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GoodGains
6 Th05 2022 00:15

U.S. Futures Price Limits 

E-mini Nasdaq-100 FuturesCME

Mô tả

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

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The CME has changed the halt band limits therefore this script is no longer accurate.
Bình luận
danalec
currently line 10 does not work

according to CME Group website, the settlement "is calculated using a volume weighted average price (VWAP) based on the last 30 seconds of the trading day (...) between 15:14:30 – 15:15:00 Central Time."
GoodGains
@danalec, daily bar's close get updated to settlement price 🤯
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