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 May 10, 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   34 34 34 35 35 35 35 35 35 35 35
Closed Higher   19 16 17 12 22 14 17 16 16 14 20
Exceeded High   14 14 14 10 20 13 11 11 15 12 9
Scenario Percentage   74% 88% 82% 83% 91% 93% 65% 69% 94% 86% 45%
Avg Max Increase   3.49% 2.62% 3.39% 3.54% 2.17% 2.70% 3.28% 4.22% 3.66% 2.48% 1.06%
Max Increase   7.96% 6.66% 7.42% 8.00% 8.36% 6.64% 9.61% 13.53% 12.46% 4.08% 2.50%
Avg Days To Max Increase   19 18 19 19 14 14 16 18 16 12 7
Avg Max Decline   -1.25% -0.60% -0.82% -0.59% -1.40% -0.42% -0.54% -0.89% -0.78% -0.90% -0.65%
Max Decline   -2.60% -2.79% -2.76% -1.59% -3.72% -0.93% -1.43% -2.47% -2.75% -2.56% -2.61%
Avg Days to Max Decline   9 12 14 7 11 6 4 9 6 4 2
2020 Contract Condition   Yes Yes Yes Yes         Yes Yes  
Action   Yes Yes No No         No 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   34 34 34 35 35 35 35 35 35 35 35
Closed Lower   15 18 17 23 13 21 18 19 19 21 15
Penetrated Low   12 14 15 16 12 18 16 17 16 15 11
Scenario Percentage   80% 78% 88% 70% 92% 86% 89% 89% 84% 71% 73%
Avg Max Decline   2.98% 3.16% 3.67% 3.23% 3.62% 3.36% 2.65% 3.59% 3.84% 3.23% 1.55%
Max Decline   6.90% 6.29% 7.76% 8.27% 7.61% 7.14% 5.00% 9.15% 7.85% 5.67% 2.82%
Avg Days To Max Decline   18 24 17 14 20 19 17 15 20 11 7
Avg Max Increase   -1.01% -1.55% -0.91% -0.55% -0.65% -0.72% -1.33% -0.60% -1.00% -0.60% -0.43%
Max Increase   -2.87% -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   9 12 8 6 5 8 14 5 10 7 2
2020 Contract Condition           Yes Yes Yes Yes     Yes
Action           Yes Yes Yes Yes     Yes
High 96.258 96.755 98.720 103.800 100.770 100.523 98.000 97.580 93.975 94.795 94.140 94.330
Low 95.028 95.325 96.455 94.605 98.900 98.000 95.615 92.520 92.010 91.750 92.460 91.490
Close/Last 95.028 96.150 97.320 99.058 99.112 98.330 97.360 93.340 92.140 93.927 94.043 91.858

Banner

Login

Newsflash

Quotes and Charts! https://www.mrci.com/ohlc/ohlc-all.php

MRCI is delighted to provide our new Futures SuperCharts via End-of-Day Commodity Quotes pages.

There are now links not only to the Nearby Weekly and Monthly charts for each particular commodity but also to the daily Superchart for each delivery month --- over which you can even hover!

No more toggling from one section to another.  Now MRCI's tables of daily OHLC, volume, and open interest data offer you immediate access to the relevant charts

--- all in one place and at your fingertips.  Try it --- you'll like it!

Learn more: https://www.mrci.com/tutorials/supercharts.pdf