Trading Signals: CME Stock Price Prediction and Forecast

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Mon. Dec. 4, 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 $149.6822 (1.74%) ($147.3113 - $150.2872) on Mon. Dec. 4, 2017.

Trend Analysis and Forecast

Average Daily Percentage Swing   0.95% (three month average)
RSI   87
Latest Price   $149.6822(1.74%)
Stocks Behave Similarly   Similar Stock List
Daily Trend   CME advances 1.5% a day on average for past five trading days.
Weekly Trend   CME advances 3.5% a week on average for past two weeks.
Market Behavior   Rotation from growth to value for large cap. Rotation from growth to value 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 -0.475% in a week (0% probabilities).
VIXM(-25%)    TLT(-17%)    UUP(-12%)    DIA(-12%)    GDXJ(-11%)
Explanation The rally is not sustainable and not supported by the broad market.

Relative Volatility (options are extremely cheap)

Market Trend Strength   -0.475% (StdDev 0.95%)
Hourly BBV 0 ()
Intraday Trend -0.1%

5 Day Moving Average   $145.71(2.73%)
10 Day Moving Average   $142.39(5.12%)
20 Day Moving Average   $139.09(7.62%)
To recent high   0%
To recent low   22.9%
Market Cap   $53.546b

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 3.2% (three month std-dev: 0.95%) daily (68% of days).

Sample size 37 Average positive next day return: 1.25%(49%) Average negative next day return: -0.97%(51%) Sample size 37 Average positive next three day return: 1.64%(57%) Average negative next three day return: -1.55%(43%) Sample size 37 Average positive next weekly return: 2.99%(54%) Average negative next weekly return: -2.42%(46%)

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	Dec_4_2017	128.96	139.09	142.39	145.71	146.41	148.15	149.68(1.74%)	UT	HoldLong	65	0.9	222	100	197	298	2.45	78%	0.26	67.2	0.95%	0	2.4	87	INF
2	Dec_1_2017	128.63	138.39	141	143.5	144.13	146.39	147.13(0.84%)	UT	HoldLong	65	1	199	120	182	248	2.81	77%	0.21	67.8	0.94%	0	2.4	88	INF
3	Nov_30_2017	128.36	137.83	139.92	141.75	142.12	144.67	145.91(1.16%)	UT	HoldLong	65	1.3	232	130	230	237	2.43	77%	0.21	71	0.93%	0	2.6	86	INF
4	Nov_29_2017	128.09	137.15	138.92	140.26	140.36	141.87	144.24(1.87%)	UT	HoldLong	65	1.5	183	80	181	190	2.56	76%	0.2	72.3	0.92%	0	2.7	85	INF
5	Nov_28_2017	127.84	136.61	138.13	139.23	139.16	139.56	141.59(2.15%)	UT	HoldLong	65	1.1	74	20	56	129	1.37	75%	0.16	82.6	0.91%	0	2.3	82	INF

6	Nov_27_2017	127.63	136.16	137.62	138.6	138.94	138.85	138.62(0.15%)	UT	OpenLong	75	0	48	0	25	115	1.06	73%	0.14	86.5	0.87%	0	1.3	71	INF
7	Nov_24_2017	127.45	135.93	137.22	138.1	138.61	138.76	138.41(-0.01%)	UD	OpenLong	75	0.2	32	20	13	87	0.31	74%	0.18	88.3	0.88%	0	1.3	57	INF
8	Nov_22_2017	127.22	135.67	136.86	137.76	137.97	139.02	138.42(-0.5%)	UD	OpenLong	75	0.3	65	60	57	88	1.04	74%	0.09	78.6	0.87%	0	1.3	55	INF
9	Nov_21_2017	127.11	135.29	136.45	137.33	137.45	138.47	139.12(0.48%)	UT	OpenLong	75	0.8	116	50	119	108	1.08	74%	0.13	65.2	0.87%	0	1.8	72	INF
10	Nov_20_2017	126.94	134.88	135.95	136.86	136.8	136.92	138.45(1.73%)	UT	OpenLong	75	0.8	50	0	44	68	1.14	74%	0.13	57.7	0.87%	0	1.7	65	INF

11	Nov_17_2017	126.77	134.52	135.56	136.52	136.52	136.42	136.1(-0.43%)	UD	OpenLong	65	-0.2	9	-10	-5	50	0.92	72%	0.12	49.7	0.85%	0	0.8	63	INF
12	Nov_16_2017	126.62	134.31	135.6	136.21	136.37	136.68	136.69(0.3%)	UT	OpenLong	75	0.2	37	20	27	65	0.74	72%	0.11	40.4	0.86%	0	1.2	58	INF
13	Nov_15_2017	126.48	134.06	135.59	135.81	135.9	136.62	136.28(-0.38%)	UD	OpenLong	75	0.2	68	40	62	86	1.02	73%	0.12	30.1	0.86%	0	1.1	60	INF
14	Nov_14_2017	126.33	133.89	135.27	135.4	135.26	136.06	136.79(0.04%)	UT	OpenLong	75	0.7	83	40	80	93	1.27	74%	0.13	24.1	0.86%	0	1.5	69	INF
15	Nov_13_2017	126.16	133.68	134.97	134.88	134.69	135.18	136.74(1.65%)	UT	OpenLong	75	1.1	62	20	55	83	1.14	74%	0.13	15.2	0.87%	0	1.7	68	INF

16	Nov_10_2017	125.99	133.53	134.57	134.5	134.48	134.46	134.53(-0.12%)	UD	OpenLong	75	0	16	-0	1	60	0.75	68%	0.11	8.2	0.86%	0	0.6	62	INF
17	Nov_9_2017	125.85	133.49	134.54	134.92	134.65	134.21	134.69(0.32%)	N/A	N/A	0	-0.1	-18	-30	-45	65	0.76	69%	0.11	16.4	0.88%	0	0.7	60	INF
18	Nov_8_2017	125.71	133.47	134.41	135.36	135.27	134.5	134.26(0.04%)	N/A	N/A	0	-0.7	-2	-40	-33	91	0.8	69%	0.1	23.1	0.89%	0	0.5	59	INF
19	Nov_7_2017	125.59	133.44	134.08	135.08	135.42	135.09	134.21(-0.44%)	N/A	N/A	0	-0.5	-16	-10	-44	69	0.76	69%	0.08	19.2	0.89%	0	0.5	54	INF
20	Nov_6_2017	125.49	133.42	133.77	135	135.17	136.05	134.8(-1.36%)	UD	OpenLong	75	-0.1	54	50	41	93	1.08	69%	0.1	18.2	0.89%	0	0.9	56	INF

21	Nov_3_2017	125.36	133.39	133.44	134.6	134.65	135.76	136.66(-0.17%)	UD	OpenLong	75	1.3	116	60	120	103	1.72	73%	0.1	16	0.88%	0	2.1	56	INF
22	Nov_2_2017	125.23	133.23	132.93	134.11	133.82	134.29	136.89(3.06%)	UT	OpenLong	75	1.9	68	20	71	60	1.55	73%	0.11	13	0.88%	0	2.5	57	INF
23	Nov_1_2017	125.09	133.09	132.37	133.39	133.36	133.54	132.83(-0.75%)	UD	OpenLong	75	-0.5	31	10	36	14	1	70%	0.08	6.6	0.8%	0	-0.2	42	INF
24	Oct_31_2017	124.99	133.09	132.38	132.95	132.93	133.36	133.84(0.78%)	UT	OpenLong	75	0.7	39	20	52	1	1.19	72%	0.1	4.3	0.8%	0	0.6	49	INF
25	Oct_30_2017	124.87	133.13	132.26	132.34	132.17	133.17	132.8(-1.05%)	N/A	N/A	0	0.4	47	50	68	-17	1.24	72%		5.5	0.8%	0	-0.3	44	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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