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MRCI's ScenarioSM Summary |
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ScenarioSM Summary Sep 30, 2011 |
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 |
Lower |
Sep |
8955 |
9098 |
8360 |
8700 |
46% |
29 |
19 |
16 |
84% |
8360 |
7556 |
8700 |
USZ1 |
Higher |
Sep |
136~01 |
147~00 |
135~01 |
142~20 |
63% |
34 |
18 |
16 |
89% |
147~00 |
152~09 |
142~20 |
TYZ1 |
Higher |
Sep |
129~010 |
131~300 |
128~185 |
130~030 |
45% |
29 |
23 |
22 |
96% |
131~300 |
135~069 |
130~030 |
JYZ1 |
Lower |
Sep |
130.73 |
131.56 |
128.60 |
129.87 |
43% |
34 |
15 |
14 |
93% |
128.60 |
124.11 |
129.87 |
CDZ1 |
Lower |
Sep |
101.89 |
102.46 |
95.04 |
95.61 |
8% |
34 |
10 |
10 |
100% |
95.04 |
93.57 |
95.61 |
DXZ1 |
Higher |
Sep |
74.493 |
79.645 |
74.550 |
79.075 |
89% |
25 |
9 |
9 |
100% |
79.645 |
82.437 |
79.075 |
BOZ1 |
Lower |
Sep |
59.07 |
59.14 |
50.05 |
50.21 |
2% |
45 |
27 |
24 |
89% |
50.05 |
46.35 |
50.21 |
SMZ1 |
Lower |
Sep |
387.80 |
387.70 |
306.50 |
308.60 |
3% |
45 |
26 |
23 |
88% |
306.50 |
288.66 |
308.60 |
OZ1 |
Lower |
Sep |
372.50 |
379.00 |
321.00 |
328.00 |
12% |
37 |
15 |
14 |
93% |
321.00 |
295.50 |
328.00 |
LCZ1 |
Higher |
Sep |
115.900 |
122.900 |
115.300 |
122.650 |
97% |
45 |
25 |
22 |
88% |
122.900 |
128.852 |
122.650 |
LEZ1 |
Higher |
Sep |
82.900 |
88.000 |
80.500 |
87.800 |
97% |
42 |
26 |
23 |
88% |
88.000 |
95.214 |
87.800 |
- Nikkei 225 Index
- The #SSNI(Mkt) ended Lower(Cond) for
September(Month). Compared to August's 8955(Prev Close), the market ended September at 8700(Month Close),
that being 46%(Pct Range) off of
8360(Month Low) to 9098(Month High).
In comparing the August/September closes for each of the last 29 years(Total Years), Scenario found that the Nikkei 225 Index also closed
lower in September than August in 19(Cond Years) of those years.
Of those 19, the #SSNI went on to penetrate the September 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 the #SSNI should penetrate 8360(Scenario Objective) by no later than the end of November.
If it does so, Scenario would further project (based on
normalizing those previous 16 years) a potential move
toward 7556(Average Objective).
- December 30-Year T-Bonds(CBOT)
- The USZ1(Mkt) ended Higher(Cond) for
September(Month). Compared to August's 136~01(Prev Close), the market ended September at 142~20(Month Close),
that being 63%(Pct Range) off of
135~01(Month Low) to 147~00(Month High).
In comparing the August/September closes for each of the last 34 years(Total Years), Scenario found that the December 30-Year T-Bonds(CBOT) also closed
higher in September than August in 18(Cond Years) of those years.
Of those 18, USZ went on to exceed the September high within the next 2 months in 16 years(Action Years) or 89%(Pct) of the time.
Therefore, the historical odds are high that the USZ should exceed 147~00(Scenario Objective) by no later than the end of November.
If it does so, Scenario would further project (based on
normalizing those previous 16 years) a potential move
toward 152~09(Average Objective).
- December 10-Year T-Notes(CBOT)
- The TYZ1(Mkt) ended Higher(Cond) for
September(Month). Compared to August's 129~010(Prev Close), the market ended September at 130~030(Month Close),
that being 45%(Pct Range) off of
128~185(Month Low) to 131~300(Month High).
In comparing the August/September closes for each of the last 29 years(Total Years), Scenario found that the December 10-Year T-Notes(CBOT) also closed
higher in September than August in 23(Cond Years) of those years.
Of those 23, TYZ went on to exceed the September high within the next 2 months in 22 years(Action Years) or 96%(Pct) of the time.
Therefore, the historical odds are high that the TYZ should exceed 131~300(Scenario Objective) by no later than the end of November.
If it does so, Scenario would further project (based on
normalizing those previous 22 years) a potential move
toward 135~069(Average Objective).
- December Japanese Yen(CME)
- The JYZ1(Mkt) ended Lower(Cond) for
September(Month). Compared to August's 130.73(Prev Close), the market ended September at 129.87(Month Close),
that being 43%(Pct Range) off of
128.60(Month Low) to 131.56(Month High).
In comparing the August/September closes for each of the last 34 years(Total Years), Scenario found that the December Japanese Yen(CME) also closed
lower in September than August in 15(Cond Years) of those years.
Of those 15, JYZ went on to penetrate the September low within the next 2 months in 14 years(Action Years) or 93%(Pct) of the time.
Therefore, the historical odds are high that the JYZ should penetrate 128.60(Scenario Objective) by no later than the end of November.
If it does so, Scenario would further project (based on
normalizing those previous 14 years) a potential move
toward 124.11(Average Objective).
- December Canadian Dollar(CME)
- The CDZ1(Mkt) ended Lower(Cond) for
September(Month). Compared to August's 101.89(Prev Close), the market ended September at 95.61(Month Close),
that being 8%(Pct Range) off of
95.04(Month Low) to 102.46(Month High).
In comparing the August/September closes for each of the last 34 years(Total Years), Scenario found that the December Canadian Dollar(CME) also closed
lower in September than August in 10(Cond Years) of those years.
Of those 10, CDZ went on to penetrate the September low within the next 2 months in 10 years(Action Years) or 100%(Pct) of the time.
Therefore, the historical odds are high that the CDZ should penetrate 95.04(Scenario Objective) by no later than the end of November.
If it does so, Scenario would further project (based on
normalizing those previous 10 years) a potential move
toward 93.57(Average Objective).
- December US Dollar Index(ICE)
- The DXZ1(Mkt) ended Higher(Cond) for
September(Month). Compared to August's 74.493(Prev Close), the market ended September at 79.075(Month Close),
that being 89%(Pct Range) off of
74.550(Month Low) to 79.645(Month High).
In comparing the August/September closes for each of the last 25 years(Total Years), Scenario found that the December US Dollar Index(ICE) also closed
higher in September than August in 9(Cond Years) of those years.
Of those 9, DXZ went on to exceed the September high within the next 2 months in 9 years(Action Years) or 100%(Pct) of the time.
Therefore, the historical odds are high that the DXZ should exceed 79.645(Scenario Objective) by no later than the end of November.
If it does so, Scenario would further project (based on
normalizing those previous 9 years) a potential move
toward 82.437(Average Objective).
- December Soybean Oil(CBOT)
- The BOZ1(Mkt) ended Lower(Cond) for
September(Month). Compared to August's 59.07(Prev Close), the market ended September at 50.21(Month Close),
that being 2%(Pct Range) off of
50.05(Month Low) to 59.14(Month High).
In comparing the August/September closes for each of the last 45 years(Total Years), Scenario found that the December Soybean Oil(CBOT) also closed
lower in September than August in 27(Cond Years) of those years.
Of those 27, BOZ went on to penetrate the September 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 BOZ should penetrate 50.05(Scenario Objective) by no later than the end of November.
If it does so, Scenario would further project (based on
normalizing those previous 24 years) a potential move
toward 46.35(Average Objective).
- December Soybean Meal(CBOT)
- The SMZ1(Mkt) ended Lower(Cond) for
September(Month). Compared to August's 387.80(Prev Close), the market ended September at 308.60(Month Close),
that being 3%(Pct Range) off of
306.50(Month Low) to 387.70(Month High).
In comparing the August/September closes for each of the last 45 years(Total Years), Scenario found that the December Soybean Meal(CBOT) also closed
lower in September than August in 26(Cond Years) of those years.
Of those 26, SMZ went on to penetrate the September low within the next 2 months in 23 years(Action Years) or 88%(Pct) of the time.
Therefore, the historical odds are high that the SMZ should penetrate 306.50(Scenario Objective) by no later than the end of November.
If it does so, Scenario would further project (based on
normalizing those previous 23 years) a potential move
toward 288.66(Average Objective).
- December Oats(CBOT)
- The OZ1(Mkt) ended Lower(Cond) for
September(Month). Compared to August's 372.50(Prev Close), the market ended September at 328.00(Month Close),
that being 12%(Pct Range) off of
321.00(Month Low) to 379.00(Month High).
In comparing the August/September closes for each of the last 37 years(Total Years), Scenario found that the December Oats(CBOT) also closed
lower in September than August in 15(Cond Years) of those years.
Of those 15, OZ went on to penetrate the September low within the next 2 months in 14 years(Action Years) or 93%(Pct) of the time.
Therefore, the historical odds are high that the OZ should penetrate 321.00(Scenario Objective) by no later than the end of November.
If it does so, Scenario would further project (based on
normalizing those previous 14 years) a potential move
toward 295.50(Average Objective).
- December Live Cattle(CME)
- The LCZ1(Mkt) ended Higher(Cond) for
September(Month). Compared to August's 115.900(Prev Close), the market ended September at 122.650(Month Close),
that being 97%(Pct Range) off of
115.300(Month Low) to 122.900(Month High).
In comparing the August/September closes for each of the last 45 years(Total Years), Scenario found that the December Live Cattle(CME) also closed
higher in September than August in 25(Cond Years) of those years.
Of those 25, LCZ went on to exceed the September high within the next 2 months in 22 years(Action Years) or 88%(Pct) of the time.
Therefore, the historical odds are high that the LCZ should exceed 122.900(Scenario Objective) by no later than the end of November.
If it does so, Scenario would further project (based on
normalizing those previous 22 years) a potential move
toward 128.852(Average Objective).
- December Lean Hogs(CME)
- The LEZ1(Mkt) ended Higher(Cond) for
September(Month). Compared to August's 82.900(Prev Close), the market ended September at 87.800(Month Close),
that being 97%(Pct Range) off of
80.500(Month Low) to 88.000(Month High).
In comparing the August/September closes for each of the last 42 years(Total Years), Scenario found that the December Lean Hogs(CME) also closed
higher in September than August in 26(Cond Years) of those years.
Of those 26, LEZ went on to exceed the September high within the next 2 months in 23 years(Action Years) or 88%(Pct) of the time.
Therefore, the historical odds are high that the LEZ should exceed 88.000(Scenario Objective) by no later than the end of November.
If it does so, Scenario would further project (based on
normalizing those previous 23 years) a potential move
toward 95.214(Average Objective).
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