Our work tries to give a prediction of data in the stock-exchange financial process, based on modern methods and using statistical and fuzzy logic. Fuzzy logic is one of the main methods to solve highly unstable systems. In this paper two stock-exchange variables in Stock market of Mexican were used: Telmex and Cemex to make the prediction to 12 days.(using principal components and correlation between the orthogonal vectors). The forecast was made with fuzzy logic and the method of learning ANFIS, later was compared with a traditional methods. This work is from great interest for the financiers or any type of activity that needs to have a forecast, using fuzzy logic.