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Date/Time: Thu, 19 Sep 2024 22:24:02 +0000

Post From: FCE Rollover on April one day before

[2014-04-24 07:51:40] Link To Thread - Link To Post [Go To First Post]
Thib - Posts: 54
Hello, About FCE continuous rollover April/May contract again. As Friday 18 and Monday 21 on April were national holidays for FCE, the rollover on SC made between Thursday 17 and Tuesday 22 on April. And data before May contract were not adjusted by SC. Normally, if the data had been adjusted, on 4/17 at 16 o'clock the FCE should be at 4423-61 = 4362 and the gap between 4/17 and 4/22 shlould be a gap up and not a gap down. http://www.sierrachart.com/image.php?l=1398321945542.png