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MRCI's ScenarioSM Summary |
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ScenarioSM Summary Jun 30, 2010 |
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 |
SFU0 |
Higher |
Jun |
86.72 |
93.15 |
85.57 |
92.95 |
97% |
35 |
17 |
15 |
88% |
93.15 |
98.19 |
92.95 |
BPU0 |
Higher |
Jun |
144.92 |
151.30 |
143.49 |
149.56 |
78% |
35 |
20 |
17 |
85% |
151.30 |
156.63 |
149.56 |
DXU0 |
Lower |
Jun |
86.923 |
89.220 |
85.360 |
86.280 |
24% |
24 |
12 |
11 |
92% |
85.360 |
82.596 |
86.280 |
HOX0 |
Higher |
Jun |
209.86 |
225.11 |
204.34 |
210.08 |
28% |
31 |
15 |
15 |
100% |
225.11 |
246.11 |
210.08 |
RBV0 |
Higher |
Jun |
193.38 |
206.24 |
187.55 |
194.24 |
36% |
25 |
13 |
13 |
100% |
206.24 |
224.17 |
194.24 |
SU0 |
Lower |
Jun |
914.75 |
952.25 |
893.00 |
912.00 |
32% |
45 |
22 |
22 |
100% |
893.00 |
812.47 |
912.00 |
SX0 |
Lower |
Jun |
907.75 |
947.25 |
886.75 |
902.50 |
26% |
45 |
23 |
23 |
100% |
886.75 |
809.63 |
902.50 |
BOU0 |
Lower |
Jun |
38.07 |
38.78 |
36.15 |
36.60 |
17% |
45 |
24 |
22 |
92% |
36.15 |
32.47 |
36.60 |
BOV0 |
Lower |
Jun |
38.25 |
38.91 |
36.31 |
36.77 |
18% |
45 |
25 |
23 |
92% |
36.31 |
32.65 |
36.77 |
BOZ0 |
Lower |
Jun |
38.68 |
39.60 |
36.71 |
37.17 |
16% |
45 |
23 |
21 |
91% |
36.71 |
33.04 |
37.17 |
CZ0 |
Lower |
Jun |
380.00 |
387.00 |
343.25 |
373.50 |
69% |
45 |
26 |
22 |
85% |
343.25 |
302.67 |
373.50 |
MWU0 |
Lower |
Jun |
518.75 |
559.50 |
497.00 |
512.25 |
24% |
29 |
18 |
16 |
89% |
497.00 |
451.98 |
512.25 |
MWZ0 |
Lower |
Jun |
535.50 |
575.00 |
514.00 |
528.50 |
24% |
29 |
20 |
17 |
85% |
514.00 |
469.21 |
528.50 |
RRU0 |
Lower |
Jun |
11.67 |
11.70 |
9.55 |
9.69 |
6% |
23 |
14 |
12 |
86% |
9.55 |
8.83 |
9.69 |
LCV0 |
Higher |
Jun |
90.780 |
92.430 |
88.600 |
91.250 |
69% |
45 |
21 |
20 |
95% |
92.430 |
98.011 |
91.250 |
LCZ0 |
Higher |
Jun |
92.300 |
93.780 |
90.750 |
93.150 |
79% |
45 |
22 |
20 |
91% |
93.780 |
99.047 |
93.150 |
FCU0 |
Higher |
Jun |
108.500 |
114.200 |
107.780 |
113.280 |
86% |
38 |
22 |
20 |
91% |
114.200 |
120.547 |
113.280 |
FCV0 |
Higher |
Jun |
108.150 |
114.000 |
107.385 |
113.200 |
88% |
38 |
21 |
20 |
95% |
114.000 |
120.664 |
113.200 |
FCX0 |
Higher |
Jun |
107.850 |
113.500 |
107.200 |
112.680 |
87% |
38 |
22 |
21 |
95% |
113.500 |
119.783 |
112.680 |
SBV0 |
Higher |
Jun |
14.69 |
16.68 |
14.32 |
16.06 |
74% |
45 |
21 |
18 |
86% |
16.68 |
18.70 |
16.06 |
SBH1 |
Higher |
Jun |
15.65 |
17.07 |
15.36 |
16.57 |
71% |
45 |
22 |
19 |
86% |
17.07 |
19.03 |
16.57 |
LBU0 |
Lower |
Jun |
242.0 |
248.0 |
183.0 |
214.0 |
48% |
37 |
18 |
16 |
89% |
183.0 |
159.7 |
214.0 |
LBX0 |
Lower |
Jun |
231.8 |
240.1 |
187.2 |
207.7 |
39% |
37 |
19 |
16 |
84% |
187.2 |
165.5 |
207.7 |
CTZ0 |
Lower |
Jun |
78.61 |
79.90 |
74.09 |
76.38 |
39% |
44 |
19 |
16 |
84% |
74.09 |
68.19 |
76.38 |
- September Swiss Franc(CME)
- The SFU0(Mkt) ended Higher(Cond) for
June(Month). Compared to May's 86.72(Prev Close), the market ended June at 92.95(Month Close),
that being 97%(Pct Range) off of
85.57(Month Low) to 93.15(Month High).
In comparing the May/June closes for each of the last 35 years(Total Years), Scenario found that the September Swiss Franc(CME) also closed
higher in June than May in 17(Cond Years) of those years.
Of those 17, SFU went on to exceed the June 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 SFU should exceed 93.15(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 98.19(Average Objective).
- September British Pound(CME)
- The BPU0(Mkt) ended Higher(Cond) for
June(Month). Compared to May's 144.92(Prev Close), the market ended June at 149.56(Month Close),
that being 78%(Pct Range) off of
143.49(Month Low) to 151.30(Month High).
In comparing the May/June closes for each of the last 35 years(Total Years), Scenario found that the September British Pound(CME) also closed
higher in June than May in 20(Cond Years) of those years.
Of those 20, BPU 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 BPU should exceed 151.30(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 156.63(Average Objective).
- September US Dollar Index(ICE)
- The DXU0(Mkt) ended Lower(Cond) for
June(Month). Compared to May's 86.923(Prev Close), the market ended June at 86.280(Month Close),
that being 24%(Pct Range) off of
85.360(Month Low) to 89.220(Month High).
In comparing the May/June closes for each of the last 24 years(Total Years), Scenario found that the September US Dollar Index(ICE) also closed
lower in June than May in 12(Cond Years) of those years.
Of those 12, DXU went on to penetrate the June low within the next 2 months in 11 years(Action Years) or 92%(Pct) of the time.
Therefore, the historical odds are high that the DXU should penetrate 85.360(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 82.596(Average Objective).
- November Heating Oil(NYM)
- The HOX0(Mkt) ended Higher(Cond) for
June(Month). Compared to May's 209.86(Prev Close), the market ended June at 210.08(Month Close),
that being 28%(Pct Range) off of
204.34(Month Low) to 225.11(Month High).
In comparing the May/June closes for each of the last 31 years(Total Years), Scenario found that the November Heating Oil(NYM) also closed
higher in June than May in 15(Cond Years) of those years.
Of those 15, HOX went on to exceed the June high within the next 2 months in 15 years(Action Years) or 100%(Pct) of the time.
Therefore, the historical odds are high that the HOX should exceed 225.11(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 246.11(Average Objective).
- October Gasoline(NYMEX)
- The RBV0(Mkt) ended Higher(Cond) for
June(Month). Compared to May's 193.38(Prev Close), the market ended June at 194.24(Month Close),
that being 36%(Pct Range) off of
187.55(Month Low) to 206.24(Month High).
In comparing the May/June closes for each of the last 25 years(Total Years), Scenario found that the October Gasoline(NYMEX) also closed
higher in June than May in 13(Cond Years) of those years.
Of those 13, RBV 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 RBV should exceed 206.24(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 224.17(Average Objective).
- September Soybeans(CBOT)
- The SU0(Mkt) ended Lower(Cond) for
June(Month). Compared to May's 914.75(Prev Close), the market ended June at 912.00(Month Close),
that being 32%(Pct Range) off of
893.00(Month Low) to 952.25(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
lower in June than May in 22(Cond Years) of those years.
Of those 22, SU went on to penetrate the June low within the next 2 months in 22 years(Action Years) or 100%(Pct) of the time.
Therefore, the historical odds are high that the SU should penetrate 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 22 years) a potential move
toward 812.47(Average Objective).
- November Soybeans(CBOT)
- The SX0(Mkt) ended Lower(Cond) for
June(Month). Compared to May's 907.75(Prev Close), the market ended June at 902.50(Month Close),
that being 26%(Pct Range) off of
886.75(Month Low) to 947.25(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
lower in June than May in 23(Cond Years) of those years.
Of those 23, SX went on to penetrate the June low within the next 2 months in 23 years(Action Years) or 100%(Pct) of the time.
Therefore, the historical odds are high that the SX should penetrate 886.75(Scenario Objective) by no later than the end of August.
If it does so, Scenario would further project (based on
normalizing those previous 23 years) a potential move
toward 809.63(Average Objective).
- September Soybean Oil(CBOT)
- The BOU0(Mkt) ended Lower(Cond) for
June(Month). Compared to May's 38.07(Prev Close), the market ended June at 36.60(Month Close),
that being 17%(Pct Range) off of
36.15(Month Low) to 38.78(Month High).
In comparing the May/June closes for each of the last 45 years(Total Years), Scenario found that the September Soybean Oil(CBOT) also closed
lower in June than May in 24(Cond Years) of those years.
Of those 24, BOU went on to penetrate the June low within the next 2 months in 22 years(Action Years) or 92%(Pct) of the time.
Therefore, the historical odds are high that the BOU should penetrate 36.15(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 32.47(Average Objective).
- October Soybean Oil(CBOT)
- The BOV0(Mkt) ended Lower(Cond) for
June(Month). Compared to May's 38.25(Prev Close), the market ended June at 36.77(Month Close),
that being 18%(Pct Range) off of
36.31(Month Low) to 38.91(Month High).
In comparing the May/June closes for each of the last 45 years(Total Years), Scenario found that the October Soybean Oil(CBOT) also closed
lower in June than May in 25(Cond Years) of those years.
Of those 25, BOV went on to penetrate the June low within the next 2 months in 23 years(Action Years) or 92%(Pct) of the time.
Therefore, the historical odds are high that the BOV should penetrate 36.31(Scenario Objective) by no later than the end of August.
If it does so, Scenario would further project (based on
normalizing those previous 23 years) a potential move
toward 32.65(Average Objective).
- December Soybean Oil(CBOT)
- The BOZ0(Mkt) ended Lower(Cond) for
June(Month). Compared to May's 38.68(Prev Close), the market ended June at 37.17(Month Close),
that being 16%(Pct Range) off of
36.71(Month Low) to 39.60(Month High).
In comparing the May/June closes for each of the last 45 years(Total Years), Scenario found that the December Soybean Oil(CBOT) also closed
lower in June than May in 23(Cond Years) of those years.
Of those 23, BOZ went on to penetrate the June low within the next 2 months in 21 years(Action Years) or 91%(Pct) of the time.
Therefore, the historical odds are high that the BOZ should penetrate 36.71(Scenario Objective) by no later than the end of August.
If it does so, Scenario would further project (based on
normalizing those previous 21 years) a potential move
toward 33.04(Average Objective).
- December Corn(CBOT)
- The CZ0(Mkt) ended Lower(Cond) for
June(Month). Compared to May's 380.00(Prev Close), the market ended June at 373.50(Month Close),
that being 69%(Pct Range) off of
343.25(Month Low) to 387.00(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 343.25(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 302.67(Average Objective).
- September Wheat(MGE)
- The MWU0(Mkt) ended Lower(Cond) for
June(Month). Compared to May's 518.75(Prev Close), the market ended June at 512.25(Month Close),
that being 24%(Pct Range) off of
497.00(Month Low) to 559.50(Month High).
In comparing the May/June closes for each of the last 29 years(Total Years), Scenario found that the September Wheat(MGE) also closed
lower in June than May in 18(Cond Years) of those years.
Of those 18, MWU went on to penetrate the June low within the next 2 months in 16 years(Action Years) or 89%(Pct) of the time.
Therefore, the historical odds are high that the MWU should penetrate 497.00(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 451.98(Average Objective).
- December Wheat(MGE)
- The MWZ0(Mkt) ended Lower(Cond) for
June(Month). Compared to May's 535.50(Prev Close), the market ended June at 528.50(Month Close),
that being 24%(Pct Range) off of
514.00(Month Low) to 575.00(Month High).
In comparing the May/June closes for each of the last 29 years(Total Years), Scenario found that the December Wheat(MGE) also closed
lower in June than May in 20(Cond Years) of those years.
Of those 20, MWZ went on to penetrate the June low within the next 2 months in 17 years(Action Years) or 85%(Pct) of the time.
Therefore, the historical odds are high that the MWZ should penetrate 514.00(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 469.21(Average Objective).
- September Rough Rice(CBOT)
- The RRU0(Mkt) ended Lower(Cond) for
June(Month). Compared to May's 11.67(Prev Close), the market ended June at 9.69(Month Close),
that being 6%(Pct Range) off of
9.55(Month Low) to 11.70(Month High).
In comparing the May/June closes for each of the last 23 years(Total Years), Scenario found that the September Rough Rice(CBOT) also closed
lower in June than May in 14(Cond Years) of those years.
Of those 14, RRU went on to penetrate the June low within the next 2 months in 12 years(Action Years) or 86%(Pct) of the time.
Therefore, the historical odds are high that the RRU should penetrate 9.55(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 8.83(Average Objective).
- October Live Cattle(CME)
- The LCV0(Mkt) ended Higher(Cond) for
June(Month). Compared to May's 90.780(Prev Close), the market ended June at 91.250(Month Close),
that being 69%(Pct Range) off of
88.600(Month Low) to 92.430(Month High).
In comparing the May/June closes for each of the last 45 years(Total Years), Scenario found that the October Live Cattle(CME) also closed
higher in June than May in 21(Cond Years) of those years.
Of those 21, LCV 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 LCV should exceed 92.430(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 98.011(Average Objective).
- December Live Cattle(CME)
- The LCZ0(Mkt) ended Higher(Cond) for
June(Month). Compared to May's 92.300(Prev Close), the market ended June at 93.150(Month Close),
that being 79%(Pct Range) off of
90.750(Month Low) to 93.780(Month High).
In comparing the May/June closes for each of the last 45 years(Total Years), Scenario found that the December Live Cattle(CME) also closed
higher in June than May in 22(Cond Years) of those years.
Of those 22, LCZ went on to exceed the June high within the next 2 months in 20 years(Action Years) or 91%(Pct) of the time.
Therefore, the historical odds are high that the LCZ should exceed 93.780(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 99.047(Average Objective).
- September Feeder Cattle(CME)
- The FCU0(Mkt) ended Higher(Cond) for
June(Month). Compared to May's 108.500(Prev Close), the market ended June at 113.280(Month Close),
that being 86%(Pct Range) off of
107.780(Month Low) to 114.200(Month High).
In comparing the May/June closes for each of the last 38 years(Total Years), Scenario found that the September Feeder Cattle(CME) also closed
higher in June than May in 22(Cond Years) of those years.
Of those 22, FCU went on to exceed the June high within the next 2 months in 20 years(Action Years) or 91%(Pct) of the time.
Therefore, the historical odds are high that the FCU should exceed 114.200(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 120.547(Average Objective).
- October Feeder Cattle(CME)
- The FCV0(Mkt) ended Higher(Cond) for
June(Month). Compared to May's 108.150(Prev Close), the market ended June at 113.200(Month Close),
that being 88%(Pct Range) off of
107.385(Month Low) to 114.000(Month High).
In comparing the May/June closes for each of the last 38 years(Total Years), Scenario found that the October Feeder Cattle(CME) also closed
higher in June than May in 21(Cond Years) of those years.
Of those 21, FCV 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 FCV should exceed 114.000(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 120.664(Average Objective).
- November Feeder Cattle(CME)
- The FCX0(Mkt) ended Higher(Cond) for
June(Month). Compared to May's 107.850(Prev Close), the market ended June at 112.680(Month Close),
that being 87%(Pct Range) off of
107.200(Month Low) to 113.500(Month High).
In comparing the May/June closes for each of the last 38 years(Total Years), Scenario found that the November Feeder Cattle(CME) also closed
higher in June than May in 22(Cond Years) of those years.
Of those 22, FCX went on to exceed the June high within the next 2 months in 21 years(Action Years) or 95%(Pct) of the time.
Therefore, the historical odds are high that the FCX should exceed 113.500(Scenario Objective) by no later than the end of August.
If it does so, Scenario would further project (based on
normalizing those previous 21 years) a potential move
toward 119.783(Average Objective).
- October Sugar #11(ICE)
- The SBV0(Mkt) ended Higher(Cond) for
June(Month). Compared to May's 14.69(Prev Close), the market ended June at 16.06(Month Close),
that being 74%(Pct Range) off of
14.32(Month Low) to 16.68(Month High).
In comparing the May/June closes for each of the last 45 years(Total Years), Scenario found that the October Sugar #11(ICE) also closed
higher in June than May in 21(Cond Years) of those years.
Of those 21, SBV went on to exceed the June high within the next 2 months in 18 years(Action Years) or 86%(Pct) of the time.
Therefore, the historical odds are high that the SBV should exceed 16.68(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 18.70(Average Objective).
- March Sugar #11(ICE)
- The SBH1(Mkt) ended Higher(Cond) for
June(Month). Compared to May's 15.65(Prev Close), the market ended June at 16.57(Month Close),
that being 71%(Pct Range) off of
15.36(Month Low) to 17.07(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 22(Cond Years) of those years.
Of those 22, SBH 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 SBH should exceed 17.07(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 19.03(Average Objective).
- September Lumber(CME)
- The LBU0(Mkt) ended Lower(Cond) for
June(Month). Compared to May's 242.0(Prev Close), the market ended June at 214.0(Month Close),
that being 48%(Pct Range) off of
183.0(Month Low) to 248.0(Month High).
In comparing the May/June closes for each of the last 37 years(Total Years), Scenario found that the September Lumber(CME) also closed
lower in June than May in 18(Cond Years) of those years.
Of those 18, LBU went on to penetrate the June low within the next 2 months in 16 years(Action Years) or 89%(Pct) of the time.
Therefore, the historical odds are high that the LBU should penetrate 183.0(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 159.7(Average Objective).
- November Lumber(CME)
- The LBX0(Mkt) ended Lower(Cond) for
June(Month). Compared to May's 231.8(Prev Close), the market ended June at 207.7(Month Close),
that being 39%(Pct Range) off of
187.2(Month Low) to 240.1(Month High).
In comparing the May/June closes for each of the last 37 years(Total Years), Scenario found that the November Lumber(CME) also closed
lower in June than May in 19(Cond Years) of those years.
Of those 19, LBX went on to penetrate the June low within the next 2 months in 16 years(Action Years) or 84%(Pct) of the time.
Therefore, the historical odds are high that the LBX should penetrate 187.2(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 165.5(Average Objective).
- December Cotton(ICE)
- The CTZ0(Mkt) ended Lower(Cond) for
June(Month). Compared to May's 78.61(Prev Close), the market ended June at 76.38(Month Close),
that being 39%(Pct Range) off of
74.09(Month Low) to 79.90(Month High).
In comparing the May/June closes for each of the last 44 years(Total Years), Scenario found that the December Cotton(ICE) also closed
lower in June than May in 19(Cond Years) of those years.
Of those 19, CTZ went on to penetrate the June low within the next 2 months in 16 years(Action Years) or 84%(Pct) of the time.
Therefore, the historical odds are high that the CTZ should penetrate 74.09(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 68.19(Average Objective).
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