Trading Signals: CME Stock Price Prediction and Forecast

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Tue. Feb. 9, 2016

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

(CME Group Inc. Class A)
CME latest price $85.1607 (3.46%) ($81.2727 - $85.6170) on Tue. Feb. 9, 2016.

Trend Analysis and Forecast

Average Daily Percentage Swing   1.73% (three month average)
RSI   71
Latest Price   $85.1607(3.46%)
Stocks Behave Similarly   Similar Stock List
Daily Trend   CME advances 0.9% a day on average for past five trading days.
Weekly Trend   CME advances 2.9% 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(58%)    IVE(57%)    SDY(56%)    VYM(56%)
Factors Impacting CME price   CME will decline at least -0.865% in a week (0% probabilities).
VIXM(-25%)    TLT(-19%)    GDXJ(-11%)    IGOV(-8%)    DIA(-8%)
Explanation The rally is not sustainable and not supported by the broad market.

Relative Volatility (options are extremely cheap)

Market Trend Strength   -0.865% (StdDev 1.73%)
Hourly BBV 0 ()
Intraday Trend 4.8%

5 Day Moving Average   $81.73(4.2%)
10 Day Moving Average   $81.29(4.76%)
20 Day Moving Average   $79.47(7.16%)
To recent high   -2.9%
To recent low   13.8%
Market Cap   $30.465b

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 3.05% (three month std-dev: 1.73%) daily (68% of days).

Sample size 2 Average positive next day return: 1.27%(100%) Average negative next day return: 0%(0%) Sample size 2 Average positive next three day return: 1.54%(100%) Average negative next three day return: %(0%) Sample size 2 Average positive next weekly return: 1.15%(100%) Average negative next weekly return: 0%(0%)

Analysis News Options Weekly Chart Daily Chart 2 Month Daily Chart

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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	Feb_9_2016	82.01	79.47	81.29	81.73	81.25	82.31	85.16(3.46%)	UT	OpenLong	75	1.4	79	70	63	126	3.23	50%	0.06	21	1.73%	0	2.4	71	0
2	Feb_8_2016	81.96	79.14	80.63	80.97	80.72	80.82	82.31(1.85%)	UT	OpenLong	75	0.7	41	-0	22	97	2.76	47%	0.02	11.4	1.68%	0	1.6	59	0
3	Feb_5_2016	81.94	78.95	80.14	80.83	80.67	80.18	80.82(2.57%)	UD	OpenLong	65	-0	2	-50	-23	78	3.01	45%	0	0.8	1.67%	0	1	60	0
4	Feb_4_2016	81.94	78.88	79.81	81.07	81.02	80.62	78.79(-3.43%)	UD	OpenLong	65	-1.2	6	-40	-22	89	3.8	42%	-0.06	-4.7	1.64%	0	-0	56	0
5	Feb_3_2016	81.99	78.99	79.48	81.21	81.23	81.15	81.59(0.33%)	UT	OpenLong	75	0.2	32	-10	8	102	2.07	45%	-0.04	-9.9	1.58%	0	1.4	67	0

6	Feb_2_2016	82.02	78.96	79	80.72	80.79	81.42	81.33(-0.37%)	UD	OpenLong	75	0.3	36	60	20	84	1.57	48%	-0.02	-22.3	1.58%	0	1.2	53	0
7	Feb_1_2016	82.04	78.92	78.7	80.22	80.31	81.32	81.63(-0.46%)	UD	OpenLong	75	0.7	72	90	67	86	1.37	48%	-0.01	-37.4	1.6%	0	1.4	55	0
8	Jan_29_2016	82.05	78.93	78.24	79.34	79.42	80.16	82(3.17%)	UT	OpenLong	75	1.5	55	70	56	52	2.46	45%	0	-52.8	1.65%	0	1.7	58	0
9	Jan_28_2016	82.05	78.97	77.74	78.41	78.57	79.29	79.48(0.43%)	UT	OpenLong	75	0.6	39	70	47	13	2.11	43%	-0.02	-65.7	1.61%	0	0.3	47	0
10	Jan_27_2016	82.07	79.18	77.74	77.48	77.89	78.67	79.15(0.41%)	RB	SmallLong	20	0.8	28	90	47	-30	1.85	43%	-0.05	-64.8	1.63%	0	-0	42	0

11	Jan_26_2016	82.11	79.39	77.46	77.02	77.13	77.85	78.83(2.04%)	N/A	N/A	0	0.7	7	70	28	-58	1.39	43%	-0.05	-59	1.63%	0	-0.2	40	0
12	Jan_25_2016	82.15	79.62	77.48	76.98	76.88	77.1	77.25(-0.15%)	DP	OpenShort	-65	0.1	-6	20	16	-73	1.81	41%	-0.05	-56	1.61%	0	-0.9	38	0
13	Jan_22_2016	82.19	79.91	77.62	76.99	77.13	76.42	77.37(3.39%)	DP	OpenShort	-75	0.1	-29	-60	-6	-99	2.1	44%	-0.06	-58.4	1.62%	0	-1	34	0
14	Jan_21_2016	82.24	80.23	77.85	76.98	77.04	76.66	74.83(-2.62%)	DT	HoldShort	-65	-0.8	-71	-30	-49	-135	4.01	40%	-0.07	-57.7	1.59%	0	-1.9	22	0
15	Jan_20_2016	82.3	80.6	78.49	77.37	77.33	77.85	76.85(-2.22%)	DT	HoldShort	-65	-0.2	-34	50	-4	-123	2.95	42%	-0.04	-63.1	1.57%	0	-1.5	23	0

16	Jan_19_2016	82.33	80.87	78.95	77.93	77.74	77.43	78.59(1.65%)	DP	OpenShort	-65	0.3	-20	-40	12	-116	2.53	47%	-0.06	-58.7	1.54%	0	-0.9	29	0
17	Jan_15_2016	82.38	81.14	79.17	78.08	78.03	76.81	77.31(0.01%)	DP	OpenShort	-75	-0.3	-82	-110	-58	-155	2.58	47%	-0.06	-60.1	1.53%	0	-1.6	22	0
18	Jan_14_2016	82.43	81.5	79.7	78.36	78.69	78.06	77.3(0.63%)	DP	OpenShort	-75	-0.5	-81	-40	-58	-149	2.17	47%	-0.04	-57.8	1.56%	0	-1.9	28	0
19	Jan_13_2016	82.46	81.86	80.32	78.88	79.29	79.26	76.82(-3.53%)	DT	HoldShort	-65	-1	-49	10	-23	-125	2.62	47%	-0.01	-60	1.56%	0	-2.4	23	0
20	Jan_12_2016	82.47	82.23	81.07	79.75	79.65	79.33	79.63(0.35%)	DP	OpenShort	-75	-0.1	-33	-30	-13	-93	1.68	51%	0.02	-67.4	1.51%	0	-1.4	43	0

21	Jan_11_2016	82.45	82.34	81.48	80.13	80	79.32	79.36(0.83%)	DP	OpenShort	-75	-0.4	-50	-60	-38	-85	1.92	51%	-0.01	-80.6	1.52%	0	-1.7	41	0
22	Jan_8_2016	82.46	82.58	81.94	80.45	80.61	79.96	78.7(-1.49%)	DT	OpenShort	-75	-1.1	-52	-50	-42	-80	1.51	49%	-0.07	-83	1.53%	0	-2.4	31	0
23	Jan_7_2016	82.52	82.83	82.4	81.25	80.91	80.67	79.89(-1.57%)	DT	OpenShort	-75	-1	-51	-30	-45	-68	1.98	49%	-0.06	-95.1	1.52%	0	-2.2	32	0
24	Jan_6_2016	82.57	83.16	82.81	81.97	81.61	81.26	81.16(-0.49%)	DT	OpenShort	-75	-0.7	-26	-40	-21	-42	1.54	51%	-0.06	-93.5	1.51%	0	-1.7	38	0
25	Jan_5_2016	82.62	83.47	82.9	82.59	82.35	81.15	81.56(0.79%)	DP	OpenShort	-75	-0.8	-48	-110	-49	-46	1.58	51%		-64.7	1.52%	0	-1.5	41	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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