Trading Signals: CME Stock Price Prediction and Forecast

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Fri. Oct. 27, 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 $134.2076 (0.7%) ($130.8317 - $134.5101) on Fri. Oct. 27, 2017.

Trend Analysis and Forecast

Average Daily Percentage Swing   0.79% (three month average)
RSI   45
Latest Price   $134.2076(0.7%)
Stocks Behave Similarly   Similar Stock List
Daily Trend   CME advances 0.4% a day on average for past five trading days.
Weekly Trend   CME declines -0.8% a week on average for past two weeks.
Market Behavior   Growth stock rally for large cap. Broad based rally for small cap.
Correlated ETFs   Broad market will support CME advance at 0% a week (0% probability)
SPLV(61%)    IWD(60%)    IVE(59%)    XLF(59%)    SDY(58%)
Factors Impacting CME price   CME will decline at least -0.395% in a week (0% probabilities).
VIXM(-25%)    TLT(-17%)    DIA(-12%)    UUP(-11%)    GDXJ(-11%)
Explanation The rally is not sustainable and not supported by the broad market.

Relative Volatility (options are extremely cheap)

Market Trend Strength   -0.395% (StdDev 0.79%)
Hourly BBV 0 ()
Intraday Trend 1.2%

5 Day Moving Average   $132.05(1.63%)
10 Day Moving Average   $132.37(1.39%)
20 Day Moving Average   $133.14(0.8%)
To recent high   -0.3%
To recent low   14%
Market Cap   $48.01b

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 0.92% (three month std-dev: 0.79%) daily (68% of days).

Sample size 0 Average positive next day return: 0%(0%) Average negative next day return: 0%(0%) Sample size 0 Average positive next three day return: 0%(0%) Average negative next three day return: %(0%) Sample size 0 Average positive next weekly return: 0%(0%) 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	Oct_27_2017	124.74	133.14	132.37	132.05	131.62	132.5	134.21(0.7%)	N/A	N/A	0	1.8	77	40	107	-15	1.92	75%	0.12	6.5	0.79%	0	0.9	45	INF
2	Oct_26_2017	124.59	133.05	132.31	131.58	131.62	131.17	133.28(2.05%)	N/A	N/A	0	1.4	11	-10	34	-59	1.78	75%	0.14	1.1	0.79%	0	0.2	46	INF
3	Oct_25_2017	124.41	133.02	132.39	131.25	131.25	130.74	130.6(-0.16%)	DT	OpenShort	-75	-0.5	-76	-30	-63	-115	1.83	74%	0.14	1.1	0.76%	0	-1.9	25	INF
4	Oct_24_2017	124.24	133.07	132.72	131.74	131.64	131.32	130.81(-0.4%)	DT	OpenShort	-75	-0.7	-65	-20	-55	-94	1.5	74%	0.14	14	0.77%	0	-1.7	37	INF
5	Oct_23_2017	124.07	133.07	133.05	132.16	132.11	131.76	131.34(-0.38%)	DT	OpenShort	-75	-0.6	-53	-20	-44	-79	1.04	74%	0.15	28.3	0.77%	0	-1.3	36	INF

6	Oct_20_2017	123.88	133.06	133.38	132.73	132.59	131.97	131.85(0.13%)	DP	OpenShort	-75	-0.7	-62	-40	-62	-61	1.18	74%	0.15	49.5	0.76%	0	-0.9	45	INF
7	Oct_19_2017	123.7	133.03	133.6	133.15	133.14	132.46	131.67(-1.04%)	DT	OpenShort	-75	-1	-74	-40	-82	-48	1.14	74%	0.15	64.5	0.76%	0	-1	49	INF
8	Oct_18_2017	123.51	133	133.91	133.69	133.69	133.21	133.06(0.13%)	DP	OpenShort	-75	-0.4	-43	-30	-55	-8	1	77%	0.16	78.4	0.75%	0	0	55	INF
9	Oct_17_2017	123.31	132.88	133.98	133.85	133.95	133.83	132.88(-0.97%)	CR	SmallShort	-20	-0.6	-16	-0	-28	21	1.26	77%	0.08	77.7	0.75%	0	0	62	INF
10	Oct_16_2017	123.21	132.69	134.1	134.05	134.01	134.16	134.18(0.15%)	UT	OpenLong	75	0.1	18	10	3	64	0.76	81%	0.17	75.8	0.74%	0	0.8	75	INF

11	Oct_13_2017	123	132.4	134	134.15	134.03	134.08	133.97(-0.29%)	UD	OpenLong	75	-0.1	31	-0	15	79	1.74	73%	0.16	77.6	0.8%	0	0.7	65	INF
12	Oct_12_2017	122.8	132.12	133.86	134.12	134.03	133.85	134.36(0.38%)	UT	HoldLong	50	0.1	13	-10	-9	78	0.97	73%	0.17	82.5	0.8%	0	1	67	INF
13	Oct_11_2017	122.59	131.85	133.68	134.18	134.02	133.98	133.86(-0.03%)	UD	OpenLong	65	-0.1	11	-10	-16	90	1.06	73%	0.16	93.6	0.8%	0	0.9	67	INF
14	Oct_10_2017	122.39	131.55	133.44	134.12	134.13	134.19	133.9(-0.55%)	UD	OpenLong	75	-0.1	37	0	14	105	1.11	73%	0.18	94.6	0.81%	0	1	68	INF
15	Oct_9_2017	122.17	131.21	133.07	134.14	133.95	134.06	134.64(0.58%)	UT	HoldLong	65	0.2	39	0	14	114	0.81	73%	0.18	98	0.81%	0	1.3	78	INF

16	Oct_6_2017	121.95	130.77	132.71	133.83	133.72	134.07	133.87(-0.59%)	UD	OpenLong	75	0	56	20	32	129	1.58	68%	0.19	96.2	0.81%	0	1.1	78	INF
17	Oct_5_2017	121.72	130.33	132.42	133.54	133.38	133.84	134.67(0.83%)	UT	HoldLong	65	0.4	73	20	51	140	0.99	68%	0.2	88.1	0.84%	0	1.4	83	INF
18	Oct_4_2017	121.48	129.75	131.99	133.11	132.96	133.37	133.55(-0.33%)	UD	OpenLong	75	0.1	73	20	51	138	1.01	68%	0.17	86	0.84%	0	1.2	73	INF
19	Oct_3_2017	121.27	129.3	131.69	132.66	132.52	132.92	133.99(0.68%)	UT	HoldLong	65	0.4	80	20	58	144	1.36	68%	0.17	79.3	0.84%	0	1.4	79	INF
20	Oct_2_2017	121.06	128.7	131.15	131.83	131.93	132.56	133.09(0.53%)	UT	HoldLong	65	0.4	73	40	54	128	0.82	68%	0.18	74.4	0.84%	0	1.4	80	INF

21	Sep_29_2017	120.84	128.18	130.66	131.42	131.35	132.13	132.38(-0.13%)	UD	OpenLong	75	0.3	87	40	70	137	1.07	64%	0.17	68.4	0.84%	0	1.3	81	INF
22	Sep_28_2017	120.64	127.67	130.23	131.12	130.92	131.3	132.56(0.99%)	UT	HoldLong	65	0.4	82	20	62	141	1.22	67%	0.17	65	0.86%	0	1.5	84	INF
23	Sep_27_2017	120.44	127.16	129.85	130.72	130.55	130.58	131.26(1.08%)	UT	HoldLong	65	0.2	41	-0	9	138	1.22	65%	0.15	63.2	0.88%	0	1.3	86	INF
24	Sep_26_2017	120.26	126.73	129.5	130.58	130.44	130.54	129.86(-0.9%)	UD	OpenLong	75	-0.2	47	0	11	155	0.93	64%	0.14	63.3	0.87%	0	1	70	INF
25	Sep_25_2017	120.09	126.4	129.22	130.33	130.29	130.51	131.04(0.1%)	UT	HoldLong	65	0.2	75	10	37	187	0.74	66%		64.1	0.87%	0	1.4	81	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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