Ending is Obviously Foreshadowed

In regards to Catherine's suicide/murder of Jim

* Her impulsive behavior and mood swings
* Her need for validation (particularly the "I believe I said something funny" scene)
* Catherine jumping into the water after the play
* Her erratic driving
* Telling Jim she's going to kill him in the scene before the ending
* Jules is treated as the third wheel for more or less the entirety of the movie, even in the early days of his relationship with Catherine, there's this sense that he's left out on something, and so it makes sense he wouldn't be included in the murder/suicide and is left to pick up the pieces.