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

Sürüm Notları

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

Sürüm Notları

Added clarity to what the labels are for