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 Canadian Dollar(CME) as of Jan 01, 2016
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   33 36 37 38 39 39 39 39 39 39 39
Closed Higher   15 14 19 12 19 22 26 18 25 18 21
Exceeded High   10 13 18 11 18 18 22 12 17 12 15
Scenario Percentage   67% 93% 95% 92% 95% 82% 85% 67% 68% 67% 71%
Avg Max Increase   2.29% 1.95% 2.00% 2.18% 2.71% 3.43% 2.38% 2.28% 2.05% 2.26% 1.17%
Max Increase   4.18% 4.76% 5.24% 4.27% 5.80% 15.45% 10.55% 4.69% 3.75% 4.25% 2.55%
Avg Days To Max Increase   18 18 16 14 21 15 16 16 20 12 9
Avg Max Decline   -0.43% -0.91% -0.70% -0.63% -1.04% -0.52% -0.59% -1.24% -0.54% -0.26% -0.37%
Max Decline   -2.20% -3.09% -4.64% -1.99% -3.50% -1.45% -2.37% -6.76% -1.71% -0.69% -0.87%
Avg Days to Max Decline   5 14 10 10 11 7 6 11 9 5 4
2015 Contract Condition           Yes   Yes        
Action           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 Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years   33 36 37 38 39 39 39 39 39 39 39
Closed Lower   18 22 17 26 20 17 13 21 14 21 18
Penetrated Low   13 16 13 21 13 12 12 14 10 15 8
Scenario Percentage   72% 73% 76% 81% 65% 71% 92% 67% 71% 71% 44%
Avg Max Decline   2.58% 3.15% 2.84% 2.48% 2.31% 1.66% 1.97% 2.34% 3.13% 2.01% 1.42%
Max Decline   7.57% 9.93% 8.67% 6.31% 4.29% 4.39% 6.16% 4.91% 7.59% 5.39% 2.44%
Avg Days To Max Decline   18 21 16 14 15 14 15 17 17 13 10
Avg Max Increase   -0.53% -0.42% -0.39% -0.52% -0.48% -0.43% -0.44% -0.59% -0.76% -0.37% -0.34%
Max Increase   -4.24% -2.44% -1.43% -2.62% -2.63% -1.78% -1.78% -2.64% -2.06% -1.77% -0.92%
Avg Days to Max Increase   6 7 10 5 6 7 4 9 7 7 2
2015 Contract Condition   Yes Yes Yes Yes   Yes   Yes Yes Yes Yes
Action   Yes Yes Yes Yes   No   Yes Yes Yes Not Yet
High 91.19 89.33 88.43 87.75 85.05 80.75 80.40 83.53 83.75 82.35 80.01 77.20
Low 88.55 87.84 86.75 85.19 78.20 78.33 77.77 78.57 79.63 79.46 76.29 74.88
Close/Last 88.55 88.00 86.82 85.62 78.69 79.72 78.84 82.58 80.23 79.98 76.36 75.88

Banner

Login

Newsflash