10-Day
Summary
- Current Value
- As of today, CME 10-day volatility is 17.98%, up +1.47% on
- Value Category
- Based on its current 10-day historical volatility, CME falls into the low volatility category
- 1-Year High
- CME 10-day volatility reached a 1-year high of 33.75% on
- 1-Year Low
- CME 10-day volatility reached a 1-year low of 7.02% on
10-Day Volatility Chart
Performance
| Metric | Date | Value | 1D | 1M | 3M | YTD | 1Y | 3Y | 5Y |
|---|---|---|---|---|---|---|---|---|---|
| 10-Day Volatility | 17.98% | +1.5% | -4.9% | -4.7% | -11.6% | +9.3% | +35.8% | -17.4% | |
| 1-Month Volatility | 20.85% | -2.7% | +15.3% | +24.4% | +18.0% | +23.0% | +30.2% | -43.5% | |
| 3-Month Volatility | 18.94% | -1.3% | +7.5% | +13.4% | +8.5% | +6.8% | +1.7% | -40.4% | |
| 1-Year Volatility | 18.97% | -0.1% | +1.6% | +1.5% | +1.6% | +13.7% | -24.3% | -60.7% | |
| 14-Day RSI | 63.46 | +0.7% | +14.1% | +32.4% | +29.8% | +19.5% | +17.9% | +40.4% | |
| Beta | -0.07 | 0.0% | 0.0% | -16.7% | +12.5% | 0.0% | -113.5% | -106.8% | |
| ATR | $5.06 | -3.3% | +4.9% | -5.9% | +15.1% | +39.7% | +69.1% | +17.3% | |
| Price | $284.16 | -0.1% | +2.7% | +6.7% | +4.1% | +21.2% | +61.8% | +55.7% | |
| 200-Day SMA | $272.59 | +0.1% | +0.5% | +2.8% | +0.4% | +26.2% | +42.7% | +56.8% | |
| 50-Day SMA | $274.72 | +0.0% | +0.8% | +3.1% | +0.6% | +17.6% | +57.6% | +50.8% |
10-Day Volatility History
FAQ
What is the current 10-day volatility of CME?
As of today, CME 10-day volatility is 17.98%
What 10-day volatility category does CME fall into?
Based on its current 10-day historical volatility, CME falls into the low volatility category
What is CME 10-day volatility 1-year high?
CME 10-day volatility reached a 1-year high of 33.75% on April 11, 2025
What is CME 10-day volatility 1-year low?
CME 10-day volatility reached a 1-year low of 7.02% on July 3, 2025
1-Month
Summary
- Current Value
- As of today, CME 1-month volatility is 20.85%, down -2.66% on
- Value Category
- Based on its current 1-month historical volatility, CME falls into the low volatility category
- 1-Year High
- CME 1-month volatility reached a 1-year high of 26.75% on
- 1-Year Low
- CME 1-month volatility reached a 1-year low of 12.81% on
Performance
| Metric | Date | Value | 1D | 1M | 3M | YTD | 1Y | 3Y | 5Y |
|---|---|---|---|---|---|---|---|---|---|
| 1-Month Volatility | 20.85% | -2.7% | +15.3% | +24.4% | +18.0% | +23.0% | +30.2% | -43.5% | |
| 10-Day Volatility | 17.98% | +1.5% | -4.9% | -4.7% | -11.6% | +9.3% | +35.8% | -17.4% | |
| 3-Month Volatility | 18.94% | -1.3% | +7.5% | +13.4% | +8.5% | +6.8% | +1.7% | -40.4% | |
| 1-Year Volatility | 18.97% | -0.1% | +1.6% | +1.5% | +1.6% | +13.7% | -24.3% | -60.7% | |
| 14-Day RSI | 63.46 | +0.7% | +14.1% | +32.4% | +29.8% | +19.5% | +17.9% | +40.4% | |
| Beta | -0.07 | 0.0% | 0.0% | -16.7% | +12.5% | 0.0% | -113.5% | -106.8% | |
| ATR | $5.06 | -3.3% | +4.9% | -5.9% | +15.1% | +39.7% | +69.1% | +17.3% | |
| Price | $284.16 | -0.1% | +2.7% | +6.7% | +4.1% | +21.2% | +61.8% | +55.7% | |
| 200-Day SMA | $272.59 | +0.1% | +0.5% | +2.8% | +0.4% | +26.2% | +42.7% | +56.8% | |
| 50-Day SMA | $274.72 | +0.0% | +0.8% | +3.1% | +0.6% | +17.6% | +57.6% | +50.8% |
1-Month Volatility History
FAQ
What is the current 1-month volatility of CME?
As of today, CME 1-month volatility is 20.85%
What 1-month volatility category does CME fall into?
Based on its current 1-month historical volatility, CME falls into the low volatility category
What is CME 1-month volatility 1-year high?
CME 1-month volatility reached a 1-year high of 26.75% on June 9, 2025
What is CME 1-month volatility 1-year low?
CME 1-month volatility reached a 1-year low of 12.81% on July 5, 2025
3-Month
Summary
- Current Value
- As of today, CME 3-month volatility is 18.94%, down -1.30% on
- Value Category
- Based on its current 3-month historical volatility, CME falls into the low volatility category
- 1-Year High
- CME 3-month volatility reached a 1-year high of 23.35% on
- 1-Year Low
- CME 3-month volatility reached a 1-year low of 15.39% on
Performance
| Metric | Date | Value | 1D | 1M | 3M | YTD | 1Y | 3Y | 5Y |
|---|---|---|---|---|---|---|---|---|---|
| 3-Month Volatility | 18.94% | -1.3% | +7.5% | +13.4% | +8.5% | +6.8% | +1.7% | -40.4% | |
| 10-Day Volatility | 17.98% | +1.5% | -4.9% | -4.7% | -11.6% | +9.3% | +35.8% | -17.4% | |
| 1-Month Volatility | 20.85% | -2.7% | +15.3% | +24.4% | +18.0% | +23.0% | +30.2% | -43.5% | |
| 1-Year Volatility | 18.97% | -0.1% | +1.6% | +1.5% | +1.6% | +13.7% | -24.3% | -60.7% | |
| 14-Day RSI | 63.46 | +0.7% | +14.1% | +32.4% | +29.8% | +19.5% | +17.9% | +40.4% | |
| Beta | -0.07 | 0.0% | 0.0% | -16.7% | +12.5% | 0.0% | -113.5% | -106.8% | |
| ATR | $5.06 | -3.3% | +4.9% | -5.9% | +15.1% | +39.7% | +69.1% | +17.3% | |
| Price | $284.16 | -0.1% | +2.7% | +6.7% | +4.1% | +21.2% | +61.8% | +55.7% | |
| 200-Day SMA | $272.59 | +0.1% | +0.5% | +2.8% | +0.4% | +26.2% | +42.7% | +56.8% | |
| 50-Day SMA | $274.72 | +0.0% | +0.8% | +3.1% | +0.6% | +17.6% | +57.6% | +50.8% |
3-Month Volatility History
FAQ
What is the current 3-month volatility of CME?
As of today, CME 3-month volatility is 18.94%
What 3-month volatility category does CME fall into?
Based on its current 3-month historical volatility, CME falls into the low volatility category
What is CME 3-month volatility 1-year high?
CME 3-month volatility reached a 1-year high of 23.35% on June 9, 2025
What is CME 3-month volatility 1-year low?
CME 3-month volatility reached a 1-year low of 15.39% on November 12, 2025
1-Year
Summary
- Current Value
- As of today, CME 1-year volatility is 18.97%, down -0.11% on
- Value Category
- Based on its current 1-year historical volatility, CME falls into the low volatility category
- 1-Year High
- CME 1-year volatility reached a 1-year high of 19.03% on
- 1-Year Low
- CME 1-year volatility reached a 1-year low of 16.57% on
Performance
| Metric | Date | Value | 1D | 1M | 3M | YTD | 1Y | 3Y | 5Y |
|---|---|---|---|---|---|---|---|---|---|
| 1-Year Volatility | 18.97% | -0.1% | +1.6% | +1.5% | +1.6% | +13.7% | -24.3% | -60.7% | |
| 10-Day Volatility | 17.98% | +1.5% | -4.9% | -4.7% | -11.6% | +9.3% | +35.8% | -17.4% | |
| 1-Month Volatility | 20.85% | -2.7% | +15.3% | +24.4% | +18.0% | +23.0% | +30.2% | -43.5% | |
| 3-Month Volatility | 18.94% | -1.3% | +7.5% | +13.4% | +8.5% | +6.8% | +1.7% | -40.4% | |
| 1-Year Volatility | 18.97% | -0.1% | +1.6% | +1.5% | +1.6% | +13.7% | -24.3% | -60.7% | |
| 14-Day RSI | 63.46 | +0.7% | +14.1% | +32.4% | +29.8% | +19.5% | +17.9% | +40.4% | |
| Beta | -0.07 | 0.0% | 0.0% | -16.7% | +12.5% | 0.0% | -113.5% | -106.8% | |
| ATR | $5.06 | -3.3% | +4.9% | -5.9% | +15.1% | +39.7% | +69.1% | +17.3% | |
| Price | $284.16 | -0.1% | +2.7% | +6.7% | +4.1% | +21.2% | +61.8% | +55.7% | |
| 200-Day SMA | $272.59 | +0.1% | +0.5% | +2.8% | +0.4% | +26.2% | +42.7% | +56.8% | |
| 50-Day SMA | $274.72 | +0.0% | +0.8% | +3.1% | +0.6% | +17.6% | +57.6% | +50.8% |
1-Year Volatility History
FAQ
What is the current 1-year volatility of CME?
As of today, CME 1-year volatility is 18.97%
What 1-year volatility category does CME fall into?
Based on its current 1-year historical volatility, CME falls into the low volatility category
What is CME 1-year volatility 1-year high?
CME 1-year volatility reached a 1-year high of 19.03% on January 24, 2026
What is CME 1-year volatility 1-year low?
CME 1-year volatility reached a 1-year low of 16.57% on February 22, 2025
Data Sources & References
- CME Official Website www.cmegroup.com
- Most Recent Quarterly Report (10-Q) www.sec.gov/Archives/edgar/data/1156375/000115637525000206/0001156375-25-000206-index.htm
- Most Recent Annual Report (10-K) www.sec.gov/Archives/edgar/data/1156375/000115637525000021/0001156375-25-000021-index.htm
- CME Profile on Yahoo Finance finance.yahoo.com/quote/CME
- CME Profile on NASDAQ.com www.nasdaq.com/market-activity/stocks/cme
