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 December US Dollar Index(ICE) as of Dec 30, 2016
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   30 30 30 31 31 31 31 31 31 31 31
Closed Higher   18 12 15 9 20 13 16 14 12 11 18
Exceeded High   13 10 13 8 18 12 10 9 12 9 10
Scenario Percentage   72% 83% 87% 89% 90% 92% 63% 64% 100% 82% 56%
Avg Max Increase   3.14% 2.46% 3.55% 3.75% 2.23% 2.70% 3.47% 4.79% 4.11% 3.28% 1.19%
Max Increase   6.39% 5.08% 7.42% 8.00% 8.36% 6.64% 9.61% 13.53% 12.46% 5.22% 2.91%
Avg Days To Max Increase   19 18 19 18 13 14 15 18 18 12 7
Avg Max Decline   -1.22% -0.36% -0.85% -0.73% -1.41% -0.38% -0.47% -0.85% -0.90% -0.91% -0.79%
Max Decline   -2.60% -1.06% -2.76% -1.59% -3.72% -0.91% -1.43% -2.47% -2.75% -2.56% -2.61%
Avg Days to Max Decline   7 11 14 8 10 6 4 7 5 4 2
2016 Contract Condition   Yes       Yes Yes   Yes   Yes Yes
Action   No       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 Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years   30 30 30 31 31 31 31 31 31 31 31
Closed Lower   12 18 15 22 11 18 15 17 19 20 13
Penetrated Low   10 14 14 15 10 16 14 15 16 14 10
Scenario Percentage   83% 78% 93% 68% 91% 89% 93% 88% 84% 70% 77%
Avg Max Decline   3.41% 3.16% 3.68% 3.20% 3.34% 3.19% 2.78% 3.93% 3.84% 3.47% 1.64%
Max Decline   6.90% 6.29% 7.76% 8.27% 7.61% 7.14% 5.00% 9.15% 7.85% 6.04% 3.00%
Avg Days To Max Decline   17 24 17 13 18 18 19 16 20 12 10
Avg Max Increase   -0.78% -1.55% -0.90% -0.54% -0.73% -0.74% -1.37% -0.64% -1.00% -0.55% -0.46%
Max Increase   -2.59% -6.12% -2.95% -3.27% -2.66% -3.08% -3.33% -2.41% -3.06% -1.55% -1.85%
Avg Days to Max Increase   7 12 7 5 4 8 14 5 10 5 2
2016 Contract Condition     Yes Yes Yes     Yes   Yes    
Action     Yes Yes Yes     Yes   No    
High 99.445 100.030 99.480 98.790 95.335 95.965 96.940 97.610 96.450 96.305 99.090 102.120
Low 98.030 98.433 95.475 94.540 93.090 92.095 93.100 95.310 94.050 94.385 95.390 95.905
Close/Last 98.870 99.805 98.445 94.720 93.188 95.928 96.228 95.460 95.968 95.385 98.422 101.540

Banner

Login

Newsflash

Let MRCI introduce you to our brand new Futures Highlight!

The focus on a single market each month can provide you more in-depth knowledge of how it trades. What if you knew such things as ...
(1) average daily ranges by day of week
(2)  how often it tends to close higher/lower by day of week
(3)  how often it tends to gap up/down
(4)  historical summary of daily % of price change

FREE for a limited time!!!