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 September Swiss Franc(CME) as of Jan 01, 2010
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years 20 29 33 34 34 35 35 35 35 35 35
Closed Higher 11 14 19 11 17 17 15 16 17 14 18
Exceeded High 6 11 15 9 12 13 12 10 15 13 12
Scenario Percentage 55% 79% 79% 82% 71% 76% 80% 62% 88% 93% 67%
Avg Max Increase 4.05% 5.74% 4.06% 6.57% 4.08% 4.57% 3.62% 6.52% 6.18% 4.42% 2.74%
Max Increase 5.72% 11.22% 11.41% 14.48% 10.90% 8.85% 9.51% 14.97% 16.68% 10.45% 6.57%
Avg Days To Max Increase 15 16 13 20 22 15 17 19 15 11 8
Avg Max Decline -0.03% -0.99% -0.95% -1.03% -1.56% -1.52% -1.27% -0.98% -0.79% -1.43% -0.63%
Max Decline -1.20% -4.06% -2.88% -2.66% -7.41% -3.95% -6.04% -2.46% -2.75% -3.70% -2.58%
Avg Days to Max Decline 2 7 4 11 11 7 7 7 7 7 2
2009 Contract Condition     Yes     Yes   Yes   Yes Yes
Action     No     Yes   Yes   Yes Yes
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 Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years 20 29 33 34 34 35 35 35 35 35 35
Closed Lower 9 15 14 23 17 18 20 19 17 21 17
Penetrated Low 6 10 13 20 16 18 14 12 15 16 15
Scenario Percentage 67% 67% 93% 87% 94% 100% 70% 63% 88% 76% 88%
Avg Max Decline 3.07% 4.57% 6.12% 4.47% 4.02% 3.92% 5.15% 4.72% 4.18% 3.36% 6.22%
Max Decline 5.50% 11.68% 12.47% 11.73% 12.31% 8.93% 9.97% 9.95% 7.79% 8.25% 17.02%
Avg Days To Max Decline 14 23 16 18 17 20 20 16 17 16 14
Avg Max Increase 0.17% -2.01% -0.90% -1.49% -1.39% -1.38% -1.04% -1.17% -0.57% -1.30% -1.27%
Max Increase -0.33% -7.34% -4.38% -3.85% -5.83% -4.37% -4.15% -2.39% -3.46% -4.06% -4.05%
Avg Days to Max Increase 2 13 6 13 9 9 7 9 6 7 4
2009 Contract Condition Yes Yes   Yes Yes   Yes   Yes    
Action Yes No   Yes Yes   No   No    
High 90.26 86.99 96.81 94.47 87.82 89.97 89.13 93.95 94.53 94.25 95.03
Low 86.27 82.65 82.90 86.12 84.90 84.40 85.41 87.74 90.75 91.35 91.90
Close/Last 86.99 83.53 94.12 86.42 86.04 88.10 87.99 93.76 92.20 93.62 94.39

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!

Learn more: https://www.mrci.com/tutorials/supercharts.pdf