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MRCI's Scenario Summary

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MRCI's ScenarioSM Summary

Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.
ScenarioSM Summary Feb 29, 2020
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
FVM0 Higher Feb 120~232 122~282 119~264 122~240 96% 31 14 12 86% 122~282 124~057 122~240
TUM0 Higher Feb 108~121 109~073 108~021 109~052 94% 25 14 12 86% 109~073 109~232 109~052
EDM0 Higher Feb 98.495 98.985 98.380 98.965 97% 37 17 15 88% 98.985 99.186 98.965
EDU0 Higher Feb 98.620 99.110 98.465 99.085 96% 37 18 17 94% 99.110 99.395 99.085
EDZ0 Higher Feb 98.660 99.125 98.490 99.095 95% 37 20 19 95% 99.125 99.421 99.095
EUM0 Lower Feb 111.79 111.79 108.53 110.94 74% 21 11 10 91% 108.53 104.79 110.94
SFM0 Lower Feb 104.74 104.77 102.35 104.27 79% 44 23 22 96% 102.35 98.69 104.27
DXM0 Higher Feb 96.843 99.440 96.885 97.785 35% 34 16 15 94% 99.440 102.101 97.785
GCJ0 Lower Feb 1587.9 1691.7 1551.1 1566.7 11% 45 23 21 91% 1551.1 1466.1 1566.7
SK0 Higher Feb 886.75 910.25 878.25 892.75 45% 45 25 21 84% 910.25 986.66 892.75
SN0 Higher Feb 900.50 920.75 889.75 901.50 38% 45 25 21 84% 920.75 999.85 901.50
KWK0 Lower Feb 472.50 493.50 439.00 453.25 26% 43 26 24 92% 439.00 410.22 453.25
KWN0 Lower Feb 480.00 500.00 446.75 460.25 25% 43 26 23 88% 446.75 418.69 460.25
HEJ0 Higher Feb 61.600 68.250 61.000 62.280 18% 45 15 13 87% 68.250 73.838 62.280
HEJ0 Higher Feb 61.600 68.250 61.000 62.280 18% 45 15 13 87% 68.250 73.838 62.280
HEM0 Higher Feb 76.850 84.250 76.650 77.230 8% 45 22 20 91% 84.250 91.414 77.230
CCK0 Lower Feb 2801 2935 2646 2672 9% 45 22 19 86% 2646 2376 2672
CCN0 Lower Feb 2811 2936 2662 2684 8% 45 22 19 86% 2662 2382 2684


June 5-Year T-Notes(CBOT)
The FVM0(Mkt) ended Higher(Cond) for February(Month). Compared to January's 120~232(Prev Close), the market ended February at 122~240(Month Close), that being 96%(Pct Range) off of 119~264(Month Low) to 122~282(Month High).

In comparing the January/February closes for each of the last 31 years(Total Years), Scenario found that the June 5-Year T-Notes(CBOT) also closed higher in February than January in 14(Cond Years) of those years. Of those 14, FVM went on to exceed the February high within the next 2 months in 12 years(Action Years) or 86%(Pct) of the time.

Therefore, the historical odds are high that the FVM should exceed 122~282(Scenario Objective) by no later than the end of April. If it does so, Scenario would further project (based on normalizing those previous 12 years) a potential move toward 124~057(Average Objective).

June 2 Year T-Notes(CBOT)
The TUM0(Mkt) ended Higher(Cond) for February(Month). Compared to January's 108~121(Prev Close), the market ended February at 109~052(Month Close), that being 94%(Pct Range) off of 108~021(Month Low) to 109~073(Month High).

In comparing the January/February closes for each of the last 25 years(Total Years), Scenario found that the June 2 Year T-Notes(CBOT) also closed higher in February than January in 14(Cond Years) of those years. Of those 14, TUM went on to exceed the February high within the next 2 months in 12 years(Action Years) or 86%(Pct) of the time.

Therefore, the historical odds are high that the TUM should exceed 109~073(Scenario Objective) by no later than the end of April. If it does so, Scenario would further project (based on normalizing those previous 12 years) a potential move toward 109~232(Average Objective).

June Eurodollars(CME)
The EDM0(Mkt) ended Higher(Cond) for February(Month). Compared to January's 98.495(Prev Close), the market ended February at 98.965(Month Close), that being 97%(Pct Range) off of 98.380(Month Low) to 98.985(Month High).

In comparing the January/February closes for each of the last 37 years(Total Years), Scenario found that the June Eurodollars(CME) also closed higher in February than January in 17(Cond Years) of those years. Of those 17, EDM went on to exceed the February 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 EDM should exceed 98.985(Scenario Objective) by no later than the end of April. If it does so, Scenario would further project (based on normalizing those previous 15 years) a potential move toward 99.186(Average Objective).

September Eurodollars(CME)
The EDU0(Mkt) ended Higher(Cond) for February(Month). Compared to January's 98.620(Prev Close), the market ended February at 99.085(Month Close), that being 96%(Pct Range) off of 98.465(Month Low) to 99.110(Month High).

In comparing the January/February closes for each of the last 37 years(Total Years), Scenario found that the September Eurodollars(CME) also closed higher in February than January in 18(Cond Years) of those years. Of those 18, EDU went on to exceed the February high within the next 2 months in 17 years(Action Years) or 94%(Pct) of the time.

Therefore, the historical odds are high that the EDU should exceed 99.110(Scenario Objective) by no later than the end of April. If it does so, Scenario would further project (based on normalizing those previous 17 years) a potential move toward 99.395(Average Objective).

December Eurodollars(CME)
The EDZ0(Mkt) ended Higher(Cond) for February(Month). Compared to January's 98.660(Prev Close), the market ended February at 99.095(Month Close), that being 95%(Pct Range) off of 98.490(Month Low) to 99.125(Month High).

In comparing the January/February closes for each of the last 37 years(Total Years), Scenario found that the December Eurodollars(CME) also closed higher in February than January in 20(Cond Years) of those years. Of those 20, EDZ went on to exceed the February high within the next 2 months in 19 years(Action Years) or 95%(Pct) of the time.

Therefore, the historical odds are high that the EDZ should exceed 99.125(Scenario Objective) by no later than the end of April. If it does so, Scenario would further project (based on normalizing those previous 19 years) a potential move toward 99.421(Average Objective).

June EuroFX(CME)
The EUM0(Mkt) ended Lower(Cond) for February(Month). Compared to January's 111.79(Prev Close), the market ended February at 110.94(Month Close), that being 74%(Pct Range) off of 108.53(Month Low) to 111.79(Month High).

In comparing the January/February closes for each of the last 21 years(Total Years), Scenario found that the June EuroFX(CME) also closed lower in February than January in 11(Cond Years) of those years. Of those 11, EUM went on to penetrate the February 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 EUM should penetrate 108.53(Scenario Objective) by no later than the end of April. If it does so, Scenario would further project (based on normalizing those previous 10 years) a potential move toward 104.79(Average Objective).

June Swiss Franc(CME)
The SFM0(Mkt) ended Lower(Cond) for February(Month). Compared to January's 104.74(Prev Close), the market ended February at 104.27(Month Close), that being 79%(Pct Range) off of 102.35(Month Low) to 104.77(Month High).

In comparing the January/February closes for each of the last 44 years(Total Years), Scenario found that the June Swiss Franc(CME) also closed lower in February than January in 23(Cond Years) of those years. Of those 23, SFM went on to penetrate the February low within the next 2 months in 22 years(Action Years) or 96%(Pct) of the time.

Therefore, the historical odds are high that the SFM should penetrate 102.35(Scenario Objective) by no later than the end of April. If it does so, Scenario would further project (based on normalizing those previous 22 years) a potential move toward 98.69(Average Objective).

June US Dollar Index(ICE)
The DXM0(Mkt) ended Higher(Cond) for February(Month). Compared to January's 96.843(Prev Close), the market ended February at 97.785(Month Close), that being 35%(Pct Range) off of 96.885(Month Low) to 99.440(Month High).

In comparing the January/February closes for each of the last 34 years(Total Years), Scenario found that the June US Dollar Index(ICE) also closed higher in February than January in 16(Cond Years) of those years. Of those 16, DXM went on to exceed the February high within the next 2 months in 15 years(Action Years) or 94%(Pct) of the time.

Therefore, the historical odds are high that the DXM should exceed 99.440(Scenario Objective) by no later than the end of April. If it does so, Scenario would further project (based on normalizing those previous 15 years) a potential move toward 102.101(Average Objective).

April Gold(CMX)
The GCJ0(Mkt) ended Lower(Cond) for February(Month). Compared to January's 1587.9(Prev Close), the market ended February at 1566.7(Month Close), that being 11%(Pct Range) off of 1551.1(Month Low) to 1691.7(Month High).

In comparing the January/February closes for each of the last 45 years(Total Years), Scenario found that the April Gold(CMX) also closed lower in February than January in 23(Cond Years) of those years. Of those 23, GCJ went on to penetrate the February 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 GCJ should penetrate 1551.1(Scenario Objective) by no later than the end of April. If it does so, Scenario would further project (based on normalizing those previous 21 years) a potential move toward 1466.1(Average Objective).

May Soybeans(CBOT)
The SK0(Mkt) ended Higher(Cond) for February(Month). Compared to January's 886.75(Prev Close), the market ended February at 892.75(Month Close), that being 45%(Pct Range) off of 878.25(Month Low) to 910.25(Month High).

In comparing the January/February closes for each of the last 45 years(Total Years), Scenario found that the May Soybeans(CBOT) also closed higher in February than January in 25(Cond Years) of those years. Of those 25, SK went on to exceed the February high within the next 2 months in 21 years(Action Years) or 84%(Pct) of the time.

Therefore, the historical odds are high that the SK should exceed 910.25(Scenario Objective) by no later than the end of April. If it does so, Scenario would further project (based on normalizing those previous 21 years) a potential move toward 986.66(Average Objective).

July Soybeans(CBOT)
The SN0(Mkt) ended Higher(Cond) for February(Month). Compared to January's 900.50(Prev Close), the market ended February at 901.50(Month Close), that being 38%(Pct Range) off of 889.75(Month Low) to 920.75(Month High).

In comparing the January/February closes for each of the last 45 years(Total Years), Scenario found that the July Soybeans(CBOT) also closed higher in February than January in 25(Cond Years) of those years. Of those 25, SN went on to exceed the February high within the next 2 months in 21 years(Action Years) or 84%(Pct) of the time.

Therefore, the historical odds are high that the SN should exceed 920.75(Scenario Objective) by no later than the end of April. If it does so, Scenario would further project (based on normalizing those previous 21 years) a potential move toward 999.85(Average Objective).

May Wheat(KCBT)
The KWK0(Mkt) ended Lower(Cond) for February(Month). Compared to January's 472.50(Prev Close), the market ended February at 453.25(Month Close), that being 26%(Pct Range) off of 439.00(Month Low) to 493.50(Month High).

In comparing the January/February closes for each of the last 43 years(Total Years), Scenario found that the May Wheat(KCBT) also closed lower in February than January in 26(Cond Years) of those years. Of those 26, KWK went on to penetrate the February low within the next 2 months in 24 years(Action Years) or 92%(Pct) of the time.

Therefore, the historical odds are high that the KWK should penetrate 439.00(Scenario Objective) by no later than the end of April. If it does so, Scenario would further project (based on normalizing those previous 24 years) a potential move toward 410.22(Average Objective).

July Wheat(KCBT)
The KWN0(Mkt) ended Lower(Cond) for February(Month). Compared to January's 480.00(Prev Close), the market ended February at 460.25(Month Close), that being 25%(Pct Range) off of 446.75(Month Low) to 500.00(Month High).

In comparing the January/February closes for each of the last 43 years(Total Years), Scenario found that the July Wheat(KCBT) also closed lower in February than January in 26(Cond Years) of those years. Of those 26, KWN went on to penetrate the February 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 KWN should penetrate 446.75(Scenario Objective) by no later than the end of April. If it does so, Scenario would further project (based on normalizing those previous 23 years) a potential move toward 418.69(Average Objective).

April Lean Hogs(CME)
The HEJ0(Mkt) ended Higher(Cond) for February(Month). Compared to January's 61.600(Prev Close), the market ended February at 62.280(Month Close), that being 18%(Pct Range) off of 61.000(Month Low) to 68.250(Month High).

In comparing the January/February closes for each of the last 45 years(Total Years), Scenario found that the April Lean Hogs(CME) also closed higher in February than January in 15(Cond Years) of those years. Of those 15, HEJ went on to exceed the February high within the next 2 months in 13 years(Action Years) or 87%(Pct) of the time.

Therefore, the historical odds are high that the HEJ should exceed 68.250(Scenario Objective) by no later than the end of April. If it does so, Scenario would further project (based on normalizing those previous 13 years) a potential move toward 73.838(Average Objective).

April Lean Hogs(CME)
The HEJ0(Mkt) ended Higher(Cond) for February(Month). Compared to January's 61.600(Prev Close), the market ended February at 62.280(Month Close), that being 18%(Pct Range) off of 61.000(Month Low) to 68.250(Month High).

In comparing the January/February closes for each of the last 45 years(Total Years), Scenario found that the April Lean Hogs(CME) also closed higher in February than January in 15(Cond Years) of those years. Of those 15, HEJ went on to exceed the February high within the next 2 months in 13 years(Action Years) or 87%(Pct) of the time.

Therefore, the historical odds are high that the HEJ should exceed 68.250(Scenario Objective) by no later than the end of April. If it does so, Scenario would further project (based on normalizing those previous 13 years) a potential move toward 73.838(Average Objective).

June Lean Hogs(CME)
The HEM0(Mkt) ended Higher(Cond) for February(Month). Compared to January's 76.850(Prev Close), the market ended February at 77.230(Month Close), that being 8%(Pct Range) off of 76.650(Month Low) to 84.250(Month High).

In comparing the January/February closes for each of the last 45 years(Total Years), Scenario found that the June Lean Hogs(CME) also closed higher in February than January in 22(Cond Years) of those years. Of those 22, HEM went on to exceed the February 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 HEM should exceed 84.250(Scenario Objective) by no later than the end of April. If it does so, Scenario would further project (based on normalizing those previous 20 years) a potential move toward 91.414(Average Objective).

May Cocoa(ICE)
The CCK0(Mkt) ended Lower(Cond) for February(Month). Compared to January's 2801(Prev Close), the market ended February at 2672(Month Close), that being 9%(Pct Range) off of 2646(Month Low) to 2935(Month High).

In comparing the January/February closes for each of the last 45 years(Total Years), Scenario found that the May Cocoa(ICE) also closed lower in February than January in 22(Cond Years) of those years. Of those 22, CCK went on to penetrate the February low within the next 2 months in 19 years(Action Years) or 86%(Pct) of the time.

Therefore, the historical odds are high that the CCK should penetrate 2646(Scenario Objective) by no later than the end of April. If it does so, Scenario would further project (based on normalizing those previous 19 years) a potential move toward 2376(Average Objective).

July Cocoa(ICE)
The CCN0(Mkt) ended Lower(Cond) for February(Month). Compared to January's 2811(Prev Close), the market ended February at 2684(Month Close), that being 8%(Pct Range) off of 2662(Month Low) to 2936(Month High).

In comparing the January/February closes for each of the last 45 years(Total Years), Scenario found that the July Cocoa(ICE) also closed lower in February than January in 22(Cond Years) of those years. Of those 22, CCN went on to penetrate the February low within the next 2 months in 19 years(Action Years) or 86%(Pct) of the time.

Therefore, the historical odds are high that the CCN should penetrate 2662(Scenario Objective) by no later than the end of April. If it does so, Scenario would further project (based on normalizing those previous 19 years) a potential move toward 2382(Average Objective).
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