Trading Signals: CME Stock Price Prediction and Forecast

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Tue. Feb. 10, 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 $81.9833 (0.85%) ($80.7962 - $82.2432) on Tue. Feb. 10, 2015.

Trend Analysis and Forecast

Average Daily Percentage Swing   1.23% (three month average)
RSI   73
Latest Price   $81.9833(0.85%)
Stocks Behave Similarly   Similar Stock List
Daily Trend   CME advances 1.6% a day on average for past five trading days.
Weekly Trend   CME advances 3% a week on average for past two weeks.
Market Behavior   Value stock rally 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 -0.615% in a week (0% probabilities).
VIXM(-28%)    TLT(-20%)    IGOV(-12%)    GDXJ(-10%)    SHY(-4%)
Explanation The rally is not sustainable and not supported by the broad market.

Relative Volatility (options are extremely cheap)

Market Trend Strength   -0.615% (StdDev 1.23%)
Hourly BBV 0 ()
Intraday Trend 0.6%

5 Day Moving Average   $80.19(2.24%)
10 Day Moving Average   $77.63(5.61%)
20 Day Moving Average   $76.38(7.34%)
To recent high   0%
To recent low   16.9%
Market Cap   $29.328b

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 3.47% (three month std-dev: 1.23%) daily (68% of days).

Sample size 3 Average positive next day return: 2.24%(100%) Average negative next day return: 0%(0%) Sample size 3 Average positive next three day return: 0.4%(33%) Average negative next three day return: -1.01%(67%) Sample size 3 Average positive next weekly return: 2.9%(67%) Average negative next weekly return: -1.13%(33%)

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	Feb_10_2015	72.73	76.38	77.63	80.19	80.51	81.47	81.98(0.85%)	UT	OpenLong	75	0.7	99	100	73	177	1.42	68%	0.18	42.1	1.23%	0	2.1	73	INF
2	Feb_9_2015	72.6	76.05	76.96	78.91	79.29	81.06	81.29(-0.41%)	UD	OpenLong	75	1	131	170	120	162	1.43	68%	0.17	31.3	1.23%	0	2.3	72	INF
3	Feb_6_2015	72.48	75.79	76.47	77.75	77.86	79.56	81.63(3.71%)	UT	OpenLong	75	2	153	160	153	154	3.22	68%	0.17	21.5	1.23%	0	3	74	INF
4	Feb_5_2015	72.36	75.51	75.91	76.2	76.34	77.52	78.71(1.78%)	UT	OpenLong	75	1.7	105	110	105	103	2.32	65%	0.15	-0.5	1.15%	0	2.2	70	INF
5	Feb_4_2015	72.25	75.38	75.67	75.4	75.27	76.16	77.33(2.27%)	UT	OpenLong	75	1.5	79	80	78	83	2.26	63%	0.14	-22.1	1.13%	0	1.5	66	INF

6	Feb_3_2015	72.15	75.28	75.35	74.69	74.65	75.15	75.61(0.22%)	UT	OpenLong	75	0.8	37	50	38	32	1.68	62%	0.12	-48.8	1.1%	0	0.3	50	INF
7	Feb_2_2015	72.06	75.33	75.21	74.71	74.53	74.37	75.45(2.09%)	N/A	N/A	0	0.6	-5	-20	-7	3	1.33	62%	0.13	-52.7	1.11%	0	0.1	48	INF
8	Jan_30_2015	71.97	75.37	75.04	75.01	74.9	74.14	73.91(-1.07%)	DT	OpenShort	-75	-0.9	-47	-80	-54	-25	1.53	63%	0.11	-53.5	1.13%	0	-1.1	37	INF
9	Jan_29_2015	71.89	75.52	75.03	75.57	75.55	74.68	74.71(1.23%)	DP	OpenShort	-75	-0.7	-58	-80	-68	-29	1.31	63%	0.15	-48.8	1.12%	0	-0.6	40	INF
10	Jan_28_2015	71.78	75.67	74.95	75.97	76.13	75.65	73.8(-2.52%)	DT	OpenShort	-75	-1.7	-34	-40	-39	-20	1.34	61%	0.15	-42.9	1.12%	0	-1.4	37	INF

11	Jan_27_2015	71.67	75.88	75.12	76.04	76.23	76.42	75.7(-1.6%)	UD	OpenLong	75	-0.3	9	20	12	1	0.76	66%	0.17	-42.2	1.07%	0	-0.1	51	INF
12	Jan_26_2015	71.55	76	75.13	75.72	75.74	76.62	76.93(0.31%)	N/A	N/A	0	0.9	44	80	58	0	0.72	70%	0.18	-45.7	1.05%	0	0.7	49	INF
13	Jan_23_2015	71.42	76.06	75.09	75.07	75.27	76.04	76.69(-0.06%)	N/A	N/A	0	1.1	69	80	95	-9	1.01	74%	0.18	-49	1.06%	0	0.4	50	INF
14	Jan_22_2015	71.29	76.14	75.07	74.44	74.43	74.86	76.74(3.53%)	N/A	N/A	0	1.5	20	40	44	-54	2.13	74%	0.18	-47	1.09%	0	0.4	48	INF
15	Jan_21_2015	71.16	76.23	75.01	73.82	73.97	74.51	74.12(0%)	DP	OpenShort	-65	0.2	-12	60	20	-107	2.15	70%	0.14	-43.7	1.01%	0	-1.3	28	INF

16	Jan_20_2015	71.06	76.44	75.17	74.1	73.87	74.01	74.12(0.6%)	DP	OpenShort	-65	0	-23	0	9	-119	2.1	72%	0.14	-26.5	1.01%	0	-1.4	27	INF
17	Jan_16_2015	70.96	76.65	75.43	74.46	74.23	73.43	73.68(0.2%)	DP	OpenShort	-75	-0.5	-76	-80	-55	-140	2.2	69%	0.14	-12.1	1.03%	0	-1.8	23	INF
18	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	INF
19	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	INF
20	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	INF

21	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	INF
22	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	INF
23	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	INF
24	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	INF
25	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%		52.6	1.1%	0	-0.6	61	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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