CME Group (CME) — Daily Price Character
Historical session stats from dividend-adjusted prices: win rate, streaks, record days, weekday patterns, and (when available) how often the stock was green on S&P 500 green days.
CME
Archetype
Balanced
Moderate daily swings — neither calm nor dramatic.
Win rate
52.4%
3089 green · 2744 red · 66 flat · 5899 sessions
Current streak
2 red
As of May 20, 2026
Max win / lose streak
11 / 9 days
Win streak return: +6.92% · Lose: 7.36%
Median / σ daily
+0.088% · 2.062%
Avg green +1.36% · avg red 1.32%
Extreme days (>3%)
9.0%
287 up · 243 down
History from Dec 9, 2002 through May 20, 2026 · 5899 trading days with returns.
Trailing year — daily returns (calendar)
May 23, 2025 – May 20, 2026 · Mon–Fri sessions only
Monday–Friday — average return
Average dividend-adjusted return on that weekday (green / red by sign). Green/red day rule: ±0.01% vs prior close.
Monday–Friday — win rate
Share of sessions that closed green on that weekday. Bars are green at or above 50%, red below 50%.
Top green days
Largest single-session gains (dividend-adjusted), by historical return.
| Date | Return |
|---|---|
| Sep 30, 2008 | +16.11% |
| Mar 23, 2009 | +15.69% |
| Dec 8, 2008 | +15.47% |
| Mar 17, 2009 | +14.97% |
| Nov 24, 2008 | +14.21% |
| Jan 21, 2009 | +13.52% |
| Oct 28, 2008 | +13.07% |
| Jun 29, 2005 | +12.90% |
| Jul 22, 2008 | +12.50% |
| Sep 19, 2008 | +12.48% |
| Nov 21, 2008 | +12.25% |
| Sep 18, 2008 | +11.92% |
| Mar 26, 2020 | +11.84% |
| Mar 17, 2020 | +11.77% |
| Oct 6, 2008 | +11.45% |
| Oct 10, 2008 | +10.63% |
| Apr 23, 2009 | +10.45% |
| Jan 28, 2009 | +9.74% |
| Dec 5, 2008 | +9.65% |
| Dec 16, 2008 | +9.42% |
Worst red days
Largest single-session losses; "Days to recovery" counts trading sessions until close recovered the prior peak (dividend-adjusted).
| Date | Return | Days to recovery |
|---|---|---|
| Sep 29, 2008 | 19.82% | 5 |
| Dec 1, 2008 | 18.56% | 5 |
| Mar 16, 2020 | 18.39% | 15 |
| Feb 6, 2008 | 17.58% | 1763 |
| Mar 18, 2020 | 13.89% | 6 |
| Oct 9, 2008 | 12.39% | 2 |
| Mar 23, 2020 | 11.91% | 3 |
| Nov 5, 2008 | 11.67% | 139 |
| Mar 12, 2020 | 11.49% | 207 |
| Feb 1, 2005 | 10.73% | 11 |
| Mar 24, 2009 | 10.25% | 13 |
| Aug 10, 2011 | 10.07% | 15 |
| Nov 10, 2008 | 9.69% | 126 |
| Oct 15, 2008 | 9.68% | 1162 |
| Mar 2, 2005 | 9.53% | 64 |
| Oct 24, 2008 | 9.53% | 5 |
| Nov 17, 2008 | 9.13% | 7 |
| Dec 22, 2008 | 9.12% | 57 |
| Jan 20, 2009 | 8.85% | 1 |
| Oct 21, 2008 | 8.76% | 1105 |
Frequently asked questions
What is the daily win rate for CME Group (CME)?
Historically, CME Group (CME) closed green on 52.4% of trading days (3089 green, 2744 red, 66 flat), using dividend-adjusted closes and a ±0.01% threshold for green vs red.
What is the current winning or losing streak for CME Group (CME)?
As of 2026-05-20, CME Group (CME) is on a 2-day losing streak (consecutive green or red days by the same rules, ignoring trailing flat days).
What does Steady, Balanced, or Explosive mean for CME Group (CME)?
We label CME Group (CME) as "balanced" based on the sample standard deviation of daily returns: Moderate daily swings — neither calm nor dramatic.
What were the best and worst single trading days for CME Group (CME)?
Largest single-day gain: +16.11%. Largest single-day loss: 19.82%. Tables on this page list the top record green and red days.
What counts as an "extreme" daily move for CME Group (CME)?
We treat a day as extreme if the absolute dividend-adjusted daily return exceeds 3%. About 9.0% of trading days for CME Group (CME) were extreme (287 up, 243 down).
Data & methodology
How are green, red, and flat days defined?
We use dividend-adjusted (or close-to-close for non-equity) daily returns. Green: return ≥ +0.01%. Red: return ≤ −0.01%. Flat: between those bounds.
How is the current streak calculated?
We count consecutive green or consecutive red days using the same thresholds. If the most recent session is flat, we skip trailing flat days and measure from the last non-flat close.
What does “vs S&P 500” mean?
On sessions where the S&P 500 (^GSPC) was green, we report how often this stock was also green. Shown only for USD equities when benchmark data exists and the symbol is not the index itself.
Where does the archetype come from?
Sample standard deviation of daily returns: low → Steady, high → Explosive, otherwise Balanced. Labels describe typical daily volatility, not quality of the investment.
Explore more
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CME Stock Split History
1 split on record. Dates, ratios, and cumulative multiple.
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Project future income with DRIP, growth assumptions, and optional monthly contributions.
CME Dividend Capture
Historical pre-ex touch stats, gap distribution, after-tax calculator, and a backtest simulator (limit-order vs MOC exit).
CME Financials
Revenue, EPS, EBITDA, market cap, debt and balance sheet history with annual and quarterly data.