When preparing your trading sessions around the Holidays, the first thing is to understand if your data provider follows the “CME Protocol” for Holidays.
Tip: Check the table below to see if the Trading Platform you are using Follows CME Protocol
CME may merge multiple calendar days into one trading day on recognized holidays where there are abbreviated trading hours. For example, if a holiday falls on a Monday, and there are shortened trading hours on that Monday, the exchange may count all P/L from Sunday’s Open through Tuesday’s Close as a single trading day.
This means that each day, including holidays with abbreviated trading hours, will count as individual days. P/Ls and drawdowns will be reset each calendar day.
CME Protocol Y/N
|Trading Platform||Data Provider|
Below are the holidays observed by the CME. The list includes holiday market closures as well holiday abbreviated trading hours. Failure to flatten your position before an early close will be considered a rule violation. Please note that there are no additional trading restrictions for the Trading Combine® or Pro Account® other than the adjustments outlined below.
This information applies to Trading Combine®. If you are trading in a funded level account, please see this article for Holiday Trading.
|Tip: Trading days with early closes are the ones you will want to consider the CME Protocol mentioned above.|
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