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MRCI's Futures Highlight - Nasdaq 100(CME)

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MRCI's Futures Highlight - Nasdaq 100(CME)

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.

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 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 - 3/2024
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 277.95($5559) 243.06($4861) 244.44($4889) 250.43($5009) 220.89($4418) 246.94($4939)
2022 345.53($6911) 386.56($7731) 381.24($7625) 425.88($8518) 384.56($7691) 385.68($7714)
2023 207.69($4154) 224.43($4489) 254.17($5083) 278.61($5572) 243.33($4867) 242.52($4850)
2024 220.57($4412) 272.79($5456) 252.85($5057) 270.67($5413) 270.25($5405) 259.03($5181)

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 - 3/2024
Summary
Item		 Monday
Summary		 Tuesday
Summary		 Wednesday
Summary		 Thursday
Summary		 Friday
Summary		 Yearly
Summary
Range 94.87($1897) 93.80($1876) 96.20($1924) 101.15($2023) 93.40($1868) 95.89($1918)
Closed Up 592(57%) 628(55%) 633(55%) 612(54%) 568(50%) 3033(54%)
Closed Dn 448(43%) 515(45%) 511(44%) 514(45%) 545(48%) 2533(45%)
Closed Uchg 7(1%) 7(1%) 6(1%) 4(0%) 13(1%) 37(1%)
Gapped up 51(5%) 15(1%) 21(2%) 15(1%) 14(1%) 116(2%)
Un-filled Gaps Up 10(20%) 3(20%) 5(24%) 0(0%) 0(0%) 18(16%)
Gapped Down 42(4%) 5(0%) 13(1%) 12(1%) 11(1%) 83(1%)
Un-filled Gaps Down 10(24%) 0(0%) 0(0%) 1(8%) 0(0%) 11(13%)

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 1984 725 193 84 21 12 7 2 1 1 3 0
<0%-
>-1%		 -1%-
>-2%		 -2%-
>-3%		 -3%-
>-4%		 -4%-
>-5%		 -5%-
>-6%		 -6%-
>-7%		 -7%-
>-8%		 -8%-
>-9%		 -9%-
>-10%		 -10%-
>-20%
<-20%
1569 586 229 89 44 5 6 1 0 2 2 0

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.

NASDAQ 100 Index - Feb 16, 2024
  Period Low(Jan-Dec) Period High(Jan-Dec) Last Day Average
Year Date Price Date Price Date Price Price
2023 01/06/2023 10696.42 12/28/2023 16968.18 12/29/2023 16825.93 14202.32
2022 10/13/2022 10444.78 01/04/2022 16507.59 12/30/2022 10939.76 12743.43
2021 03/05/2021 12208.39 11/22/2021 16764.86 12/31/2021 16320.08 14488.81
2020 03/23/2020 6771.91 12/29/2020 12925.53 12/31/2020 12888.28 10279.14
2019 01/03/2019 6139.40 12/27/2019 8811.10 12/31/2019 8733.07 7632.98
2018 12/24/2018 5895.12 10/01/2018 7700.56 12/31/2018 6329.96 6988.60
2017 01/03/2017 4884.52 12/18/2017 6522.70 12/29/2017 6396.42 5763.21
2016 02/08/2016 3888.78 12/27/2016 4992.08 12/30/2016 4863.62 4570.78
2015 08/24/2015 3787.23 12/02/2015 4739.75 12/31/2015 4593.27 4437.81
2014 04/15/2014 3414.11 11/28/2014 4347.09 12/31/2014 4236.28 3853.81
2013 02/26/2013 2689.83 12/31/2013 3592.00 12/31/2013 3592.00 3048.52
2012 01/04/2012 2307.56 09/21/2012 2878.38 12/31/2012 2660.93 2642.10
2011 08/09/2011 2034.92 07/26/2011 2438.44 12/30/2011 2277.83 2294.24
2010 07/01/2010 1700.04 12/22/2010 2238.92 12/31/2010 2217.86 1947.16
2009 03/09/2009 1040.41 12/28/2009 1882.58 12/31/2009 1860.31 1494.79
2008 11/21/2008 1018.86 01/02/2008 2094.22 12/31/2008 1211.65 1698.95
2007 03/05/2007 1710.97 10/31/2007 2239.23 12/31/2007 2084.92 1943.49
2006 07/18/2006 1446.77 11/24/2006 1824.21 12/29/2006 1756.90 1656.18
2005 04/29/2005 1394.36 12/06/2005 1716.65 12/30/2005 1645.20 1556.20
2004 08/13/2004 1301.93 12/15/2004 1635.70 12/31/2004 1621.12 1465.35
2003 02/13/2003 938.52 12/31/2003 1474.24 12/31/2003 1467.92 1220.37
2002 10/08/2002 795.25 01/09/2002 1710.23 12/31/2002 984.37 1167.20
2001 09/21/2001 1088.96 01/24/2001 2771.63 12/31/2001 1577.05 1750.10
2000 12/21/2000 2174.76 03/24/2000 4816.35 12/29/2000 2341.70 3593.52
1999 01/04/1999 1833.43 12/30/1999 3750.41 12/31/1999 3707.83 2363.65

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