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 Coffee "C"(ICE) as of Jan 01, 2009
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   33 34 34 34 34 35 35 35 35 35 35
Closed Higher   15 16 7 12 20 12 18 19 21 16 19
Exceeded High   11 9 5 10 15 10 14 16 17 11 12
Scenario Percentage   73% 56% 71% 83% 75% 83% 78% 84% 81% 69% 63%
Avg Max Increase   19.01% 21.76% 13.89% 9.42% 11.28% 15.11% 19.35% 17.25% 17.41% 18.49% 8.08%
Max Increase   74.84% 103.42% 53.36% 18.58% 35.59% 32.17% 54.63% 63.74% 64.24% 63.20% 19.49%
Avg Days To Max Increase   20 11 14 16 15 20 19 12 17 10 8
Avg Max Decline   -2.50% -1.43% -8.03% -4.31% -2.34% -2.14% -1.88% -1.39% -2.86% -0.70% -1.01%
Max Decline   -10.69% -5.79% -19.74% -11.71% -5.64% -12.01% -8.79% -5.10% -15.35% -3.33% -3.67%
Avg Days to Max Decline   5 5 14 9 9 9 7 3 9 2 3
2008 Contract Condition     Yes   Yes   Yes   Yes Yes Yes Yes
Action     Yes   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 Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb
Tested Years   33 34 34 34 34 35 35 35 35 35 35
Closed Lower   18 18 27 22 14 23 17 16 13 19 16
Penetrated Low   15 16 23 14 11 17 14 12 12 16 9
Scenario Percentage   83% 89% 85% 64% 79% 74% 82% 75% 92% 84% 56%
Avg Max Decline   13.31% 15.99% 11.93% 10.90% 11.53% 10.44% 9.50% 9.90% 9.63% 7.47% 4.26%
Max Decline   34.94% 35.94% 26.33% 24.16% 21.71% 26.39% 24.88% 20.29% 22.16% 18.86% 11.04%
Avg Days To Max Decline   25 20 16 18 18 14 17 16 16 12 6
Avg Max Increase   -3.82% -2.26% -3.86% -4.16% -4.89% -2.32% -3.16% -3.75% -3.25% -3.09% -1.69%
Max Increase   -18.45% -5.76% -33.47% -9.90% -13.72% -10.48% -14.35% -11.69% -15.45% -9.70% -5.10%
Avg Days to Max Increase   15 9 8 10 10 7 11 10 8 10 2
2008 Contract Condition   Yes   Yes   Yes   Yes        
Action   Yes   Yes   No   Yes        
High 129.50 126.35 123.75 128.00 123.75 129.40 138.40 144.60 131.50 137.00 139.40 169.60
Low 121.25 115.85 113.50 118.70 116.90 118.80 119.00 123.90 122.25 127.60 129.70 137.15
Close/Last 122.00 116.10 121.95 120.30 122.00 119.65 132.30 125.45 129.20 136.20 138.15 164.60

Banner

Login

Main Menu

MRCI Online

Free Links

Newsflash

Quotes and Charts! https://www.mrci.com/ohlc/ohlc-all.php
MRCI is delighted to provide our 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