NeoButane

CME Equity Futures Price Limits


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:
https://www.cmegroup.com/trading/price-l...

Month codes:
https://www.cmegroup.com/month-codes.htm...

Reference:
https://www.cmegroup.com/trading/equity-...


It's best to check the last updated reference price to ensure it's correct.
Release Notes: 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.
Release Notes: Added clarity to what the labels are for
Remove from Favorite Scripts Add to Favorite Scripts
My published indicators: https://www.tradingview.com/u/NeoButane/#published-scripts

Sorry if I haven't replied to your message yet, I'm a bit backlogged :)

Comments

Good job bro =D
+1 Reply
Thanks!
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Does it work for BTC! ?
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