Trading Signals: CME Stock Price Prediction and Forecast

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Fri. May. 30, 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 $59.9340 (-0.63%) ($59.7842 - $60.3253) on Fri. May. 30, 2014.

Trend Analysis and Forecast

Average Daily Percentage Swing   1.43% (three month average)
RSI   60
Latest Price   $59.9340(-0.63%)
Stocks Behave Similarly   Similar Stock List
Daily Trend   CME advances 0.2% a day on average for past five trading days.
Weekly Trend   CME advances 1.4% 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 -0.715% in a week (0% probabilities).
VIXM(-29%)    TLT(-21%)    IGOV(-13%)    GDXJ(-10%)    SHY(-5%)
Explanation The rally is not sustainable and not supported by the broad market.

Relative Volatility (options are extremely cheap)

Market Trend Strength   -0.715% (StdDev 1.43%)
Hourly BBV 0 ()
Intraday Trend -0.6%

5 Day Moving Average   $59.78(0.26%)
10 Day Moving Average   $58.99(1.6%)
20 Day Moving Average   $58.55(2.36%)
To recent high   -7%
To recent low   7.5%
Market Cap   $21.44b

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 1.64% (three month std-dev: 1.43%) daily (68% of days).

Sample size 6 Average positive next day return: 0.11%(17%) Average negative next day return: -1.09%(83%) Sample size 6 Average positive next three day return: 0.89%(17%) Average negative next three day return: -1.45%(83%) Sample size 6 Average positive next weekly return: 1.18%(33%) Average negative next weekly return: -1.6%(67%)

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	May_30_2014	59.32	58.55	58.99	59.78	59.85	60.06	59.93(-0.63%)	UD	OpenLong	75	0.2	26	30	14	62	1.67	42%	0.03	31.7	1.43%	0	1.4	60	INF
2	May_29_2014	59.3	58.48	58.78	59.67	59.62	59.88	60.32(0.74%)	UT	OpenLong	75	0.7	35	30	25	65	1	42%	0.03	29.5	1.44%	0	2	63	INF
3	May_28_2014	59.28	58.39	58.55	59.26	59.3	59.64	59.88(0.36%)	UT	OpenLong	75	0.8	37	40	33	49	1.1	42%	0.02	14.6	1.45%	0	1.9	55	INF
4	May_27_2014	59.27	58.33	58.42	58.69	58.82	59.36	59.66(0.94%)	UT	OpenLong	75	1.3	31	70	29	37	1.55	42%	0.02	-7.1	1.46%	0	1.8	61	INF
5	May_23_2014	59.26	58.28	58.33	58.47	58.35	58.96	59.1(-0.48%)	UD	OpenLong	75	0.9	39	70	39	38	1.04	42%	-0.02	-9.6	1.47%	0	1.2	54	INF

6	May_22_2014	59.27	58.25	58.21	58.09	58.01	58.28	59.38(1.89%)	UT	OpenLong	75	1.9	29	30	32	21	1.34	42%	0.02	-20	1.48%	0	1.7	56	INF
7	May_21_2014	59.26	58.22	58.02	57.78	57.68	58.28	58.29(2.19%)	DP	OpenShort	-75	0.8	-3	0	0	-12	1	39%	-0.05	-20.9	1.47%	0	0.1	47	INF
8	May_20_2014	59.29	58.27	58.04	57.74	57.71	57.74	57.04(-2.6%)	DT	OpenShort	-75	-1	-10	0	-8	-17	1.69	36%	-0.08	-2.5	1.44%	0	-1.8	44	INF
9	May_19_2014	59.34	58.38	58.07	58.09	57.91	57.62	58.56(2.43%)	DP	OpenShort	-75	0.7	-12	-40	-10	-17	1.2	39%	-0.02	34.2	1.41%	0	0.3	47	INF
10	May_16_2014	59.35	58.35	58.01	58.18	58.17	57.68	57.17(-1.15%)	DT	OpenShort	-75	-1.5	-29	-60	-29	-27	1.05	34%	-0.08	52.2	1.37%	0	-1.8	41	INF

11	May_15_2014	59.4	58.38	58.09	58.33	58.44	58.2	57.84(-0.47%)	DT	OpenShort	-75	-0.8	-16	-20	-14	-20	1.44	34%	-0.07	68.5	1.38%	0	-0.9	46	INF
12	May_14_2014	59.44	58.36	58.19	58.28	58.4	58.65	58.11(-1.1%)	DT	OpenShort	-75	-0.3	-5	40	-1	-18	1.12	34%	-0.05	58.3	1.4%	0	-0.4	44	INF
13	May_13_2014	59.47	58.29	58.19	58.37	58.3	58.68	58.76(-0.45%)	N/A	N/A	0	0.5	23	40	32	-6	0.81	34%	-0.03	46.3	1.41%	0	0.6	45	INF
14	May_12_2014	59.49	58.16	58.24	58.03	58.05	58.15	59.03(1.9%)	N/A	N/A	0	1.1	8	10	19	-27	1.31	34%	-0.02	29.1	1.42%	0	0.9	48	INF
15	May_9_2014	59.5	58	58.21	58.03	57.78	57.91	57.93(0.61%)	DP	OpenShort	-75	0.1	-10	10	-1	-37	1.41	30%	-0.08	7.3	1.4%	0	-0.1	52	NAN

16	May_8_2014	59.55	57.96	58.28	57.84	57.76	57.94	57.58(-1.69%)	DT	HoldShort	-50	-0.2	-6	20	2	-31	1.81	30%	-0.08	-6	1.41%	0	-0.4	52	NAN
17	May_7_2014	59.6	57.97	58.43	57.84	57.86	57.66	58.57(2.64%)	DP	OpenShort	-75	0.5	-3	-40	0	-10	1.62	32%	-0.05	-9.3	1.41%	0	0.6	61	NAN
18	May_6_2014	59.63	57.92	58.5	58.09	57.98	57.58	57.06(-1.71%)	DT	OpenShort	-75	-1	-27	-50	-34	-4	1.54	25%	-0.12	-21.5	1.35%	0	-0.8	59	NAN
19	May_5_2014	59.7	57.89	58.73	58.47	58.27	58.07	58.06(0.25%)	N/A	N/A	0	-0.4	-7	-30	-23	40	1.21	26%	-0.08	-33.2	1.34%	0	0.2	70	NAN
20	May_2_2014	59.75	57.92	58.73	58.64	58.59	58.38	57.91(-1.57%)	UD	OpenLong	65	-0.7	10	-30	-9	68	1.66	26%	-0.08	-39.4	1.36%	0	-0	71	NAN

21	May_1_2014	59.8	58.02	58.72	58.78	58.65	58.48	58.84(0.41%)	UD	OpenLong	65	0	8	-30	-16	78	2.92	28%	-0.07	-38.8	1.36%	0	0.7	64	NAN
22	Apr_30_2014	59.84	58.07	58.57	58.81	58.77	58.81	58.59(-0.62%)	UD	OpenLong	65	-0.2	14	0	-8	79	2.19	28%	-0.07	-44.1	1.38%	0	0.4	54	NAN
23	Apr_29_2014	59.88	58.15	58.37	58.98	58.95	58.82	58.96(0.11%)	UT	OpenLong	75	-0	22	-20	1	83	1.19	28%	-0.05	-48.5	1.4%	0	0.6	59	NAN
24	Apr_28_2014	59.91	58.26	58.09	59.03	59.03	58.72	58.89(0.51%)	UD	OpenLong	65	-0.1	16	-40	-6	82	1.2	28%	-0.05	-49.1	1.42%	0	0.4	65	NAN
25	Apr_25_2014	59.94	58.37	57.78	58.81	58.98	59.08	58.59(-0.72%)	UD	OpenLong	75	-0.1	15	20	1	56	0.8	28%		-56.6	1.44%	0	0.1	48	NAN
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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