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MRCI's Futures Highlight - Feeder Cattle(CME)

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MRCI's Futures Highlight - Feeder Cattle(CME)

MRCI hopes this profile of the CME Feeder Cattle futures contract, with its statistics and feature studies, will help you derive wise trading decisions from its presentation of long-term perspective, computer analysis, and historical background. This additional history is designed to complement the body of knowledge contained in any seasonal patterns and strategies published. The weekly and monthly charts on this page depict prices for nearby contracts, which most closely reflect the underlying cash market.

Copyright © 1989- Moore Research Center, Inc. All Rights Reserved
Some data provided by Commodity Research Bureau

The table below offers a statistical analysis of historical daily trading in the CME Feeder Cattle futures. The average range for each day of the week in each year and overall has been computed for purposes of comparison and further insight into the dynamics of this market. (from futstats, but I don't currently have it available for include)

MRCI's Nearby Futures Range Detail for Feeder Cattle(CME)
from 1/1978 - 7/2020
Calendar
Year
Monday
Avg Rng
Tuesday
Avg Rng
Wednesday
Avg Rng
Thursday
Avg Rng
Friday
Avg Rng
Yearly
Avg Rng
1978 1.024($512) 1.028($514) 0.954($477) 0.926($463) 0.996($498) 0.985($492)
1979 1.340($670) 1.321($661) 1.445($723) 1.321($660) 1.375($687) 1.360($680)
1980 1.306($653) 1.232($616) 1.130($565) 1.152($576) 1.161($581) 1.196($598)
1981 1.091($546) 1.112($556) 1.082($541) 1.043($522) 1.049($524) 1.076($538)
1982 1.020($510) 0.909($454) 0.940($470) 0.866($433) 0.917($458) 0.930($465)
1983 0.881($440) 0.801($401) 0.767($384) 0.761($380) 0.775($388) 0.796($398)
1984 0.637($318) 0.616($308) 0.634($317) 0.720($360) 0.745($373) 0.671($335)
1985 0.926($463) 0.979($489) 0.861($430) 0.829($415) 0.784($392) 0.876($438)
1986 0.882($441) 0.911($456) 0.905($453) 0.826($413) 0.799($400) 0.865($433)
1987 0.850($425) 0.823($411) 0.798($399) 0.838($419) 0.785($393) 0.819($409)
1988 1.024($512) 0.790($395) 0.799($400) 0.843($421) 0.763($382) 0.841($420)
1989 0.698($349) 0.601($300) 0.545($273) 0.574($287) 0.584($292) 0.599($299)
1990 0.584($292) 0.574($287) 0.547($273) 0.541($270) 0.591($296) 0.567($284)
1991 0.739($369) 0.625($313) 0.574($287) 0.674($337) 0.599($300) 0.641($321)
1992 0.693($347) 0.585($293) 0.525($262) 0.465($232) 0.476($238) 0.548($274)
1993 0.640($320) 0.645($322) 0.571($285) 0.537($269) 0.547($274) 0.588($294)
1994 0.814($407) 0.704($352) 0.696($348) 0.629($314) 0.615($308) 0.690($345)
1995 0.716($358) 0.675($337) 0.659($329) 0.636($318) 0.671($336) 0.671($335)
1996 0.857($429) 0.779($389) 0.795($397) 0.735($367) 0.825($413) 0.798($399)
1997 0.821($410) 0.725($363) 0.697($349) 0.738($369) 0.815($408) 0.758($379)
1998 0.913($457) 0.906($453) 0.897($448) 0.854($427) 0.889($445) 0.892($446)
1999 0.799($400) 0.686($343) 0.697($348) 0.741($370) 0.689($344) 0.721($361)
2000 0.551($276) 0.530($265) 0.571($285) 0.525($263) 0.573($287) 0.550($275)
2001 0.740($370) 0.730($365) 0.679($340) 0.637($318) 0.763($382) 0.709($355)
2002 0.861($430) 0.726($363) 0.772($386) 0.822($411) 0.791($395) 0.794($397)
2003 1.015($507) 1.120($560) 1.149($574) 0.976($488) 0.939($469) 1.041($521)
2004 1.186($593) 1.241($620) 1.432($716) 1.272($636) 1.247($623) 1.278($639)
2005 1.116($558) 0.989($495) 0.953($476) 1.010($505) 1.114($557) 1.034($517)
2006 1.359($680) 1.045($522) 1.238($619) 1.271($636) 1.201($600) 1.220($610)
2007 1.216($608) 1.188($594) 1.210($605) 1.254($627) 1.372($686) 1.249($624)
2008 1.704($852) 1.602($801) 1.601($800) 1.663($832) 1.682($841) 1.649($825)
2009 1.257($628) 1.260($630) 1.237($618) 1.254($627) 1.243($622) 1.250($625)
2010 1.186($593) 1.254($627) 1.096($548) 1.105($553) 1.099($550) 1.148($574)
2011 1.727($864) 1.803($901) 1.687($844) 1.800($900) 1.677($839) 1.739($870)
2012 1.681($840) 1.689($845) 1.718($859) 1.681($841) 1.575($788) 1.669($834)
2013 1.409($705) 1.442($721) 1.426($713) 1.459($730) 1.440($720) 1.436($718)
2014 2.210($1105) 2.047($1024) 2.197($1098) 2.266($1133) 2.204($1102) 2.184($1092)
2015 3.245($1623) 3.365($1683) 3.211($1605) 3.178($1589) 3.337($1668) 3.267($1634)
2016 3.024($1512) 2.792($1396) 2.604($1302) 2.765($1383) 3.008($1504) 2.834($1417)
2017 2.683($1342) 2.858($1429) 2.713($1356) 2.497($1248) 2.430($1215) 2.635($1318)
2018 2.271($1135) 2.100($1050) 2.087($1043) 2.262($1131) 2.157($1078) 2.174($1087)
2019 2.202($1101) 1.956($978) 1.988($994) 1.938($969) 2.315($1158) 2.079($1039)
2020 3.835($1917) 3.468($1734) 3.105($1553) 2.989($1495) 3.317($1658) 3.329($1664)

What other characteristics do CME Feeder Cattle futures exhibit for various days of the week? We ran various studies for the last 180 calendar days of trading prior to trading prior to expiration for each contract. (from futstats, but I don't currently have it available for include)

MRCI's Nearby Futures Summary for Feeder Cattle(CME)
from 1/1978 - 7/2020
Summary
Item
Monday
Summary
Tuesday
Summary
Wednesday
Summary
Thursday
Summary
Friday
Summary
Yearly
Summary
Range 1.262($631) 1.214($607) 1.194($597) 1.190($595) 1.207($603) 1.213($606)
Closed Up 1041(51%) 1065(49%) 1036(48%) 1093(51%) 1119(52%) 5354(50%)
Closed Dn 941(46%) 1071(49%) 1091(50%) 992(47%) 947(44%) 5042(47%)
Closed Uchg 43(2%) 44(2%) 51(2%) 47(2%) 73(3%) 258(2%)
Gapped up 347(17%) 266(12%) 246(11%) 238(11%) 265(12%) 1362(13%)
Un-filled Gaps Up 149(43%) 87(33%) 75(30%) 77(32%) 88(33%) 476(35%)
Gapped Down 309(15%) 228(10%) 211(10%) 199(9%) 195(9%) 1142(11%)
Un-filled Gaps Down 116(38%) 74(32%) 64(30%) 55(28%) 52(27%) 361(32%)

Daily Percent Change Summary for Feeder Cattle(CME)

UNCH
>0%-
<1%
+1%-
<2%
+2%-
<3%
+3%-
<4%
+4%-
<5%
+5%-
<6%
+6%-
<7%
+7%-
<8%
+8%-
<9%
+9%-
<10%
+10%-
<20%

>+20%
258 4158 976 189 23 6 2 0 0 0 0 0 0
<0%-
>-1%
-1%-
>-2%
-2%-
>-3%
-3%-
>-4%
-4%-
>-5%
-5%-
>-6%
-6%-
>-7%
-7%-
>-8%
-8%-
>-9%
-9%-
>-10%
-10%-
>-20%

<-20%
3932 861 213 31 2 3 0 0 0 0 0 0

The table below represents yearly low, high, last yield in the cash market for the CME Feeder Cattle futures contracts. Quotes are from daily cash market price activity.

Feeder Cattle (Ok. City) - Jun 08, 2020
  Period Low(Jan-Dec) Period High(Jan-Dec) Last Day Average
Year Date Price Date Price Date Price Price
2019 06/21/2019 131.375 11/13/2019 147.440 12/31/2019 141.815 140.709
2018 05/22/2018 133.410 10/09/2018 158.450 12/31/2018 144.640 146.383
2017 03/02/2017
03/03/2017
126.440
126.440
11/13/2017 160.000 12/29/2017 146.510 144.423
2016 10/24/2016 119.480 01/07/2016 167.940 12/30/2016 133.175 144.371
2015 12/21/2015 150.065 01/09/2015 235.225 12/31/2015 159.640 206.246
2014 01/02/2014 167.485 12/03/2014 244.990 12/31/2014 217.640 205.529
2013 05/31/2013 130.815 12/13/2013 168.325 12/31/2013 166.315 148.459
2012 07/27/2012 134.180 02/28/2012 159.190 12/31/2012 146.885 147.441
2011 01/03/2011 122.440 12/12/2011 145.315 12/30/2011 144.200 133.273
2010 01/04/2010 94.385 12/31/2010 123.475 12/31/2010 123.475 109.635
2009 02/23/2009
02/24/2009
90.815
90.815
07/29/2009
07/30/2009
101.610
101.610
12/31/2009 93.300 96.308
2008 12/10/2008
12/11/2008
88.585
88.585
08/25/2008 113.610 12/31/2008 92.930 103.070
2007 01/31/2007 94.100 09/07/2007 119.290 12/31/2007 104.135 107.931
2006 11/15/2006 97.680 01/30/2006 131.750 12/29/2006 97.965 116.893
2005 01/03/2005 108.000 05/09/2005 131.800 12/30/2005 122.635 121.635
2004 01/09/2004 73.635 07/12/2004 128.500 12/30/2004 113.190 110.938
2003 12/29/2003 75.000 11/24/2003
11/25/2003
11/26/2003
11/28/2003
112.250
112.250
112.250
112.250
12/31/2003 75.700 96.636
2002 07/29/2002 81.000 03/12/2002
03/13/2002
03/14/2002
03/15/2002
96.065
96.065
96.065
96.065
12/31/2002 89.250 88.337
2001 11/12/2001 83.635 04/11/2001 109.885 12/31/2001 95.315 96.037
2000 10/09/2000 89.500 07/17/2000 106.885 12/29/2000 98.885 97.135
1999 01/04/1999 75.635 12/20/1999 97.000 12/30/1999 95.750 85.066
1998 10/01/1998 68.885 04/20/1998
04/21/1998
04/22/1998
04/23/1998
04/24/1998
90.885
90.885
90.885
90.885
90.885
12/31/1998 74.750 79.516
1997 01/02/1997
01/03/1997
01/13/1997
68.750
68.750
68.750
07/08/1997
07/09/1997
07/10/1997
07/11/1997
93.750
93.750
93.750
93.750
12/31/1997 85.375 83.802
1996 04/29/1996 54.250 12/16/1996 69.635 12/31/1996 68.750 62.083
1995 11/07/1995
11/08/1995
11/09/1995
11/10/1995
62.630
62.630
62.630
62.630
01/03/1995
01/04/1995
01/05/1995
01/06/1995
85.750
85.750
85.750
85.750
12/29/1995 64.135 72.234
1994 10/03/1994 76.135 03/21/1994
03/22/1994
03/23/1994
03/24/1994
03/25/1994
95.000
95.000
95.000
95.000
95.000
12/30/1994 82.635 86.091

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