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 Dec 06, 2024
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   27 27 27 32 33 35 38 38 38 38 38
Closed Higher   17 14 15 14 21 18 23 16 23 20 16
Exceeded High   12 12 12 9 19 16 20 15 19 15 10
Scenario Percentage   71% 86% 80% 64% 90% 89% 87% 94% 83% 75% 63%
Avg Max Increase   3.89% 3.86% 3.06% 3.61% 5.09% 4.63% 4.38% 3.10% 3.81% 2.67% 1.80%
Max Increase   7.94% 8.30% 6.67% 5.86% 14.85% 15.44% 13.38% 8.56% 9.66% 5.75% 2.99%
Avg Days To Max Increase   19 13 14 14 18 16 17 13 17 11 10
Avg Max Decline   -0.80% -0.77% -0.97% -0.27% -1.33% -0.89% -0.88% -0.93% -1.30% -1.46% -0.79%
Max Decline   -2.13% -3.83% -3.36% -1.09% -5.29% -2.41% -4.12% -3.37% -4.89% -2.99% -2.28%
Avg Days to Max Decline   8 10 9 7 10 5 5 8 8 13 2
2024 Contract Condition     Yes Yes     Yes   Yes Yes   Yes
Action     Yes No     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   27 27 27 32 33 35 38 38 38 38 38
Closed Lower   10 13 12 18 12 17 15 22 15 18 22
Penetrated Low   8 10 7 12 10 12 14 15 9 15 11
Scenario Percentage   80% 77% 58% 67% 83% 71% 93% 68% 60% 83% 50%
Avg Max Decline   2.78% 3.30% 3.01% 4.22% 5.18% 4.10% 4.66% 2.82% 4.80% 4.52% 2.98%
Max Decline   7.59% 8.26% 5.98% 17.94% 15.64% 10.49% 11.67% 6.32% 11.68% 15.72% 7.69%
Avg Days To Max Decline   18 22 9 13 21 15 21 17 15 12 10
Avg Max Increase   -1.66% -1.85% -1.42% -1.60% -1.15% -0.74% -1.43% -1.27% -1.18% -0.87% -0.64%
Max Increase   -4.37% -4.75% -3.74% -6.67% -2.51% -1.87% -2.95% -4.92% -2.41% -2.48% -2.93%
Avg Days to Max Increase   14 20 9 8 11 14 9 10 11 8 4
2024 Contract Condition   Yes     Yes Yes   Yes     Yes  
Action   No     Yes Yes   No     Yes  
High 65.78 65.08 67.16 69.05 68.20 66.43 66.92 66.72 67.36 67.22 68.11 68.34
Low 64.04 63.51 63.88 65.73 65.66 64.80 65.13 63.90 64.91 65.94 64.87 63.56
Close/Last 65.04 63.89 66.48 68.52 66.31 65.28 65.48 65.07 66.63 66.83 65.53 67.70

Banner

Newsflash

Its stability & liquidity make it a trader’s dream. With 2025’s geopolitical storms brewing, MRCI’s Brent Oil Report shows you how to ride seasonal waves as you manage risk. Intrigued?