|
MRCI's ScenarioSM Summary |
|
ScenarioSM Summary Dec 31, 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 |
NDH8 |
Lower |
Dec |
2115.00 |
2173.00 |
2022.00 |
2104.80 |
55% |
11 |
7 |
6 |
86% |
2022.00 |
1898.15 |
2104.80 |
TYH8 |
Higher |
Dec |
113~065 |
114~105 |
111~160 |
113~125 |
67% |
25 |
16 |
15 |
94% |
114~105 |
117~099 |
113~125 |
EDM8 |
Lower |
Dec |
96.270 |
96.350 |
95.870 |
96.255 |
80% |
25 |
9 |
8 |
89% |
95.870 |
95.517 |
96.255 |
SFH8 |
Lower |
Dec |
89.04 |
90.13 |
86.80 |
88.38 |
47% |
32 |
14 |
14 |
100% |
86.80 |
81.67 |
88.38 |
JYH8 |
Lower |
Dec |
91.06 |
92.27 |
87.97 |
90.13 |
50% |
31 |
15 |
15 |
100% |
87.97 |
84.64 |
90.13 |
CDH8 |
Higher |
Dec |
99.99 |
102.47 |
97.76 |
100.99 |
69% |
31 |
15 |
13 |
87% |
102.47 |
104.02 |
100.99 |
DXH8 |
Higher |
Dec |
76.160 |
77.880 |
75.625 |
76.700 |
48% |
22 |
8 |
8 |
100% |
77.880 |
79.834 |
76.700 |
GCJ8 |
Higher |
Dec |
795.2 |
853.2 |
798.0 |
844.5 |
84% |
32 |
15 |
13 |
87% |
853.2 |
919.7 |
844.5 |
PAH8 |
Higher |
Dec |
353.35 |
379.80 |
347.65 |
378.20 |
95% |
30 |
17 |
15 |
88% |
379.80 |
462.51 |
378.20 |
CLJ8 |
Higher |
Dec |
87.43 |
96.60 |
86.70 |
95.24 |
86% |
24 |
11 |
11 |
100% |
96.60 |
106.91 |
95.24 |
CLK8 |
Higher |
Dec |
87.05 |
95.85 |
86.50 |
94.65 |
87% |
24 |
10 |
10 |
100% |
95.85 |
105.59 |
94.65 |
HOJ8 |
Higher |
Dec |
240.50 |
261.40 |
239.50 |
259.59 |
92% |
28 |
14 |
13 |
93% |
261.40 |
282.87 |
259.59 |
HOK8 |
Higher |
Dec |
236.05 |
256.63 |
237.00 |
255.59 |
95% |
28 |
12 |
11 |
92% |
256.63 |
277.94 |
255.59 |
RBJ8 |
Higher |
Dec |
242.16 |
267.75 |
239.59 |
263.53 |
85% |
22 |
11 |
11 |
100% |
267.75 |
294.19 |
263.53 |
RBK8 |
Higher |
Dec |
242.96 |
267.60 |
240.25 |
263.73 |
86% |
22 |
11 |
11 |
100% |
267.60 |
294.31 |
263.73 |
NGJ8 |
Higher |
Dec |
7.202 |
7.580 |
7.070 |
7.546 |
93% |
17 |
5 |
5 |
100% |
7.580 |
8.848 |
7.546 |
NGK8 |
Higher |
Dec |
7.269 |
7.639 |
7.185 |
7.613 |
94% |
17 |
5 |
5 |
100% |
7.639 |
8.803 |
7.613 |
SH8 |
Higher |
Dec |
1097.50 |
1248.00 |
1086.00 |
1214.25 |
79% |
45 |
20 |
17 |
85% |
1248.00 |
1319.20 |
1214.25 |
KWN8 |
Higher |
Dec |
789.25 |
856.00 |
776.00 |
820.25 |
55% |
31 |
13 |
11 |
85% |
856.00 |
919.72 |
820.25 |
LCJ8 |
Higher |
Dec |
97.100 |
99.135 |
96.550 |
98.500 |
75% |
40 |
25 |
24 |
96% |
99.135 |
105.164 |
98.500 |
LCM8 |
Higher |
Dec |
93.030 |
95.200 |
92.900 |
95.025 |
92% |
43 |
28 |
26 |
93% |
95.200 |
99.489 |
95.025 |
SBN8 |
Higher |
Dec |
10.23 |
11.50 |
10.18 |
11.28 |
83% |
45 |
22 |
19 |
86% |
11.50 |
13.29 |
11.28 |
- March NASDAQ 100(CME)
- The NDH8(Mkt) ended Lower(Cond) for
December(Month). Compared to November's 2115.00(Prev Close), the market ended December at 2104.80(Month Close),
that being 55%(Pct Range) off of
2022.00(Month Low) to 2173.00(Month High).
In comparing the November/December closes for each of the last 11 years(Total Years), Scenario found that the March NASDAQ 100(CME) also closed
lower in December than November in 7(Cond Years) of those years.
Of those 7, NDH went on to penetrate the December low within the next 2 months in 6 years(Action Years) or 86%(Pct) of the time.
Therefore, the historical odds are high that the NDH should penetrate 2022.00(Scenario Objective) by no later than the end of March.
If it does so, Scenario would further project (based on
normalizing those previous 6 years) a potential move
toward 1898.15(Average Objective).
- March 10-Year T-Notes(CBOT)
- The TYH8(Mkt) ended Higher(Cond) for
December(Month). Compared to November's 113~065(Prev Close), the market ended December at 113~125(Month Close),
that being 67%(Pct Range) off of
111~160(Month Low) to 114~105(Month High).
In comparing the November/December closes for each of the last 25 years(Total Years), Scenario found that the March 10-Year T-Notes(CBOT) also closed
higher in December than November in 16(Cond Years) of those years.
Of those 16, TYH went on to exceed the December high within the next 2 months in 15 years(Action Years) or 94%(Pct) of the time.
Therefore, the historical odds are high that the TYH should exceed 114~105(Scenario Objective) by no later than the end of March.
If it does so, Scenario would further project (based on
normalizing those previous 15 years) a potential move
toward 117~099(Average Objective).
- June Eurodollars(CME)
- The EDM8(Mkt) ended Lower(Cond) for
December(Month). Compared to November's 96.270(Prev Close), the market ended December at 96.255(Month Close),
that being 80%(Pct Range) off of
95.870(Month Low) to 96.350(Month High).
In comparing the November/December closes for each of the last 25 years(Total Years), Scenario found that the June Eurodollars(CME) also closed
lower in December than November in 9(Cond Years) of those years.
Of those 9, EDM went on to penetrate the December low within the next 2 months in 8 years(Action Years) or 89%(Pct) of the time.
Therefore, the historical odds are high that the EDM should penetrate 95.870(Scenario Objective) by no later than the end of March.
If it does so, Scenario would further project (based on
normalizing those previous 8 years) a potential move
toward 95.517(Average Objective).
- March Swiss Franc(CME)
- The SFH8(Mkt) ended Lower(Cond) for
December(Month). Compared to November's 89.04(Prev Close), the market ended December at 88.38(Month Close),
that being 47%(Pct Range) off of
86.80(Month Low) to 90.13(Month High).
In comparing the November/December closes for each of the last 32 years(Total Years), Scenario found that the March Swiss Franc(CME) also closed
lower in December than November in 14(Cond Years) of those years.
Of those 14, SFH went on to penetrate the December low within the next 2 months in 14 years(Action Years) or 100%(Pct) of the time.
Therefore, the historical odds are high that the SFH should penetrate 86.80(Scenario Objective) by no later than the end of March.
If it does so, Scenario would further project (based on
normalizing those previous 14 years) a potential move
toward 81.67(Average Objective).
- March Japanese Yen(CME)
- The JYH8(Mkt) ended Lower(Cond) for
December(Month). Compared to November's 91.06(Prev Close), the market ended December at 90.13(Month Close),
that being 50%(Pct Range) off of
87.97(Month Low) to 92.27(Month High).
In comparing the November/December closes for each of the last 31 years(Total Years), Scenario found that the March Japanese Yen(CME) also closed
lower in December than November in 15(Cond Years) of those years.
Of those 15, JYH went on to penetrate the December low within the next 2 months in 15 years(Action Years) or 100%(Pct) of the time.
Therefore, the historical odds are high that the JYH should penetrate 87.97(Scenario Objective) by no later than the end of March.
If it does so, Scenario would further project (based on
normalizing those previous 15 years) a potential move
toward 84.64(Average Objective).
- March Canadian Dollar(CME)
- The CDH8(Mkt) ended Higher(Cond) for
December(Month). Compared to November's 99.99(Prev Close), the market ended December at 100.99(Month Close),
that being 69%(Pct Range) off of
97.76(Month Low) to 102.47(Month High).
In comparing the November/December closes for each of the last 31 years(Total Years), Scenario found that the March Canadian Dollar(CME) also closed
higher in December than November in 15(Cond Years) of those years.
Of those 15, CDH went on to exceed the December 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 CDH should exceed 102.47(Scenario Objective) by no later than the end of March.
If it does so, Scenario would further project (based on
normalizing those previous 13 years) a potential move
toward 104.02(Average Objective).
- March US Dollar Index(ICE)
- The DXH8(Mkt) ended Higher(Cond) for
December(Month). Compared to November's 76.160(Prev Close), the market ended December at 76.700(Month Close),
that being 48%(Pct Range) off of
75.625(Month Low) to 77.880(Month High).
In comparing the November/December closes for each of the last 22 years(Total Years), Scenario found that the March US Dollar Index(ICE) also closed
higher in December than November in 8(Cond Years) of those years.
Of those 8, DXH went on to exceed the December high within the next 2 months in 8 years(Action Years) or 100%(Pct) of the time.
Therefore, the historical odds are high that the DXH should exceed 77.880(Scenario Objective) by no later than the end of March.
If it does so, Scenario would further project (based on
normalizing those previous 8 years) a potential move
toward 79.834(Average Objective).
- April Gold(CMX)
- The GCJ8(Mkt) ended Higher(Cond) for
December(Month). Compared to November's 795.2(Prev Close), the market ended December at 844.5(Month Close),
that being 84%(Pct Range) off of
798.0(Month Low) to 853.2(Month High).
In comparing the November/December closes for each of the last 32 years(Total Years), Scenario found that the April Gold(CMX) also closed
higher in December than November in 15(Cond Years) of those years.
Of those 15, GCJ went on to exceed the December 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 GCJ should exceed 853.2(Scenario Objective) by no later than the end of March.
If it does so, Scenario would further project (based on
normalizing those previous 13 years) a potential move
toward 919.7(Average Objective).
- March Palladium(NYMEX)
- The PAH8(Mkt) ended Higher(Cond) for
December(Month). Compared to November's 353.35(Prev Close), the market ended December at 378.20(Month Close),
that being 95%(Pct Range) off of
347.65(Month Low) to 379.80(Month High).
In comparing the November/December closes for each of the last 30 years(Total Years), Scenario found that the March Palladium(NYMEX) also closed
higher in December than November in 17(Cond Years) of those years.
Of those 17, PAH went on to exceed the December high within the next 2 months in 15 years(Action Years) or 88%(Pct) of the time.
Therefore, the historical odds are high that the PAH should exceed 379.80(Scenario Objective) by no later than the end of March.
If it does so, Scenario would further project (based on
normalizing those previous 15 years) a potential move
toward 462.51(Average Objective).
- April Crude Oil(NYM)
- The CLJ8(Mkt) ended Higher(Cond) for
December(Month). Compared to November's 87.43(Prev Close), the market ended December at 95.24(Month Close),
that being 86%(Pct Range) off of
86.70(Month Low) to 96.60(Month High).
In comparing the November/December closes for each of the last 24 years(Total Years), Scenario found that the April Crude Oil(NYM) also closed
higher in December than November in 11(Cond Years) of those years.
Of those 11, CLJ went on to exceed the December 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 CLJ should exceed 96.60(Scenario Objective) by no later than the end of March.
If it does so, Scenario would further project (based on
normalizing those previous 11 years) a potential move
toward 106.91(Average Objective).
- May Crude Oil(NYM)
- The CLK8(Mkt) ended Higher(Cond) for
December(Month). Compared to November's 87.05(Prev Close), the market ended December at 94.65(Month Close),
that being 87%(Pct Range) off of
86.50(Month Low) to 95.85(Month High).
In comparing the November/December closes for each of the last 24 years(Total Years), Scenario found that the May Crude Oil(NYM) also closed
higher in December than November in 10(Cond Years) of those years.
Of those 10, CLK went on to exceed the December high within the next 2 months in 10 years(Action Years) or 100%(Pct) of the time.
Therefore, the historical odds are high that the CLK should exceed 95.85(Scenario Objective) by no later than the end of March.
If it does so, Scenario would further project (based on
normalizing those previous 10 years) a potential move
toward 105.59(Average Objective).
- April Heating Oil(NYM)
- The HOJ8(Mkt) ended Higher(Cond) for
December(Month). Compared to November's 240.50(Prev Close), the market ended December at 259.59(Month Close),
that being 92%(Pct Range) off of
239.50(Month Low) to 261.40(Month High).
In comparing the November/December closes for each of the last 28 years(Total Years), Scenario found that the April Heating Oil(NYM) also closed
higher in December than November in 14(Cond Years) of those years.
Of those 14, HOJ went on to exceed the December high within the next 2 months in 13 years(Action Years) or 93%(Pct) of the time.
Therefore, the historical odds are high that the HOJ should exceed 261.40(Scenario Objective) by no later than the end of March.
If it does so, Scenario would further project (based on
normalizing those previous 13 years) a potential move
toward 282.87(Average Objective).
- May Heating Oil(NYM)
- The HOK8(Mkt) ended Higher(Cond) for
December(Month). Compared to November's 236.05(Prev Close), the market ended December at 255.59(Month Close),
that being 95%(Pct Range) off of
237.00(Month Low) to 256.63(Month High).
In comparing the November/December closes for each of the last 28 years(Total Years), Scenario found that the May Heating Oil(NYM) also closed
higher in December than November in 12(Cond Years) of those years.
Of those 12, HOK went on to exceed the December high within the next 2 months in 11 years(Action Years) or 92%(Pct) of the time.
Therefore, the historical odds are high that the HOK should exceed 256.63(Scenario Objective) by no later than the end of March.
If it does so, Scenario would further project (based on
normalizing those previous 11 years) a potential move
toward 277.94(Average Objective).
- April Gasoline(NYMEX)
- The RBJ8(Mkt) ended Higher(Cond) for
December(Month). Compared to November's 242.16(Prev Close), the market ended December at 263.53(Month Close),
that being 85%(Pct Range) off of
239.59(Month Low) to 267.75(Month High).
In comparing the November/December closes for each of the last 22 years(Total Years), Scenario found that the April Gasoline(NYMEX) also closed
higher in December than November in 11(Cond Years) of those years.
Of those 11, RBJ went on to exceed the December 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 RBJ should exceed 267.75(Scenario Objective) by no later than the end of March.
If it does so, Scenario would further project (based on
normalizing those previous 11 years) a potential move
toward 294.19(Average Objective).
- May Gasoline(NYMEX)
- The RBK8(Mkt) ended Higher(Cond) for
December(Month). Compared to November's 242.96(Prev Close), the market ended December at 263.73(Month Close),
that being 86%(Pct Range) off of
240.25(Month Low) to 267.60(Month High).
In comparing the November/December closes for each of the last 22 years(Total Years), Scenario found that the May Gasoline(NYMEX) also closed
higher in December than November in 11(Cond Years) of those years.
Of those 11, RBK went on to exceed the December 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 RBK should exceed 267.60(Scenario Objective) by no later than the end of March.
If it does so, Scenario would further project (based on
normalizing those previous 11 years) a potential move
toward 294.31(Average Objective).
- April Natural Gas(NYM)
- The NGJ8(Mkt) ended Higher(Cond) for
December(Month). Compared to November's 7.202(Prev Close), the market ended December at 7.546(Month Close),
that being 93%(Pct Range) off of
7.070(Month Low) to 7.580(Month High).
In comparing the November/December closes for each of the last 17 years(Total Years), Scenario found that the April Natural Gas(NYM) also closed
higher in December than November in 5(Cond Years) of those years.
Of those 5, NGJ went on to exceed the December high within the next 2 months in 5 years(Action Years) or 100%(Pct) of the time.
Therefore, the historical odds are high that the NGJ should exceed 7.580(Scenario Objective) by no later than the end of March.
If it does so, Scenario would further project (based on
normalizing those previous 5 years) a potential move
toward 8.848(Average Objective).
- May Natural Gas(NYM)
- The NGK8(Mkt) ended Higher(Cond) for
December(Month). Compared to November's 7.269(Prev Close), the market ended December at 7.613(Month Close),
that being 94%(Pct Range) off of
7.185(Month Low) to 7.639(Month High).
In comparing the November/December closes for each of the last 17 years(Total Years), Scenario found that the May Natural Gas(NYM) also closed
higher in December than November in 5(Cond Years) of those years.
Of those 5, NGK went on to exceed the December high within the next 2 months in 5 years(Action Years) or 100%(Pct) of the time.
Therefore, the historical odds are high that the NGK should exceed 7.639(Scenario Objective) by no later than the end of March.
If it does so, Scenario would further project (based on
normalizing those previous 5 years) a potential move
toward 8.803(Average Objective).
- March Soybeans(CBOT)
- The SH8(Mkt) ended Higher(Cond) for
December(Month). Compared to November's 1097.50(Prev Close), the market ended December at 1214.25(Month Close),
that being 79%(Pct Range) off of
1086.00(Month Low) to 1248.00(Month High).
In comparing the November/December closes for each of the last 45 years(Total Years), Scenario found that the March Soybeans(CBOT) also closed
higher in December than November in 20(Cond Years) of those years.
Of those 20, SH went on to exceed the December 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 SH should exceed 1248.00(Scenario Objective) by no later than the end of March.
If it does so, Scenario would further project (based on
normalizing those previous 17 years) a potential move
toward 1319.20(Average Objective).
- July Wheat(KCBT)
- The KWN8(Mkt) ended Higher(Cond) for
December(Month). Compared to November's 789.25(Prev Close), the market ended December at 820.25(Month Close),
that being 55%(Pct Range) off of
776.00(Month Low) to 856.00(Month High).
In comparing the November/December closes for each of the last 31 years(Total Years), Scenario found that the July Wheat(KCBT) also closed
higher in December than November in 13(Cond Years) of those years.
Of those 13, KWN went on to exceed the December high within the next 2 months in 11 years(Action Years) or 85%(Pct) of the time.
Therefore, the historical odds are high that the KWN should exceed 856.00(Scenario Objective) by no later than the end of March.
If it does so, Scenario would further project (based on
normalizing those previous 11 years) a potential move
toward 919.72(Average Objective).
- April Live Cattle(CME)
- The LCJ8(Mkt) ended Higher(Cond) for
December(Month). Compared to November's 97.100(Prev Close), the market ended December at 98.500(Month Close),
that being 75%(Pct Range) off of
96.550(Month Low) to 99.135(Month High).
In comparing the November/December closes for each of the last 40 years(Total Years), Scenario found that the April Live Cattle(CME) also closed
higher in December than November in 25(Cond Years) of those years.
Of those 25, LCJ went on to exceed the December high within the next 2 months in 24 years(Action Years) or 96%(Pct) of the time.
Therefore, the historical odds are high that the LCJ should exceed 99.135(Scenario Objective) by no later than the end of March.
If it does so, Scenario would further project (based on
normalizing those previous 24 years) a potential move
toward 105.164(Average Objective).
- June Live Cattle(CME)
- The LCM8(Mkt) ended Higher(Cond) for
December(Month). Compared to November's 93.030(Prev Close), the market ended December at 95.025(Month Close),
that being 92%(Pct Range) off of
92.900(Month Low) to 95.200(Month High).
In comparing the November/December closes for each of the last 43 years(Total Years), Scenario found that the June Live Cattle(CME) also closed
higher in December than November in 28(Cond Years) of those years.
Of those 28, LCM went on to exceed the December high within the next 2 months in 26 years(Action Years) or 93%(Pct) of the time.
Therefore, the historical odds are high that the LCM should exceed 95.200(Scenario Objective) by no later than the end of March.
If it does so, Scenario would further project (based on
normalizing those previous 26 years) a potential move
toward 99.489(Average Objective).
- July Sugar #11(ICE)
- The SBN8(Mkt) ended Higher(Cond) for
December(Month). Compared to November's 10.23(Prev Close), the market ended December at 11.28(Month Close),
that being 83%(Pct Range) off of
10.18(Month Low) to 11.50(Month High).
In comparing the November/December closes for each of the last 45 years(Total Years), Scenario found that the July Sugar #11(ICE) also closed
higher in December than November in 22(Cond Years) of those years.
Of those 22, SBN went on to exceed the December 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 SBN should exceed 11.50(Scenario Objective) by no later than the end of March.
If it does so, Scenario would further project (based on
normalizing those previous 19 years) a potential move
toward 13.29(Average Objective).
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