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 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   44 45 45 45 45 45 45 45 45 45 45
Closed Higher   20 19 12 18 24 16 22 22 22 21 21
Exceeded High   14 11 8 15 18 15 17 18 17 12 14
Scenario Percentage   70% 58% 67% 83% 75% 94% 77% 82% 77% 57% 67%
Avg Max Increase   16.22% 20.34% 12.64% 8.77% 10.96% 15.26% 17.88% 16.39% 17.27% 23.38% 8.63%
Max Increase   74.84% 103.42% 53.36% 18.58% 35.59% 32.17% 54.63% 63.74% 64.24% 65.77% 19.49%
Avg Days To Max Increase   18 11 15 14 15 17 18 13 18 10 8
Avg Max Decline   -2.31% -1.18% -6.14% -4.05% -2.87% -2.32% -2.20% -1.60% -3.20% -0.66% -1.13%
Max Decline   -10.69% -5.79% -19.74% -11.71% -11.95% -12.01% -8.79% -5.10% -15.35% -3.33% -3.67%
Avg Days to Max Decline   4 4 12 9 10 7 6 3 10 2 3
2019 Contract Condition   Yes Yes       Yes Yes     Yes  
Action   Yes No       Yes No     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   44 45 45 45 45 45 45 45 45 45 45
Closed Lower   24 26 33 27 21 29 23 23 22 24 24
Penetrated Low   20 22 28 19 17 22 21 19 18 20 16
Scenario Percentage   83% 85% 85% 70% 81% 76% 91% 83% 82% 83% 67%
Avg Max Decline   12.51% 14.21% 11.49% 10.54% 9.53% 10.13% 9.49% 9.87% 9.75% 8.28% 4.75%
Max Decline   34.94% 35.94% 26.33% 24.16% 21.71% 26.39% 24.88% 20.29% 22.16% 22.02% 12.03%
Avg Days To Max Decline   22 21 16 20 19 13 17 18 18 12 8
Avg Max Increase   -3.77% -2.42% -3.63% -5.18% -4.94% -2.76% -3.12% -3.25% -4.57% -3.15% -1.29%
Max Increase   -18.45% -8.57% -33.47% -18.81% -13.72% -13.26% -14.35% -11.69% -15.45% -9.70% -5.10%
Avg Days to Max Increase   12 8 8 12 10 7 11 7 10 9 2
2019 Contract Condition       Yes Yes Yes     Yes Yes   Yes
Action       Yes Yes Yes     Yes Yes   Yes
High 134.60 132.00 134.90 134.00 122.80 117.10 107.45 129.20 125.00 110.85 107.15 107.00
Low 127.95 124.60 125.75 121.55 114.05 102.75 98.55 104.50 107.25 98.60 99.35 93.55
Close/Last 129.20 131.80 132.85 122.10 116.60 105.10 105.85 116.45 107.55 101.85 105.90 95.20

Banner

Login

Newsflash

Quotes and Charts! https://www.mrci.com/ohlc/ohlc-all.php

MRCI is delighted to provide our new 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!

To learn more about the features of Futures SuperCharts, please visit: https://www.mrci.com/tutorials/supercharts.pdf