The more or less agreed order of composition of the plays shows Julius Caesar coming after Henry V. Since the latter might be seen as the culmination of a process that had begun with The First Part of the Contention of the Two Famous Houses of York and Lancaster (2 Henry VI), continuing via Richard III, Richard II, King John and the two parts of Henry IV, Julius Caesar might be seen as Shakespeare's move from English to Roman history - an interest manifested earlier in Titus Andronicus, first printed in 1594, and the poem The Rape of Lucrece, entered into the Stationers' Register on 9th May of the same year.
English popular interest in Roman history …
Parker, Kenneth. "Julius Caesar". The Literary Encyclopedia. First published 28 October 2000
[http://www.litencyc.com/php/sworks.php?rec=true&UID=4303, accessed 03 December 2016.]