Canadian Dollar Seasonal Pattern

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