|
MRCI's ScenarioSM Summary |
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ScenarioSM Summary Jun 30, 2008 |
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 |
SFU8 |
Higher |
Jun |
95.99 |
98.78 |
95.10 |
98.10 |
82% |
33 |
16 |
14 |
88% |
98.78 |
104.34 |
98.10 |
DXU8 |
Lower |
Jun |
73.340 |
74.750 |
72.350 |
72.800 |
19% |
22 |
11 |
10 |
91% |
72.350 |
69.896 |
72.800 |
PLV8 |
Higher |
Jun |
2016.2 |
2098.4 |
1970.0 |
2072.0 |
79% |
40 |
15 |
14 |
93% |
2098.4 |
2281.1 |
2072.0 |
PAU8 |
Higher |
Jun |
439.00 |
494.50 |
417.50 |
464.75 |
61% |
31 |
11 |
11 |
100% |
494.50 |
560.84 |
464.75 |
HGU8 |
Higher |
Jun |
360.70 |
391.30 |
351.90 |
388.25 |
92% |
45 |
21 |
19 |
90% |
391.30 |
428.05 |
388.25 |
HGZ8 |
Higher |
Jun |
358.95 |
388.90 |
352.50 |
385.95 |
92% |
44 |
21 |
20 |
95% |
388.90 |
424.66 |
385.95 |
CLV8 |
Higher |
Jun |
127.27 |
144.55 |
122.91 |
140.95 |
83% |
25 |
12 |
12 |
100% |
144.55 |
158.60 |
140.95 |
CLX8 |
Higher |
Jun |
127.10 |
144.00 |
122.94 |
141.24 |
87% |
25 |
12 |
12 |
100% |
144.00 |
157.54 |
141.24 |
CLZ8 |
Higher |
Jun |
126.91 |
144.82 |
122.95 |
141.45 |
85% |
25 |
12 |
12 |
100% |
144.82 |
157.71 |
141.45 |
HOV8 |
Higher |
Jun |
374.67 |
407.61 |
362.33 |
398.50 |
80% |
28 |
13 |
13 |
100% |
407.61 |
451.54 |
398.50 |
HOX8 |
Higher |
Jun |
376.42 |
410.50 |
364.23 |
401.50 |
81% |
29 |
13 |
13 |
100% |
410.50 |
452.73 |
401.50 |
RBV8 |
Higher |
Jun |
311.92 |
347.29 |
297.99 |
338.91 |
83% |
23 |
11 |
11 |
100% |
347.29 |
380.07 |
338.91 |
RBX8 |
Higher |
Jun |
308.92 |
344.26 |
293.63 |
338.46 |
89% |
23 |
10 |
10 |
100% |
344.26 |
374.98 |
338.46 |
SX8 |
Higher |
Jun |
1354.50 |
1579.00 |
1340.00 |
1574.00 |
98% |
45 |
23 |
20 |
87% |
1579.00 |
1767.54 |
1574.00 |
SF9 |
Higher |
Jun |
1368.50 |
1593.50 |
1356.00 |
1588.50 |
98% |
45 |
23 |
20 |
87% |
1593.50 |
1778.58 |
1588.50 |
LCV8 |
Higher |
Jun |
108.150 |
113.200 |
105.900 |
111.000 |
70% |
43 |
19 |
19 |
100% |
113.200 |
120.231 |
111.000 |
LCZ8 |
Higher |
Jun |
108.835 |
115.335 |
107.500 |
112.950 |
70% |
43 |
21 |
20 |
95% |
115.335 |
121.715 |
112.950 |
JOF9 |
Higher |
Jun |
118.65 |
130.45 |
116.30 |
128.75 |
88% |
40 |
13 |
11 |
85% |
130.45 |
140.80 |
128.75 |
SBV8 |
Higher |
Jun |
11.43 |
13.28 |
10.86 |
13.10 |
93% |
44 |
19 |
16 |
84% |
13.28 |
14.72 |
13.10 |
SBH9 |
Higher |
Jun |
12.82 |
14.70 |
12.42 |
14.62 |
96% |
45 |
20 |
17 |
85% |
14.70 |
16.22 |
14.62 |
CCZ8 |
Higher |
Jun |
2731 |
3182 |
2731 |
3161 |
95% |
45 |
22 |
19 |
86% |
3182 |
3544 |
3161 |
LBU8 |
Lower |
Jun |
266.5 |
267.8 |
252.1 |
258.2 |
39% |
35 |
17 |
15 |
88% |
252.1 |
222.9 |
258.2 |
- September Swiss Franc(CME)
- The SFU8(Mkt) ended Higher(Cond) for
June(Month). Compared to May's 95.99(Prev Close), the market ended June at 98.10(Month Close),
that being 82%(Pct Range) off of
95.10(Month Low) to 98.78(Month High).
In comparing the May/June closes for each of the last 33 years(Total Years), Scenario found that the September Swiss Franc(CME) also closed
higher in June than May in 16(Cond Years) of those years.
Of those 16, SFU went on to exceed the June high within the next 2 months in 14 years(Action Years) or 88%(Pct) of the time.
Therefore, the historical odds are high that the SFU should exceed 98.78(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 104.34(Average Objective).
- September US Dollar Index(ICE)
- The DXU8(Mkt) ended Lower(Cond) for
June(Month). Compared to May's 73.340(Prev Close), the market ended June at 72.800(Month Close),
that being 19%(Pct Range) off of
72.350(Month Low) to 74.750(Month High).
In comparing the May/June closes for each of the last 22 years(Total Years), Scenario found that the September US Dollar Index(ICE) also closed
lower in June than May in 11(Cond Years) of those years.
Of those 11, DXU went on to penetrate the June low within the next 2 months in 10 years(Action Years) or 91%(Pct) of the time.
Therefore, the historical odds are high that the DXU should penetrate 72.350(Scenario Objective) by no later than the end of August.
If it does so, Scenario would further project (based on
normalizing those previous 10 years) a potential move
toward 69.896(Average Objective).
- October Platinum(NYMEX)
- The PLV8(Mkt) ended Higher(Cond) for
June(Month). Compared to May's 2016.2(Prev Close), the market ended June at 2072.0(Month Close),
that being 79%(Pct Range) off of
1970.0(Month Low) to 2098.4(Month High).
In comparing the May/June closes for each of the last 40 years(Total Years), Scenario found that the October Platinum(NYMEX) also closed
higher in June than May in 15(Cond Years) of those years.
Of those 15, PLV went on to exceed the June high within the next 2 months in 14 years(Action Years) or 93%(Pct) of the time.
Therefore, the historical odds are high that the PLV should exceed 2098.4(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 2281.1(Average Objective).
- September Palladium(NYMEX)
- The PAU8(Mkt) ended Higher(Cond) for
June(Month). Compared to May's 439.00(Prev Close), the market ended June at 464.75(Month Close),
that being 61%(Pct Range) off of
417.50(Month Low) to 494.50(Month High).
In comparing the May/June closes for each of the last 31 years(Total Years), Scenario found that the September Palladium(NYMEX) also closed
higher in June than May in 11(Cond Years) of those years.
Of those 11, PAU 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 PAU should exceed 494.50(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 560.84(Average Objective).
- September Copper(CMX)
- The HGU8(Mkt) ended Higher(Cond) for
June(Month). Compared to May's 360.70(Prev Close), the market ended June at 388.25(Month Close),
that being 92%(Pct Range) off of
351.90(Month Low) to 391.30(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 21(Cond Years) of those years.
Of those 21, HGU went on to exceed the June high within the next 2 months in 19 years(Action Years) or 90%(Pct) of the time.
Therefore, the historical odds are high that the HGU should exceed 391.30(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 428.05(Average Objective).
- December Copper(CMX)
- The HGZ8(Mkt) ended Higher(Cond) for
June(Month). Compared to May's 358.95(Prev Close), the market ended June at 385.95(Month Close),
that being 92%(Pct Range) off of
352.50(Month Low) to 388.90(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 21(Cond Years) of those years.
Of those 21, HGZ went on to exceed the June high within the next 2 months in 20 years(Action Years) or 95%(Pct) of the time.
Therefore, the historical odds are high that the HGZ should exceed 388.90(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 424.66(Average Objective).
- October Crude Oil(NYM)
- The CLV8(Mkt) ended Higher(Cond) for
June(Month). Compared to May's 127.27(Prev Close), the market ended June at 140.95(Month Close),
that being 83%(Pct Range) off of
122.91(Month Low) to 144.55(Month High).
In comparing the May/June closes for each of the last 25 years(Total Years), Scenario found that the October Crude Oil(NYM) also closed
higher in June than May in 12(Cond Years) of those years.
Of those 12, CLV 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 CLV should exceed 144.55(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 158.60(Average Objective).
- November Crude Oil(NYM)
- The CLX8(Mkt) ended Higher(Cond) for
June(Month). Compared to May's 127.10(Prev Close), the market ended June at 141.24(Month Close),
that being 87%(Pct Range) off of
122.94(Month Low) to 144.00(Month High).
In comparing the May/June closes for each of the last 25 years(Total Years), Scenario found that the November Crude Oil(NYM) also closed
higher in June than May in 12(Cond Years) of those years.
Of those 12, CLX 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 CLX should exceed 144.00(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 157.54(Average Objective).
- December Crude Oil(NYM)
- The CLZ8(Mkt) ended Higher(Cond) for
June(Month). Compared to May's 126.91(Prev Close), the market ended June at 141.45(Month Close),
that being 85%(Pct Range) off of
122.95(Month Low) to 144.82(Month High).
In comparing the May/June closes for each of the last 25 years(Total Years), Scenario found that the December Crude Oil(NYM) also closed
higher in June than May in 12(Cond Years) of those years.
Of those 12, CLZ 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 CLZ should exceed 144.82(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 157.71(Average Objective).
- October Heating Oil(NYM)
- The HOV8(Mkt) ended Higher(Cond) for
June(Month). Compared to May's 374.67(Prev Close), the market ended June at 398.50(Month Close),
that being 80%(Pct Range) off of
362.33(Month Low) to 407.61(Month High).
In comparing the May/June closes for each of the last 28 years(Total Years), Scenario found that the October Heating Oil(NYM) also closed
higher in June than May in 13(Cond Years) of those years.
Of those 13, HOV went on to exceed the June high within the next 2 months in 13 years(Action Years) or 100%(Pct) of the time.
Therefore, the historical odds are high that the HOV should exceed 407.61(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 451.54(Average Objective).
- November Heating Oil(NYM)
- The HOX8(Mkt) ended Higher(Cond) for
June(Month). Compared to May's 376.42(Prev Close), the market ended June at 401.50(Month Close),
that being 81%(Pct Range) off of
364.23(Month Low) to 410.50(Month High).
In comparing the May/June closes for each of the last 29 years(Total Years), Scenario found that the November Heating Oil(NYM) also closed
higher in June than May in 13(Cond Years) of those years.
Of those 13, HOX went on to exceed the June high within the next 2 months in 13 years(Action Years) or 100%(Pct) of the time.
Therefore, the historical odds are high that the HOX should exceed 410.50(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 452.73(Average Objective).
- October Gasoline(NYMEX)
- The RBV8(Mkt) ended Higher(Cond) for
June(Month). Compared to May's 311.92(Prev Close), the market ended June at 338.91(Month Close),
that being 83%(Pct Range) off of
297.99(Month Low) to 347.29(Month High).
In comparing the May/June closes for each of the last 23 years(Total Years), Scenario found that the October Gasoline(NYMEX) also closed
higher in June than May in 11(Cond Years) of those years.
Of those 11, RBV 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 RBV should exceed 347.29(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 380.07(Average Objective).
- November Gasoline(NYMEX)
- The RBX8(Mkt) ended Higher(Cond) for
June(Month). Compared to May's 308.92(Prev Close), the market ended June at 338.46(Month Close),
that being 89%(Pct Range) off of
293.63(Month Low) to 344.26(Month High).
In comparing the May/June closes for each of the last 23 years(Total Years), Scenario found that the November Gasoline(NYMEX) also closed
higher in June than May in 10(Cond Years) of those years.
Of those 10, RBX went on to exceed the June 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 RBX should exceed 344.26(Scenario Objective) by no later than the end of August.
If it does so, Scenario would further project (based on
normalizing those previous 10 years) a potential move
toward 374.98(Average Objective).
- November Soybeans(CBOT)
- The SX8(Mkt) ended Higher(Cond) for
June(Month). Compared to May's 1354.50(Prev Close), the market ended June at 1574.00(Month Close),
that being 98%(Pct Range) off of
1340.00(Month Low) to 1579.00(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 23(Cond Years) of those years.
Of those 23, SX 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 SX should exceed 1579.00(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 1767.54(Average Objective).
- January Soybeans(CBOT)
- The SF9(Mkt) ended Higher(Cond) for
June(Month). Compared to May's 1368.50(Prev Close), the market ended June at 1588.50(Month Close),
that being 98%(Pct Range) off of
1356.00(Month Low) to 1593.50(Month High).
In comparing the May/June closes for each of the last 45 years(Total Years), Scenario found that the January Soybeans(CBOT) also closed
higher in June than May in 23(Cond Years) of those years.
Of those 23, SF 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 SF should exceed 1593.50(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 1778.58(Average Objective).
- October Live Cattle(CME)
- The LCV8(Mkt) ended Higher(Cond) for
June(Month). Compared to May's 108.150(Prev Close), the market ended June at 111.000(Month Close),
that being 70%(Pct Range) off of
105.900(Month Low) to 113.200(Month High).
In comparing the May/June closes for each of the last 43 years(Total Years), Scenario found that the October Live Cattle(CME) also closed
higher in June than May in 19(Cond Years) of those years.
Of those 19, LCV went on to exceed the June high within the next 2 months in 19 years(Action Years) or 100%(Pct) of the time.
Therefore, the historical odds are high that the LCV should exceed 113.200(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 120.231(Average Objective).
- December Live Cattle(CME)
- The LCZ8(Mkt) ended Higher(Cond) for
June(Month). Compared to May's 108.835(Prev Close), the market ended June at 112.950(Month Close),
that being 70%(Pct Range) off of
107.500(Month Low) to 115.335(Month High).
In comparing the May/June closes for each of the last 43 years(Total Years), Scenario found that the December Live Cattle(CME) also closed
higher in June than May in 21(Cond Years) of those years.
Of those 21, LCZ went on to exceed the June high within the next 2 months in 20 years(Action Years) or 95%(Pct) of the time.
Therefore, the historical odds are high that the LCZ should exceed 115.335(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 121.715(Average Objective).
- January Orange Juice(ICE)
- The JOF9(Mkt) ended Higher(Cond) for
June(Month). Compared to May's 118.65(Prev Close), the market ended June at 128.75(Month Close),
that being 88%(Pct Range) off of
116.30(Month Low) to 130.45(Month High).
In comparing the May/June closes for each of the last 40 years(Total Years), Scenario found that the January Orange Juice(ICE) also closed
higher in June than May in 13(Cond Years) of those years.
Of those 13, JOF went on to exceed the June 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 JOF should exceed 130.45(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 140.80(Average Objective).
- October Sugar #11(ICE)
- The SBV8(Mkt) ended Higher(Cond) for
June(Month). Compared to May's 11.43(Prev Close), the market ended June at 13.10(Month Close),
that being 93%(Pct Range) off of
10.86(Month Low) to 13.28(Month High).
In comparing the May/June closes for each of the last 44 years(Total Years), Scenario found that the October Sugar #11(ICE) also closed
higher in June than May in 19(Cond Years) of those years.
Of those 19, SBV went on to exceed the June high within the next 2 months in 16 years(Action Years) or 84%(Pct) of the time.
Therefore, the historical odds are high that the SBV should exceed 13.28(Scenario Objective) by no later than the end of August.
If it does so, Scenario would further project (based on
normalizing those previous 16 years) a potential move
toward 14.72(Average Objective).
- March Sugar #11(ICE)
- The SBH9(Mkt) ended Higher(Cond) for
June(Month). Compared to May's 12.82(Prev Close), the market ended June at 14.62(Month Close),
that being 96%(Pct Range) off of
12.42(Month Low) to 14.70(Month High).
In comparing the May/June closes for each of the last 45 years(Total Years), Scenario found that the March Sugar #11(ICE) 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 14.70(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 16.22(Average Objective).
- December Cocoa(ICE)
- The CCZ8(Mkt) ended Higher(Cond) for
June(Month). Compared to May's 2731(Prev Close), the market ended June at 3161(Month Close),
that being 95%(Pct Range) off of
2731(Month Low) to 3182(Month High).
In comparing the May/June closes for each of the last 45 years(Total Years), Scenario found that the December Cocoa(ICE) also closed
higher in June than May in 22(Cond Years) of those years.
Of those 22, CCZ 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 CCZ should exceed 3182(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 3544(Average Objective).
- September Lumber(CME)
- The LBU8(Mkt) ended Lower(Cond) for
June(Month). Compared to May's 266.5(Prev Close), the market ended June at 258.2(Month Close),
that being 39%(Pct Range) off of
252.1(Month Low) to 267.8(Month High).
In comparing the May/June closes for each of the last 35 years(Total Years), Scenario found that the September Lumber(CME) also closed
lower in June than May in 17(Cond Years) of those years.
Of those 17, LBU went on to penetrate the June low within the next 2 months in 15 years(Action Years) or 88%(Pct) of the time.
Therefore, the historical odds are high that the LBU should penetrate 252.1(Scenario Objective) by no later than the end of August.
If it does so, Scenario would further project (based on
normalizing those previous 15 years) a potential move
toward 222.9(Average Objective).
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