It is explained below. CME regularly updates the website.
If they have determined the settlement price for Livestock (which can theoretically be done shortly after the settlement period), they will publish it at 13:30 earliest. If it is not ready for publication, they will publish it at 14:05 or later.
The settlement price can be published prior to High, Low and Close of the session.
Last edited by Fat Tails; August 25th, 2010 at 03:04 PM.
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Nice, an NT indicator could download the file and parse it then use the data
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Hello Fat Tails.
Yes that indicator was discussed in the NT thread and I have used it. (for NT 6.5)
However, the "eVolution" indicator by Volume Trader, as far as I recall from then, was not so much about value areas.
I was particularly interested in how it showed the total volume traded,
as a horizontal line and histo, for each of:
Total Volume for contract,
Volume for Month,
Volume for Previous Week,
Volume for this week
Volume for Day.
For each and every CME contract.
Don't mean to ramble just thought it might be of interest to the OP.
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