Archetype
Balanced
Median daily return
+0.088%
Daily volatility (σ)
2.064%
Win rate
52.3%
Current streak
1-day red streak
CME Group (CME) daily session stats — win rate & streak summary
History from Dec 9, 2002 through Jul 6, 2026 · 5929 trading days with returns.
Avg daily return | +0.090% |
Median daily return | +0.088% |
Avg green day | +1.36% |
Avg red day | -1.33% |
Daily volatility (σ) | 2.064% |
Consistency (μ/σ) | 0.043 |
Max win streak | 11 days+6.91% |
Max losing streak | 10 days-18.90% |
Best day | +16.07%Sep 30, 2008 |
Worst day | -19.80%Sep 29, 2008 |
Extreme days (>3%) | 9.1%289↑ · 248↓ |
CME Group (CME) daily returns calendar heatmap
Jul 8, 2025 – Jul 6, 2026 · Mon–Fri sessions only
CME Group (CME) average return by weekday chart
Average dividend-adjusted return on that weekday (green / red by sign). Green/red day rule: ±0.01% vs prior close.
CME Group (CME) win rate by weekday chart
Share of sessions that closed green on that weekday. Bars are green at or above 50%, red below 50%.
CME Group (CME) average return by weekday table
Average dividend-adjusted return by weekday. Green/red day rule: ±0.01% vs prior close.
| Monday | -0.02% | +49.4% | 1112 |
| Tuesday | +0.05% | +48.7% | 1219 |
| Wednesday | +0.06% | +51.9% | 1217 |
| Thursday | +0.16% | +56.3% | 1194 |
| Friday | +0.19% | +55.4% | 1187 |
- Monday-0.02%
- Tuesday+0.05%
- Wednesday+0.06%
- Thursday+0.16%
- Friday+0.19%
CME Group (CME) biggest single-day gains in history
Dividend-adjusted, ranked by return size.
| +16.07% | |
| +15.67% | |
| +15.49% | |
| +14.98% | |
| +14.15% | |
| +13.57% | |
| +13.05% | |
| +12.89% | |
| +12.52% | |
| +12.50% | |
| +12.28% | |
| +11.89% | |
| +11.84% | |
| +11.77% | |
| +11.46% | |
| +10.60% | |
| +10.48% | |
| +9.75% | |
| +9.66% | |
| +9.39% |
- +16.07%
- +15.67%
- +15.49%
- +14.98%
- +14.15%
- +13.57%
- +13.05%
- +12.89%
- +12.52%
- +12.50%
- +12.28%
- +11.89%
- +11.84%
- +11.77%
- +11.46%
- +10.60%
- +10.48%
- +9.75%
- +9.66%
- +9.39%
CME Group (CME) biggest single-day losses in history
Dividend-adjusted, ranked by drawdown size. "Days to recovery" counts trading sessions until close reclaimed the prior peak.
| -19.80% | 5 | |
| -18.56% | 5 | |
| -18.39% | 15 | |
| -17.59% | 1763 | |
| -13.88% | 6 | |
| -12.39% | 2 | |
| -11.91% | 3 | |
| -11.67% | 139 | |
| -11.49% | 207 | |
| -10.73% | 11 | |
| -10.26% | 13 | |
| -10.07% | 15 | |
| -9.72% | 104 | |
| -9.68% | 1162 | |
| -9.56% | 64 | |
| -9.50% | 5 | |
| -9.15% | 7 | |
| -9.15% | 57 | |
| -8.87% | 1 | |
| -8.75% | 1105 |
- -19.80%
- -18.56%
- -18.39%
- -17.59%
- -13.88%
- -12.39%
- -11.91%
- -11.67%
- -11.49%
- -10.73%
- -10.26%
- -10.07%
- -9.72%
- -9.68%
- -9.56%
- -9.50%
- -9.15%
- -9.15%
- -8.87%
- -8.75%
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