CME·CME Group Inc.

Realized volatility (21d)

25.8% 82nd pct

Below its peak

-5.9%

vs 200-day average

+9.8%

Up days (1y)

56%

CME Group Inc. is currently running 25.8% annualised volatility over the last 21 sessions. Measured against CME's own 13 years of daily returns rather than a market-wide average, that is the 82nd percentile — elevated for this stock, against a typical reading of 18.9%.

CME is trading -5.9% below its running peak. Across 13 full years on file, its median worst-drawdown-in-a-year was -13.4%, and the deepest was -37.6% in 2020. The current pullback is therefore shallower than what this stock gives back in a typical year, which is context worth having before treating it as a dislocation.

Price sits +9.8% from its 200-day moving average. Against every other day in its history, that gap ranks at the 70th percentile — a somewhat wider gap than its own norm. Over the past year CME closed higher on 56% of sessions, and it is currently 1 session into a rising streak.

On November specifically: over 13 years of records, CME finished the month higher 12 of 13 times, with a median return of +3.5% and an average of +5.7%. Its strongest month historically has been November at +5.7% on average, its weakest March at -3.0%.

Overnight risk is measurable too: CME has opened more than 2% away from the prior close in 72 of 3,267 sessions (2.2% of the time), with the largest gaps running +4.9% and -7.8%.

Across the last 4 dated reports on file, CME moved an average of 1.6% in the session after earnings, closing higher 4 of those 4 times, with a median move of +1.4% and a largest of +3.6%.

All figures computed from 3,268 daily closes between 2013-11-06 and 2026-11-04, split-adjusted, recomputed daily. Percentiles are against CME's own 13-year history, not a peer group or index.