Trading Signals: CME Stock Price Prediction and Forecast

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Thu. Jan. 15, 2015

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

(CME Group Inc. Class A)
CME latest price $73.5354 (-0.16%) ($73.1715 - $74.1159) on Thu. Jan. 15, 2015.

Trend Analysis and Forecast

Average Daily Percentage Swing   1.03% (three month average)
RSI   21
Latest Price   $73.5354(-0.16%)
Stocks Behave Similarly   Similar Stock List
Daily Trend   CME declines -0.9% a day on average for past five trading days.
Weekly Trend   CME declines -1.8% a week on average for past two weeks.
Market Behavior   Value stocks sell-off for large cap. Normal for small cap.
Correlated ETFs   Broad market will support CME advance at 0% a week (0% probability)
XLF(59%)    IVE(58%)    VYM(57%)    SPY(55%)    VT(53%)
Factors Impacting CME price   CME will decline at least -0.515% in a week (0% probabilities).
VIXM(-28%)    TLT(-20%)    IGOV(-12%)    GDXJ(-10%)    SHY(-4%)

Relative Volatility (options are extremely cheap)

Market Trend Strength   -0.515% (StdDev 1.03%)
Hourly BBV 0 ()
Intraday Trend -0.1%

Resistance Level   $76.8
5 Day Moving Average   $75.11(-2.1%)
10 Day Moving Average   $75.71(-2.87%)
20 Day Moving Average   $76.8(-4.25%)
To recent high   -6.6%
To recent low   11.4%
Market Cap   $26.306b

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 1.98% (three month std-dev: 1.03%) daily (68% of days).

Sample size 2 Average positive next day return: 1.75%(100%) Average negative next day return: 0%(0%) Sample size 2 Average positive next three day return: 2.41%(50%) Average negative next three day return: -1.7%(50%) Sample size 2 Average positive next weekly return: 0%(0%) Average negative next weekly return: -1.83%(100%)

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	Jan_15_2015	70.86	76.8	75.71	75.11	75.04	73.73	73.54(-0.16%)	DT	HoldShort	-65	-1	-115	-120	-104	-148	1.31	69%	0.14	1	1.03%	0	-2.1	21	0
2	Jan_14_2015	70.76	76.86	76.06	75.77	75.86	75.03	73.66(-2.43%)	DT	HoldShort	-65	-1.6	-111	-70	-103	-134	2.36	70%	0.14	12.4	1.03%	0	-2.4	21	0
3	Jan_13_2015	70.66	76.94	76.49	76.34	76.7	76.35	75.49(-0.55%)	DT	OpenShort	-75	-0.7	-34	-20	-16	-87	1.75	69%	0.17	23	0.98%	0	-1.2	25	0
4	Jan_12_2015	70.54	76.88	76.75	76.37	76.62	76.7	75.91(-1.33%)	DT	OpenShort	-75	-0.3	-36	20	-20	-84	1.14	69%	0.2	19.2	1.07%	0	-0.7	33	0
5	Jan_9_2015	70.4	76.85	76.99	76.55	76.58	77.05	76.93(0.09%)	N/A	N/A	0	0.3	7	40	29	-59	1.24	71%	0.2	24.7	1.05%	0	0.1	39	0

6	Jan_8_2015	70.26	76.78	77.13	76.43	76.49	76.55	76.86(0.46%)	N/A	N/A	0	0.3	5	10	24	-52	2	73%	0.23	28.7	1.05%	0	0.1	56	0
7	Jan_7_2015	70.1	76.7	77.29	76.42	76.38	76.12	76.51(1.16%)	DP	OpenShort	-75	0.1	-37	-30	-33	-47	1.91	69%	0.21	37.1	1.07%	0	-0.1	66	0
8	Jan_6_2015	69.95	76.66	77.51	76.69	76.78	76.44	75.63(-1.53%)	DT	OpenShort	-75	-0.7	-26	-30	-32	-9	1.58	68%	0.2	52.6	1.1%	0	-0.6	61	0
9	Jan_5_2015	69.81	76.63	77.8	77.19	77.17	76.64	76.8(0.57%)	N/A	N/A	0	-0.2	-22	-50	-41	37	1.51	71%	0.23	72	1.08%	0	0.1	71	0
10	Jan_2_2015	69.65	76.48	77.95	77.5	77.57	77.12	76.37(-0.58%)	N/A	N/A	0	-0.7	-21	-40	-50	68	1.13	72%	0.33	83.9	1.08%	0	-0.1	60	0

11	Dec_31_2014	69.42	76.34	77.97	77.92	78.05	77.69	76.81(-1.33%)	UD	OpenLong	65	-0.6	1	-30	-32	101	0.86	72%	0.23	87.9	1.08%	0	0.2	59	0
12	Dec_30_2014	69.26	76.13	77.76	78.28	78.34	78.03	77.85(-0.37%)	UD	OpenLong	65	-0.2	7	-30	-29	115	0.78	75%	0.25	90.5	1.07%	0	0.8	66	0
13	Dec_29_2014	69.09	75.81	77.46	78.46	78.6	78.4	78.14(-0.23%)	UD	OpenLong	65	-0.1	20	-10	-15	126	0.9	75%	0.25	89	1.07%	0	1	65	0
14	Dec_26_2014	68.92	75.49	77.06	78.49	78.68	78.65	78.32(-0.21%)	UD	OpenLong	65	-0.1	29	0	-4	128	0.72	76%	0.35	87.9	1.07%	0	1.2	69	0
15	Dec_24_2014	68.68	75.11	76.73	78.48	78.58	78.79	78.48(-0.15%)	UD	OpenLong	75	0	54	20	23	145	0.91	70%	0.25	84.3	1.12%	0	1.4	74	0

16	Dec_23_2014	68.51	74.71	76.42	78.03	78.24	78.7	78.6(-0.2%)	UD	OpenLong	75	0.2	85	50	60	161	1.44	67%	0.25	78.2	1.12%	0	1.5	76	0
17	Dec_22_2014	68.34	74.29	76.05	77.14	77.32	78.36	78.76(0.59%)	UT	HoldLong	65	0.6	91	100	72	148	1.68	67%	0.23	68.4	1.15%	0	1.8	79	0
18	Dec_19_2014	68.18	73.85	75.69	76.3	76.26	77.77	78.3(0.09%)	UT	HoldLong	65	0.8	123	140	111	160	2.75	67%	0.25	59	1.15%	0	1.8	81	0
19	Dec_18_2014	68.01	73.45	75.31	75.41	75.29	76.28	78.23(2.6%)	UT	HoldLong	65	1.2	112	90	101	145	2.19	69%	0.22	49.4	1.15%	0	2.1	80	0
20	Dec_17_2014	67.86	73.06	74.83	74.76	74.53	74.76	76.25(2.79%)	UT	HoldLong	65	0.7	44	10	22	109	1.98	68%	0.19	42.9	1.16%	0	1.5	79	0

21	Dec_16_2014	67.73	72.77	74.52	74.61	74.59	74.29	74.18(-0.5%)	UD	OpenLong	65	-0.2	20	-30	-11	114	1.72	66%	0.16	38	1.12%	0	0.7	75	0
22	Dec_15_2014	67.62	72.61	74.35	74.79	74.83	74.3	74.55(0.99%)	UD	OpenLong	65	-0.1	9	-50	-32	131	1.76	66%	0.18	37.4	1.11%	0	1	79	0
23	Dec_12_2014	67.5	72.45	74.05	74.96	74.9	74.88	73.82(-1.58%)	UD	OpenLong	65	-0.6	14	-0	-32	150	1.43	68%	0.16	39.8	1.11%	0	0.7	78	0
24	Dec_11_2014	67.39	72.34	73.84	75.16	75.1	75.36	75.01(-0.62%)	UD	OpenLong	75	-0.1	74	20	34	195	1.9	72%	0.18	41.4	1.12%	0	1.4	84	0
25	Dec_10_2014	67.27	72.18	73.41	74.87	74.81	74.92	75.48(0.51%)	UT	HoldLong	65	0.3	66	10	28	181	2.22	72%		39.5	1.14%	0	1.8	86	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

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