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| MRCI's ScenarioSM Summary |
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| ScenarioSM Summary Jun 30, 2015 |
| 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 |
| ADU5 |
Higher |
Jun |
76.12 |
78.14 |
75.54 |
76.85 |
50% |
28 |
16 |
14 |
88% |
78.14 |
80.68 |
76.85 |
| DXU5 |
Lower |
Jun |
97.370 |
98.165 |
93.300 |
95.660 |
49% |
29 |
17 |
15 |
88% |
93.300 |
90.455 |
95.660 |
| SU5 |
Higher |
Jun |
907.75 |
1042.75 |
898.50 |
1041.50 |
99% |
45 |
21 |
18 |
86% |
1042.75 |
1194.09 |
1041.50 |
| SX5 |
Higher |
Jun |
905.75 |
1038.00 |
895.75 |
1037.25 |
99% |
45 |
20 |
17 |
85% |
1038.00 |
1187.37 |
1037.25 |
| SF6 |
Higher |
Jun |
912.75 |
1043.00 |
903.00 |
1042.25 |
99% |
45 |
20 |
17 |
85% |
1043.00 |
1190.04 |
1042.25 |
| SBV5 |
Higher |
Jun |
12.28 |
12.79 |
11.52 |
12.47 |
75% |
45 |
24 |
21 |
88% |
12.79 |
14.51 |
12.47 |
| SBH6 |
Higher |
Jun |
13.59 |
14.05 |
13.08 |
13.76 |
70% |
45 |
26 |
22 |
85% |
14.05 |
15.77 |
13.76 |
| CCZ5 |
Higher |
Jun |
3066 |
3327 |
3035 |
3262 |
78% |
45 |
23 |
20 |
87% |
3327 |
3685 |
3262 |
- September Australian Dollar(CME)
- The ADU5(Mkt) ended Higher(Cond) for
June(Month). Compared to May's 76.12(Prev Close), the market ended June at 76.85(Month Close),
that being 50%(Pct Range) off of
75.54(Month Low) to 78.14(Month High).
In comparing the May/June closes for each of the last 28 years(Total Years), Scenario found that the September Australian Dollar(CME) also closed
higher in June than May in 16(Cond Years) of those years.
Of those 16, ADU 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 ADU should exceed 78.14(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 80.68(Average Objective).
- September US Dollar Index(ICE)
- The DXU5(Mkt) ended Lower(Cond) for
June(Month). Compared to May's 97.370(Prev Close), the market ended June at 95.660(Month Close),
that being 49%(Pct Range) off of
93.300(Month Low) to 98.165(Month High).
In comparing the May/June closes for each of the last 29 years(Total Years), Scenario found that the September US Dollar Index(ICE) also closed
lower in June than May in 17(Cond Years) of those years.
Of those 17, DXU 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 DXU should penetrate 93.300(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 90.455(Average Objective).
- September Soybeans(CBOT)
- The SU5(Mkt) ended Higher(Cond) for
June(Month). Compared to May's 907.75(Prev Close), the market ended June at 1041.50(Month Close),
that being 99%(Pct Range) off of
898.50(Month Low) to 1042.75(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 21(Cond Years) of those years.
Of those 21, SU 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 SU should exceed 1042.75(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 1194.09(Average Objective).
- November Soybeans(CBOT)
- The SX5(Mkt) ended Higher(Cond) for
June(Month). Compared to May's 905.75(Prev Close), the market ended June at 1037.25(Month Close),
that being 99%(Pct Range) off of
895.75(Month Low) to 1038.00(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 20(Cond Years) of those years.
Of those 20, SX 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 SX should exceed 1038.00(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 1187.37(Average Objective).
- January Soybeans(CBOT)
- The SF6(Mkt) ended Higher(Cond) for
June(Month). Compared to May's 912.75(Prev Close), the market ended June at 1042.25(Month Close),
that being 99%(Pct Range) off of
903.00(Month Low) to 1043.00(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 20(Cond Years) of those years.
Of those 20, SF 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 SF should exceed 1043.00(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 1190.04(Average Objective).
- October Sugar #11(ICE)
- The SBV5(Mkt) ended Higher(Cond) for
June(Month). Compared to May's 12.28(Prev Close), the market ended June at 12.47(Month Close),
that being 75%(Pct Range) off of
11.52(Month Low) to 12.79(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 24(Cond Years) of those years.
Of those 24, SBV went on to exceed the June high within the next 2 months in 21 years(Action Years) or 88%(Pct) of the time.
Therefore, the historical odds are high that the SBV should exceed 12.79(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 14.51(Average Objective).
- March Sugar #11(ICE)
- The SBH6(Mkt) ended Higher(Cond) for
June(Month). Compared to May's 13.59(Prev Close), the market ended June at 13.76(Month Close),
that being 70%(Pct Range) off of
13.08(Month Low) to 14.05(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 26(Cond Years) of those years.
Of those 26, SBH went on to exceed the June high within the next 2 months in 22 years(Action Years) or 85%(Pct) of the time.
Therefore, the historical odds are high that the SBH should exceed 14.05(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 15.77(Average Objective).
- December Cocoa(ICE)
- The CCZ5(Mkt) ended Higher(Cond) for
June(Month). Compared to May's 3066(Prev Close), the market ended June at 3262(Month Close),
that being 78%(Pct Range) off of
3035(Month Low) to 3327(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 23(Cond Years) of those years.
Of those 23, CCZ 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 CCZ should exceed 3327(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 3685(Average Objective).
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