Market Sentiment Meter

Analyze historical market sentiment on eight major products

When market-moving events create highly uncertain environments, a trader needs to assess possible outcomes and prepare for market implications

Partnering with 1QBit, CME Group created the Market Sentiment Meter to help assess the magnitude of historical market sentiment.  Using eight of CME Group's major futures and options products, the tool tracks sentiment changes.

Based on data back to 2012, the Market Sentiment Meter updates daily with a variety of metrics available through CME DataMine, our cloud-based historical data platform.

Dive deeper with CME DataMine

Explore historical market sentiment and the data used for the Market Sentiment Meter with CME DataMine.

Market Sentiments

The Market Sentiment Meter focuses on four risk profiles common in the futures markets.  Below are the illustrative charts that match the sentiment states.

Complacent

Rare
Low level of market anxiety

Balanced

Common
Normal level of market anxiety

Anxious

Rare
High level of market anxiety

Conflicted

Extremely Rare
Price gap anxiety

Historical Price Trend

The Market Sentiment Meter also follows momentum of the market based on historical data. 

  • Trending Strongly Higher
  • Trending Weakly Higher
  • Directionless
  • Trending Weakly Lower
  • Trending Strongly Lower

Market Sentiment by Product

Get an in-depth look at the market sentiment and momentum for each product, including the most recent alerts and trend changes. 

Event Risk Research

Access historical data with CME DataMine

Explore the historical data used for the Market Sentiment Meter with CME DataMine.

All data is from the Market Sentiment Meter database available for purchase by annual subscription (trials available) from CME DataMine product suite
This is one set of many within CME Datamine, which is found under "Third-Party Dataset: 1QBit".

Risk Notes:
The four categories of market risk states are Complacent (10.4% since 1/1/2012), Balanced (73.4%), Anxious (10.4%), and Conflicted (5.8%).

Disclaimer:

The information presented in this tool is derived from historical market data and not intended to be instructive or predictive of future market performance. None of the information presented in this tool constitutes a recommendation. CME Group expressly disclaims all liability for the use or interpretation (whether by visitor or by others) of information contained herein. Decisions based on this information are the sole responsibility of the visitor.  The visitor agrees to hold the CME Group and its affiliates and licensors harmless against any claims for damages arising from any decisions that the visitor makes based on such information. Nothing contained in this tool constitutes investment advice, nor does it constitute the solicitation of the purchase or sale of any futures or options.

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