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Berlin, Europe
Legendary Market Wizard
Experience: Advanced
Platform: NinjaTrader
Broker: Interactive Brokers
Trading: Futures & Stocks
Posts: 9,887 since Mar 2010
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For CME only:
If you look at the holiday schedule, there is one single session starting on Sunday evening and ending on Tuesday afternoon after the close. All trades for this session are for trade date Tuesday.
Please note that Tuesday's floor pivots are the same as Monday's floor pivots, as it is still the same session. The floor pivots are calculated from Friday's high, low and close.
Wednesday's floor pivots will be calculated from the whole double day session, that is the high, low and close of the combined Monday and Tuesday session.
If you use the right indicators with the right settings this should be no problem.
If you use pivots with other instruments than CME traded futures, you may need to deactivate the holiday settings of the indicators.
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