 |
MRCI's ScenarioSM Summary |
|
ScenarioSM Summary Dec 31, 2018 |
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 |
USH9 |
Higher |
Dec |
139~290 |
146~090 |
139~140 |
146~000 |
96% |
41 |
22 |
19 |
86% |
146~090 |
151~143 |
146~000 |
TYH9 |
Higher |
Dec |
119~145 |
122~040 |
119~045 |
122~005 |
96% |
36 |
19 |
17 |
89% |
122~040 |
125~126 |
122~005 |
EDH9 |
Higher |
Dec |
97.155 |
97.305 |
97.120 |
97.290 |
92% |
36 |
19 |
17 |
89% |
97.305 |
97.637 |
97.290 |
EDM9 |
Higher |
Dec |
97.085 |
97.335 |
97.045 |
97.315 |
93% |
36 |
19 |
18 |
95% |
97.335 |
97.776 |
97.315 |
BPH9 |
Lower |
Dec |
128.14 |
129.12 |
125.40 |
127.90 |
67% |
43 |
20 |
17 |
85% |
125.40 |
119.91 |
127.90 |
GCJ9 |
Higher |
Dec |
1231.8 |
1292.6 |
1233.0 |
1287.7 |
92% |
43 |
20 |
17 |
85% |
1292.6 |
1406.1 |
1287.7 |
SIH9 |
Higher |
Dec |
1421.7 |
1557.5 |
1428.0 |
1554.0 |
97% |
45 |
21 |
19 |
90% |
1557.5 |
1823.0 |
1554.0 |
PAH9 |
Higher |
Dec |
1144.60 |
1210.20 |
1135.80 |
1197.20 |
83% |
41 |
24 |
21 |
88% |
1210.20 |
1458.09 |
1197.20 |
HOJ9 |
Lower |
Dec |
180.67 |
192.43 |
160.92 |
165.61 |
15% |
39 |
19 |
16 |
84% |
160.92 |
138.79 |
165.61 |
NGM9 |
Lower |
Dec |
2.780 |
2.935 |
2.709 |
2.717 |
4% |
28 |
16 |
14 |
88% |
2.709 |
2.449 |
2.717 |
SH9 |
Lower |
Dec |
907.50 |
941.00 |
880.50 |
895.00 |
24% |
45 |
28 |
24 |
86% |
880.50 |
834.52 |
895.00 |
SK9 |
Lower |
Dec |
920.50 |
953.00 |
893.50 |
907.75 |
24% |
45 |
26 |
23 |
88% |
893.50 |
847.51 |
907.75 |
BOH9 |
Lower |
Dec |
28.30 |
29.50 |
27.58 |
27.85 |
14% |
45 |
30 |
27 |
90% |
27.58 |
25.94 |
27.85 |
BOK9 |
Lower |
Dec |
28.56 |
29.77 |
27.81 |
28.12 |
16% |
45 |
25 |
23 |
92% |
27.81 |
26.15 |
28.12 |
RRH9 |
Lower |
Dec |
11.07 |
11.27 |
10.11 |
10.37 |
22% |
32 |
19 |
16 |
84% |
10.11 |
9.17 |
10.37 |
LCJ9 |
Higher |
Dec |
122.000 |
126.950 |
121.450 |
126.250 |
87% |
45 |
27 |
24 |
89% |
126.950 |
133.418 |
126.250 |
LCM9 |
Higher |
Dec |
113.650 |
117.250 |
112.780 |
117.085 |
96% |
45 |
28 |
27 |
96% |
117.250 |
121.539 |
117.085 |
LCQ9 |
Higher |
Dec |
111.585 |
114.250 |
110.835 |
114.180 |
98% |
44 |
29 |
27 |
93% |
114.250 |
118.305 |
114.180 |
FCH9 |
Higher |
Dec |
142.850 |
147.580 |
140.350 |
146.750 |
89% |
45 |
26 |
24 |
92% |
147.580 |
154.695 |
146.750 |
FCJ9 |
Higher |
Dec |
143.635 |
147.830 |
141.300 |
147.250 |
91% |
45 |
27 |
25 |
93% |
147.830 |
154.700 |
147.250 |
JOH9 |
Lower |
Dec |
143.40 |
144.10 |
124.30 |
125.80 |
8% |
45 |
32 |
27 |
84% |
124.30 |
111.38 |
125.80 |
JOK9 |
Lower |
Dec |
143.20 |
144.50 |
125.45 |
127.00 |
8% |
45 |
32 |
27 |
84% |
125.45 |
111.97 |
127.00 |
KCK9 |
Lower |
Dec |
110.45 |
113.65 |
101.95 |
104.95 |
26% |
45 |
21 |
18 |
86% |
101.95 |
93.42 |
104.95 |
LBH9 |
Higher |
Dec |
333.1 |
347.4 |
320.1 |
337.0 |
62% |
45 |
28 |
24 |
86% |
347.4 |
384.1 |
337.0 |
- March 30-Year T-Bonds(CBOT)
- The USH9(Mkt) ended Higher(Cond) for
December(Month). Compared to November's 139~290(Prev Close), the market ended December at 146~000(Month Close),
that being 96%(Pct Range) off of
139~140(Month Low) to 146~090(Month High).
In comparing the November/December closes for each of the last 41 years(Total Years), Scenario found that the March 30-Year T-Bonds(CBOT) also closed
higher in December than November in 22(Cond Years) of those years.
Of those 22, USH 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 USH should exceed 146~090(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 151~143(Average Objective).
- March 10-Year T-Notes(CBOT)
- The TYH9(Mkt) ended Higher(Cond) for
December(Month). Compared to November's 119~145(Prev Close), the market ended December at 122~005(Month Close),
that being 96%(Pct Range) off of
119~045(Month Low) to 122~040(Month High).
In comparing the November/December closes for each of the last 36 years(Total Years), Scenario found that the March 10-Year T-Notes(CBOT) also closed
higher in December than November in 19(Cond Years) of those years.
Of those 19, TYH went on to exceed the December high within the next 2 months in 17 years(Action Years) or 89%(Pct) of the time.
Therefore, the historical odds are high that the TYH should exceed 122~040(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 125~126(Average Objective).
- March Eurodollars(CME)
- The EDH9(Mkt) ended Higher(Cond) for
December(Month). Compared to November's 97.155(Prev Close), the market ended December at 97.290(Month Close),
that being 92%(Pct Range) off of
97.120(Month Low) to 97.305(Month High).
In comparing the November/December closes for each of the last 36 years(Total Years), Scenario found that the March Eurodollars(CME) also closed
higher in December than November in 19(Cond Years) of those years.
Of those 19, EDH went on to exceed the December high within the next 2 months in 17 years(Action Years) or 89%(Pct) of the time.
Therefore, the historical odds are high that the EDH should exceed 97.305(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 97.637(Average Objective).
- June Eurodollars(CME)
- The EDM9(Mkt) ended Higher(Cond) for
December(Month). Compared to November's 97.085(Prev Close), the market ended December at 97.315(Month Close),
that being 93%(Pct Range) off of
97.045(Month Low) to 97.335(Month High).
In comparing the November/December closes for each of the last 36 years(Total Years), Scenario found that the June Eurodollars(CME) also closed
higher in December than November in 19(Cond Years) of those years.
Of those 19, EDM went on to exceed the December high within the next 2 months in 18 years(Action Years) or 95%(Pct) of the time.
Therefore, the historical odds are high that the EDM should exceed 97.335(Scenario Objective) by no later than the end of March.
If it does so, Scenario would further project (based on
normalizing those previous 18 years) a potential move
toward 97.776(Average Objective).
- March British Pound(CME)
- The BPH9(Mkt) ended Lower(Cond) for
December(Month). Compared to November's 128.14(Prev Close), the market ended December at 127.90(Month Close),
that being 67%(Pct Range) off of
125.40(Month Low) to 129.12(Month High).
In comparing the November/December closes for each of the last 43 years(Total Years), Scenario found that the March British Pound(CME) also closed
lower in December than November in 20(Cond Years) of those years.
Of those 20, BPH went on to penetrate the December 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 BPH should penetrate 125.40(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 119.91(Average Objective).
- April Gold(CMX)
- The GCJ9(Mkt) ended Higher(Cond) for
December(Month). Compared to November's 1231.8(Prev Close), the market ended December at 1287.7(Month Close),
that being 92%(Pct Range) off of
1233.0(Month Low) to 1292.6(Month High).
In comparing the November/December closes for each of the last 43 years(Total Years), Scenario found that the April Gold(CMX) also closed
higher in December than November in 20(Cond Years) of those years.
Of those 20, GCJ 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 GCJ should exceed 1292.6(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 1406.1(Average Objective).
- March Silver(CMX)
- The SIH9(Mkt) ended Higher(Cond) for
December(Month). Compared to November's 1421.7(Prev Close), the market ended December at 1554.0(Month Close),
that being 97%(Pct Range) off of
1428.0(Month Low) to 1557.5(Month High).
In comparing the November/December closes for each of the last 45 years(Total Years), Scenario found that the March Silver(CMX) also closed
higher in December than November in 21(Cond Years) of those years.
Of those 21, SIH went on to exceed the December 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 SIH should exceed 1557.5(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 1823.0(Average Objective).
- March Palladium(NYMEX)
- The PAH9(Mkt) ended Higher(Cond) for
December(Month). Compared to November's 1144.60(Prev Close), the market ended December at 1197.20(Month Close),
that being 83%(Pct Range) off of
1135.80(Month Low) to 1210.20(Month High).
In comparing the November/December closes for each of the last 41 years(Total Years), Scenario found that the March Palladium(NYMEX) also closed
higher in December than November in 24(Cond Years) of those years.
Of those 24, PAH went on to exceed the December 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 PAH should exceed 1210.20(Scenario Objective) by no later than the end of March.
If it does so, Scenario would further project (based on
normalizing those previous 21 years) a potential move
toward 1458.09(Average Objective).
- April NY Harbor ULSD(NYM)
- The HOJ9(Mkt) ended Lower(Cond) for
December(Month). Compared to November's 180.67(Prev Close), the market ended December at 165.61(Month Close),
that being 15%(Pct Range) off of
160.92(Month Low) to 192.43(Month High).
In comparing the November/December closes for each of the last 39 years(Total Years), Scenario found that the April NY Harbor ULSD(NYM) also closed
lower in December than November in 19(Cond Years) of those years.
Of those 19, HOJ went on to penetrate the December 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 HOJ should penetrate 160.92(Scenario Objective) by no later than the end of March.
If it does so, Scenario would further project (based on
normalizing those previous 16 years) a potential move
toward 138.79(Average Objective).
- June Natural Gas(NYM)
- The NGM9(Mkt) ended Lower(Cond) for
December(Month). Compared to November's 2.780(Prev Close), the market ended December at 2.717(Month Close),
that being 4%(Pct Range) off of
2.709(Month Low) to 2.935(Month High).
In comparing the November/December closes for each of the last 28 years(Total Years), Scenario found that the June Natural Gas(NYM) also closed
lower in December than November in 16(Cond Years) of those years.
Of those 16, NGM went on to penetrate the December low within the next 2 months in 14 years(Action Years) or 88%(Pct) of the time.
Therefore, the historical odds are high that the NGM should penetrate 2.709(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 2.449(Average Objective).
- March Soybeans(CBOT)
- The SH9(Mkt) ended Lower(Cond) for
December(Month). Compared to November's 907.50(Prev Close), the market ended December at 895.00(Month Close),
that being 24%(Pct Range) off of
880.50(Month Low) to 941.00(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
lower in December than November in 28(Cond Years) of those years.
Of those 28, SH went on to penetrate the December low within the next 2 months in 24 years(Action Years) or 86%(Pct) of the time.
Therefore, the historical odds are high that the SH should penetrate 880.50(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 834.52(Average Objective).
- May Soybeans(CBOT)
- The SK9(Mkt) ended Lower(Cond) for
December(Month). Compared to November's 920.50(Prev Close), the market ended December at 907.75(Month Close),
that being 24%(Pct Range) off of
893.50(Month Low) to 953.00(Month High).
In comparing the November/December closes for each of the last 45 years(Total Years), Scenario found that the May Soybeans(CBOT) also closed
lower in December than November in 26(Cond Years) of those years.
Of those 26, SK went on to penetrate the December 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 SK should penetrate 893.50(Scenario Objective) by no later than the end of March.
If it does so, Scenario would further project (based on
normalizing those previous 23 years) a potential move
toward 847.51(Average Objective).
- March Soybean Oil(CBOT)
- The BOH9(Mkt) ended Lower(Cond) for
December(Month). Compared to November's 28.30(Prev Close), the market ended December at 27.85(Month Close),
that being 14%(Pct Range) off of
27.58(Month Low) to 29.50(Month High).
In comparing the November/December closes for each of the last 45 years(Total Years), Scenario found that the March Soybean Oil(CBOT) also closed
lower in December than November in 30(Cond Years) of those years.
Of those 30, BOH went on to penetrate the December low within the next 2 months in 27 years(Action Years) or 90%(Pct) of the time.
Therefore, the historical odds are high that the BOH should penetrate 27.58(Scenario Objective) by no later than the end of March.
If it does so, Scenario would further project (based on
normalizing those previous 27 years) a potential move
toward 25.94(Average Objective).
- May Soybean Oil(CBOT)
- The BOK9(Mkt) ended Lower(Cond) for
December(Month). Compared to November's 28.56(Prev Close), the market ended December at 28.12(Month Close),
that being 16%(Pct Range) off of
27.81(Month Low) to 29.77(Month High).
In comparing the November/December closes for each of the last 45 years(Total Years), Scenario found that the May Soybean Oil(CBOT) also closed
lower in December than November in 25(Cond Years) of those years.
Of those 25, BOK went on to penetrate the December 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 BOK should penetrate 27.81(Scenario Objective) by no later than the end of March.
If it does so, Scenario would further project (based on
normalizing those previous 23 years) a potential move
toward 26.15(Average Objective).
- March Rough Rice(CBOT)
- The RRH9(Mkt) ended Lower(Cond) for
December(Month). Compared to November's 11.07(Prev Close), the market ended December at 10.37(Month Close),
that being 22%(Pct Range) off of
10.11(Month Low) to 11.27(Month High).
In comparing the November/December closes for each of the last 32 years(Total Years), Scenario found that the March Rough Rice(CBOT) also closed
lower in December than November in 19(Cond Years) of those years.
Of those 19, RRH went on to penetrate the December 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 RRH should penetrate 10.11(Scenario Objective) by no later than the end of March.
If it does so, Scenario would further project (based on
normalizing those previous 16 years) a potential move
toward 9.17(Average Objective).
- April Live Cattle(CME)
- The LCJ9(Mkt) ended Higher(Cond) for
December(Month). Compared to November's 122.000(Prev Close), the market ended December at 126.250(Month Close),
that being 87%(Pct Range) off of
121.450(Month Low) to 126.950(Month High).
In comparing the November/December closes for each of the last 45 years(Total Years), Scenario found that the April Live Cattle(CME) also closed
higher in December than November in 27(Cond Years) of those years.
Of those 27, LCJ went on to exceed the December high within the next 2 months in 24 years(Action Years) or 89%(Pct) of the time.
Therefore, the historical odds are high that the LCJ should exceed 126.950(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 133.418(Average Objective).
- June Live Cattle(CME)
- The LCM9(Mkt) ended Higher(Cond) for
December(Month). Compared to November's 113.650(Prev Close), the market ended December at 117.085(Month Close),
that being 96%(Pct Range) off of
112.780(Month Low) to 117.250(Month High).
In comparing the November/December closes for each of the last 45 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 27 years(Action Years) or 96%(Pct) of the time.
Therefore, the historical odds are high that the LCM should exceed 117.250(Scenario Objective) by no later than the end of March.
If it does so, Scenario would further project (based on
normalizing those previous 27 years) a potential move
toward 121.539(Average Objective).
- August Live Cattle(CME)
- The LCQ9(Mkt) ended Higher(Cond) for
December(Month). Compared to November's 111.585(Prev Close), the market ended December at 114.180(Month Close),
that being 98%(Pct Range) off of
110.835(Month Low) to 114.250(Month High).
In comparing the November/December closes for each of the last 44 years(Total Years), Scenario found that the August Live Cattle(CME) also closed
higher in December than November in 29(Cond Years) of those years.
Of those 29, LCQ went on to exceed the December high within the next 2 months in 27 years(Action Years) or 93%(Pct) of the time.
Therefore, the historical odds are high that the LCQ should exceed 114.250(Scenario Objective) by no later than the end of March.
If it does so, Scenario would further project (based on
normalizing those previous 27 years) a potential move
toward 118.305(Average Objective).
- March Feeder Cattle(CME)
- The FCH9(Mkt) ended Higher(Cond) for
December(Month). Compared to November's 142.850(Prev Close), the market ended December at 146.750(Month Close),
that being 89%(Pct Range) off of
140.350(Month Low) to 147.580(Month High).
In comparing the November/December closes for each of the last 45 years(Total Years), Scenario found that the March Feeder Cattle(CME) also closed
higher in December than November in 26(Cond Years) of those years.
Of those 26, FCH went on to exceed the December high within the next 2 months in 24 years(Action Years) or 92%(Pct) of the time.
Therefore, the historical odds are high that the FCH should exceed 147.580(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 154.695(Average Objective).
- April Feeder Cattle(CME)
- The FCJ9(Mkt) ended Higher(Cond) for
December(Month). Compared to November's 143.635(Prev Close), the market ended December at 147.250(Month Close),
that being 91%(Pct Range) off of
141.300(Month Low) to 147.830(Month High).
In comparing the November/December closes for each of the last 45 years(Total Years), Scenario found that the April Feeder Cattle(CME) also closed
higher in December than November in 27(Cond Years) of those years.
Of those 27, FCJ went on to exceed the December high within the next 2 months in 25 years(Action Years) or 93%(Pct) of the time.
Therefore, the historical odds are high that the FCJ should exceed 147.830(Scenario Objective) by no later than the end of March.
If it does so, Scenario would further project (based on
normalizing those previous 25 years) a potential move
toward 154.700(Average Objective).
- March Orange Juice(ICE)
- The JOH9(Mkt) ended Lower(Cond) for
December(Month). Compared to November's 143.40(Prev Close), the market ended December at 125.80(Month Close),
that being 8%(Pct Range) off of
124.30(Month Low) to 144.10(Month High).
In comparing the November/December closes for each of the last 45 years(Total Years), Scenario found that the March Orange Juice(ICE) also closed
lower in December than November in 32(Cond Years) of those years.
Of those 32, JOH went on to penetrate the December low within the next 2 months in 27 years(Action Years) or 84%(Pct) of the time.
Therefore, the historical odds are high that the JOH should penetrate 124.30(Scenario Objective) by no later than the end of March.
If it does so, Scenario would further project (based on
normalizing those previous 27 years) a potential move
toward 111.38(Average Objective).
- May Orange Juice(ICE)
- The JOK9(Mkt) ended Lower(Cond) for
December(Month). Compared to November's 143.20(Prev Close), the market ended December at 127.00(Month Close),
that being 8%(Pct Range) off of
125.45(Month Low) to 144.50(Month High).
In comparing the November/December closes for each of the last 45 years(Total Years), Scenario found that the May Orange Juice(ICE) also closed
lower in December than November in 32(Cond Years) of those years.
Of those 32, JOK went on to penetrate the December low within the next 2 months in 27 years(Action Years) or 84%(Pct) of the time.
Therefore, the historical odds are high that the JOK should penetrate 125.45(Scenario Objective) by no later than the end of March.
If it does so, Scenario would further project (based on
normalizing those previous 27 years) a potential move
toward 111.97(Average Objective).
- May Coffee "C"(ICE)
- The KCK9(Mkt) ended Lower(Cond) for
December(Month). Compared to November's 110.45(Prev Close), the market ended December at 104.95(Month Close),
that being 26%(Pct Range) off of
101.95(Month Low) to 113.65(Month High).
In comparing the November/December closes for each of the last 45 years(Total Years), Scenario found that the May Coffee "C"(ICE) also closed
lower in December than November in 21(Cond Years) of those years.
Of those 21, KCK went on to penetrate the December low within the next 2 months in 18 years(Action Years) or 86%(Pct) of the time.
Therefore, the historical odds are high that the KCK should penetrate 101.95(Scenario Objective) by no later than the end of March.
If it does so, Scenario would further project (based on
normalizing those previous 18 years) a potential move
toward 93.42(Average Objective).
- March Lumber(CME)
- The LBH9(Mkt) ended Higher(Cond) for
December(Month). Compared to November's 333.1(Prev Close), the market ended December at 337.0(Month Close),
that being 62%(Pct Range) off of
320.1(Month Low) to 347.4(Month High).
In comparing the November/December closes for each of the last 45 years(Total Years), Scenario found that the March Lumber(CME) also closed
higher in December than November in 28(Cond Years) of those years.
Of those 28, LBH went on to exceed the December high within the next 2 months in 24 years(Action Years) or 86%(Pct) of the time.
Therefore, the historical odds are high that the LBH should exceed 347.4(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 384.1(Average Objective).
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