Trading Signals: CME Stock Price Prediction and Forecast

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Mon. Jul. 20, 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 $87.4106 (0.11%) ($85.8172 - $87.8309) on Mon. Jul. 20, 2015.

Trend Analysis and Forecast

Average Daily Percentage Swing   0.96% (three month average)
RSI   86
Latest Price   $87.4106(0.11%)
Stocks Behave Similarly   Similar Stock List
Daily Trend   CME advances 0.4% a day on average for past five trading days.
Weekly Trend   CME advances 2.7% 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%)    IVE(58%)    VYM(57%)    SPY(55%)    VT(53%)
Factors Impacting CME price   CME will decline at least -0.48% in a week (0% probabilities).
VIXM(-28%)    TLT(-20%)    IGOV(-12%)    GDXJ(-10%)    UUP(-3%)
Explanation The rally is not sustainable and not supported by the broad market.

Relative Volatility (options are extremely cheap)

Market Trend Strength   -0.48% (StdDev 0.96%)
Hourly BBV 0 ()
Intraday Trend 1.6%

5 Day Moving Average   $86.46(1.1%)
10 Day Moving Average   $85.67(2.03%)
20 Day Moving Average   $84.01(4.05%)
To recent high   0%
To recent low   12.9%
Market Cap   $31.269b

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 2.4% (three month std-dev: 0.96%) daily (68% of days).

Sample size 8 Average positive next day return: 0.37%(38%) Average negative next day return: -0.81%(63%) Sample size 8 Average positive next three day return: 0.79%(25%) Average negative next three day return: -1.43%(75%) Sample size 8 Average positive next weekly return: 2.89%(50%) Average negative next weekly return: -1.67%(50%)

Analysis News Options Weekly Chart Daily Chart 2 Month Daily Chart

> 20150820

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	Jul_20_2015	82.51	84.01	85.67	86.46	86.28	86.69	87.41(0.11%)	UT	HoldLong	65	0.5	67	30	29	179	1.04	66%	0.06	36.7	0.96%	0	1.7	86	0
2	Jul_17_2015	82.46	83.74	85.21	86.15	85.98	86.46	87.31(0.56%)	UT	OpenLong	75	0.6	71	30	36	176	1.22	62%	0.05	29.1	0.97%	0	1.9	73	0
3	Jul_16_2015	82.42	83.55	84.73	85.94	85.96	85.87	86.82(1.39%)	UT	OpenLong	75	0.5	62	-10	28	165	1.79	62%	0.04	22.4	1%	0	1.9	71	0
4	Jul_15_2015	82.39	83.41	84.26	85.55	85.94	85.5	85.63(0.61%)	UT	HoldLong	50	0.1	29	-20	-9	141	1.25	60%	0.02	12.2	0.99%	0	1.5	69	0
5	Jul_14_2015	82.37	83.33	83.85	85.06	85.74	86.04	85.12(-0.89%)	UD	OpenLong	75	0	39	50	11	123	1.56	60%	0.04	4	0.98%	0	1.2	60	0

6	Jul_13_2015	82.34	83.27	83.43	84.72	85.07	86.38	85.88(-0.43%)	UD	OpenLong	75	0.8	101	120	91	129	1.21	60%	0.06	0	0.98%	0	1.9	64	0
7	Jul_10_2015	82.29	83.2	83.04	84.1	84.16	85.44	86.25(1.59%)	UT	OpenLong	75	1.6	131	110	134	122	1.8	62%	0.05	-8.8	0.98%	0	2.3	69	0
8	Jul_9_2015	82.25	83.18	82.61	83.36	83.19	83.76	84.9(2.06%)	UT	OpenLong	75	1.1	71	40	76	57	1.54	60%	0.05	-9.1	0.98%	0	1.3	51	0
9	Jul_8_2015	82.21	83.22	82.3	82.79	82.65	82.88	83.18(-0.24%)	N/A	N/A	0	0.3	21	10	29	-2	1.8	57%	0.02	-7.3	0.95%	0	-0	41	0
10	Jul_7_2015	82.19	83.28	82.26	82.45	82.44	82.61	83.38(0.7%)	RB	SmallLong	20	0.6	19	10	34	-26	1.51	53%	0.01	-6.7	0.95%	0	0.1	41	0

11	Jul_6_2015	82.18	83.27	82.19	81.94	82.11	82.41	82.81(0.33%)	DP	OpenShort	-65	0.6	-1	30	19	-62	1.1	53%	0.01	-12.3	0.97%	0	-0.3	39	0
12	Jul_2_2015	82.17	83.31	82.13	81.8	81.81	82.28	82.53(0.6%)	DP	OpenShort	-65	0.5	-1	40	26	-83	1.36	50%	0	-10.7	0.98%	0	-0.5	34	0
13	Jul_1_2015	82.17	83.3	82.26	81.76	81.78	81.81	82.04(0.7%)	DP	OpenShort	-65	0.2	-9	0	22	-102	1.05	50%	0	-10.6	1%	0	-0.8	25	0
14	Jun_30_2015	82.17	83.33	82.48	81.75	81.81	81.35	81.47(0.81%)	DP	OpenShort	-75	-0.2	-62	-40	-35	-141	1.73	50%	0.01	-9.6	0.99%	0	-1.3	23	0
15	Jun_29_2015	82.16	83.38	82.78	82.05	82.05	81.75	80.82(-1.62%)	DT	OpenShort	-75	-0.8	-72	-30	-50	-136	1.38	50%	-0.01	-1.7	0.99%	0	-1.8	36	0

16	Jun_26_2015	82.17	83.46	83.13	82.46	82.51	82.26	82.15(-0.18%)	DT	OpenShort	-75	-0.2	-34	-20	-11	-102	1.16	53%	0.04	7.3	0.97%	0	-0.9	47	0
17	Jun_25_2015	82.14	83.46	83.4	82.49	82.68	82.35	82.3(0.36%)	DP	OpenShort	-75	-0.1	-54	-20	-37	-104	1.26	48%	0.06	10.2	0.97%	0	-0.8	46	0
18	Jun_24_2015	82.09	83.46	83.81	82.84	82.91	82.76	82(-1.19%)	DT	OpenShort	-75	-0.6	-43	-10	-37	-59	1.26	46%	0.09	17.2	1.05%	0	-1	53	0
19	Jun_23_2015	82.02	83.47	84.24	83.33	83.4	83.01	82.99(0.13%)	DP	OpenShort	-75	-0.2	-19	-30	-22	-11	0.84	47%	0.1	23.6	1.05%	0	-0.3	56	0
20	Jun_22_2015	81.94	83.4	84.39	83.64	83.82	83.07	82.88(0.72%)	N/A	N/A	0	-0.5	-36	-60	-49	4	0.9	47%	0.11	25.4	1.06%	0	-0.4	56	0

21	Jun_19_2015	81.85	83.36	84.46	83.91	84.15	83.79	82.29(-2.1%)	CR	SmallShort	-20	-1.1	-37	-20	-56	20	2.85	47%	0.09	27.6	1.05%	0	-0.7	55	0
22	Jun_18_2015	81.78	83.33	84.63	84.43	84.4	84.57	84.06(-0.46%)	UD	OpenLong	65	-0.2	3	10	-18	67	1.54	51%	0.13	29.4	1.03%	0	0.5	64	0
23	Jun_17_2015	81.67	83.22	84.46	84.93	84.71	84.51	84.44(-0.08%)	UD	OpenLong	65	-0.3	18	-20	-8	95	1.42	51%	0.11	35.3	1.03%	0	0.8	67	0
24	Jun_16_2015	81.58	83.13	84.27	85.3	85.16	84.23	84.51(0.3%)	N/A	N/A	0	-0.5	-4	-80	-39	103	1.32	56%	0.1	43	1.03%	0	0.9	68	0
25	Jun_15_2015	81.5	83.03	84.05	85.26	85.41	84.91	84.26(-0.71%)	N/A	N/A	0	-0.7	-10	-40	-46	97	1.1	56%		42.3	1.11%	0	0.8	69	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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