MRCI Online
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| ScenarioSM Study for December Australian Dollar(CME) as of Dec 30, 2011 | ||||||||||||
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| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
| Tested Years | 14 | 14 | 14 | 21 | 22 | 23 | 24 | 25 | 25 | 25 | 25 | |
| Closed Higher | 5 | 10 | 7 | 15 | 8 | 12 | 12 | 13 | 13 | 16 | 14 | |
| Exceeded High | 4 | 9 | 7 | 12 | 7 | 10 | 11 | 12 | 12 | 14 | 9 | |
| Scenario Percentage | 80% | 90% | 100% | 80% | 88% | 83% | 92% | 92% | 92% | 88% | 64% | |
| Avg Max Increase | 4.80% | 5.51% | 5.98% | 4.46% | 2.65% | 3.75% | 3.72% | 4.40% | 4.67% | 3.97% | 1.74% | |
| Max Increase | 5.69% | 13.48% | 15.16% | 12.59% | 5.02% | 9.61% | 8.52% | 11.04% | 9.75% | 8.12% | 4.11% | |
| Avg Days To Max Increase | 14 | 21 | 16 | 18 | 15 | 18 | 20 | 18 | 13 | 11 | 9 | |
| Avg Max Decline | -0.33% | -1.81% | -0.58% | -0.71% | -1.13% | -1.43% | -1.99% | -1.27% | -1.12% | -0.65% | -0.45% | |
| Max Decline | -0.84% | -5.28% | -1.76% | -4.00% | -3.41% | -4.51% | -10.20% | -3.23% | -3.12% | -2.43% | -1.25% | |
| Avg Days to Max Decline | 3 | 11 | 3 | 5 | 13 | 7 | 15 | 7 | 8 | 3 | 3 | |
| 2011 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | No | Yes | No | Not Yet | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
