The CME Group provides the settlement prices. The settlement price is the official price of a financial instrument at a specific time.

It is the CME Group that determines the settlement prices through its own method, volumes, and open interests are also included.
cme settlement prices
They calculate the settlement or official closing prices daily for each futures contract.
After the closure of the CME markets, all the settlement prices are used for the calculation of the margin and they update the accounting positions.
Each Exchange can define different ways of calculating the official closing prices.
The settlement prices can be preliminary or final.
The official daily settlement is the final settlement price published by CME.
The settlement price is used, for example, to calculate the margin.
They publish the Monday final settlement price on CME Globex, on Thursday, between 5:30 p.m. and 9:30 p.m. CT.
They publish the final settlement price for Friday on Sunday, between 12:00 p.m. and 4:00 p.m. CT.
The settlement price can be intraday.
Intraday An intraday settlement is any price that is released before the official end-of-day settlement calculation.
The daily settlement prices files contain the settlement prices, volume, open, close, high and low for all the products of the CME Group.

Futures E-mini Dow

The daily adjustments of the futures of the CME Equity Index are determined by the staff of the CME Group based on trading and market activities on CME Globex.
When calculating the price of a derivative, the CME must follow standard procedures.
If you want to deepen the calculation method, visit this link where all the tools are listed.
We don’t think it’s useful to know how the CME performs settlement price calculations.
The procedure is very long and complicated, even difficult to understand.

Related Articles:

ZeroHedge Webiste Review || 2020 Finance Blogs Review

NAAIM Exposure Index || What is and How Use It

The American Association of Individual Investors (AAII)

AD Volume Line Indicator || Technical Analysis Tutorial

Pivot Points || Essential Tutorial 2020

The TRIX || Triple Exponential Average Indicator || Tutorial

Intermarket Analysis || Stocks, Bonds & Commodities – Tutorial

Gold Trading Strategy with Stochastic Indicator

TradeStation Strategy – Bollinger Bands Reversal Price Exit Setup

CCI Indicator | Commodity Channel Index | 2020 Tutorial

Bollinger Bands Indicator Essential Tutorial for Dummies

Stochastic Indicator | Technical Analysis Tutorial

How does volatility affect option prices? Call & Put options price


Ichimoku Indicator | Ichimoku Kinko Hyo | Tutorial

What is the Dow Theory in technical analysis

How to find the perfect SuperTrend Settings

Parabolic SAR Indicator – Technical Analysis Tutorial

The Vortex Indicator || Tutorial

How to read a Price Chart – Bar Chart – CandleStick – Kagi – Heikin Ashi

Trading Intraday Nutrition: How to eat correctly

Momentum Indicator Oscillator || 2020 Tutorial

EasyLanguage & PowerLanguage Tutorial – The Inputs

Leave a Reply