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MRCI's Historical Limit Report

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MRCI's Historical Limit Report

Lumber(CME)
Last 200 Days Limit Statistics(1974-2014 Contracts)

Limit
Up		 Tot Pct
Exceed		 Limit
Down		 Tot Pct
Exceed
Total Limits 2443   2087  
Exceed Day 1 1551(63%) 63% 1435(69%) 69%
Exceed Day 2 79(3%) 67% 74(4%) 72%
Exceed Day 3 341(14%) 81% 255(12%) 85%
Exceed Days 4-7 187(8%) 88% 140(7%) 91%
Exceed Days 8-20 105(4%) 93% 77(4%) 95%
Exceed Days 21-50 60(2%) 95% 38(2%) 97%
Exceed Days 51-100 24(1%) 96% 21(1%) 98%
Exceed > Day 100 91(4%) 100% 42(2%) 100%
Exceed by
Later Contracts		 113(5%)   51(2%)  
Limits Not Exceeded
Date Up Down
Mar 2005-02/28/2005 418.5  
Jan 2012-12/14/2011   219.6
Sep 2014-04/01/2014 354.6  
Limits by Month
Type Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Up 257 238 184 215 197 201 139 202 170 253 173 214
Down 164 174 184 212 190 220 142 191 182 157 131 140
Total 421 412 368 427 387 421 281 393 352 410 304 354
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