Trading Signals: CME Stock Price Prediction and Forecast

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Thu. Jun. 11, 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 $86.5614 (0.29%) ($86.0449 - $86.8677) on Thu. Jun. 11, 2015.

Trend Analysis and Forecast

Average Daily Percentage Swing   1.09% (three month average)
RSI   85
Latest Price   $86.5614(0.29%)
Stocks Behave Similarly   Similar Stock List
Daily Trend   CME advances 1.1% a day on average for past five trading days.
Weekly Trend   CME advances 2% a week on average for past two weeks.
Market Behavior   Value stock rally 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 -0.545% 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   -0.545% (StdDev 1.09%)
Hourly BBV 0 ()
Intraday Trend 0.2%

5 Day Moving Average   $84.81(2.07%)
10 Day Moving Average   $83.56(3.59%)
20 Day Moving Average   $82.88(4.44%)
To recent high   -0.7%
To recent low   11.8%
Market Cap   $30.966b

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 1.73% (three month std-dev: 1.09%) daily (68% of days).

Sample size 21 Average positive next day return: 1.62%(52%) Average negative next day return: -0.58%(48%) Sample size 21 Average positive next three day return: 2.18%(57%) Average negative next three day return: -1.08%(43%) Sample size 21 Average positive next weekly return: 3.72%(57%) Average negative next weekly return: -1.47%(43%)

Analysis News Options Weekly Chart Daily Chart 2 Month Daily Chart

> 20150711

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	Jun_11_2015	81.34	82.88	83.56	84.81	84.8	85.91	86.56(0.29%)	UT	HoldLong	65	1.2	117	90	105	154	1.56	60%	0.15	48.6	1.09%	0	2.6	85	0
2	Jun_10_2015	81.22	82.67	83.07	83.92	83.98	84.54	86.31(2.37%)	UT	HoldLong	65	2.1	86	50	78	111	2.59	57%	0.16	56.5	1.1%	0	3.2	78	0
3	Jun_9_2015	81.09	82.47	82.59	83.12	83.18	83.68	84.31(1.19%)	UT	OpenLong	75	1.5	39	40	32	60	2.05	54%	0.04	76.3	1.07%	0	2.4	59	0
4	Jun_8_2015	81.06	82.4	82.29	82.68	82.82	83.42	83.32(-0.29%)	UD	OpenLong	75	1	51	60	53	45	1.25	52%	0.12	97.5	1.07%	0	1.4	53	0
5	Jun_5_2015	80.96	82.34	82.13	82.42	82.37	82.68	83.57(1.81%)	UT	OpenLong	75	1.8	33	20	36	23	2.38	52%	0.12	114.3	1.08%	0	2	55	0

6	Jun_4_2015	80.86	82.18	81.9	82.11	82.09	82.22	82.08(-0.3%)	N/A	N/A	0	-0	5	10	11	-13	1.42	48%	0.11	102.4	1.05%	0	-0.1	31	0
7	Jun_3_2015	80.77	82.03	81.87	82.07	82	82.07	82.32(0.23%)	N/A	N/A	0	0.2	4	0	12	-21	1.62	48%	0.09	71.7	1.05%	0	0.3	44	0
8	Jun_2_2015	80.7	81.89	81.9	81.96	81.84	81.96	82.13(0.18%)	DP	OpenShort	-65	0.1	-2	10	7	-29	1.56	48%	0.07	64.9	1.05%	0	0.2	43	0
9	Jun_1_2015	80.64	81.75	81.94	81.82	81.76	81.93	81.98(-0.07%)	N/A	N/A	0	0.1	1	10	13	-35	1.33	48%	0.07	61.2	1.06%	0	0.2	39	0
10	May_29_2015	80.58	81.62	82.01	81.79	81.67	81.73	82.04(0.18%)	N/A	N/A	0	0.2	-0	0	11	-34	1.58	48%	0.06	59.2	1.07%	0	0.3	50	0

11	May_28_2015	80.53	81.48	82.16	81.65	81.63	81.59	81.9(0.16%)	DP	OpenShort	-65	0.2	-5	-0	1	-24	0.74	48%	0.07	55.8	1.08%	0	0.3	62	0
12	May_27_2015	80.47	81.29	82.25	81.64	81.57	81.61	81.76(0.45%)	DP	OpenShort	-75	0.1	-11	0	-13	-5	0.76	48%	0.07	46.3	1.09%	0	0.3	70	0
13	May_26_2015	80.41	81.11	82.35	81.83	81.79	81.67	81.4(-0.55%)	UD	OpenLong	65	-0.2	1	-10	-7	26	1.18	48%	0.11	45	1.09%	0	0.2	64	0
14	May_22_2015	80.32	80.93	82.53	82.09	82.06	81.53	81.85(0.62%)	N/A	N/A	0	-0.1	-10	-50	-30	52	1.05	51%	0.01	41.5	1.08%	0	0.4	67	0
15	May_21_2015	80.31	80.76	82.57	82.26	82.38	81.9	81.35(-0.57%)	N/A	N/A	0	-0.4	-22	-40	-53	71	1.45	51%	0.06	43.8	1.09%	0	0.3	66	0

16	May_20_2015	80.26	80.63	82.52	82.73	82.81	82.58	81.82(-1.13%)	UD	OpenLong	65	-0.4	9	-20	-25	111	0.9	51%	0.05	48.1	1.09%	0	0.6	68	0
17	May_19_2015	80.22	80.49	82.25	82.94	83.07	82.86	82.75(0.09%)	UD	OpenLong	65	-0.1	28	-10	-8	136	0.97	53%	0.06	50	1.08%	0	1.1	80	0
18	May_18_2015	80.17	80.28	81.92	82.95	83.05	83.04	82.67(-0.07%)	UD	OpenLong	65	-0.1	29	0	-11	147	1.2	53%	0.05	50.2	1.08%	0	1.2	77	0
19	May_15_2015	80.13	80.09	81.58	83.03	82.98	83.28	82.73(-1.14%)	UD	OpenLong	75	-0.1	55	20	15	175	1.13	53%	0.04	50.8	1.08%	0	1.3	79	0
20	May_14_2015	80.1	79.86	81.22	82.92	82.89	83.06	83.69(1%)	UT	HoldLong	65	0.4	80	10	43	192	1.03	55%	0.06	47.5	1.08%	0	2	76	0

21	May_13_2015	80.05	79.64	80.76	82.28	82.49	82.68	82.86(0.09%)	UT	OpenLong	75	0.3	72	20	38	172	1.02	52%	0.06	45	1.08%	0	1.9	71	0
22	May_12_2015	80	79.45	80.24	81.44	81.73	82.72	82.78(-0.37%)	UD	OpenLong	75	0.9	82	100	62	143	1.28	52%	0.05	36.8	1.09%	0	2.2	68	0
23	May_11_2015	79.96	79.26	79.75	80.72	80.79	82.29	83.09(1.09%)	UT	OpenLong	75	1.8	121	130	116	134	1.63	52%	0.06	28.7	1.09%	0	2.9	71	0
24	May_8_2015	79.91	79.08	79.16	79.92	79.82	80.74	82.19(2.13%)	UT	OpenLong	75	2.2	99	80	102	89	1.78	50%	0.05	15.2	1.08%	0	3	64	0
25	May_7_2015	79.87	78.97	78.74	79.29	79.1	79.28	80.48(2.33%)	UT	OpenLong	75	1.5	28	10	25	35	2.35	45%		-5	1.05%	0	1.9	62	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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