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MRCI's Futures Highlight - Gold(CMX)

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MRCI's Futures Highlight - Gold(CMX)

MRCI hopes this profile of the CMX Gold 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 CMX Gold 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 Gold(CMX)
from 1/1976 - 9/2021
Calendar
Year
Monday
Avg Rng
Tuesday
Avg Rng
Wednesday
Avg Rng
Thursday
Avg Rng
Friday
Avg Rng
Yearly
Avg Rng
1976 1.9($190) 2.0($202) 1.9($192) 1.7($167) 1.7($167) 1.8($184)
1977 2.1($208) 1.8($178) 1.9($189) 1.7($170) 1.6($162) 1.8($181)
1978 3.5($351) 3.7($366) 3.6($364) 3.5($351) 3.2($321) 3.5($350)
1979 7.0($702) 7.9($789) 7.9($791) 8.0($795) 6.7($672) 7.5($750)
1980 22.1($2208) 20.1($2014) 19.7($1970) 21.4($2142) 20.6($2056) 20.8($2076)
1981 14.1($1408) 10.5($1051) 11.1($1109) 11.1($1106) 10.1($1014) 11.4($1136)
1982 11.3($1134) 10.2($1023) 10.7($1069) 10.2($1015) 10.9($1095) 10.7($1066)
1983 9.5($955) 7.3($731) 7.4($745) 7.6($759) 7.3($728) 7.8($780)
1984 5.3($532) 4.8($485) 5.0($497) 5.3($527) 5.8($583) 5.2($524)
1985 5.3($534) 4.9($487) 4.4($435) 4.3($433) 4.1($408) 4.6($459)
1986 6.4($642) 5.8($583) 5.5($550) 5.7($569) 6.6($660) 6.0($600)
1987 7.0($695) 7.1($707) 5.2($521) 6.3($632) 6.7($668) 6.4($644)
1988 4.9($488) 4.5($446) 5.0($498) 4.6($461) 5.8($583) 4.9($495)
1989 4.1($406) 4.2($416) 4.2($416) 4.1($407) 5.4($540) 4.4($437)
1990 6.6($661) 5.8($577) 5.5($551) 4.5($448) 5.5($548) 5.6($556)
1991 3.5($353) 3.2($322) 3.4($336) 3.9($387) 3.4($340) 3.5($347)
1992 2.7($270) 2.1($211) 2.4($242) 2.4($237) 2.5($254) 2.4($242)
1993 4.0($402) 3.9($386) 4.3($429) 4.6($456) 4.0($402) 4.2($415)
1994 3.4($336) 3.1($310) 3.2($321) 3.4($343) 3.4($340) 3.3($330)
1995 1.9($195) 2.1($211) 2.4($236) 2.1($213) 2.6($257) 2.2($223)
1996 2.1($207) 2.3($234) 2.3($231) 2.2($225) 2.5($249) 2.3($230)
1997 3.2($322) 3.4($340) 3.3($334) 4.0($396) 3.9($390) 3.6($356)
1998 3.2($323) 3.1($305) 3.1($307) 3.6($356) 3.5($350) 3.3($328)
1999 3.3($326) 4.2($416) 3.2($318) 2.8($282) 3.0($302) 3.3($329)
2000 2.8($280) 3.3($327) 3.3($331) 3.3($334) 3.7($371) 3.3($330)
2001 2.9($293) 2.7($266) 2.8($284) 3.0($296) 3.5($350) 3.0($298)
2002 3.6($359) 4.2($422) 4.2($421) 4.1($413) 4.3($433) 4.1($410)
2003 5.8($576) 5.8($576) 6.2($622) 6.4($637) 6.6($658) 6.1($614)
2004 5.0($497) 6.2($622) 6.5($651) 6.0($601) 7.0($705) 6.2($616)
2005 5.3($527) 5.2($517) 5.2($523) 6.1($609) 5.4($543) 5.4($544)
2006 13.1($1310) 13.2($1323) 13.1($1305) 13.9($1387) 13.7($1371) 13.4($1340)
2007 10.1($1010) 11.6($1165) 11.7($1166) 12.6($1263) 13.2($1315) 11.9($1186)
2008 25.2($2518) 26.9($2693) 26.6($2657) 27.9($2792) 27.1($2709) 26.7($2675)
2009 20.8($2085) 20.0($1997) 20.1($2011) 20.2($2018) 21.1($2113) 20.4($2043)
2010 17.7($1768) 21.7($2169) 18.9($1892) 20.2($2025) 20.1($2012) 19.8($1977)
2011 31.3($3132) 32.9($3291) 30.0($2997) 32.5($3250) 31.0($3098) 31.5($3154)
2012 19.1($1909) 24.9($2490) 25.6($2559) 25.5($2555) 25.3($2533) 24.2($2415)
2013 25.2($2518) 24.6($2460) 26.5($2651) 31.1($3106) 27.7($2771) 27.0($2701)
2014 18.9($1892) 17.6($1756) 15.9($1593) 18.6($1857) 18.0($1795) 17.8($1776)
2015 16.6($1659) 15.6($1563) 16.7($1668) 17.2($1716) 18.2($1825) 16.9($1685)
2016 16.4($1635) 18.0($1801) 19.7($1969) 21.3($2128) 22.1($2207) 19.5($1954)
2017 13.3($1326) 12.9($1294) 14.0($1399) 14.6($1461) 13.4($1336) 13.6($1364)
2018 11.6($1161) 13.6($1361) 14.0($1397) 13.6($1358) 13.0($1298) 13.2($1317)
2019 15.0($1504) 15.4($1537) 15.9($1593) 18.8($1875) 17.0($1696) 16.4($1641)
2020 38.0($3795) 37.3($3733) 34.1($3412) 32.7($3268) 32.5($3246) 34.9($3489)
2021 26.4($2644) 23.8($2379) 25.3($2526) 28.6($2861) 28.6($2855) 26.5($2652)

What other characteristics do CMX Gold 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 Australian Dollar(CME)
from 1/1987 - 9/2021
Summary
Item
Monday
Summary
Tuesday
Summary
Wednesday
Summary
Thursday
Summary
Friday
Summary
Yearly
Summary
Range 0.68($677) 0.74($742) 0.75($750) 0.75($751) 0.73($726) 0.73($730)
Closed Up 845(52%) 933(52%) 942(53%) 942(53%) 913(52%) 4575(52%)
Closed Dn 771(47%) 836(47%) 833(46%) 801(45%) 817(47%) 4058(46%)
Closed Uchg 20(1%) 24(1%) 19(1%) 19(1%) 24(1%) 106(1%)
Gapped up 244(15%) 263(15%) 294(16%) 239(14%) 241(14%) 1281(15%)
Un-filled Gaps Up 117(48%) 134(51%) 153(52%) 123(51%) 123(51%) 650(51%)
Gapped Down 262(16%) 247(14%) 224(12%) 220(12%) 202(12%) 1155(13%)
Un-filled Gaps Down 129(49%) 142(57%) 115(51%) 101(46%) 99(49%) 586(51%)

Daily Percent Change Summary for Australian Dollar(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%
106 4030 481 48 8 5 2 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%
3461 513 62 13 5 2 1 0 0 1 0 0

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

Gold: 24-HR Composite - Aug 9, 2021
  Period Low(Jan-Dec) Period High(Jan-Dec) Last Day Average
Year Date Price Date Price Date Price Price
2020 03/16/2020 1453.3 08/07/2020 2070.5 12/31/2020 1896.5 1772.3
2019 04/23/2019 1266.6 09/04/2019 1556.1 12/31/2019 1517.0 1394.1
2018 08/16/2018 1160.8 01/25/2018 1365.7 12/31/2018 1282.4 1268.5
2017 01/03/2017 1146.2 09/08/2017 1357.1 12/29/2017 1302.2 1258.9
2016 01/04/2016 1061.6 07/06/2016 1374.9 12/30/2016 1151.5 1249.3
2015 12/03/2015 1046.3 01/22/2015 1306.1 12/31/2015 1061.2 1158.8
2014 11/07/2014 1132.0 03/17/2014 1391.8 12/31/2014 1184.0 1265.5
2013 06/28/2013 1180.6 01/22/2013 1696.0 12/31/2013 1205.2 1410.9
2012 05/16/2012 1527.5 10/05/2012 1795.8 12/31/2012 1675.2 1668.6
2011 01/28/2011 1308.1 09/06/2011 1920.2 12/30/2011 1563.5 1572.4
2010 02/05/2010 1044.8 12/07/2010 1430.6 12/31/2010 1420.7 1228.4
2009 01/15/2009 802.6 12/03/2009 1226.4 12/31/2009 1096.5 974.4
2008 10/24/2008 682.8 03/17/2008 1032.8 12/31/2008 881.7 872.5
2007 01/05/2007 602.3 11/07/2007 845.9 12/31/2007 833.6 697.9
2006 01/02/2006 512.0 05/12/2006 730.4 12/29/2006 636.6 604.8
2005 02/09/2005 410.4 12/12/2005 541.0 12/30/2005 517.0 445.7
2004 05/10/2004 371.7 12/02/2004 456.9 12/31/2004 438.4 409.9
2003 04/07/2003 319.2 12/31/2003 417.8 12/31/2003 415.7 364.4
2002 01/03/2002 277.1 12/19/2002 354.3 12/31/2002 348.1 310.8
2001 02/16/2001 254.4 05/21/2001 296.0 12/31/2001 279.0 271.0
2000 10/27/2000 262.6 02/07/2000 319.0 12/29/2000 271.9 278.6
1999 08/26/1999 252.0 10/05/1999 337.5 12/31/1999 287.5 278.5
1998 08/28/1998 271.5 04/23/1998 314.7 12/31/1998 288.0 294.0
1997 12/09/1997 282.0 01/02/1997 368.2 12/31/1997 288.8 330.7
1996 12/03/1996 366.3 02/02/1996 417.9 12/31/1996 367.5 387.4
1995 01/09/1995 371.2 04/19/1995 397.8 12/29/1995 386.9 384.0
1994 04/22/1994 369.5 09/27/1994
09/28/1994
398.0 12/30/1994 382.7 383.9
1993 03/10/1993 325.5 08/02/1993 408.9 12/31/1993 390.2 360.1
1992 11/10/1992 328.8 07/23/1992 361.0 12/31/1992 333.1 343.6
1991 09/13/1991 342.8 01/17/1991 410.0 12/31/1991 354.0 362.4

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