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MRCI's ScenarioSM Summary |
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ScenarioSM Summary Jun 30, 2007 |
Historical Data |
Scenario Data |
Current Market Data |
Mkt |
Cond |
Month |
Prev Close |
Month High |
Month Low |
Month Close |
Pct Range |
Total Years |
Cond Years |
Action Years |
Pct |
Scenario Objective |
Average Objective |
Last Price |
#SSNI |
Higher |
Jun |
17876 |
18297 |
17592 |
18138 |
77% |
25 |
14 |
12 |
86% |
18297 |
19039 |
18138 |
SFU7 |
Higher |
Jun |
82.31 |
82.89 |
80.78 |
82.32 |
73% |
32 |
15 |
13 |
87% |
82.89 |
87.75 |
82.32 |
JYU7 |
Lower |
Jun |
83.30 |
83.80 |
81.43 |
82.01 |
24% |
30 |
16 |
14 |
88% |
81.43 |
78.49 |
82.01 |
DXU7 |
Lower |
Jun |
82.000 |
83.010 |
81.370 |
81.690 |
20% |
21 |
10 |
9 |
90% |
81.370 |
78.503 |
81.690 |
HGU7 |
Higher |
Jun |
338.90 |
350.25 |
324.80 |
345.05 |
80% |
45 |
20 |
18 |
90% |
350.25 |
383.25 |
345.05 |
HGZ7 |
Higher |
Jun |
333.20 |
341.10 |
320.00 |
340.30 |
96% |
44 |
20 |
19 |
95% |
341.10 |
372.87 |
340.30 |
CLV7 |
Higher |
Jun |
66.51 |
71.40 |
66.96 |
71.06 |
92% |
24 |
11 |
11 |
100% |
71.40 |
78.49 |
71.06 |
CLX7 |
Higher |
Jun |
67.08 |
71.26 |
67.50 |
71.24 |
99% |
24 |
11 |
11 |
100% |
71.26 |
78.17 |
71.24 |
CLZ7 |
Higher |
Jun |
67.57 |
71.73 |
67.75 |
71.44 |
93% |
24 |
11 |
11 |
100% |
71.73 |
78.40 |
71.44 |
HOV7 |
Higher |
Jun |
195.36 |
208.02 |
196.13 |
207.64 |
97% |
27 |
12 |
12 |
100% |
208.02 |
232.17 |
207.64 |
HOX7 |
Higher |
Jun |
198.31 |
211.60 |
198.88 |
209.54 |
84% |
28 |
12 |
12 |
100% |
211.60 |
234.91 |
209.54 |
HOZ7 |
Higher |
Jun |
201.21 |
212.50 |
201.25 |
211.44 |
91% |
28 |
12 |
12 |
100% |
212.50 |
235.33 |
211.44 |
SU7 |
Higher |
Jun |
820.00 |
876.00 |
808.00 |
865.50 |
85% |
45 |
23 |
20 |
87% |
876.00 |
984.12 |
865.50 |
SX7 |
Higher |
Jun |
836.25 |
893.00 |
825.00 |
881.75 |
83% |
45 |
22 |
19 |
86% |
893.00 |
1000.72 |
881.75 |
CZ7 |
Lower |
Jun |
384.75 |
431.00 |
344.00 |
350.75 |
8% |
45 |
26 |
22 |
85% |
344.00 |
308.08 |
350.75 |
LCZ7 |
Higher |
Jun |
95.950 |
96.250 |
94.000 |
96.180 |
97% |
42 |
20 |
19 |
95% |
96.250 |
101.711 |
96.180 |
FCQ7 |
Higher |
Jun |
111.430 |
111.900 |
105.500 |
111.550 |
95% |
35 |
20 |
18 |
90% |
111.900 |
118.812 |
111.550 |
FCU7 |
Higher |
Jun |
111.300 |
112.100 |
105.650 |
111.850 |
96% |
35 |
20 |
18 |
90% |
112.100 |
118.477 |
111.850 |
KCU7 |
Lower |
Jun |
114.75 |
120.85 |
110.90 |
112.80 |
19% |
33 |
27 |
24 |
89% |
110.90 |
96.69 |
112.80 |
KCZ7 |
Lower |
Jun |
118.50 |
124.50 |
114.80 |
116.70 |
20% |
33 |
27 |
24 |
89% |
114.80 |
101.24 |
116.70 |
SBH8 |
Higher |
Jun |
9.87 |
10.28 |
9.22 |
10.00 |
74% |
45 |
20 |
17 |
85% |
10.28 |
11.38 |
10.00 |
- Nikkei 225 Index
- The #SSNI(Mkt) ended Higher(Cond) for
June(Month). Compared to May's 17876(Prev Close), the market ended June at 18138(Month Close),
that being 77%(Pct Range) off of
17592(Month Low) to 18297(Month High).
In comparing the May/June closes for each of the last 25 years(Total Years), Scenario found that the Nikkei 225 Index also closed
higher in June than May in 14(Cond Years) of those years.
Of those 14, the #SSNI went on to exceed the June high within the next 2 months in 12 years(Action Years) or 86%(Pct) of the time.
Therefore, the historical odds are high that the the #SSNI should exceed 18297(Scenario Objective) by no later than the end of August.
If it does so, Scenario would further project (based on
normalizing those previous 12 years) a potential move
toward 19039(Average Objective).
- September Swiss Franc(CME)
- The SFU7(Mkt) ended Higher(Cond) for
June(Month). Compared to May's 82.31(Prev Close), the market ended June at 82.32(Month Close),
that being 73%(Pct Range) off of
80.78(Month Low) to 82.89(Month High).
In comparing the May/June closes for each of the last 32 years(Total Years), Scenario found that the September Swiss Franc(CME) also closed
higher in June than May in 15(Cond Years) of those years.
Of those 15, SFU went on to exceed the June high within the next 2 months in 13 years(Action Years) or 87%(Pct) of the time.
Therefore, the historical odds are high that the SFU should exceed 82.89(Scenario Objective) by no later than the end of August.
If it does so, Scenario would further project (based on
normalizing those previous 13 years) a potential move
toward 87.75(Average Objective).
- September Japanese Yen(CME)
- The JYU7(Mkt) ended Lower(Cond) for
June(Month). Compared to May's 83.30(Prev Close), the market ended June at 82.01(Month Close),
that being 24%(Pct Range) off of
81.43(Month Low) to 83.80(Month High).
In comparing the May/June closes for each of the last 30 years(Total Years), Scenario found that the September Japanese Yen(CME) also closed
lower in June than May in 16(Cond Years) of those years.
Of those 16, JYU went on to penetrate the June low within the next 2 months in 14 years(Action Years) or 88%(Pct) of the time.
Therefore, the historical odds are high that the JYU should penetrate 81.43(Scenario Objective) by no later than the end of August.
If it does so, Scenario would further project (based on
normalizing those previous 14 years) a potential move
toward 78.49(Average Objective).
- September US Dollar Index(NYBOT)
- The DXU7(Mkt) ended Lower(Cond) for
June(Month). Compared to May's 82.000(Prev Close), the market ended June at 81.690(Month Close),
that being 20%(Pct Range) off of
81.370(Month Low) to 83.010(Month High).
In comparing the May/June closes for each of the last 21 years(Total Years), Scenario found that the September US Dollar Index(NYBOT) also closed
lower in June than May in 10(Cond Years) of those years.
Of those 10, DXU went on to penetrate the June low within the next 2 months in 9 years(Action Years) or 90%(Pct) of the time.
Therefore, the historical odds are high that the DXU should penetrate 81.370(Scenario Objective) by no later than the end of August.
If it does so, Scenario would further project (based on
normalizing those previous 9 years) a potential move
toward 78.503(Average Objective).
- September Copper(CMX)
- The HGU7(Mkt) ended Higher(Cond) for
June(Month). Compared to May's 338.90(Prev Close), the market ended June at 345.05(Month Close),
that being 80%(Pct Range) off of
324.80(Month Low) to 350.25(Month High).
In comparing the May/June closes for each of the last 45 years(Total Years), Scenario found that the September Copper(CMX) also closed
higher in June than May in 20(Cond Years) of those years.
Of those 20, HGU went on to exceed the June high within the next 2 months in 18 years(Action Years) or 90%(Pct) of the time.
Therefore, the historical odds are high that the HGU should exceed 350.25(Scenario Objective) by no later than the end of August.
If it does so, Scenario would further project (based on
normalizing those previous 18 years) a potential move
toward 383.25(Average Objective).
- December Copper(CMX)
- The HGZ7(Mkt) ended Higher(Cond) for
June(Month). Compared to May's 333.20(Prev Close), the market ended June at 340.30(Month Close),
that being 96%(Pct Range) off of
320.00(Month Low) to 341.10(Month High).
In comparing the May/June closes for each of the last 44 years(Total Years), Scenario found that the December Copper(CMX) also closed
higher in June than May in 20(Cond Years) of those years.
Of those 20, HGZ went on to exceed the June high within the next 2 months in 19 years(Action Years) or 95%(Pct) of the time.
Therefore, the historical odds are high that the HGZ should exceed 341.10(Scenario Objective) by no later than the end of August.
If it does so, Scenario would further project (based on
normalizing those previous 19 years) a potential move
toward 372.87(Average Objective).
- October Crude Oil(NYM)
- The CLV7(Mkt) ended Higher(Cond) for
June(Month). Compared to May's 66.51(Prev Close), the market ended June at 71.06(Month Close),
that being 92%(Pct Range) off of
66.96(Month Low) to 71.40(Month High).
In comparing the May/June closes for each of the last 24 years(Total Years), Scenario found that the October Crude Oil(NYM) also closed
higher in June than May in 11(Cond Years) of those years.
Of those 11, CLV went on to exceed the June high within the next 2 months in 11 years(Action Years) or 100%(Pct) of the time.
Therefore, the historical odds are high that the CLV should exceed 71.40(Scenario Objective) by no later than the end of August.
If it does so, Scenario would further project (based on
normalizing those previous 11 years) a potential move
toward 78.49(Average Objective).
- November Crude Oil(NYM)
- The CLX7(Mkt) ended Higher(Cond) for
June(Month). Compared to May's 67.08(Prev Close), the market ended June at 71.24(Month Close),
that being 99%(Pct Range) off of
67.50(Month Low) to 71.26(Month High).
In comparing the May/June closes for each of the last 24 years(Total Years), Scenario found that the November Crude Oil(NYM) also closed
higher in June than May in 11(Cond Years) of those years.
Of those 11, CLX went on to exceed the June high within the next 2 months in 11 years(Action Years) or 100%(Pct) of the time.
Therefore, the historical odds are high that the CLX should exceed 71.26(Scenario Objective) by no later than the end of August.
If it does so, Scenario would further project (based on
normalizing those previous 11 years) a potential move
toward 78.17(Average Objective).
- December Crude Oil(NYM)
- The CLZ7(Mkt) ended Higher(Cond) for
June(Month). Compared to May's 67.57(Prev Close), the market ended June at 71.44(Month Close),
that being 93%(Pct Range) off of
67.75(Month Low) to 71.73(Month High).
In comparing the May/June closes for each of the last 24 years(Total Years), Scenario found that the December Crude Oil(NYM) also closed
higher in June than May in 11(Cond Years) of those years.
Of those 11, CLZ went on to exceed the June high within the next 2 months in 11 years(Action Years) or 100%(Pct) of the time.
Therefore, the historical odds are high that the CLZ should exceed 71.73(Scenario Objective) by no later than the end of August.
If it does so, Scenario would further project (based on
normalizing those previous 11 years) a potential move
toward 78.40(Average Objective).
- October Heating Oil(NYM)
- The HOV7(Mkt) ended Higher(Cond) for
June(Month). Compared to May's 195.36(Prev Close), the market ended June at 207.64(Month Close),
that being 97%(Pct Range) off of
196.13(Month Low) to 208.02(Month High).
In comparing the May/June closes for each of the last 27 years(Total Years), Scenario found that the October Heating Oil(NYM) also closed
higher in June than May in 12(Cond Years) of those years.
Of those 12, HOV went on to exceed the June high within the next 2 months in 12 years(Action Years) or 100%(Pct) of the time.
Therefore, the historical odds are high that the HOV should exceed 208.02(Scenario Objective) by no later than the end of August.
If it does so, Scenario would further project (based on
normalizing those previous 12 years) a potential move
toward 232.17(Average Objective).
- November Heating Oil(NYM)
- The HOX7(Mkt) ended Higher(Cond) for
June(Month). Compared to May's 198.31(Prev Close), the market ended June at 209.54(Month Close),
that being 84%(Pct Range) off of
198.88(Month Low) to 211.60(Month High).
In comparing the May/June closes for each of the last 28 years(Total Years), Scenario found that the November Heating Oil(NYM) also closed
higher in June than May in 12(Cond Years) of those years.
Of those 12, HOX went on to exceed the June high within the next 2 months in 12 years(Action Years) or 100%(Pct) of the time.
Therefore, the historical odds are high that the HOX should exceed 211.60(Scenario Objective) by no later than the end of August.
If it does so, Scenario would further project (based on
normalizing those previous 12 years) a potential move
toward 234.91(Average Objective).
- December Heating Oil(NYM)
- The HOZ7(Mkt) ended Higher(Cond) for
June(Month). Compared to May's 201.21(Prev Close), the market ended June at 211.44(Month Close),
that being 91%(Pct Range) off of
201.25(Month Low) to 212.50(Month High).
In comparing the May/June closes for each of the last 28 years(Total Years), Scenario found that the December Heating Oil(NYM) also closed
higher in June than May in 12(Cond Years) of those years.
Of those 12, HOZ went on to exceed the June high within the next 2 months in 12 years(Action Years) or 100%(Pct) of the time.
Therefore, the historical odds are high that the HOZ should exceed 212.50(Scenario Objective) by no later than the end of August.
If it does so, Scenario would further project (based on
normalizing those previous 12 years) a potential move
toward 235.33(Average Objective).
- September Soybeans(CBOT)
- The SU7(Mkt) ended Higher(Cond) for
June(Month). Compared to May's 820.00(Prev Close), the market ended June at 865.50(Month Close),
that being 85%(Pct Range) off of
808.00(Month Low) to 876.00(Month High).
In comparing the May/June closes for each of the last 45 years(Total Years), Scenario found that the September Soybeans(CBOT) also closed
higher in June than May in 23(Cond Years) of those years.
Of those 23, SU went on to exceed the June high within the next 2 months in 20 years(Action Years) or 87%(Pct) of the time.
Therefore, the historical odds are high that the SU should exceed 876.00(Scenario Objective) by no later than the end of August.
If it does so, Scenario would further project (based on
normalizing those previous 20 years) a potential move
toward 984.12(Average Objective).
- November Soybeans(CBOT)
- The SX7(Mkt) ended Higher(Cond) for
June(Month). Compared to May's 836.25(Prev Close), the market ended June at 881.75(Month Close),
that being 83%(Pct Range) off of
825.00(Month Low) to 893.00(Month High).
In comparing the May/June closes for each of the last 45 years(Total Years), Scenario found that the November Soybeans(CBOT) also closed
higher in June than May in 22(Cond Years) of those years.
Of those 22, SX went on to exceed the June high within the next 2 months in 19 years(Action Years) or 86%(Pct) of the time.
Therefore, the historical odds are high that the SX should exceed 893.00(Scenario Objective) by no later than the end of August.
If it does so, Scenario would further project (based on
normalizing those previous 19 years) a potential move
toward 1000.72(Average Objective).
- December Corn(CBOT)
- The CZ7(Mkt) ended Lower(Cond) for
June(Month). Compared to May's 384.75(Prev Close), the market ended June at 350.75(Month Close),
that being 8%(Pct Range) off of
344.00(Month Low) to 431.00(Month High).
In comparing the May/June closes for each of the last 45 years(Total Years), Scenario found that the December Corn(CBOT) also closed
lower in June than May in 26(Cond Years) of those years.
Of those 26, CZ went on to penetrate the June low within the next 2 months in 22 years(Action Years) or 85%(Pct) of the time.
Therefore, the historical odds are high that the CZ should penetrate 344.00(Scenario Objective) by no later than the end of August.
If it does so, Scenario would further project (based on
normalizing those previous 22 years) a potential move
toward 308.08(Average Objective).
- December Live Cattle(CME)
- The LCZ7(Mkt) ended Higher(Cond) for
June(Month). Compared to May's 95.950(Prev Close), the market ended June at 96.180(Month Close),
that being 97%(Pct Range) off of
94.000(Month Low) to 96.250(Month High).
In comparing the May/June closes for each of the last 42 years(Total Years), Scenario found that the December Live Cattle(CME) also closed
higher in June than May in 20(Cond Years) of those years.
Of those 20, LCZ went on to exceed the June high within the next 2 months in 19 years(Action Years) or 95%(Pct) of the time.
Therefore, the historical odds are high that the LCZ should exceed 96.250(Scenario Objective) by no later than the end of August.
If it does so, Scenario would further project (based on
normalizing those previous 19 years) a potential move
toward 101.711(Average Objective).
- August Feeder Cattle(CME)
- The FCQ7(Mkt) ended Higher(Cond) for
June(Month). Compared to May's 111.430(Prev Close), the market ended June at 111.550(Month Close),
that being 95%(Pct Range) off of
105.500(Month Low) to 111.900(Month High).
In comparing the May/June closes for each of the last 35 years(Total Years), Scenario found that the August Feeder Cattle(CME) also closed
higher in June than May in 20(Cond Years) of those years.
Of those 20, FCQ went on to exceed the June high within the next 2 months in 18 years(Action Years) or 90%(Pct) of the time.
Therefore, the historical odds are high that the FCQ should exceed 111.900(Scenario Objective) by no later than the end of August.
If it does so, Scenario would further project (based on
normalizing those previous 18 years) a potential move
toward 118.812(Average Objective).
- September Feeder Cattle(CME)
- The FCU7(Mkt) ended Higher(Cond) for
June(Month). Compared to May's 111.300(Prev Close), the market ended June at 111.850(Month Close),
that being 96%(Pct Range) off of
105.650(Month Low) to 112.100(Month High).
In comparing the May/June closes for each of the last 35 years(Total Years), Scenario found that the September Feeder Cattle(CME) also closed
higher in June than May in 20(Cond Years) of those years.
Of those 20, FCU went on to exceed the June high within the next 2 months in 18 years(Action Years) or 90%(Pct) of the time.
Therefore, the historical odds are high that the FCU should exceed 112.100(Scenario Objective) by no later than the end of August.
If it does so, Scenario would further project (based on
normalizing those previous 18 years) a potential move
toward 118.477(Average Objective).
- September Coffee "C"(NYBOT)
- The KCU7(Mkt) ended Lower(Cond) for
June(Month). Compared to May's 114.75(Prev Close), the market ended June at 112.80(Month Close),
that being 19%(Pct Range) off of
110.90(Month Low) to 120.85(Month High).
In comparing the May/June closes for each of the last 33 years(Total Years), Scenario found that the September Coffee "C"(NYBOT) also closed
lower in June than May in 27(Cond Years) of those years.
Of those 27, KCU went on to penetrate the June low within the next 2 months in 24 years(Action Years) or 89%(Pct) of the time.
Therefore, the historical odds are high that the KCU should penetrate 110.90(Scenario Objective) by no later than the end of August.
If it does so, Scenario would further project (based on
normalizing those previous 24 years) a potential move
toward 96.69(Average Objective).
- December Coffee "C"(NYBOT)
- The KCZ7(Mkt) ended Lower(Cond) for
June(Month). Compared to May's 118.50(Prev Close), the market ended June at 116.70(Month Close),
that being 20%(Pct Range) off of
114.80(Month Low) to 124.50(Month High).
In comparing the May/June closes for each of the last 33 years(Total Years), Scenario found that the December Coffee "C"(NYBOT) also closed
lower in June than May in 27(Cond Years) of those years.
Of those 27, KCZ went on to penetrate the June low within the next 2 months in 24 years(Action Years) or 89%(Pct) of the time.
Therefore, the historical odds are high that the KCZ should penetrate 114.80(Scenario Objective) by no later than the end of August.
If it does so, Scenario would further project (based on
normalizing those previous 24 years) a potential move
toward 101.24(Average Objective).
- March Sugar #11(NYBOT)
- The SBH8(Mkt) ended Higher(Cond) for
June(Month). Compared to May's 9.87(Prev Close), the market ended June at 10.00(Month Close),
that being 74%(Pct Range) off of
9.22(Month Low) to 10.28(Month High).
In comparing the May/June closes for each of the last 45 years(Total Years), Scenario found that the March Sugar #11(NYBOT) also closed
higher in June than May in 20(Cond Years) of those years.
Of those 20, SBH went on to exceed the June high within the next 2 months in 17 years(Action Years) or 85%(Pct) of the time.
Therefore, the historical odds are high that the SBH should exceed 10.28(Scenario Objective) by no later than the end of August.
If it does so, Scenario would further project (based on
normalizing those previous 17 years) a potential move
toward 11.38(Average Objective).
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