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 June EuroFX(CME) 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 Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May
Tested Years   16 16 16 16 17 17 18 18 18 18 18
Closed Higher   7 8 9 9 7 10 6 10 8 10 6
Exceeded High   7 6 8 8 5 6 5 8 8 8 4
Scenario Percentage   100% 75% 89% 89% 71% 60% 83% 80% 100% 80% 67%
Avg Max Increase   3.47% 3.40% 3.69% 3.89% 5.08% 3.88% 3.69% 4.04% 5.34% 2.75% 2.00%
Max Increase   6.39% 5.50% 7.34% 7.06% 9.95% 4.57% 6.98% 7.84% 9.75% 6.89% 3.39%
Avg Days To Max Increase   17 14 19 20 21 10 17 21 19 12 7
Avg Max Decline   -1.17% -0.72% -1.05% -0.89% -0.65% -1.67% -1.28% -1.07% -1.42% -0.79% -0.50%
Max Decline   -2.98% -2.62% -1.93% -2.17% -1.13% -3.69% -2.92% -2.73% -3.07% -2.80% -0.82%
Avg Days to Max Decline   17 3 12 7 6 6 9 7 7 4 2
2016 Contract Condition     Yes       Yes   Yes Yes Yes  
Action     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 Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May
Tested Years   16 16 16 16 17 17 18 18 18 18 18
Closed Lower   9 8 7 7 10 7 12 8 10 8 12
Penetrated Low   5 6 7 6 7 6 8 7 9 6 7
Scenario Percentage   56% 75% 100% 86% 70% 86% 67% 88% 90% 75% 58%
Avg Max Decline   5.46% 4.42% 4.29% 3.29% 4.18% 4.75% 4.37% 4.58% 4.94% 5.46% 1.56%
Max Decline   10.45% 14.53% 12.41% 5.24% 10.74% 8.26% 7.38% 7.17% 10.14% 10.78% 3.65%
Avg Days To Max Decline   15 16 19 13 20 23 17 17 24 9 8
Avg Max Increase   -0.80% -0.52% -1.11% -0.22% -2.28% -1.29% -1.82% -0.66% -1.38% -0.82% -0.58%
Max Increase   -1.44% -1.74% -2.80% -0.64% -3.76% -2.76% -3.74% -1.59% -2.96% -2.33% -0.98%
Avg Days to Max Increase   8 5 6 12 16 4 7 6 10 5 3
2016 Contract Condition   Yes   Yes Yes Yes   Yes       Yes
Action   No   Yes Yes Yes   No       Not Yet
High 115.06 112.86 117.53 115.05 115.40 111.06 111.17 110.31 114.16 114.38 114.86 116.31
Low 110.21 108.90 109.23 111.62 109.58 106.05 105.88 107.61 108.57 108.53 112.34 111.03
Close/Last 112.24 110.37 113.02 112.26 110.58 106.38 109.17 108.70 109.18 114.12 114.65 111.30

Banner

Login

Newsflash

Amid explosive interest in China, MRCI will now update charts of the Shanghai and Shenzen stock indices daily! http://www.mrci.com/client/hilite/hl001.php