Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's Scenario Study

MRCI Logo
MRCI's ScenarioSM Study
ScenarioSM Study for September Australian Dollar(CME) as of May 31, 2010
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years   12 12 12 17 18 20 23 23 23 23 23
Closed Higher   7 7 5 8 12 10 16 10 12 11 13
Exceeded High   7 5 5 6 11 8 15 10 10 9 8
Scenario Percentage   100% 71% 100% 75% 92% 80% 94% 100% 83% 82% 62%
Avg Max Increase   3.58% 4.86% 3.12% 4.50% 5.12% 6.61% 4.77% 3.05% 3.46% 2.78% 2.05%
Max Increase   6.89% 8.30% 6.67% 5.86% 14.85% 15.44% 13.38% 6.14% 6.46% 5.75% 2.99%
Avg Days To Max Increase   19 13 12 18 20 21 18 14 17 12 10
Avg Max Decline   -0.64% -0.61% -0.54% -0.20% -1.39% -0.86% -0.82% -1.09% -1.13% -1.04% -0.84%
Max Decline   -2.13% -3.21% -3.03% -0.83% -5.29% -1.82% -4.12% -3.37% -4.56% -2.22% -2.28%
Avg Days to Max Decline   3 8 10 4 11 4 5 10 7 12 3
2010 Contract Condition   Yes Yes     Yes Yes Yes        
Action   Yes Yes     Yes Yes Not Yet        
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.
Condition 2: Lower Monthly Close.
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
Tested Month Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years   12 12 12 17 18 20 23 23 23 23 23
Closed Lower   5 5 7 9 6 10 7 13 11 12 10
Penetrated Low   4 4 3 6 5 6 7 10 5 9 5
Scenario Percentage   80% 80% 43% 67% 83% 60% 100% 77% 45% 75% 50%
Avg Max Decline   3.37% 3.45% 2.69% 3.89% 5.36% 5.10% 4.80% 2.53% 5.72% 5.31% 3.99%
Max Decline   7.59% 7.05% 3.25% 11.67% 8.85% 10.49% 10.19% 6.31% 11.68% 15.72% 7.69%
Avg Days To Max Decline   22 21 10 11 21 17 20 14 13 13 9
Avg Max Increase   -1.45% -2.22% -1.26% -1.42% -0.66% -0.51% -1.42% -1.12% -1.23% -0.85% -0.23%
Max Increase   -1.54% -4.75% -2.26% -6.67% -0.89% -1.57% -2.27% -4.92% -2.41% -2.48% -1.11%
Avg Days to Max Increase   17 26 6 3 6 12 11 8 12 8 2
2010 Contract Condition       Yes Yes       Yes Yes    
Action       Yes Yes       Not Yet      
High 85.25 89.68 90.52 89.90 90.60 88.26 90.65 92.07 91.30 84.12    
Low 79.75 83.59 86.85 85.15 86.32 84.41 87.79 89.83 79.70 81.87    
Close/Last 85.25 86.85 88.54 87.33 86.32 87.79 89.97 91.07 83.57 82.81    

Banner

Login

Newsflash