In futures markets with price limits, trading halts are triggered by limit hits. Limit hits are rarely observed, perhaps because traders avoid bid-ask quotes that cause them. If this explanation is true, futures prices would cluster in a narrow region close to the limits. We test this empirically for currency futures contracts and find results consistent with the explanation. The tests require calculations of all combinations of a computationally intensive time series, which are extremely time consuming on a sequential machine and hence limit the practicality of the analysis. Consequently, we investigate parallel computing strategies in partitioning the datasets and solving them in parallel on a high-end Beowulf cluster. We discuss two different partitioning strategies of the given datasets on the cluster and elaborate the results. Copyright © 2012 John Wiley & Sons, Ltd.