Continuous futures chart question | Thread profile

This might be interesting: http://www.dacharts.com/faq/futures-rollover.htm The following applies to many (if not most) futures contracts especially those from the Chicago Mercantile Exchange (CME) and Chicago Board of Trade (CBOT). * Rollover is 8 days before expiration. * Expiration is the third Friday of each quarter month (March, June, September, December) * ...

Well this is the sort of thing that bloomberg handles pretty well, and I don't have to fiddle around with settings etc, it just, well kinda works right out of the box. But I don't use it all that often in terms of charting. What I more often use it for is to ensure I have a ticker in a quote list that never expires and needs re-setting. An example would be Fed Funds futs (although even then,...

Quote: GammaJammer Well this is the sort of thing that bloomberg handles pretty well, and I don't have to fiddle around with settings etc, it just, well kinda works right out of the box. But I don't use it all that often in terms of charting. What I more often use it for is to ensure I have a ticker in a quote ...

In both cases surely you're just better off eyeing key levels in the cash all the time, and calculating when necessary what that equates to in the relevant futures contract. In the case of FX futures in particular, for those that trade them, they are absolutely dwarfed by the spot market, so S/R levels in the futs are genuinely meaningless unless they equate to something in cash, as arb is ...