MRCI's ScenarioSM Study

ScenarioSM Study for March Canadian Dollar(CME) as of Jan 01, 2019
Condition 1: Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Jan	Feb
Tested Years		39	41	41	42	42	42	42	42	42	42	42
Closed Higher		26	18	25	20	22	28	19	14	22	14	22
Exceeded High		21	11	18	14	18	18	12	13	19	11	14
Scenario Percentage		81%	61%	72%	70%	82%	64%	63%	93%	86%	79%	64%
Avg Max Increase		2.40%	2.84%	2.06%	2.85%	2.78%	2.79%	2.12%	1.93%	2.02%	1.79%	1.70%
Max Increase		10.35%	8.40%	4.28%	5.66%	11.64%	9.54%	4.41%	4.07%	4.62%	4.39%	3.66%
Avg Days To Max Increase		19	18	22	18	17	16	15	19	18	9	10
Avg Max Decline		-0.57%	-1.19%	-0.48%	-0.79%	-0.50%	-0.56%	-0.49%	-1.03%	-0.78%	-0.69%	-0.26%
Max Decline		-2.05%	-6.78%	-1.87%	-2.99%	-2.56%	-2.54%	-2.24%	-3.31%	-4.63%	-2.04%	-1.31%
Avg Days to Max Decline		8	11	9	10	5	9	5	15	9	7	2
2018 Contract Condition			Yes	Yes	Yes		Yes			Yes	Yes
Action			Yes	Yes	Yes		No			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	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Jan	Feb
Tested Years		39	41	41	42	42	42	42	42	42	42	42
Closed Lower		13	23	16	22	20	14	22	27	20	28	20
Penetrated Low		11	13	12	16	13	13	16	21	16	21	13
Scenario Percentage		85%	57%	75%	73%	65%	93%	73%	78%	80%	75%	65%
Avg Max Decline		1.94%	2.58%	3.03%	2.19%	4.15%	1.74%	2.35%	3.11%	2.92%	2.28%	1.55%
Max Decline		5.05%	4.79%	8.04%	5.52%	17.72%	3.91%	7.78%	10.47%	9.18%	5.91%	2.82%
Avg Days To Max Decline		13	18	18	19	20	15	18	20	17	11	11
Avg Max Increase		-0.33%	-0.78%	-1.02%	-0.46%	-1.11%	-0.68%	-0.99%	-0.62%	-0.51%	-0.54%	-0.17%
Max Increase		-1.75%	-3.73%	-4.75%	-2.16%	-3.44%	-1.89%	-4.44%	-2.60%	-1.37%	-2.65%	-0.52%
Avg Days to Max Increase		2	8	8	9	11	7	12	7	9	4	3
2018 Contract Condition		Yes				Yes		Yes	Yes			Yes
Action		Yes				Yes		Yes	Yes			Yes
High	75.83	75.96	75.04	77.44	80.69	80.48	82.90	80.44	79.04	79.99	81.68	81.63
Low	74.42	73.47	73.01	74.28	77.10	78.47	79.89	77.54	77.58	77.53	79.49	77.89
Close/Last	75.68	73.57	74.44	77.38	80.47	80.14	80.29	77.65	77.61	79.90	81.33	77.96