MRCI's ScenarioSM Study

ScenarioSM Study for December EuroFX(CME) as of Jan 01, 2014
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		15	15	15	15	15	15	15	15	15	15	15
Closed Higher		6	8	7	7	6	8	7	8	10	9	8
Exceeded High		5	6	7	4	4	5	7	6	8	7	6
Scenario Percentage		83%	75%	100%	57%	67%	63%	100%	75%	80%	78%	75%
Avg Max Increase		3.39%	4.24%	5.59%	5.61%	4.04%	3.78%	3.71%	3.62%	3.87%	3.46%	2.09%
Max Increase		6.48%	7.39%	9.72%	10.97%	9.55%	8.58%	6.59%	5.58%	7.26%	5.35%	3.26%
Avg Days To Max Increase		17	24	21	22	17	20	18	15	19	13	11
Avg Max Decline		-1.03%	-0.98%	-1.15%	-0.91%	-1.33%	-1.30%	-1.35%	-0.97%	-1.23%	-0.83%	-0.51%
Max Decline		-2.89%	-2.54%	-2.95%	-2.75%	-2.69%	-2.06%	-3.54%	-2.82%	-2.19%	-2.33%	-0.95%
Avg Days to Max Decline		9	6	9	5	9	5	17	4	13	8	2
2013 Contract Condition		Yes			Yes		Yes	Yes		Yes	Yes
Action		Yes			Yes		Yes	Yes		Yes	Not Yet

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		15	15	15	15	15	15	15	15	15	15	15
Closed Lower		9	7	8	8	9	7	8	7	5	6	7
Penetrated Low		7	5	8	6	8	5	6	5	5	4	2
Scenario Percentage		78%	71%	100%	75%	89%	71%	75%	71%	100%	67%	29%
Avg Max Decline		3.67%	4.40%	5.27%	5.36%	2.58%	2.89%	5.45%	5.67%	5.31%	3.22%	2.28%
Max Decline		6.25%	7.01%	9.94%	10.42%	3.67%	5.93%	10.80%	15.36%	12.79%	5.38%	3.65%
Avg Days To Max Decline		20	21	21	13	11	13	11	15	17	12	8
Avg Max Increase		-1.47%	-0.69%	-1.07%	-0.66%	-1.68%	-0.59%	-1.00%	-1.10%	-0.50%	-0.69%	-0.48%
Max Increase		-3.56%	-1.50%	-2.59%	-2.11%	-3.29%	-2.31%	-1.80%	-1.94%	-1.58%	-1.34%	-0.85%
Avg Days to Max Increase		7	7	7	4	10	5	7	6	3	1	1
2013 Contract Condition			Yes	Yes		Yes			Yes			Yes
Action			Yes	Yes		Yes			Yes			Not Yet
High	133.01	135.90	137.17	131.60	132.14	132.50	134.26	133.50	134.58	135.73	138.34	136.23
Low	129.85	130.72	130.86	127.89	127.75	128.23	129.86	127.60	131.79	131.10	134.75	132.94
Close/Last	132.47	135.90	130.95	128.45	131.85	129.99	130.29	133.44	132.13	135.27	135.92	135.87