I'll tell you what. Stock index futures roll over this Thurs morning. Best to roll them Wednesday night. I'm not sure of the currency futures. I think it's Monday. I use the auto roll feature built into Interactive Broker's Trader Workstation. Works great, and does the thinking for me. I saw a link that had this info once but don't know where it is.
Just looked it up on CME's website. Last trade date on EURO FX is 9/18/2006, so 1 week earlier or Monday would be the roll date prior to the RTH (floor) open. Best bet is to roll them after the close on Friday.
