Trading Signals: CME Stock Price Prediction and Forecast

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Wed. Mar. 8, 2017

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

(CME Group Inc. Class A)
CME latest price $118.9153 (0.24%) ($118.8767 - $120.1218) on Wed. Mar. 8, 2017.

Trend Analysis and Forecast

Average Daily Percentage Swing   1.03% (three month average)
RSI   57
Latest Price   $118.9153(0.24%)
Stocks Behave Similarly   Similar Stock List
Daily Trend   CME declines -0.5% a day on average for past five trading days.
Weekly Trend   CME advances 0.8% a week on average for past two weeks.
Market Behavior   Value stocks sell-off for large cap. Broad based sell-off for small cap.
Correlated ETFs   Broad market will support CME advance at 0% a week (0% probability)
SPLV(61%)    IWD(60%)    XLF(59%)    IVE(58%)    SDY(58%)
Factors Impacting CME price   CME will decline at least -0.515% in a week (0% probabilities).
VIXM(-25%)    TLT(-18%)    GDXJ(-11%)    DIA(-11%)    UUP(-9%)

Relative Volatility (options are extremely cheap)

Market Trend Strength   -0.515% (StdDev 1.03%)
Hourly BBV 0 ()
Intraday Trend -0.5%

5 Day Moving Average   $119(-0.07%)
10 Day Moving Average   $118.71(0.17%)
20 Day Moving Average   $117.37(1.32%)
To recent high   -2.5%
To recent low   8.3%
Market Cap   $42.54b

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 1.81% (three month std-dev: 1.03%) daily (68% of days).

Sample size 6 Average positive next day return: 5.12%(50%) Average negative next day return: -0.85%(50%) Sample size 6 Average positive next three day return: 2.85%(83%) Average negative next three day return: -2.07%(17%) Sample size 6 Average positive next weekly return: 6.06%(50%) Average negative next weekly return: -2.49%(50%)

Analysis News Options Weekly Chart Daily Chart 2 Month Daily Chart

> 20170408

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	Mar_8_2017	109.95	117.37	118.71	119	119.02	119.03	118.92(0.24%)	UD	OpenLong	65	-0	5	0	-7	42	1.22	63%	0.21	44.8	1.03%	0	0.7	57	INF
2	Mar_7_2017	109.72	117.14	118.59	119.6	119.36	118.76	118.63(-0.39%)	UD	OpenLong	65	-0.4	4	-40	-16	62	1.36	66%	0.21	46.6	1.04%	0	0.7	59	INF
3	Mar_6_2017	109.49	116.96	118.37	119.2	119.71	119.02	119.1(0%)	N/A	N/A	0	-0	-11	-30	-29	44	1.39	66%	0.2	40.5	1.07%	0	1	59	INF
4	Mar_3_2017	109.27	116.76	118.23	118.97	119.28	119.97	119.1(-0.15%)	UT	HoldLong	50	0.1	13	50	-4	63	1.1	69%	0.22	37.2	1.09%	0	1.1	66	INF
5	Mar_2_2017	109.03	116.61	118.02	118.69	118.87	120.4	119.28(-2.17%)	UD	OpenLong	75	0.3	111	90	109	116	1.67	69%	0.21	37	1.1%	0	1.3	67	INF

6	Mar_1_2017	108.8	116.43	117.81	118.36	118.05	118.6	121.93(4.56%)	UT	HoldLong	65	1.8	101	20	92	129	2.34	77%	0.24	35.8	1.05%	0	2.7	80	INF
7	Feb_28_2017	108.54	116.12	117.81	117.5	117.44	117.33	116.61(-1.12%)	UD	OpenLong	65	-0.6	15	-10	-10	89	1.88	72%	0.19	41.8	0.9%	0	0.3	61	INF
8	Feb_27_2017	108.33	116.07	117.2	117.42	117.5	117.5	117.92(0.17%)	UT	OpenLong	75	0.3	27	0	2	103	1.28	76%	0.2	52.2	0.89%	0	1.2	60	INF
9	Feb_24_2017	108.11	115.94	116.85	117.38	117.38	117.55	117.72(0.08%)	UT	OpenLong	75	0.2	32	10	8	102	1.69	76%	0.2	65.1	0.89%	0	1.2	59	INF
10	Feb_23_2017	107.89	115.84	116.48	117.23	117.3	117.5	117.63(0.01%)	UT	OpenLong	75	0.3	40	10	23	91	1.4	76%	0.2	78.9	0.9%	0	1.3	53	INF

11	Feb_22_2017	107.67	115.72	115.94	117.15	117.13	117.21	117.62(1.21%)	UT	OpenLong	75	0.3	28	0	16	65	2.27	70%	0.2	91.5	0.9%	0	1.4	54	INF
12	Feb_21_2017	107.45	115.48	115.58	116.86	117	117.1	116.22(-1.28%)	UD	OpenLong	75	-0.4	16	10	8	41	1.39	68%	0.28	87.2	0.92%	0	0.5	49	INF
13	Feb_17_2017	107.15	115.26	115.45	116.93	116.8	117.05	117.72(0.65%)	UT	OpenLong	75	0.5	37	10	32	51	2.04	67%	0.21	71.7	0.92%	0	1.4	57	INF
14	Feb_16_2017	106.93	114.98	115.17	116.23	116.46	116.91	116.96(-0.23%)	UD	OpenLong	75	0.4	50	30	54	36	1.18	67%	0.17	60.6	0.92%	0	1.1	55	INF
15	Feb_15_2017	106.75	114.72	115.08	115.6	115.77	116.54	117.23(0.91%)	UT	OpenLong	75	0.9	67	50	80	29	1.23	67%	0.19	53.2	0.92%	0	1.4	54	INF

16	Feb_14_2017	106.55	114.48	114.93	114.54	114.81	116.01	116.18(-0.3%)	UD	OpenLong	75	0.9	71	80	93	4	1.21	67%	0.18	37.7	0.92%	0	0.9	53	INF
17	Feb_13_2017	106.36	114.24	114.91	114.1	113.89	115	116.53(2.02%)	UT	OpenLong	75	1.3	68	60	89	6	1.48	67%	0.17	30.4	0.93%	0	1.3	65	INF
18	Feb_10_2017	106.18	114.02	114.79	113.8	113.63	113.6	114.23(0.34%)	N/A	N/A	0	0.2	25	-10	35	-5	1.13	64%	0.13	25.8	0.95%	0	0.1	63	INF
19	Feb_9_2017	106.04	113.9	114.92	113.99	113.77	112.78	113.84(1.72%)	DP	OpenShort	-75	-0.1	-58	-70	-69	-24	1.53	71%	0.12	29.2	1.1%	0	-0	60	INF
20	Feb_8_2017	105.91	113.79	115.13	114.5	114.52	113.66	111.91(-1.82%)	CR	SmallShort	-20	-1.3	-55	-50	-73	1	2.02	70%	0.1	36.7	1.31%	0	-1	55	INF

21	Feb_7_2017	105.8	113.8	115.51	115.33	115.41	114.76	113.99(-0.9%)	N/A	N/A	0	-0.7	-19	-40	-40	44	1.67	76%	0.11	53.5	1.29%	0	0.1	59	INF
22	Feb_6_2017	105.68	113.69	115.43	115.78	115.86	115.37	115.03(-0.12%)	N/A	N/A	0	-0.4	-10	-30	-35	65	1.12	76%	0.12	61.5	1.29%	0	0.7	71	INF
23	Feb_3_2017	105.55	113.56	115.13	115.9	116.16	116.05	115.16(-1.08%)	UD	OpenLong	65	-0.4	14	0	-8	78	1.65	78%	0.13	67.6	1.29%	0	0.8	63	INF
24	Feb_2_2017	105.41	113.37	114.85	115.97	115.97	116.34	116.42(0.3%)	UT	OpenLong	75	0.2	27	20	7	88	2.06	79%	0.16	69	1.3%	0	1.5	71	INF
25	Feb_1_2017	105.24	113.09	114.39	115.87	115.84	116.26	116.07(-0.15%)	UD	OpenLong	75	0.1	51	20	34	100	2.8	79%		68.5	1.3%	0	1.6	72	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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