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 March Eurodollars(CME) as of Oct 20, 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   36 37 37 37 37 37 37 37 37 37 37
Closed Higher   20 19 24 22 27 26 25 17 20 20 18
Exceeded High   18 16 19 20 25 25 17 14 18 14 11
Scenario Percentage   90% 84% 79% 91% 93% 96% 68% 82% 90% 70% 61%
Avg Max Increase   0.63% 0.61% 0.65% 0.65% 0.65% 0.50% 0.59% 0.73% 0.37% 0.21% 0.13%
Max Increase   2.51% 1.65% 2.42% 2.18% 4.13% 3.01% 1.74% 1.83% 1.05% 0.79% 0.58%
Avg Days To Max Increase   17 18 16 18 16 13 19 18 16 9 7
Avg Max Decline   -0.08% -0.15% -0.10% -0.09% -0.17% -0.12% -0.07% -0.13% -0.13% -0.05% -0.03%
Max Decline   -0.24% -0.75% -0.51% -0.29% -0.96% -0.54% -0.23% -0.54% -0.83% -0.16% -0.13%
Avg Days to Max Decline   8 6 9 9 9 5 7 6 8 5 2
2019 Contract Condition     Yes     Yes     Yes Yes Yes Yes
Action     No     No     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 Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb
Tested Years   36 37 37 37 37 37 37 37 37 37 37
Closed Lower   16 18 13 15 9 11 11 18 15 17 19
Penetrated Low   15 11 5 9 5 7 8 12 8 13 13
Scenario Percentage   94% 61% 38% 60% 56% 64% 73% 67% 53% 76% 68%
Avg Max Decline   0.65% 0.34% 0.23% 0.36% 0.63% 0.44% 0.38% 0.25% 0.38% 0.24% 0.13%
Max Decline   2.28% 0.94% 0.54% 1.20% 1.94% 1.18% 1.12% 0.73% 1.10% 0.93% 0.28%
Avg Days To Max Decline   16 13 13 17 13 19 19 18 20 10 9
Avg Max Increase   -0.10% -0.19% -0.10% -0.15% -0.13% -0.07% -0.07% -0.05% -0.05% -0.06% -0.03%
Max Increase   -0.43% -0.64% -0.19% -0.50% -0.37% -0.17% -0.18% -0.14% -0.24% -0.23% -0.10%
Avg Days to Max Increase   7 6 9 8 5 10 4 3 8 5 1
2019 Contract Condition   Yes   Yes Yes   Yes Yes        
Action   Yes   No Yes   Yes No        
High 97.495 97.455 97.490 97.370 97.265 97.285 97.245 97.175 97.185 97.305 97.360 97.405
Low 97.280 97.220 97.160 97.150 97.160 97.155 97.130 97.055 97.065 97.120 97.275 97.325
Close/Last 97.410 97.245 97.355 97.240 97.170 97.240 97.160 97.105 97.155 97.290 97.355 97.400

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!!!