MRCI's ScenarioSM Study

ScenarioSM Study for December Australian Dollar(CME) as of Oct 29, 2021
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		23	23	23	30	31	32	33	34	34	34	34
Closed Higher		10	15	11	19	11	19	17	15	18	21	18
Exceeded High		6	14	11	15	10	16	15	14	16	16	13
Scenario Percentage		60%	93%	100%	79%	91%	84%	88%	93%	89%	76%	72%
Avg Max Increase		3.81%	4.98%	4.39%	4.42%	3.08%	3.74%	3.32%	3.85%	4.16%	3.83%	1.73%
Max Increase		5.69%	13.48%	15.16%	12.59%	8.58%	9.61%	8.52%	11.04%	9.75%	8.12%	4.11%
Avg Days To Max Increase		13	19	15	17	14	17	16	16	16	10	8
Avg Max Decline		-0.37%	-1.50%	-0.68%	-0.83%	-0.90%	-1.19%	-1.97%	-1.17%	-1.24%	-0.71%	-0.30%
Max Decline		-0.88%	-5.28%	-2.13%	-4.00%	-3.41%	-4.51%	-10.20%	-3.23%	-3.12%	-2.43%	-1.25%
Avg Days to Max Decline		8	8	3	5	9	7	15	6	9	4	2
2021 Contract Condition			Yes		Yes	Yes					Yes
Action			No		Yes	No					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	Dec	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov
Tested Years		23	23	23	30	31	32	33	34	34	34	34
Closed Lower		13	8	12	11	20	13	16	19	16	13	16
Penetrated Low		7	7	7	11	15	8	14	14	11	10	6
Scenario Percentage		54%	88%	58%	100%	75%	62%	88%	74%	69%	77%	38%
Avg Max Decline		5.80%	5.59%	4.59%	4.53%	2.79%	4.27%	5.14%	5.88%	5.54%	2.40%	1.81%
Max Decline		17.96%	15.59%	10.14%	11.64%	6.26%	11.65%	16.33%	29.41%	24.23%	5.75%	3.34%
Avg Days To Max Decline		11	19	15	21	18	13	14	17	19	14	8
Avg Max Increase		-1.93%	-0.81%	-0.56%	-1.09%	-1.41%	-1.12%	-1.17%	-1.30%	-1.30%	-1.29%	-0.58%
Max Increase		-6.58%	-1.40%	-1.57%	-2.41%	-4.71%	-2.36%	-5.96%	-3.09%	-3.42%	-2.36%	-1.16%
Avg Days to Max Increase		9	11	12	10	12	12	10	10	9	7	3
2021 Contract Condition		Yes		Yes			Yes	Yes	Yes	Yes
Action		Yes		Yes			Yes	Yes	No	Not Yet
High	77.48	78.27	80.07	78.52	78.22	78.95	77.79	76.03	74.30	74.82	75.57
Low	73.69	76.14	75.83	75.72	75.39	76.83	74.82	72.94	71.11	71.73	71.94
Close/Last	77.09	76.52	77.11	76.05	77.11	77.19	75.00	73.39	73.24	72.34	75.27