CME is a bad example, because large market participants actually go there to buy stuff like commodities that they need to keep their businesses going, and many trades are often net-win-win for both parties. (The active trader made a buck, the producer/consumer of the commodity got their goods. They might have preferred getting them at a better price, but they are still net positive from making the trade at the price they got/paid.)

The retail day traders trying to play there are, of course, in a win/lose fight.