Trading Signals: CME Stock Price Prediction and Forecast

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Tue. Sep. 29, 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 $79.5675 (-0.14%) ($78.7400 - $80.0868) on Tue. Sep. 29, 2015.

Trend Analysis and Forecast

Average Daily Percentage Swing   1.53% (three month average)
RSI   47
Latest Price   $79.5675(-0.14%)
Stocks Behave Similarly   Similar Stock List
Daily Trend   CME declines -0.1% 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. Value stock sell-off for small cap.
Correlated ETFs   Broad market will support CME advance at 0% a week (0% probability)
IWD(59%)    XLF(59%)    IVE(57%)    SDY(57%)    VYM(56%)
Factors Impacting CME price   CME will decline at least -0.765% in a week (0% probabilities).
VIXM(-27%)    TLT(-19%)    GDXJ(-11%)    IGOV(-10%)    DIA(-5%)

Relative Volatility (options are extremely cheap)

Market Trend Strength   -0.765% (StdDev 1.53%)
Hourly BBV 0 ()
Intraday Trend -0.1%

Resistance Level   $81.29
5 Day Moving Average   $80.05(-0.6%)
10 Day Moving Average   $80.53(-1.2%)
20 Day Moving Average   $81.29(-2.12%)
To recent high   -9%
To recent low   2.4%
Market Cap   $28.464b

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 1.85% (three month std-dev: 1.53%) daily (68% of days).

Sample size 5 Average positive next day return: 0.86%(40%) Average negative next day return: -1.28%(60%) Sample size 5 Average positive next three day return: 1.65%(60%) Average negative next three day return: -2.71%(40%) Sample size 5 Average positive next weekly return: 2.54%(80%) Average negative next weekly return: -7.19%(20%)

Analysis News Options Weekly Chart Daily Chart 2 Month Daily Chart

> 20151029

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	Sep_29_2015	83.19	81.29	80.53	80.05	80	79.9	79.57(-0.14%)	DT	OpenShort	-75	-0.3	-36	-10	-24	-73	0.98	42%	-0.05	-22.7	1.53%	0	-1.1	47	INF
2	Sep_28_2015	83.23	81.45	80.94	80.11	80.14	80.53	79.68(-2.01%)	DT	HoldShort	-50	-0.3	-5	40	12	-56	1.29	42%	-0.04	-7.2	1.54%	0	-1.2	40	INF
3	Sep_25_2015	83.26	81.61	81.28	80.36	80.04	80.09	81.32(2.46%)	N/A	N/A	0	0.7	4	-10	18	-39	1.31	43%	0.01	5.7	1.52%	0	-0.2	52	INF
4	Sep_24_2015	83.25	81.65	81.45	80.01	79.99	79.76	79.37(-1.18%)	DT	OpenShort	-75	-0.4	-28	-20	-17	-60	1.23	40%	0.01	-6.8	1.49%	0	-1.6	44	INF
5	Sep_23_2015	83.24	81.72	81.76	80.39	80.16	79.99	80.32(0.58%)	DP	OpenShort	-75	-0.1	-38	-20	-33	-51	0.67	40%	0.01	-15.5	1.49%	0	-1	50	INF

6	Sep_22_2015	83.23	81.63	81.85	81.12	80.84	80.21	79.85(-1.35%)	DT	OpenShort	-75	-0.8	-34	-60	-36	-28	1.22	40%	0.01	-23.4	1.49%	0	-1.1	53	INF
7	Sep_21_2015	83.22	81.55	82.22	81.91	81.81	80.32	80.94(1.71%)	DP	OpenShort	-75	-0.6	-49	-130	-61	-13	1.3	40%	0.02	-29.8	1.48%	0	-0.3	46	INF
8	Sep_18_2015	83.2	81.53	82.25	82.35	82.57	81.46	79.58(-2.08%)	DT	OpenShort	-75	-1.6	-72	-90	-89	-21	6.42	36%	0	-37.3	1.49%	0	-1.1	43	INF
9	Sep_17_2015	83.2	81.75	82.54	83.07	83.32	83.3	81.27(-3.2%)	N/A	N/A	0	-1	-4	10	-15	30	2.53	38%	0.05	-29.5	1.47%	0	-0.3	49	INF
10	Sep_16_2015	83.16	81.93	82.55	83.27	83.23	83.69	83.95(0.14%)	UT	OpenLong	75	0.3	40	40	33	61	1.31	40%	0.07	-24.4	1.41%	0	1	61	INF

11	Sep_15_2015	83.1	82	82.14	82.68	82.72	83.35	83.84(0.85%)	UT	OpenLong	75	0.6	35	50	29	51	1.35	40%	0.08	-28.9	1.41%	0	0.9	66	INF
12	Sep_14_2015	83.03	82.08	81.99	82.61	82.36	82.78	83.13(-0.04%)	UD	OpenLong	75	0.2	44	30	33	76	1.17	40%	0.06	-27.7	1.41%	0	0.5	66	INF
13	Sep_11_2015	82.98	82.19	81.94	82.16	82.29	82.1	83.17(1.08%)	UT	OpenLong	75	0.4	30	-10	17	69	1.54	39%	0.05	-29.9	1.43%	0	0.4	57	INF
14	Sep_10_2015	82.94	82.29	81.82	81.96	81.92	81.93	82.28(1.6%)	N/A	N/A	0	0.1	-2	-0	-16	42	2.58	41%	0.05	-30.4	1.43%	0	-0	46	INF
15	Sep_9_2015	82.9	82.41	81.63	81.71	81.94	82.49	80.98(-2.97%)	UD	OpenLong	75	-0.3	31	60	31	32	4.04	41%	0.02	-34.3	1.44%	0	-0.6	41	INF

16	Sep_8_2015	82.88	82.61	81.38	81.47	81.61	81.91	83.47(3.14%)	RB	SmallLong	20	0.8	24	30	35	-11	1.11	43%	0.11	-35.7	1.4%	0	0.3	43	INF
17	Sep_4_2015	82.79	82.71	80.81	81.31	80.97	81.4	80.92(-1.47%)	DT	OpenShort	-75	-0.1	-28	20	-12	-76	1.56	42%	0.01	-35.1	1.36%	0	-0.7	37	INF
18	Sep_3_2015	82.78	82.92	80.74	81.31	81.36	81.31	82.13(1.35%)	N/A	N/A	0	0.2	-0	-20	26	-79	1.25	43%	0.04	-30	1.35%	0	-0.3	39	INF
19	Sep_2_2015	82.75	83.05	80.89	81.69	81.48	80.54	81.04(1.58%)	DP	OpenShort	-75	-0.2	-53	-90	-33	-113	1.19	41%	0.02	-29.8	1.34%	0	-0.7	37	INF
20	Sep_1_2015	82.73	83.29	81.25	81.54	81.65	81.4	79.78(-3.52%)	DT	OpenShort	-75	-0.7	-51	-20	-29	-118	1.69	39%	-0.01	-30.7	1.32%	0	-1.3	36	INF

21	Aug_31_2015	82.74	83.55	81.85	81.19	81.51	82.43	82.68(-0.19%)	N/A	N/A	0	0.6	24	90	63	-95	2.32	43%	0.04	-35.5	1.25%	0	-0.3	41	INF
22	Aug_28_2015	82.71	83.65	82.14	80.19	80.61	81.89	82.84(0.91%)	N/A	N/A	0	1	40	130	92	-115	1.39	43%	0.04	-44.4	1.25%	0	-0.3	40	INF
23	Aug_27_2015	82.68	83.72	82.4	79.67	79.35	80.6	82.1(2.21%)	DP	OpenShort	-65	1	-8	100	40	-152	1.65	43%	0.05	-51.5	1.24%	0	-0.6	40	INF
24	Aug_26_2015	82.64	83.87	82.73	80.07	79.47	79.34	80.32(2.96%)	DP	OpenShort	-65	0.1	-37	-30	4	-159	1.76	39%	0.01	-47.8	1.21%	0	-1.4	34	INF
25	Aug_25_2015	82.63	84.11	83.2	81.03	80.59	78.11	78.01(0.41%)	DP	OpenShort	-75	-1.3	-155	-230	-140	-198	2.8	34%		-42.8	1.16%	0	-2.6	20	INF
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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