| Cover Page Document | Jul. 29, 2020 |
| Cover [Abstract] | |
| Entity Incorporation, State or Country Code | DE |
| Document Type | 8-K |
| Document Period End Date | Jul. 29, 2020 |
| Entity Registrant Name | CME GROUP INC. |
| Entity File Number | 001-31553 |
| Entity Tax Identification Number | 36-4459170 |
| Entity Address, Street Address | 20 South Wacker Drive |
| Entity Address, City or Town | Chicago |
| Entity Address, State or Province | IL |
| Entity Address, Postal Zip Code | 60606 |
| City Area Code | 312 |
| Local Phone Number | 930-1000 |
| Title of each class | Class A Common Stock |
| Trading Symbol | CME |
| Name of each exchange on which registered | NASDAQ |
| Written Communications | false |
| Soliciting Material | false |
| Pre-commencement Tender Offer | false |
| Pre-commencement Tender Offer | false |
| Entity Emerging Growth Company | false |
| Entity Central Index Key | 0001156375 |
| Amendment Flag | false |
