Trading Signals: CME Stock Price Prediction and Forecast

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Thu. Dec. 1, 2016

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

(CME Group Inc. Class A)
CME latest price $106.8188 (1.78%) ($105.0351 - $107.1813) on Thu. Dec. 1, 2016.

Trend Analysis and Forecast

Average Daily Percentage Swing   1.34% (three month average)
RSI   41
Latest Price   $106.8188(1.78%)
Stocks Behave Similarly   Similar Stock List
Daily Trend   CME advances 0.4% a day on average for past five trading days.
Weekly Trend   CME declines -1.1% a week on average for past two weeks.
Market Behavior   Rotation from growth to value for large cap. Growth stock sell-off for small cap.
Correlated ETFs   Broad market will support CME advance at 0% a week (0% probability)
IWD(60%)    SPLV(60%)    XLF(59%)    IVE(58%)    SDY(58%)
Factors Impacting CME price   CME will decline at least -0.67% in a week (0% probabilities).
VIXM(-25%)    TLT(-18%)    GDXJ(-11%)    DIA(-11%)    UUP(-9%)
Explanation The rally is not sustainable and not supported by the broad market.

Relative Volatility (options are extremely cheap)

Market Trend Strength   -0.67% (StdDev 1.34%)
Hourly BBV 0 ()
Intraday Trend 1.2%

5 Day Moving Average   $105.08(1.65%)
10 Day Moving Average   $105.36(1.38%)
20 Day Moving Average   $104.26(2.45%)
To recent high   -1.8%
To recent low   15.3%
Market Cap   $38.212b

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 3.79% (three month std-dev: 1.34%) daily (68% of days).

Sample size 3 Average positive next day return: 0%(0%) Average negative next day return: -3.27%(100%) Sample size 3 Average positive next three day return: 10.49%(33%) Average negative next three day return: -11.84%(67%) Sample size 3 Average positive next weekly return: 12.09%(33%) Average negative next weekly return: -15.92%(67%)

Analysis News Options Weekly Chart Daily Chart 2 Month Daily Chart

> 20170101

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	Dec_1_2016	98.43	104.26	105.36	105.08	104.92	105.66	106.82(1.78%)	N/A	N/A	0	0.4	28	40	47	-31	1.85	62%	0.15	72.6	1.34%	0	0.6	41	INF
2	Nov_30_2016	98.28	103.66	105.34	104.64	104.53	104.8	104.95(0.21%)	N/A	N/A	0	0.1	12	10	29	-40	2.04	60%	0.13	60.7	1.31%	0	0.3	55	INF
3	Nov_29_2016	98.15	103.1	105.62	104.53	104.39	104.18	104.73(0.71%)	DP	OpenShort	-75	0	-16	-20	-14	-23	0.96	61%	0.13	50.6	1.31%	0	0.3	68	INF
4	Nov_28_2016	98.02	102.55	105.9	104.82	104.68	104.27	103.99(-0.85%)	CR	SmallShort	-20	-0.2	-18	-30	-29	17	1.38	61%	0.13	46.2	1.32%	0	0.3	69	INF
5	Nov_25_2016	97.89	102.03	106.16	105.2	105.15	104.6	104.89(0.22%)	N/A	N/A	0	-0.1	-12	-40	-38	67	0.69	61%	0.21	42.6	1.31%	0	0.5	74	INF

6	Nov_23_2016	97.68	101.47	106.54	105.69	105.68	105.09	104.65(0.27%)	N/A	N/A	0	-0.2	-1	-40	-45	133	1.23	61%	0.14	41.4	1.3%	0	0.5	73	INF
7	Nov_22_2016	97.54	101.03	106.53	106.16	106.33	105.7	104.37(-1.7%)	UD	OpenLong	65	-0.3	17	-40	-42	193	2.01	61%	0.07	43.1	1.3%	0	0.6	75	INF
8	Nov_21_2016	97.47	100.61	106.02	106.86	106.77	106.27	106.18(0.26%)	UD	OpenLong	65	-0.1	33	-40	-39	247	1.75	64%	0.19	46.6	1.28%	0	0.9	82	INF
9	Nov_18_2016	97.29	100.1	105.23	107.16	107.13	106.95	105.9(-1.36%)	UD	OpenLong	65	-0.2	63	-10	-14	292	2.89	64%	0.16	49.3	1.29%	0	1	80	INF
10	Nov_17_2016	97.13	99.63	104.28	107.24	107.17	107.27	107.36(0.36%)	UD	OpenLong	65	0	76	0	-7	325	2.07	69%	0.19	50.3	1.27%	0	1.3	84	INF

11	Nov_16_2016	96.95	99.04	103.16	107.53	107.22	107.32	106.98(-0.84%)	UD	OpenLong	75	-0.1	106	-0	20	362	2.92	69%	0.21	54.8	1.29%	0	1.4	83	INF
12	Nov_15_2016	96.75	98.49	101.91	106.95	107.14	107.06	107.89(0.22%)	UT	OpenLong	75	0.2	135	0	58	366	2.43	70%	0.24	55.2	1.29%	0	1.8	74	INF
13	Nov_14_2016	96.52	97.88	100.39	105.01	105.76	107.12	107.66(1.26%)	UT	OpenLong	75	0.6	140	110	81	315	2.57	70%	0.19	49.4	1.29%	0	2.1	72	INF
14	Nov_11_2016	96.34	97.27	98.91	102.96	103.45	107.21	106.32(-2.28%)	UD	OpenLong	75	0.8	226	270	202	299	2.97	70%	0.18	41.8	1.29%	0	2.2	70	INF
15	Nov_10_2016	96.17	96.8	97.53	100.82	100.85	104.4	108.8(4.51%)	UT	OpenLong	75	2.2	292	250	299	271	5.02	74%	0.24	33.4	1.25%	0	3.3	75	INF

16	Nov_9_2016	95.94	96.12	95.86	98.21	98.01	99.7	104.1(6.03%)	UT	OpenLong	75	2.4	173	110	182	144	4.22	70%	0.18	19.5	1.13%	0	3.3	70	INF
17	Nov_8_2016	95.77	95.71	94.9	96.2	96.56	97.3	98.18(0.79%)	UT	OpenLong	75	1.2	104	60	120	54	1.56	63%	0.13	-4.7	0.86%	0	1.5	54	INF
18	Nov_7_2016	95.65	95.61	94.64	95.09	95.51	96.33	97.41(1.9%)	N/A	N/A	0	1.5	63	70	87	-10	1.9	63%	0.1	-25.2	0.86%	0	1.2	50	INF
19	Nov_4_2016	95.55	95.56	94.47	94.21	94.49	95.81	95.6(-0.16%)	N/A	N/A	0	0.9	67	110	103	-43	2.17	61%	0.08	-41.9	0.84%	0	0	44	INF
20	Nov_3_2016	95.47	95.6	94.55	93.67	93.84	94.7	95.75(1.8%)	N/A	N/A	0	1.3	84	70	133	-65	2.91	61%	0.09	-53.1	0.83%	0	0.1	37	INF

21	Nov_2_2016	95.38	95.65	94.58	93.13	93.09	93.18	94.06(1.56%)	DP	OpenShort	-65	0.6	-33	10	6	-148	1.47	58%	0.06	-63.8	0.8%	0	-1	38	INF
22	Nov_1_2016	95.32	95.79	94.82	93.44	93.04	92.98	92.62(-0.46%)	DT	OpenShort	-75	-0.5	-76	-20	-47	-164	1.43	55%	0.05	-66.7	0.78%	0	-2.1	28	INF
23	Oct_31_2016	95.27	96	95.24	94.12	93.75	93	93.04(0.19%)	DP	OpenShort	-75	-0.8	-74	-70	-53	-137	1.15	55%	0.05	-67.9	0.79%	0	-2.2	32	INF
24	Oct_28_2016	95.22	96.2	95.6	94.76	94.52	93.1	92.87(-0.21%)	DT	OpenShort	-75	-1.6	-146	-110	-145	-150	1.1	55%	0.05	-68	0.79%	0	-2.8	30	INF
25	Oct_27_2016	95.17	96.43	96.12	95.54	95.45	94.51	93.06(-2.64%)	DT	OpenShort	-75	-2.8	-128	-70	-136	-104	2.4	57%		-75.3	0.79%	0	-3.7	33	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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