"The Merc," as one of the world's largest marketplaces is affectionately known, houses a newish (2004) interactive Visitors Center, which is there to help you understand heady topics like "the importance of financial futures to the world economy."
The lobby-level center's video kiosks and interactive programs mimic the real world events that affect financial markets. Group presentations are available. The fifth-floor visitors' gallery (where you can see all the action) is currently closed to the public, but open to some tour groups (for example, school groups), so call ahead if you're interested.