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 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 Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years   18 18 18 18 18 18 18 18 18 18 18
Closed Higher   6 10 8 10 6 10 8 9 11 9 8
Exceeded High   5 8 8 7 4 7 8 6 8 7 6
Scenario Percentage   83% 80% 100% 70% 67% 70% 100% 67% 73% 78% 75%
Avg Max Increase   3.39% 3.87% 5.12% 3.77% 4.04% 3.42% 3.45% 3.62% 3.87% 3.48% 2.11%
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 21 19 16 17 17 18 15 19 13 11
Avg Max Decline   -1.03% -0.94% -1.20% -0.80% -1.33% -1.38% -1.34% -0.97% -1.23% -0.83% -0.51%
Max Decline   -2.89% -2.54% -2.95% -2.75% -2.69% -3.03% -3.54% -2.82% -2.19% -2.33% -0.95%
Avg Days to Max Decline   9 6 10 4 9 7 16 4 13 8 2
2016 Contract Condition     Yes Yes Yes     Yes   Yes    
Action     Yes Yes Yes     Yes   No    
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   18 18 18 18 18 18 18 18 18 18 18
Closed Lower   12 8 10 8 12 8 10 9 7 9 10
Penetrated Low   8 6 9 6 11 5 7 7 7 7 5
Scenario Percentage   67% 75% 90% 75% 92% 63% 70% 78% 100% 78% 50%
Avg Max Decline   4.12% 4.75% 4.83% 5.36% 2.38% 2.89% 5.55% 5.19% 4.89% 3.64% 1.82%
Max Decline   7.26% 7.01% 9.94% 10.42% 3.67% 5.93% 10.80% 15.36% 12.79% 5.63% 3.65%
Avg Days To Max Decline   19 20 22 13 14 13 14 19 17 10 8
Avg Max Increase   -1.50% -0.62% -1.11% -0.66% -1.87% -0.59% -0.91% -1.02% -1.07% -0.98% -1.60%
Max Increase   -3.56% -1.50% -2.59% -2.11% -4.05% -2.31% -1.80% -1.94% -2.92% -3.00% -3.86%
Avg Days to Max Increase   6 6 11 4 14 5 6 5 6 5 3
2016 Contract Condition   Yes       Yes Yes   Yes   Yes Yes
Action   No       Yes No   Yes   Yes Yes
High 111.90 111.08 114.89 115.14 115.58 117.01 114.98 112.63 114.23 113.73 112.85 113.17
Low 106.94 108.50 109.39 109.32 113.14 111.84 109.94 110.20 111.09 111.64 108.75 105.27
Close/Last 110.00 109.48 110.01 114.90 115.42 112.09 111.45 112.46 112.12 112.77 109.87 106.04

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!!!