MRCI's ScenarioSM Study

ScenarioSM Study for June Canadian Dollar(CME) as of Jan 21, 2022
Condition 1: Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Jan	Feb	Mar	Apr	May
Tested Years		40	41	42	44	44	44	44	45	45	45	45
Closed Higher		20	22	27	20	17	24	15	21	24	30	19
Exceeded High		16	17	17	13	16	19	12	19	19	23	11
Scenario Percentage		80%	77%	63%	65%	94%	79%	80%	90%	79%	77%	58%
Avg Max Increase		2.43%	2.82%	2.82%	2.02%	2.11%	2.13%	1.99%	3.18%	3.69%	2.28%	1.54%
Max Increase		5.50%	11.46%	9.39%	4.29%	4.34%	4.98%	4.31%	8.25%	15.65%	10.60%	3.51%
Avg Days To Max Increase		18	19	15	16	19	19	13	22	17	10	8
Avg Max Decline		-0.72%	-0.43%	-0.40%	-0.51%	-0.91%	-0.82%	-0.66%	-1.03%	-0.62%	-0.63%	-0.36%
Max Decline		-2.99%	-2.51%	-2.55%	-2.21%	-3.26%	-4.68%	-2.02%	-3.58%	-1.84%	-1.99%	-0.83%
Avg Days to Max Decline		7	5	8	6	16	12	8	10	8	5	2
2021 Contract Condition		Yes	Yes			Yes	Yes		Yes	Yes	Yes	Yes
Action		Yes	Yes			Yes	Yes		Yes	Yes	Yes	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	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Jan	Feb	Mar	Apr	May
Tested Years		40	41	42	44	44	44	44	45	45	45	45
Closed Lower		20	19	15	23	27	20	29	23	20	15	26
Penetrated Low		14	13	13	15	20	15	22	18	14	14	14
Scenario Percentage		70%	68%	87%	65%	74%	75%	76%	78%	70%	93%	54%
Avg Max Decline		2.00%	3.74%	1.65%	2.59%	3.38%	2.94%	2.78%	2.59%	1.55%	1.71%	1.10%
Max Decline		5.49%	17.67%	3.99%	7.59%	10.34%	9.06%	9.76%	8.59%	4.44%	6.31%	1.80%
Avg Days To Max Decline		18	19	17	18	21	16	13	16	15	15	7
Avg Max Increase		-0.48%	-1.01%	-0.72%	-0.74%	-0.53%	-0.48%	-0.59%	-0.46%	-0.52%	-0.46%	-0.11%
Max Increase		-2.16%	-3.36%	-2.35%	-4.26%	-2.62%	-1.38%	-2.57%	-2.84%	-1.82%	-1.86%	-0.75%
Avg Days to Max Increase		10	10	8	8	5	9	6	7	9	6	1
2021 Contract Condition				Yes	Yes			Yes
Action				No	No			No
High	75.05	74.97	76.80	76.91	76.46	77.41	78.86	79.45	80.21	80.88	81.53	83.25
Low	73.01	73.44	74.45	74.60	74.76	74.90	77.01	77.66	77.72	78.51	79.04	80.96
Close/Last	73.62	74.73	76.80	75.16	75.13	77.20	78.35	78.13	78.70	79.57	81.44	82.74