Trading Signals: CME Stock Price Prediction and Forecast

^ CME: Intraday Hourly Forecast Similar Waves GapOpen Research Timing Gains Losses Strategies Practice

Tue. Apr. 22, 2014

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

(CME Group Inc. Class A)
CME latest price $59.2181 (2.46%) ($57.5200 - $59.3097) on Tue. Apr. 22, 2014.

Trend Analysis and Forecast

Average Daily Percentage Swing   1.51% (three month average)
RSI   42
Latest Price   $59.2181(2.46%)
Stocks Behave Similarly   Similar Stock List
Daily Trend   CME advances 1.1% a day on average for past five trading days.
Weekly Trend   CME declines -1.1% a week on average for past two weeks.
Market Behavior   Normal for large cap. Normal for small cap.
Correlated ETFs   Broad market will support CME advance at 0% a week (0% probability)
XLF(59%)    SPY(55%)    VT(52%)    XLI(52%)    XLV(50%)
Factors Impacting CME price   CME will decline at least -0.755% in a week (0% probabilities).
TLT(-21%)    IGOV(-13%)    GDXJ(-10%)    SHY(-5%)    TIP(-4%)
Explanation The rally is not sustainable and not supported by the broad market.

Relative Volatility (options are extremely cheap)

Market Trend Strength   -0.755% (StdDev 1.51%)
Hourly BBV 0 ()
Intraday Trend 2.5%

5 Day Moving Average   $57.67(2.68%)
10 Day Moving Average   $57.26(3.42%)
20 Day Moving Average   $58.83(0.66%)
To recent high   -8.1%
To recent low   6.3%
Market Cap   $21.184b

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 3.91% (three month std-dev: 1.51%) daily (68% of days).

Sample size 1 Average positive next day return: 0%(0%) Average negative next day return: 0%(100%) Sample size 1 Average positive next three day return: 0%(0%) Average negative next three day return: -1.97%(100%) Sample size 1 Average positive next weekly return: 0%(0%) Average negative next weekly return: 0%(100%)

Analysis News Options Weekly Chart Daily Chart 2 Month Daily Chart

> 20140522

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	Apr_22_2014	60.05	58.83	57.26	57.67	57.63	58.06	59.22(2.46%)	RB	SmallLong	20	0.7	26	50	43	-25	1.61	28%	-0.05	-62.1	1.51%	0	0.2	42	0
2	Apr_21_2014	60.08	59.05	56.95	57.02	57.05	57.58	57.79(0.19%)	N/A	N/A	0	0.3	1	70	32	-93	0.78	19%	-0.17	-62.1	1.44%	0	-0.5	32	0
3	Apr_17_2014	60.18	59.36	57.02	56.61	56.63	57.2	57.69(0.83%)	DP	OpenShort	-65	0.4	-6	70	34	-125	1.03	19%	-0.17	0	1.46%	0	-0.6	32	0
4	Apr_16_2014	60.28	59.66	57.23	56.45	56.28	56.52	57.21(1.39%)	DP	OpenShort	-65	0.3	-30	20	10	-151	1.19	19%	-0.23	0	1.47%	0	-0.8	29	0
5	Apr_15_2014	60.42	59.95	57.49	56.59	56.41	56.06	56.43(0.8%)	DP	OpenShort	-75	-0.1	-51	-50	-11	-172	1.29	19%	-0.31	0	1.45%	0	-1.2	22	0

6	Apr_14_2014	60.61	60.3	57.88	56.81	56.7	56.04	55.98(0.45%)	DP	OpenShort	-75	-0.3	-72	-90	-31	-194	1.43	19%	-0.39	0	1.45%	0	-1.5	17	0
7	Apr_11_2014	60.85	60.68	58.43	56.87	56.93	56.76	55.73(-2.08%)	DT	HoldShort	-65	-0.4	-84	-20	-42	-210	2.07	19%	-0.43	0	1.47%	0	-1.8	15	0
8	Apr_10_2014	61.11	60.68	59.01	57.47	57.26	57.37	56.91(-1.67%)	DT	HoldShort	-65	-0.2	-15	0	-17	-7	2.68	22%	-0.39	0	1.47%	0	22.3	16	0
9	Apr_9_2014	61.35	60.68	59.48	58.11	57.85	57.09	57.88(0.58%)	DP	OpenShort	-75	-0.1	-23	-110	-27	-11	2.86	24%	-0.32	0	1.49%	0	23.9	21	0
10	Apr_8_2014	61.55	60.68	59.93	58.56	58.58	57.16	57.55(2.28%)	DP	OpenShort	-75	-0.4	-67	-170	-79	-32	5.29	24%	-0.4	0	1.51%	0	24.7	27	0

11	Apr_7_2014	61.8	60.68	60.54	59.15	59.46	58.61	56.26(-4.26%)	DT	HoldShort	-65	-1.3	-84	-80	-99	-40	5.08	11%	-0.6	0	1.35%	0	25.9	18	0
12	Apr_4_2014	62.17	60.68	61.34	60.22	60.41	60	58.77(-2.19%)	DT	HoldShort	-65	-0.9	-39	-40	-46	-18	2.19	16%	-0.4	0	1.02%	0	35	22	0
13	Apr_3_2014	62.42	60.68	61.91	60.76	60.88	60.3	60.08(-0.12%)	DT	OpenShort	-75	-0.5	-42	-60	-49	-20	1.84	21%	-0.27	0	0.95%	0	40.9	50	0
14	Apr_2_2014	62.59	60.68	62.31	61.05	61.25	60.81	60.16(-0.54%)	DT	OpenShort	-75	-0.6	-51	-40	-60	-24	3.38	21%	-0.33	0	0.98%	0	43.9	50	0
15	Apr_1_2014	62.8	60.68	62.62	61.51	61.61	61.47	60.48(-1.84%)	DT	OpenShort	-75	-0.8	-38	-10	-45	-18	3.64	21%	-0.33	0	1.02%	0	49.6	50	0

16	Mar_31_2014	63.01	60.68	62.91	62.15	62.1	61.69	61.62(0.26%)	DP	OpenShort	-75	-0.5	-32	-50	-38	-15	1.41	28%	-0.22	0	0.97%	0	58.7	50	0
17	Mar_28_2014	63.15	60.68	63.11	62.66	62.68	61.75	61.46(-0.12%)	DT	OpenShort	-75	-1.2	-66	-100	-77	-31	0.93	28%	-0.28	0	1%	0	62.1	50	0
18	Mar_27_2014	63.33	60.68	63.11	63.26	63.35	62.51	61.53(-1.47%)	DT	OpenShort	-75	-2	-73	-90	-86	-34	2.02	28%	-0.36	0	1.06%	0	71.5	50	0
19	Mar_26_2014	63.56	60.68	63.11	63.76	64.02	63.62	62.45(-1.99%)	DT	OpenShort	-75	-2.1	-27	-30	-32	-13	1.77	37%	-0.25	0	1.04%	0	100.7	50	0
20	Mar_25_2014	63.72	60.68	63.11	63.87	64.08	64.18	63.71(-0.65%)	N/A	N/A	0	-0.3	0	20	-0	0	1.64	69%	0	0	0.82%	0	130	50	0

21	Mar_24_2014	63.72	60.68	63.11	63.77	63.8	64.42	64.13(-0.53%)	UD	OpenLong	75	0.7	37	70	43	17	1.53	69%	0.13	0	0.82%	0	123.3	50	0
22	Mar_21_2014	63.64	60.68	63.11	63.64	63.51	63.97	64.47(0.69%)	UT	OpenLong	75	1.5	577	40	679	272	3	69%	0.33	0	0.82%	0	119.4	50	0
23	Mar_20_2014	63.43	60.68	63.11	50.74	63.22	63.18	64.03(1.6%)	UT	OpenLong	75	35	617	730	726	290	2.52	69%	0.32	0	0.93%	0	168.5	50	0
24	Mar_19_2014	63.23	60.68	63.11	37.94	63.22	63.18	63.02(-0.26%)	UD	OpenLong	75	132	8463	-10000	9956	3982	2.45	0%	-0.16	0	0.1%	0	331.7	50	0
25	Mar_18_2014	63.33	60.68	63.11	25.33	63.22	63.18	63.19(-0.46%)	N/A	N/A	0	252.4	0	-10000	0	0	1.67	0%		0	0%	0	421.3	50	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

Click to see actual return for next trading day.