MRCI's ScenarioSM Study

ScenarioSM Study for September Australian Dollar(CME) as of Jan 01, 2014
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		16	16	16	21	22	24	27	27	27	27	27
Closed Higher		11	9	8	10	15	13	19	10	15	14	13
Exceeded High		10	7	8	7	14	11	16	10	13	11	8
Scenario Percentage		91%	78%	100%	70%	93%	85%	84%	100%	87%	79%	62%
Avg Max Increase		3.67%	4.09%	2.92%	4.11%	5.01%	5.76%	4.48%	3.05%	3.99%	2.79%	2.10%
Max Increase		6.89%	8.30%	6.67%	5.86%	14.85%	15.44%	13.38%	6.14%	9.66%	5.75%	2.99%
Avg Days To Max Increase		19	13	13	15	19	18	17	14	16	13	11
Avg Max Decline		-0.63%	-1.02%	-0.79%	-0.17%	-1.36%	-0.73%	-0.79%	-1.09%	-1.22%	-1.37%	-0.84%
Max Decline		-2.13%	-3.83%	-3.36%	-0.83%	-5.29%	-1.82%	-4.12%	-3.37%	-4.56%	-2.99%	-2.28%
Avg Days to Max Decline		7	12	9	4	10	4	5	10	7	15	3
2013 Contract Condition		Yes	Yes	Yes	Yes		Yes
Action		Yes	Yes	Yes	No		Yes

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		16	16	16	21	22	24	27	27	27	27	27
Closed Lower		5	7	8	11	7	11	8	17	12	13	14
Penetrated Low		4	4	4	8	5	7	8	13	6	10	6
Scenario Percentage		80%	57%	50%	73%	71%	64%	100%	76%	50%	77%	43%
Avg Max Decline		3.37%	3.45%	2.85%	3.37%	5.36%	5.19%	5.66%	2.73%	5.28%	5.12%	3.86%
Max Decline		7.59%	7.05%	3.34%	11.67%	8.85%	10.49%	11.67%	6.32%	11.68%	15.72%	7.69%
Avg Days To Max Decline		22	21	9	11	21	19	21	15	12	13	10
Avg Max Increase		-1.45%	-2.22%	-1.88%	-1.46%	-0.66%	-0.65%	-1.26%	-1.12%	-1.35%	-0.76%	-0.19%
Max Increase		-1.54%	-4.75%	-3.74%	-6.67%	-0.89%	-1.57%	-2.27%	-4.92%	-2.41%	-2.48%	-1.11%
Avg Days to Max Increase		17	26	8	5	6	14	10	7	14	7	2
2013 Contract Condition						Yes		Yes	Yes	Yes	Yes	Yes
Action						No		Yes	Yes	Yes	Yes	Not Yet
High	102.43	101.33	102.44	103.54	104.06	102.68	103.54	104.54	102.69	97.19	92.84	92.17
Low	98.95	99.11	100.96	101.74	102.00	100.40	100.50	101.14	94.57	90.62	89.01	88.23
Close/Last	100.92	101.33	101.99	102.00	102.68	100.77	102.83	102.59	95.02	91.07	89.78	88.92