Sorry to have bothered some people with a question that apparently made no sense them.
Sorry also for not having searched deeply enough on the CME website. Strangely enough only on a third look I found some quite interesting documents.
In case someone stumbles about the same question sometime here is a quite good description of the algorithms used (or in case you want to learn what an algorithm is and computers at exchanges need one to work):
http://www.cme.com/files/cbotclientimpact.pdf
page 55 cont.
also (less detailed)
http://www.cme.com/trading/get/abt/functionality/matching.html
Sorry also for not having searched deeply enough on the CME website. Strangely enough only on a third look I found some quite interesting documents.
In case someone stumbles about the same question sometime here is a quite good description of the algorithms used (or in case you want to learn what an algorithm is and computers at exchanges need one to work):
http://www.cme.com/files/cbotclientimpact.pdf
page 55 cont.
also (less detailed)
http://www.cme.com/trading/get/abt/functionality/matching.html