Trading Signals: CME Stock Price Prediction and Forecast

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Fri. Jan. 6, 2017

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

(CME Group Inc. Class A)
CME latest price $112.5101 (1.1%) ($111.1852 - $112.6349) on Fri. Jan. 6, 2017.

Trend Analysis and Forecast

Average Daily Percentage Swing   1.33% (three month average)
RSI   36
Latest Price   $112.5101(1.1%)
Stocks Behave Similarly   Similar Stock List
Daily Trend   CME advances 0.3% a day on average for past five trading days.
Weekly Trend   CME declines -1.3% a week on average for past two weeks.
Market Behavior   Broad based rally for large cap. Normal 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 -0.665% 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   -0.665% (StdDev 1.33%)
Hourly BBV 0 ()
Intraday Trend 1%

Resistance Level   $112.8
5 Day Moving Average   $111.06(1.31%)
10 Day Moving Average   $111.44(0.96%)
20 Day Moving Average   $112.8(-0.26%)
To recent high   -2.4%
To recent low   21.5%
Market Cap   $40.248b

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 1.43% (three month std-dev: 1.33%) daily (68% of days).

Sample size 2 Average positive next day return: 0.88%(50%) Average negative next day return: -3.17%(50%) Sample size 2 Average positive next three day return: 2.09%(50%) Average negative next three day return: -3.36%(50%) Sample size 2 Average positive next weekly return: 3.69%(50%) Average negative next weekly return: -4.98%(50%)

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_6_2017	102.75	112.8	111.44	111.06	111.08	111.56	112.51(1.1%)	N/A	N/A	0	0.9	12	30	31	-47	1.23	67%	0.15	15.4	1.33%	0	-0.2	36	0
2	Jan_5_2017	102.6	112.82	111.48	110.75	110.86	110.97	111.29(0.35%)	DP	OpenShort	-65	0.3	-5	10	14	-63	1.69	67%	0.14	32.4	1.33%	0	-0.9	34	0
3	Jan_4_2017	102.46	112.81	111.76	110.76	110.85	110.6	110.91(0.98%)	DP	OpenShort	-75	0.1	-31	-10	-15	-80	2.4	67%	0.15	51.1	1.33%	0	-1.2	24	0
4	Jan_3_2017	102.31	112.78	112.1	110.98	111.11	110.76	109.83(-0.82%)	DT	HoldShort	-65	-0.7	-42	-20	-29	-82	2.16	67%	0.19	70.6	1.33%	0	-1.8	24	0
5	Dec_30_2016	102.12	112.71	112.58	111.47	111.53	111.1	110.74(-0.21%)	DT	OpenShort	-75	-0.4	-37	-30	-25	-72	0.9	67%	0.16	70.6	1.32%	0	-1	26	0

6	Dec_29_2016	101.96	112.55	112.94	111.87	111.8	111.46	110.97(-0.32%)	DT	OpenShort	-75	-0.4	-43	-20	-35	-68	0.91	65%	0.15	70.2	1.32%	0	-0.7	31	0
7	Dec_28_2016	101.81	112.3	113.22	112.32	112.23	111.97	111.33(-0.63%)	DT	OpenShort	-75	-0.3	-33	-20	-26	-52	0.91	65%	0.16	63.8	1.34%	0	-0.3	44	0
8	Dec_27_2016	101.65	112.01	113.62	112.92	112.74	112.14	112.03(-0.2%)	DT	OpenShort	-75	-0.3	-32	-40	-34	-27	1.02	65%	0.21	59.4	1.33%	0	0	61	0
9	Dec_23_2016	101.44	111.65	113.88	113.39	113.37	112.5	112.25(-0.44%)	DT	OpenShort	-75	-0.3	-38	-50	-49	-6	1.81	60%	0.17	52.2	1.33%	0	0.2	66	0
10	Dec_22_2016	101.27	111.31	114.14	113.86	113.89	113.34	112.75(-0.41%)	CR	SmallShort	-20	-0.3	-28	-30	-47	31	3.1	60%	0.17	52	1.35%	0	0.4	75	0

11	Dec_21_2016	101.1	110.93	114.14	114.16	114.32	114.24	113.22(-1%)	UD	OpenLong	65	-0.2	13	-0	-10	81	1.18	60%	0.18	49.3	1.35%	0	0.5	79	0
12	Dec_20_2016	100.92	110.51	114.3	114.24	114.37	114.45	114.37(0.01%)	UT	HoldLong	65	0	31	10	1	119	1.22	60%	0.2	44.7	1.35%	0	0.9	87	0
13	Dec_19_2016	100.72	110.1	113.97	114.43	114.28	114.41	114.36(-0.2%)	UD	OpenLong	65	-0	36	0	-1	148	1.13	60%	0.2	45.3	1.35%	0	1	87	0
14	Dec_16_2016	100.52	109.67	113.53	114.46	114.5	114.29	114.59(0.27%)	UT	HoldLong	65	0	46	-10	3	175	2.28	60%	0.2	45.9	1.35%	0	1.1	89	0
15	Dec_15_2016	100.32	109.29	112.86	114.48	114.56	114.16	114.28(0.59%)	UD	OpenLong	65	-0	29	-20	-22	181	1.17	61%	0.2	46.6	1.35%	0	1.2	83	0

16	Dec_14_2016	100.12	108.9	112.16	114.47	114.65	114.71	113.61(-1.47%)	UD	OpenLong	65	-0.2	48	10	-3	201	2	61%	0.2	52.3	1.36%	0	1.2	82	0
17	Dec_13_2016	99.92	108.59	111.34	114.33	114.45	114.96	115.31(0.69%)	UT	HoldLong	65	0.3	91	30	45	227	1.43	64%	0.21	65.8	1.35%	0	1.8	91	0
18	Dec_12_2016	99.71	108.17	110.29	113.41	113.61	114.58	114.53(-0.12%)	UD	OpenLong	75	0.3	101	70	64	213	1.46	65%	0.21	79.1	1.35%	0	1.8	77	0
19	Dec_9_2016	99.5	107.74	109.25	112.42	112.39	113.94	114.67(0.37%)	UT	HoldLong	65	0.7	122	100	96	199	1.35	65%	0.22	95.2	1.36%	0	2.2	78	0
20	Dec_8_2016	99.28	107.39	108.24	110.99	111.06	112.64	114.24(1.19%)	UT	OpenLong	75	1.2	131	100	119	167	2.8	65%	0.2	118.6	1.37%	0	2.5	69	0

21	Dec_7_2016	99.08	106.86	107.24	109.5	109.53	110.85	112.9(1.98%)	UT	OpenLong	75	1.5	108	90	103	121	2.4	65%	0.19	143.7	1.36%	0	2.6	67	0
22	Dec_6_2016	98.89	106.14	106.34	107.91	108.13	109.48	110.7(1.01%)	UT	OpenLong	75	1.1	84	90	90	67	1.81	64%	0.17	121.9	1.35%	0	1.8	57	0
23	Dec_5_2016	98.72	105.49	105.84	106.72	106.94	108.21	109.6(1.96%)	UT	OpenLong	75	1	80	90	95	35	2.15	64%	0.15	101.8	1.35%	0	1.4	55	0
24	Dec_2_2016	98.57	104.82	105.42	105.6	105.79	106.77	107.49(0.63%)	N/A	N/A	0	0.5	50	70	68	-4	1.64	62%	0.14	81.5	1.34%	0	0.8	54	0
25	Dec_1_2016	98.43	104.26	105.36	105.08	104.92	105.66	106.82(1.78%)	RB	SmallLong	20	0.4	28	40	47	-31	1.85	62%		72.6	1.34%	0	0.6	41	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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