CME Equity Futures Price Limits

17 mar 2020

Breakers for CME's futures contracts. Should work on CST/EST/UTC charts.

CME says it uses the last 30 seconds of the session to grab a reference price, so I took the open of the last session's candle because it's easier.

Out of session breakers: +/-5%
Limit downs: -7%/-13%/-20%

There are some minor nuances for the later part of the NY session but I don't really care to add that in right now.

Options:
- Input a manual reference price to override the selected price for accuracy.
- Show only the current/last session's limits. This breaks the in session limit down lines.


Live prices:
cmegroup.com/trading/price-limits.html

Month codes:
cmegroup.com/month-codes.html

Reference:
cmegroup.com/trading/equity-index/faq-us-based-equity-index-price-limits.html


It's best to check the last updated reference price to ensure it's correct.

18 mar 2020

Informacje o Wersji

Added options:
- Toggle 7/13/20% limit downs on or off. Haven't fixed the bug mentioned in OP yet
- Toggle labels for the afterhours upper/lower limits. Using 'Show Only Today's Limits' will plot the labels once, at the furthest right end of the limit level.

18 mar 2020

Informacje o Wersji

Added clarity to what the labels are for