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MRCI's Historical Limit Report

MRCI Logo
MRCI's Historical Limit Report

Cotton(ICE)
Last 200 Days Limit Statistics(1974-2014 Contracts)

Limit
Up
Tot Pct
Exceed
Limit
Down
Tot Pct
Exceed
Total Limits 874   793  
Exceed Day 1 528(60%) 60% 540(68%) 68%
Exceed Day 2 16(2%) 62% 21(3%) 71%
Exceed Day 3 143(16%) 79% 73(9%) 80%
Exceed Days 4-7 64(7%) 86% 73(9%) 89%
Exceed Days 8-20 44(5%) 91% 42(5%) 94%
Exceed Days 21-50 23(3%) 94% 22(3%) 97%
Exceed Days 51-100 9(1%) 95% 7(1%) 98%
Exceed > Day 100 47(5%) 100% 14(2%) 100%
Exceed by
Later Contracts
53(6%)   19(2%)  
Limits by Month
Type Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Up 63 99 59 67 38 120 71 87 101 47 66 56
Down 75 62 85 55 50 98 70 60 79 67 57 35
Total 138 161 144 122 88 218 141 147 180 114 123 91

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