U.S. Futures Price Limits

6 thg 5, 2022

This scripts plots settlement and the circuit breaker limits for U.S. Equity Indexes. The current limits for the equity index futures are + and - 7%, 13%, and 20% from the previous day's settlement price. If price reaches these levels trading is either paused briefly or for the remainder of the day. The full resource (CME Website) is below.

There are plans to add the remainder of the most actively traded U.S. Futures Markets.

To find out more about the price limits it is best to use the CME's website as a reference.
cmegroup.com/trading/price-limits.html

6 thg 5, 2022

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6 thg 5, 2022

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22 thg 11, 2023

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The CME has changed the halt band limits therefore this script is no longer accurate.