135.30 151.96
2017 07/20/2017 126.30 12/01/2016 202.35 11/09/2017 161.35 153.39
2016 03/08/2016 120.50 11/01/2016 235.00 11/09/2016 220.25 161.58
2015 09/29/2015 103.45 12/11/2014 156.35 11/09/2015 139.25 128.46
2014 11/07/2014 124.85 06/10/2014 169.00 11/07/2014 124.85 150.31
2013 01/04/2013 114.50 05/31/2013
06/05/2013
06/10/2013
06/12/2013
152.00 11/08/2013 131.00 133.63
2012 05/18/2012 102.30 01/10/2012 197.45 11/09/2012 106.95 137.11
2011 03/22/2011
09/26/2011
148.50 11/08/2011 199.00 11/09/2011 190.90 168.20
2010 04/08/2010 131.95 11/03/2010 165.90 11/09/2010 161.55 145.18
2009 02/19/2009 76.50 10/21/2009 118.20 11/09/2009 112.10 93.18
2008 10/10/2008 72.10 12/21/2007
12/24/2007
153.50 11/07/2008 83.65 119.28
2007 09/05/2007 110.60 12/04/2006 196.30 11/12/2007 135.55 155.49
2006 01/19/2006 118.50 11/02/2006
11/03/2006
200.75 11/08/2006 196.55 152.76
2005 01/07/2005 83.35 11/08/2005 124.55 11/08/2005 122.75 97.15
2004 05/19/2004 58.50 10/01/2004 89.40 11/09/2004 72.50 71.26
2003 10/30/2003
11/03/2003
66.80 12/11/2002
12/16/2002
107.30 11/07/2003 68.50 87.11
2002 05/07/2002
05/08/2002
86.50 08/13/2002 108.40 11/07/2002 98.95 94.26
2001 08/15/2001 77.70 12/06/2000 98.45 11/08/2001 93.15 85.79
2000 10/31/2000 66.15 12/09/1999 93.70 11/09/2000 71.85 79.95
1999 07/07/1999 73.30 12/01/1998 124.00 11/08/1999 99.00 90.73
1998 01/05/1998 91.00 10/09/1998 131.95 11/09/1998 119.65 109.79
1997 10/10/1997 65.00 12/04/1996 107.00 11/07/1997 71.55 82.82
1996 09/05/1996 103.00 12/06/1995 135.65 11/08/1996 107.30 118.44
1995 07/11/1995 97.00 12/19/1994 130.00 11/09/1995 122.10 111.18
1994 09/09/1994 85.00 12/16/1993 125.00 11/11/1994 111.05 105.24
1993 02/09/1993 78.50 09/29/1993 134.00 11/11/1993 105.75 106.46
1992 11/11/1992 93.30 12/06/1991
12/09/1991
154.50 11/11/1992 93.45 119.78
1991 03/12/1991 111.00 11/06/1991 173.35 11/12/1991 168.70 124.02

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