Hello! I have a question for fellow systematic traders here who trade silver. I have a dilemma with the way the exchange report their end-of-day price which is a settlement price which may be 1/10th of a cent, while "normal" trading occurs in 1/2 cent increments. Hence, Open, High and Low are in 1/2 cents but the close is / may be in 1/10th of a cent. So, OHL will always be xx5, xx0, etc, while closes might be xx7, xx3, xx1, etc! Since my trading levels are derived from this closing price, it creates havoc with these projected levels. Also, when doing Panama canal adjustment for stiching back-data contracts, it creates the wrong increments for back-data. Has anybody encountered this problem too? Any suggestions? PS: I do know WHY they do it - something to do with the calendar spread, but it still does not solve my problem. Thanks for any ideas!