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 Swiss Franc(CME) as of Sep 16, 2022
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   34 36 40 45 45 45 45 45 45 45 45
Closed Higher   13 20 23 22 21 27 16 21 19 19 20
Exceeded High   12 17 21 15 17 22 13 14 15 15 12
Scenario Percentage   92% 85% 91% 68% 81% 81% 81% 67% 79% 79% 60%
Avg Max Increase   5.51% 5.29% 3.97% 4.70% 5.13% 3.40% 5.14% 4.36% 4.58% 2.66% 1.64%
Max Increase   18.85% 12.61% 11.13% 12.27% 11.00% 11.11% 14.44% 10.82% 8.87% 4.63% 3.87%
Avg Days To Max Increase   18 16 18 22 17 14 18 20 16 10 7
Avg Max Decline   -0.89% -0.90% -1.02% -0.41% -1.03% -1.61% -1.39% -1.66% -1.70% -1.32% -0.49%
Max Decline   -2.35% -4.88% -4.15% -1.86% -4.07% -4.46% -3.00% -7.31% -3.91% -5.56% -1.20%
Avg Days to Max Decline   9 8 10 4 7 8 11 11 10 4 2
2022 Contract Condition   Yes     Yes   Yes   Yes     Yes
Action   Yes     Yes   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 Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May
Tested Years   34 36 40 45 45 45 45 45 45 45 45
Closed Lower   21 16 17 23 23 18 29 24 26 25 25
Penetrated Low   16 13 15 18 16 17 23 23 24 18 14
Scenario Percentage   76% 81% 88% 78% 70% 94% 79% 96% 92% 72% 56%
Avg Max Decline   2.94% 3.91% 3.35% 3.30% 4.19% 5.39% 4.44% 3.99% 4.03% 4.40% 1.68%
Max Decline   8.02% 13.36% 8.76% 6.83% 11.57% 12.36% 12.27% 11.84% 8.48% 8.21% 4.09%
Avg Days To Max Decline   14 14 16 18 18 17 17 17 19 12 7
Avg Max Increase   -0.93% -0.84% -1.63% -0.68% -1.56% -1.03% -1.48% -1.43% -1.31% -0.84% -0.51%
Max Increase   -4.02% -3.18% -5.25% -3.39% -5.28% -4.57% -3.82% -5.47% -4.41% -4.15% -1.41%
Avg Days to Max Increase   8 7 12 7 10 5 11 11 9 4 3
2022 Contract Condition     Yes Yes   Yes   Yes   Yes Yes  
Action     Yes Yes   No   Yes   Yes Yes  
High 112.83 111.37 111.53 110.31 110.38 110.70 110.30 110.48 109.73 109.73 108.76 104.84
Low 109.02 108.98 108.84 107.69 108.13 107.49 108.31 107.53 108.05 106.09 102.67 99.49
Close/Last 109.02 111.28 110.15 107.93 109.93 109.52 110.24 108.55 109.54 108.71 103.19 104.37

Banner

Login

Main Menu

MRCI Online

Free Links

Newsflash

Let MRCI introduce you to our 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!!!