Forex Goodies

 

Canadian Dollar (IMM): (High: Jan or Nov//Low: Dec) Currency has often been weak at contract expiries. Fifteen-year pattern implies general bear market, with tendency to be lower at end of each successive year.

Canadian Dollar(IMM)-September
Buy on approximately 05/28 - Exit on approximately 07/02 Contract Size: 100,000 Canadian Dollars

Cont
Year
Buy
Date
Buy
Price
Exit
Date
Exit
Price

Profit
Profit
Amount		 Best
Equity
Date		 Best
Equity
Amount		 Worst
Equity
Date		 Worst
Equity
Amount
2004 05/28/04 73.12 07/02/04 75.48 2.36 2360.00 07/02/04 2360.00 06/16/04 -560.00
2003 05/28/03 71.79 07/02/03 74.45 2.66 2660.00 06/13/03 2730.00    
2002 05/28/02 65.17 07/02/02 65.39 0.22 220.00 06/27/02 780.00 06/17/02 -710.00
2001 05/29/01 64.95 07/02/01 65.98 1.03 1030.00 06/29/01 1050.00 05/30/01 -330.00
2000 05/30/00 66.53 06/30/00 67.67 1.14 1140.00 06/19/00 1870.00    
1999 05/28/99 67.90 07/02/99 68.42 0.52 520.00 06/16/99 690.00 06/01/99 -440.00
1998 05/28/98 68.88 07/02/98 68.24 -0.64 -640.00 06/02/98 150.00 06/15/98 -910.00
1997 05/28/97 72.82 07/02/97 72.96 0.14 140.00 06/03/97 440.00 06/25/97 -720.00
1996 05/28/96 72.80 07/02/96 73.67 0.87 870.00 06/25/96 920.00    
1995 05/30/95 72.62 06/30/95 72.72 0.10 100.00 06/30/95 100.00 06/06/95 -510.00
1994 05/31/94 71.93 07/01/94 72.13 0.20 200.00 06/07/94 630.00 06/17/94 -500.00
1993 05/28/93 78.19 07/02/93 77.41 -0.78 -780.00 06/02/93 120.00 07/01/93 -840.00
1992 05/28/92 82.58 07/02/92 82.84 0.26 260.00 06/12/92 1000.00 06/01/92 -10.00
1991 05/28/91 86.50 07/02/91 87.06 0.56 560.00 06/28/91 620.00    
1990 05/29/90 83.37 07/02/90 85.16 1.79 1790.00 07/02/90 1790.00    
Percentage Correct 87      
Average Profit on Winning Trades 0.91 911.54   Winners 13
Average Loss on Trades -0.71 -710.00   Losers 2
Average Net Profit Per Trade 0.70 695.33   Total trades 15

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