Trading Signals: CME Stock Price Prediction and Forecast

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Thu. Apr. 16, 2015

Trading Signals: CME Stock Price Prediction and Forecast (Mon. Mar. 17, 2014 - Fri. Oct. 27, 2023)

(CME Group Inc. Class A)
CME latest price $79.7089 (0.41%) ($79.0034 - $79.9788) on Thu. Apr. 16, 2015.

Trend Analysis and Forecast

Average Daily Percentage Swing   1.29% (three month average)
RSI   31
Latest Price   $79.7089(0.41%)
Stocks Behave Similarly   Similar Stock List
Daily Trend   CME advances 0.2% a day on average for past five trading days.
Weekly Trend   CME declines -1.6% a week on average for past two weeks.
Market Behavior   Normal for large cap. Normal for small cap.
Correlated ETFs   Broad market will support CME advance at 0% a week (0% probability)
XLF(59%)    IVE(58%)    VYM(57%)    SPY(55%)    VT(53%)
Factors Impacting CME price   CME will decline at least -0.645% in a week (0% probabilities).
VIXM(-28%)    TLT(-20%)    IGOV(-12%)    GDXJ(-10%)    SHY(-4%)
Explanation The rally is not sustainable and not supported by the broad market.

Relative Volatility (options are extremely cheap)

Market Trend Strength   -0.645% (StdDev 1.29%)
Hourly BBV 0 ()
Intraday Trend 0.6%

Resistance Level   $81.67
5 Day Moving Average   $79.81(-0.13%)
10 Day Moving Average   $79.68(0.04%)
20 Day Moving Average   $81.67(-2.4%)
To recent high   -8.5%
To recent low   8.2%
Market Cap   $28.514b

CME Group, Inc. operates as a security and commodity exchange company. It provides the risk management and investment needs of customers around the globe. The company offers a wide range of products across various asset classes based on interest rates, equity indexes, foreign exchange, energy, agricultural commodities, metals, weather and real estate. CME Group brings buyers and sellers together through its CME Globex electronic trading platform across the globe and its open outcry trading facilities in Chicago and New York City. The company also provides clearing and settlement services for exchange-traded contracts, as well as for cleared over-the-counter derivatives transactions. It also offers market data services-including live quotes, delayed quotes, market reports and a comprehensive historical data service and has expanded into the index services business through CME Group Index Services. CME Group was founded in 1898 and is headquartered in Chicago, IL.

$. CME price fluctuates within 3.12% (three month std-dev: 1.29%) daily (68% of days).

Sample size 4 Average positive next day return: 0.55%(25%) Average negative next day return: -0.41%(75%) Sample size 4 Average positive next three day return: 2.19%(25%) Average negative next three day return: -0.83%(75%) Sample size 4 Average positive next weekly return: 0.27%(25%) Average negative next weekly return: -2.31%(75%)

Analysis News Options Weekly Chart Daily Chart 2 Month Daily Chart

> 20150516

i	Date	ema100	ema20	ema10	ema5	Slow Hourly Trend	Fast Hourly Trend	Close	Pattern	Trade	P	SMA5 BBV	WTF	lsma10 Trend	ema5 Trend	ema10 Trend	Volume millions	Quarterly Strength	100 Daily Trend	Daily Trend Force	Daily StdDev	Hourly BBV	BBV	RSI	VIXCD
1	Apr_16_2015	79.19	81.67	79.68	79.81	79.77	79.47	79.71(0.41%)	DP	OpenShort	-75	-0	-23	-30	-5	-76	0.97	58%	0.13	-58	1.29%	0	-0.8	31	0
2	Apr_15_2015	79.09	81.98	79.91	79.69	79.82	79.63	79.39(-0.05%)	DT	OpenShort	-75	-0.1	-29	-10	-11	-83	1.26	58%	0.11	-53.4	1.29%	0	-1	33	0
3	Apr_14_2015	79	82.35	80.2	79.55	79.66	80.08	79.43(-0.9%)	DP	OpenShort	-65	-0	-16	40	9	-92	1.08	55%	0.13	-47	1.29%	0	-1.1	24	0
4	Apr_13_2015	78.9	82.73	80.54	79.44	79.48	80.02	80.15(-0.27%)	DP	OpenShort	-65	0.2	-1	50	32	-100	0.96	55%	0.13	-42.5	1.32%	0	-0.9	23	0
5	Apr_10_2015	78.8	82.94	80.76	79.46	79.33	79.25	80.36(1.56%)	DP	OpenShort	-65	0.3	-29	-10	6	-132	1.71	53%	0.14	-41.9	1.33%	0	-0.9	21	0

6	Apr_9_2015	78.69	83.17	80.97	79.57	79.5	78.94	79.13(0.54%)	DP	OpenShort	-75	-0.2	-78	-50	-46	-174	1.79	51%	0.11	-40.5	1.32%	0	-1.5	14	0
7	Apr_8_2015	78.6	83.43	81.28	80.2	80.23	79.41	78.7(-0.24%)	DT	HoldShort	-65	-0.6	-89	-70	-58	-182	1.86	51%	0.1	-36.6	1.32%	0	-1.8	16	0
8	Apr_7_2015	78.52	83.68	81.89	80.96	81.04	80.07	78.89(-1.65%)	DT	HoldShort	-65	-0.9	-95	-80	-68	-176	3.29	52%	0.1	-34.2	1.32%	0	-2.1	15	0
9	Apr_6_2015	78.44	83.96	82.59	81.78	81.73	81.05	80.21(-0.88%)	DT	HoldShort	-65	-0.8	-85	-60	-61	-158	3.73	52%	0.2	-28.3	1.31%	0	-1.8	17	0
10	Apr_2_2015	78.28	84.14	83.25	82.23	82.42	82.01	80.92(-1.68%)	DT	OpenShort	-75	-0.7	-49	-30	-25	-120	2.05	52%	0.13	-25.5	1.31%	0	-1.8	39	0

11	Apr_1_2015	78.18	84.3	83.83	82.56	82.54	82.42	82.3(-0.22%)	DT	OpenShort	-75	-0.2	-38	-10	-17	-100	1.09	55%	0.12	-20.6	1.3%	0	-1.2	41	0
12	Mar_31_2015	78.09	84.38	84.22	82.52	82.63	82.83	82.49(-0.61%)	DT	OpenShort	-75	-0	-27	20	-7	-87	1.35	53%	0.14	-22.4	1.31%	0	-1.2	47	0
13	Mar_30_2015	77.98	84.48	84.66	82.97	82.84	82.66	82.99(0.67%)	DP	OpenShort	-75	0	-26	-20	-15	-59	1.31	53%	0.14	-13	1.32%	0	-1	53	0
14	Mar_27_2015	77.87	84.55	85.07	83.58	83.4	82.43	82.44(-0.14%)	DT	OpenShort	-75	-0.7	-58	-90	-62	-47	1.23	53%	0.13	3.2	1.31%	0	-1.4	46	0
15	Mar_26_2015	77.77	84.6	85.3	84.46	84.43	83.02	82.56(0.55%)	DP	OpenShort	-75	-1.2	-75	-120	-91	-26	2.72	53%	0.14	23.9	1.32%	0	-1.3	51	0

16	Mar_25_2015	77.66	84.65	85.56	85.31	85.5	84.38	82.1(-3.15%)	N/A	N/A	0	-2.2	-65	-90	-88	5	2.59	53%	0.14	46	1.32%	0	-1.7	47	0
17	Mar_24_2015	77.55	84.75	85.8	86.14	86.28	85.85	84.78(-1.43%)	N/A	N/A	0	-1	-21	-30	-45	53	2.15	58%	0.17	74.4	1.26%	0	0	57	0
18	Mar_23_2015	77.42	84.68	85.66	86.56	86.53	86.63	86.01(-1%)	UD	OpenLong	65	-0.4	13	10	-9	78	1.9	60%	0.21	84.5	1.24%	0	0.9	59	0
19	Mar_20_2015	77.26	84.5	85.48	86.78	86.6	86.71	86.88(0.08%)	UT	OpenLong	75	0.1	45	0	26	103	7.03	60%	0.25	88	1.22%	0	1.5	62	0
20	Mar_19_2015	77.07	84.24	85.11	86.27	86.42	86.43	86.81(0.69%)	UT	OpenLong	75	0.4	34	10	17	84	1.75	60%	0.25	77	1.23%	0	1.7	66	0

21	Mar_18_2015	76.88	83.98	84.8	85.87	85.92	86.5	86.21(-0.76%)	UD	OpenLong	75	0.2	38	50	24	79	1.81	63%	0.23	69.6	1.23%	0	1.5	64	0
22	Mar_17_2015	76.7	83.73	84.54	85.4	85.44	86.42	86.88(-0.31%)	UD	OpenLong	75	1	78	80	76	84	1.79	66%	0.25	61	1.27%	0	2.1	64	0
23	Mar_16_2015	76.51	83.46	84.24	84.62	84.67	85.33	87.15(3.34%)	UT	OpenLong	75	1.9	61	60	62	58	2.8	66%	0.24	53.8	1.31%	0	2.8	67	0
24	Mar_13_2015	76.33	83.16	83.9	84.01	83.92	84.46	84.33(-0.52%)	UD	OpenLong	75	0.3	30	40	28	37	1.39	62%	0.22	49.6	1.24%	0	1.1	63	0
25	Mar_12_2015	76.16	83.07	83.78	83.77	83.71	84.01	84.77(1.08%)	UT	OpenLong	75	1	35	20	33	39	1.28	60%		62.4	1.25%	0	1.6	68	0
i	Date	ema100	ema20	ema10	ema5	Slow Hourly Trend	Fast Hourly Trend	Close	Pattern	Trade	P	SMA5 BBV	WTF	lsma10 Trend	ema5 Trend	ema10 Trend	Volume millions	Quarterly Strength	100 Daily Trend	Daily Trend Force	Daily StdDev	Hourly BBV	BBV	RSI	VIXCD

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