MRCI hopes this profile of the CME Nasdaq 100 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.
The table below offers a statistical analysis of historical daily trading in the CME Nasdaq 100 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.
MRCI's Nearby Futures Range Detail for NASDAQ 100 E-Mini(CME) from 1/2002 - 8/2023
Calendar Year
Monday Avg Rng
Tuesday Avg Rng
Wednesday Avg Rng
Thursday Avg Rng
Friday Avg Rng
Yearly Avg Rng
2002
46.01($920)
47.66($953)
49.78($996)
43.63($873)
43.37($867)
46.09($922)
2003
31.11($622)
27.65($553)
27.66($553)
29.59($592)
29.01($580)
28.97($579)
2004
24.95($499)
24.36($487)
25.95($519)
26.03($521)
25.99($520)
25.46($509)
2005
20.09($402)
21.40($428)
22.66($453)
23.51($470)
20.08($402)
21.58($432)
2006
24.39($488)
26.72($534)
26.30($526)
27.06($541)
25.33($507)
25.99($520)
2007
28.10($562)
33.06($661)
34.22($684)
33.08($662)
32.01($640)
32.14($643)
2008
58.46($1169)
56.76($1135)
56.11($1122)
56.08($1122)
54.72($1094)
56.41($1128)
2009
36.42($728)
32.63($653)
34.50($690)
36.26($725)
33.02($660)
34.55($691)
2010
30.51($610)
36.84($737)
32.97($659)
38.52($770)
35.32($706)
34.90($698)
2011
49.79($996)
47.30($946)
48.57($971)
47.81($956)
43.89($878)
47.43($949)
2012
37.87($757)
37.38($748)
36.95($739)
39.80($796)
40.36($807)
38.49($770)
2013
34.85($697)
33.90($678)
39.97($799)
37.90($758)
32.92($658)
35.90($718)
2014
48.81($976)
47.59($952)
45.96($919)
53.66($1073)
50.19($1004)
49.20($984)
2015
69.18($1384)
67.98($1360)
69.41($1388)
72.75($1455)
66.32($1326)
69.13($1383)
2016
65.28($1306)
65.96($1319)
69.23($1385)
66.63($1333)
69.16($1383)
67.29($1346)
2017
54.41($1088)
51.24($1025)
56.90($1138)
60.05($1201)
55.26($1105)
55.60($1112)
2018
144.89($2898)
131.94($2639)
145.66($2913)
133.24($2665)
128.02($2560)
136.61($2732)
2019
118.39($2368)
113.76($2275)
112.28($2246)
119.40($2388)
112.47($2249)
115.20($2304)
2020
319.08($6382)
258.30($5166)
260.03($5201)
273.59($5472)
267.36($5347)
275.08($5502)
2021
255.45($5109)
234.93($4699)
234.99($4700)
237.89($4758)
214.81($4296)
235.38($4708)
2022
341.37($6827)
379.90($7598)
381.24($7625)
425.88($8518)
384.56($7691)
383.56($7671)
2023
206.18($4124)
226.63($4533)
258.49($5170)
296.74($5935)
246.06($4921)
248.15($4963)
What other characteristics do CME Nasdaq 100 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.
MRCI's Nearby Futures Summary for NASDAQ 100 E-Mini(CME) from 1/2002 - 8/2023
Daily Percent Change Summary for NASDAQ 100 E-Mini(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%
37
1925
699
189
84
21
12
7
2
1
1
3
6
<0%- >-1%
-1%- >-2%
-2%- >-3%
-3%- >-4%
-4%- >-5%
-5%- >-6%
-6%- >-7%
-7%- >-8%
-8%- >-9%
-9%- >-10%
-10%- >-20%
<-20%
1524
564
228
89
44
5
6
1
0
2
2
7
The table below represents yearly low, high, last yield in the cash market for the
CME Nasdaq 100 futures contracts. Quotes are from daily cash market price activity.
The focus on a single market each month can provide you more in-depth knowledge of how it trades. What if you knew such things as ... (1) average daily ranges by day of week (2)Â how often it tends to close higher/lower by day of week (3)Â how often it tends to gap up/down (4)Â historical summary of daily % of price change