Trading Signals: CME Stock Price Prediction and Forecast

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Thu. Sep. 25, 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 $66.7869 (-2.56%) ($66.6013 - $68.4987) on Thu. Sep. 25, 2014.

Trend Analysis and Forecast

Average Daily Percentage Swing   0.96% (three month average)
RSI   68
Latest Price   $66.7869(-2.56%)
Stocks Behave Similarly   Similar Stock List
Daily Trend   CME declines -0.9% a day on average for past five trading days.
Weekly Trend   CME advances 3.1% 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(51%)
Factors Impacting CME price   CME will decline at least -0.48% in a week (0% probabilities).
VIXM(-29%)    TLT(-21%)    IGOV(-13%)    GDXJ(-10%)    SHY(-5%)

Relative Volatility (options are extremely cheap)

Market Trend Strength   -0.48% (StdDev 0.96%)
Hourly BBV 0 ()
Intraday Trend -2.2%

5 Day Moving Average   $68.65(-2.71%)
10 Day Moving Average   $68.3(-2.22%)
20 Day Moving Average   $66.38(0.61%)
To recent high   -4.5%
To recent low   13.6%
Market Cap   $23.892b

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 3.31% (three month std-dev: 0.96%) daily (68% of days).

Sample size 2 Average positive next day return: 1.01%(50%) Average negative next day return: -0.23%(50%) Sample size 2 Average positive next three day return: 2.26%(100%) Average negative next three day return: %(0%) Sample size 2 Average positive next weekly return: 3.68%(100%) Average negative next weekly return: 0%(0%)

Analysis News Options Weekly Chart Daily Chart 2 Month Daily Chart

> 20141025

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	Sep_25_2014	61.56	66.38	68.3	68.65	68.7	68.01	66.79(-2.56%)	N/A	N/A	0	-0.8	-18	-70	-79	165	2.16	62%	0.13	62.2	0.96%	0	0.2	68	INF
2	Sep_24_2014	61.48	66.25	68.2	69.28	69.33	68.79	68.54(0.18%)	UD	OpenLong	65	-0.3	36	-50	-35	249	1.19	63%	0.2	74	0.9%	0	1	78	INF
3	Sep_23_2014	61.36	66.02	67.79	69.18	69.45	69.4	68.41(-1.74%)	UD	OpenLong	65	-0.3	58	10	-7	251	1.65	63%	0.16	79.2	0.94%	0	1.1	78	INF
4	Sep_22_2014	61.26	65.77	67.36	68.97	69.09	69.87	69.63(-0.33%)	UD	OpenLong	75	0.3	111	80	56	274	1.52	68%	0.2	81.4	0.91%	0	1.8	87	INF
5	Sep_19_2014	61.14	65.42	66.81	68.5	68.48	69.5	69.86(-0.14%)	UD	OpenLong	75	0.7	151	100	110	275	2.23	68%	0.2	83.1	0.91%	0	2.1	89	INF

6	Sep_18_2014	61.02	65.04	66.22	67.91	67.72	68.3	69.96(2.81%)	UT	HoldLong	65	1.1	133	50	98	239	3.07	68%	0.18	85.6	0.92%	0	2.6	90	INF
7	Sep_17_2014	60.91	64.63	65.61	66.99	67.02	67.46	68.04(1.03%)	UT	HoldLong	65	0.7	102	50	72	193	1.93	66%	0.15	87.8	0.86%	0	2.1	87	INF
8	Sep_16_2014	60.82	64.31	65.2	66.21	66.28	67.14	67.35(0.06%)	UT	HoldLong	65	0.8	102	90	85	153	1.44	65%	0.15	79.4	0.87%	0	2	85	INF
9	Sep_15_2014	60.73	64.03	64.88	65.5	65.46	66.58	67.31(0.62%)	UT	HoldLong	65	1.3	121	120	116	134	1.88	65%	0.15	72.6	0.88%	0	2.3	87	INF
10	Sep_12_2014	60.64	63.73	64.54	64.84	64.68	65.42	66.9(2.33%)	UT	HoldLong	65	1.6	100	70	99	103	2.32	65%	0.13	66.3	0.88%	0	2.5	89	INF

11	Sep_11_2014	60.56	63.46	64.25	64.28	64.17	64.34	65.37(1.99%)	UT	HoldLong	65	1	46	10	39	65	1.51	61%	0.1	64.2	0.84%	0	1.7	86	INF
12	Sep_10_2014	60.5	63.27	64.11	64.28	63.98	63.94	64.1(0.44%)	UD	OpenLong	65	0	9	-10	-6	55	1.16	56%	0.08	60.4	0.81%	0	0.8	83	INF
13	Sep_9_2014	60.45	63.14	64.1	64.05	64.05	63.99	63.82(-0.34%)	UD	OpenLong	65	-0.2	13	-10	-9	80	0.9	56%	0.1	57.1	0.82%	0	0.6	85	INF
14	Sep_8_2014	60.39	63.03	64.07	64.15	64.14	64.02	64.03(-0.06%)	UD	OpenLong	65	-0.1	20	-10	-8	104	1.02	56%	0.07	55.4	0.83%	0	0.9	82	INF
15	Sep_5_2014	60.35	62.9	63.95	64.18	64.19	64.11	64.07(-0.21%)	UD	OpenLong	65	-0.1	20	-10	-13	119	1.35	56%	0.12	53.2	0.83%	0	1	85	INF

16	Sep_4_2014	60.28	62.76	63.81	64.2	64.3	64.25	64.21(0.12%)	UT	HoldLong	65	0	36	-0	2	136	1.17	56%	0.12	51.6	0.85%	0	1.2	83	INF
17	Sep_3_2014	60.21	62.63	63.62	64.17	64.22	64.28	64.13(-0.3%)	UD	OpenLong	75	-0	35	10	0	141	0.93	56%	0.13	45.6	0.86%	0	1.3	82	INF
18	Sep_2_2014	60.13	62.51	63.38	64.15	64.14	64.34	64.32(0.26%)	UT	HoldLong	65	0.2	55	20	23	151	1.26	56%	0.22	40.9	0.88%	0	1.6	87	INF
19	Aug_29_2014	60	62.39	63.13	63.96	63.98	64.16	64.16(-0.04%)	UD	OpenLong	75	0.2	62	20	32	152	1.08	56%	0.12	36.5	0.87%	0	1.8	83	INF
20	Aug_28_2014	59.93	62.28	62.87	63.68	63.7	63.95	64.18(0.16%)	UT	HoldLong	65	0.6	58	30	32	136	1.04	56%	0.12	28.3	0.88%	0	2.1	84	INF

21	Aug_27_2014	59.86	62.16	62.61	63.35	63.36	63.8	64.08(0.13%)	UT	HoldLong	65	0.9	68	50	48	129	0.93	56%	0.1	13.1	0.88%	0	2.3	84	INF
22	Aug_26_2014	59.8	62.12	62.36	62.97	62.95	63.45	64(0.94%)	UT	HoldLong	65	1.3	76	50	63	113	1.18	56%	0.13	4.8	0.88%	0	2.4	76	INF
23	Aug_25_2014	59.72	62.06	62.08	62.49	62.49	62.92	63.4(1.06%)	UT	OpenLong	75	1.3	57	50	51	76	0.98	54%	0.08	-8.2	0.89%	0	2	71	INF
24	Aug_22_2014	59.67	62.06	61.88	62.18	62.11	62.44	62.74(0.29%)	UT	OpenLong	75	0.9	38	30	35	45	0.96	56%	0.05	-12.4	0.88%	0	1.1	55	INF
25	Aug_21_2014	59.64	62.03	61.75	61.93	61.96	62.07	62.55(0.64%)	UT	OpenLong	75	0.9	25	10	27	20	1.07	61%		-8.3	0.91%	0	0.8	53	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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