Trading Signals: CME Stock Price Prediction and Forecast

^ CME: Intraday Hourly Forecast Similar Waves GapOpen Research Timing Gains Losses Strategies Practice

Mon. Nov. 2, 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 $84.8843 (2.07%) ($83.1590 - $84.9547) on Mon. Nov. 2, 2015.

Trend Analysis and Forecast

Average Daily Percentage Swing   1.74% (three month average)
RSI   73
Latest Price   $84.8843(2.07%)
Stocks Behave Similarly   Similar Stock List
Daily Trend   CME advances 0.5% a day on average for past five trading days.
Weekly Trend   CME advances 3.5% a week on average for past two weeks.
Market Behavior   Broad based rally for large cap. Broad based rally for small cap.
Correlated ETFs   Broad market will support CME advance at 0% a week (0% probability)
IWD(59%)    XLF(59%)    IVE(57%)    SDY(57%)    VYM(56%)
Factors Impacting CME price   CME will decline at least -0.87% in a week (0% probabilities).
VIXM(-26%)    TLT(-19%)    GDXJ(-11%)    IGOV(-9%)    DIA(-6%)
Explanation The rally is not sustainable and not supported by the broad market.

Relative Volatility (options are extremely cheap)

Market Trend Strength   -0.87% (StdDev 1.74%)
Hourly BBV 0 ()
Intraday Trend 1.5%

5 Day Moving Average   $84.18(0.84%)
10 Day Moving Average   $82.88(2.42%)
20 Day Moving Average   $80.89(4.94%)
To recent high   -1.4%
To recent low   10.4%
Market Cap   $30.366b

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 3.03% (three month std-dev: 1.74%) daily (68% of days).

Sample size 4 Average positive next day return: 1.59%(75%) Average negative next day return: -1.19%(25%) Sample size 4 Average positive next three day return: 1.78%(50%) Average negative next three day return: -0.6%(50%) Sample size 4 Average positive next weekly return: 1.47%(75%) Average negative next weekly return: -2.73%(25%)

Analysis News Options Weekly Chart Daily Chart 2 Month Daily Chart

> 20151202

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	Nov_2_2015	82.68	80.89	82.88	84.18	84.11	84.21	84.88(2.07%)	UT	OpenLong	75	0.3	37	10	8	124	1.39	48%	0	40.3	1.74%	0	1.6	73	INF
2	Oct_30_2015	82.68	80.64	82.43	83.73	83.69	84.39	83.16(-3.03%)	UD	OpenLong	75	-0.3	46	60	19	128	2.04	46%	-0.04	39.9	1.73%	0	1.1	64	INF
3	Oct_29_2015	82.71	80.45	82.05	83.64	83.29	84.02	85.76(1.54%)	UT	HoldLong	65	0.9	78	50	53	151	1.58	48%	-0.01	36.3	1.69%	0	2.4	77	INF
4	Oct_28_2015	82.72	80.25	81.31	82.77	82.72	82.98	84.45(2.18%)	UT	OpenLong	75	0.9	61	20	39	126	1.13	48%	0	37.1	1.68%	0	2.2	66	INF
5	Oct_27_2015	82.72	80.08	80.56	81.78	82.02	82.57	82.65(-0.01%)	UD	OpenLong	75	0.5	36	60	20	84	0.75	45%	0	29.9	1.66%	0	1.5	59	INF

6	Oct_26_2015	82.72	79.91	80.06	81.37	81.45	82.45	82.66(-0.05%)	UD	OpenLong	75	0.8	54	90	46	79	1	45%	-0.01	23.7	1.67%	0	1.7	61	INF
7	Oct_23_2015	82.73	79.75	79.66	80.93	80.89	81.46	82.7(1.61%)	UT	OpenLong	75	1.2	56	50	53	66	0.94	44%	0	13.3	1.67%	0	2	56	INF
8	Oct_22_2015	82.73	79.65	79.14	80.22	80.19	80.45	81.39(2.35%)	UT	OpenLong	75	0.9	22	20	20	27	1.04	44%	-0.01	5.9	1.68%	0	1.3	55	INF
9	Oct_21_2015	82.74	79.54	78.89	79.64	79.74	80.33	79.52(-1.31%)	UD	OpenLong	75	-0.1	25	60	32	3	0.58	41%	-0.02	-12.9	1.65%	0	-0	39	INF
10	Oct_20_2015	82.76	79.58	78.9	79.11	79.12	79.92	80.58(0.15%)	N/A	N/A	0	1.1	32	70	47	-12	1.18	41%	-0.02	-36.4	1.65%	0	0.8	45	INF

11	Oct_19_2015	82.78	79.54	78.73	78.53	78.33	79.14	80.46(1.67%)	N/A	N/A	0	1.5	19	60	36	-34	1.21	41%	-0.01	-61.4	1.65%	0	0.7	52	INF
12	Oct_16_2015	82.79	79.55	78.68	78.21	78	78.31	79.14(0.8%)	N/A	N/A	0	0.7	13	20	31	-43	1.12	40%	-0.04	-77	1.64%	0	-0.3	49	INF
13	Oct_15_2015	82.82	79.57	78.72	77.93	77.84	77.52	78.51(2.14%)	DP	OpenShort	-75	0.4	-26	-30	-10	-74	1.65	40%	-0.04	-92.4	1.64%	0	-0.8	42	INF
14	Oct_14_2015	82.85	79.71	79.09	78.05	78.01	77.68	76.87(-1.06%)	DT	OpenShort	-75	-0.7	-41	-30	-32	-69	1.48	38%	-0.06	-79.6	1.62%	0	-1.8	45	INF
15	Oct_13_2015	82.9	80.06	79.57	78.64	78.44	78.17	77.69(-1.45%)	DT	OpenShort	-75	-0.6	-24	-30	-18	-43	1.09	38%	-0.06	-61	1.62%	0	-1.4	44	INF

16	Oct_12_2015	82.95	80.36	79.78	78.92	78.92	78.33	78.84(1.43%)	DP	OpenShort	-75	-0	-28	-50	-24	-41	0.77	38%	-0.04	-55.9	1.61%	0	-0.9	48	INF
17	Oct_9_2015	82.98	80.57	79.88	79.22	79.32	78.71	77.73(-1.76%)	DT	OpenShort	-75	-0.9	-40	-50	-38	-44	1.68	42%	-0.05	-44.5	1.62%	0	-1.7	42	INF
18	Oct_8_2015	83.02	80.85	80.25	79.62	79.73	79.5	79.12(-0.89%)	DT	OpenShort	-75	-0.3	-27	-20	-28	-23	1.53	43%	-0.04	-38.7	1.62%	0	-1.1	50	INF
19	Oct_7_2015	83.05	81.01	80.3	80.3	79.98	79.93	79.83(0.93%)	DP	OpenShort	-75	-0.3	-14	-20	-16	-9	1.41	43%	-0.04	-24.2	1.62%	0	-0.8	46	INF
20	Oct_6_2015	83.08	81.07	80.35	80.66	80.5	79.95	79.09(-1.51%)	DT	OpenShort	-75	-1	-10	-50	-9	-12	1.73	43%	-0.04	-13.9	1.62%	0	-1.3	37	INF

21	Oct_5_2015	83.11	81.29	80.45	80.76	80.73	80.04	80.31(0.73%)	DP	OpenShort	-75	-0.3	-29	-60	-27	-33	2.01	43%	-0.04	-10.1	1.61%	0	-0.6	40	INF
22	Oct_2_2015	83.14	81.33	80.45	80.63	80.62	81.05	79.73(-3.42%)	DT	OpenShort	-75	-0.6	-24	40	-18	-42	3.69	43%	-0.05	-18.3	1.62%	0	-1.1	41	INF
23	Oct_1_2015	83.18	81.46	80.51	80.95	80.67	81.43	82.55(1.12%)	N/A	N/A	0	1.1	37	60	56	-22	1.56	46%	0	-13.3	1.56%	0	0.7	47	INF
24	Sep_30_2015	83.18	81.38	80.35	80.31	80.35	80.18	81.64(2.6%)	N/A	N/A	0	0.9	1	-10	20	-58	1.42	46%	-0.01	-23.6	1.56%	0	0.2	48	INF
25	Sep_29_2015	83.19	81.29	80.53	80.05	80	79.9	79.57(-0.14%)	DT	OpenShort	-75	-0.3	-36	-10	-24	-73	0.98	42%		-22.7	1.53%	0	-1.1	47	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

Click to see actual return for next trading day.