This scripts plots settlement and the circuit breaker limits for U.S. Equity Indexes. The current limits for the equity index futures are + and - 7%, 13%, and 20% from the previous day's settlement price. If price reaches these levels trading is either paused briefly or for the remainder of the day. The full resource (CME Website) is below.
There are plans to add the remainder of the most actively traded U.S. Futures Markets.
according to CME Group website, the settlement "is calculated using a volume weighted average price (VWAP) based on the last 30 seconds of the trading day (...) between 15:14:30 – 15:15:00 Central Time."
GoodGains
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@danalec, daily bar's close get updated to settlement price 🤯
according to CME Group website, the settlement "is calculated using a volume weighted average price (VWAP) based on the last 30 seconds of the trading day (...) between 15:14:30 – 15:15:00 Central Time."