China is the world’s second-largest economy and its economic situation is attracting significant global attention, particularly as it is currently undergoing a transformation from a world factory into a world market. Iron ore volumes are leading economic indicators, and this paper offers a study of China’s iron ore data in order to establish a fuzzy time series model that can be used to analyze the relationship between remuneration and future iron ore rates of change. The results of the analysis are as follows. (1) The model showed that the predictive value of the 2012Q3 iron ore is 5,716.812 and its trading range fluctuates (3,470.313 , 6,042.085). (2) The iron ore index rate of return remains positive, and the prediction error within the group averages 0.65%; an error range of less than 1 percent indicates a good prediction model, and suggests that this article can serve as a useful reference to stakeholders.