|
 |
| 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 |
|
|
