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CME · CME Group Inc.

RSI(2) signal · fired 2026-05-27 23:00 (Berlin) · RSI(2) 6.6 · RSI14 — · close $279.10 · EMA5 — · SMA200 277.33 · SPY40 — · sector ? · 20d avg vol 2,303,423
setup caution options avoid max gain +0.5% @ day 1 drawdown -12.4% @ day 4 ret so far -8.3% (day 9, 2026-06-09) classic exit -8.4% · time-stop → sold at that close · day 6

Daily bars (9 held / 10)

Day 0 is the signal bar. High/close performance columns are measured vs the signal close; classic exit return is measured vs the next session's open.

daydateopenhighlowcloseSMA5classicvolumehigh vs signalclose vs signal
-5 2026-05-19 305.75 307.87 302.31 302.42 106,165 +10.3% +8.4%
-4 2026-05-20 301.44 301.44 290.08 290.12 136,552 +8.0% +3.9%
-3 2026-05-21 291.75 294.74 288.87 289.30 88,589 +5.6% +3.7%
-2 2026-05-22 289.20 293.06 289.20 291.17 60,059 +5.0% +4.3%
-1 2026-05-26 288.05 288.50 280.85 282.52 291.11 88,221 +3.4% +1.2%
0 2026-05-27 281.18 281.75 277.01 279.10 286.44 2,846,255 +0.9% +0.0%
1 2026-05-28 279.42 280.40 277.19 277.42 283.90 1,945,533 +0.5% -0.6%
2 2026-05-29 277.42 279.82 272.28 273.54 280.75 4,424,812 +0.3% -2.0%
3 2026-06-01 272.15 274.18 257.22 257.76 274.07 6,260,757 -1.8% -7.6%
4 2026-06-02 258.50 260.40 244.56 250.53 267.67 7,950,686 -6.7% -10.2%
5 2026-06-03 254.09 257.50 251.28 252.64 262.38 4,732,103 -7.7% -9.5%
6 2026-06-04 256.23 259.04 254.33 256.06 258.11 exit 2,896,427 -7.2% -8.3%
7 2026-06-05 258.14 259.45 255.43 257.40 254.88 3,449,748 -7.0% -7.8%
8 2026-06-08 255.67 256.05 249.81 252.03 253.73 3,762,275 -8.3% -9.7%
9 2026-06-09 252.00 260.49 250.48 255.94 254.81 3,483,776 -6.7% -8.3%