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Holiday Sched Jan 16 / 17 / 18 - 2011


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 aquarian1 
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CME Group Holiday Calendar

CME Globex® Martin Luther King Holiday Schedule
CME Group Equity Products
Friday, Jan 14
1515 CT – Regular CME Globex close for trade date Friday, Jan 14
Sunday, Jan 16
1700 CT – Regular CME Globex open for trade date Tuesday, Jan 18
Note: Day/Session orders entered on Sunday are for trade date Tuesday, Jan 18
and will continue working until Tuesday’s close at 1515 CT
Monday, Jan 17
1030 CT – Trading halt
· Order entry, modification and cancellation allowed
1700 CT – Halted products resume trading
Tuesday, Jan 18
1515 CT – Regular CME Globex close for trade date Tuesday, Jan 18


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 Fat Tails 
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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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Last Updated on January 17, 2011


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