CME Globex Futures markets

This page is your resource for CME Globex Futures information, how these markets differ from cryptocurrency exchanges, & how to read CME charts on Cryptowatch.

What are CME Globex Futures?

CME is the world’s leading and most diverse derivatives marketplace, providing traders nearly 24 hour access to the world’s foremost global markets. By including CME markets on Cryptowatch, traders can now monitor & analyze global market-moving events alongside their favourite cryptocurrency markets.
Cryptowatch is currently listing a select number of CME markets. In the future we plan on adding more of the most liquid symbols (based on Open Interest) across all major CME venues (Globex, COMEX, NYMEX, CBOT).
Currently, Cryptowatch supports the following CME Globex Futures symbols:

How to access CME Globex Futures markets

There are 3 ways to access CME Globex Futures markets on Cryptowatch:
  1. 1.
    Go to the Exchanges page > select the CME exchange
  2. 2.
    Go to the Markets page > filter markets by exchange or select a CME market
  3. 3.
    Search for “CME” using the search bar

What you can do with CME markets

Cryptowatch traders can access the following features on CME Globex Futures markets:
  • Track and monitor trading metrics, such as price, daily summary, OHLC candles, etc.
  • Set up useful price alerts
  • Use advanced technical analysis via Cryptowatch charting tools
  • Monitor all available CME markets
  • Show/hide and highlight non-trading sessions on CME markets via the Chart Style menu.

Technical Information

Please take note of the following:
Delayed Market Data Market data in all CME markets will be delayed by 10 minutes. This delay allows us to offer this data for free to all Cryptowatch visitors.
API Support Due to the redistribution limitations of our agreement with the CME, Cryptowatch will not emit CME market data to customers via our public APIs.
Market History All CME active contracts will be fully backfilled by using all the available historical data of the CME. However, in some cases we have identified that full history is not available. This means that the historical data for some Continuous charts will start later than expected.

Number of Offered Contracts per Futures Symbol

All available contracts (i.e. Bitcoin Futures expiring Dec 2022) per symbol (i.e. Bitcoin) will be listed, plus a ‘Continuous’ futures chart.

Continuous Futures Charts: Volume Based Rollover

Cryptowatch publishes Continuous Futures charts to show more historical data for each symbol’s price. This chart uses the most forward contract for the relevant symbol to provide new pricing data. The transition date from one futures contract to the next is determined by when the daily volume becomes greater from one contract to the next for two consecutive days or when the current contract is expired.
When producing history and rotating, we limit the rotation to contracts that are dated a maximum of a year into the future (i.e. it's impossible to roll to a Dec 2022 contract when it is July 2021.)

Volume Profile (VAP) Indicator Limitation

VAP indicator works for all CME markets. However, the only limitation is that CME does not provide the direction of trades for historical data. Due to this, we will not be able to display "colors" (i.e. buy/sell direction) for the historical trades of CME markets, while the ongoing trades will (after CME markets are live on Cryptowatch).

Construction of OHLC candles

During non-trading hours of the CME markets (i.e. market is closed) we stop pricing the chart to avoid misleading ticks. The charts will be presented with gaps between trading sessions.
The daily (1D) charts and above (3D, 1W) candles will be constructed based on the trading sessions. For example, each daily candle will close after the daily trading session of a market (instead of midnight UTC as with our other charts).

Settlement prices in the OHLC candles

Settlement prices of the contracts are included as a close price of daily (1D) charts and above (3D, 1W) with trading volume = 0, and the H/L (High & Low) values will be adjusted accordingly.
For example:
  • if Settlement Price is lower than existing the Low: Low price = Close = Settlement Price
  • if Settlement Price is higher than existing High: High price = Close = Settlement Price
When daily T&S (Time & Sale) are not available for a market (trading activity is zero), then daily OHLC values will be equal to the settlement price with Volume = 0.
When daily T&S are available for a market, then daily close value will be equal to the daily Settlement Price.
Settlement Prices also affect the Summaries calculation of markets when the Settlement Prices change the OHLC data.

Daily summary of the markets

In order to comply with the CME markets, where trading sessions apply with the market opening and closing, the daily summary on the Markets page will operate as follows:
  • When markets are closed, Cryptowatch will "freeze" the daily summary and present the latest available values (when market was last active):
    • Last Price, Change, Volume, High/Low and mini chart will keep the same values.
  • When markets are open, 24-hour summary will continue the calculations from the last state they left.
Cryptowatch will perform different calculations for CME Globex Futures markets compared to existing cryptocurrency markets. See the table below.
How we calculate it
% Change will be calculated between the current close price and the close price of the previous daily (1D) candle (i.e. previous trading session).
If the previous available trading session doesn't include a close price (for example due to an IPO), then the price change will be “N/A”.
The trading volume will be calculated based on the current session's trading volume. Hence, when the market opens and there are no trades, the trading volume will be zero (0).
High/Low values will be calculated based on the daily (1D) candle of the current trading session