I may have slightly misinterpreted your requirement & only highlighted a date if it was actually today's date. Instead I think you want to highlight the latest date that is less than or equal to today's date?
Yes, you only enter the actual formula starting at the = sign for each rule. To spell it out in more detail
1. Remove any existing CF by Conditional Formatting - Clear Rules - Clear Rules from Entire Sheet
2. Select B1:Bxx
3. Conditional Formatting - New rule .. - Use a formula to determine which cells to format - Format values where this formula is true: =AND(B1<>"",B1=MAX(IF($B1:$F1<=$J$1,$B1:$F1))) - Format... - Fill tab - Choose colour - OK - OK
4. Select C1:Cxx & repeat step 3 with the next formula and next colour
etc
<b>CF Date (2)</b><br /><br /><table border="1" cellspacing="0" cellpadding="0" style="font-family:Arial,Arial; font-size:8pt; background-color:#ffffff; padding-left:2pt; padding-right:2pt; "> <colgroup><col style="font-weight:bold; width:30px; " /><col style="width:83px;" /><col style="width:83px;" /><col style="width:83px;" /><col style="width:83px;" /><col style="width:83px;" /><col style="width:24px;" /><col style="width:25px;" /><col style="width:56px;" /><col style="width:86px;" /></colgroup><tr style="background-color:#cacaca; text-align:center; font-weight:bold; font-size:8pt; "><td > </td><td >B</td><td >C</td><td >D</td><td >E</td><td >F</td><td >G</td><td >H</td><td >I</td><td >J</td></tr><tr style="height:21px ;" ><td style="font-size:8pt; background-color:#cacaca; text-align:center; " >1</td><td style="background-color:#ff0000; font-size:10pt; text-align:right; ">15/11/2019</td><td style="font-size:10pt; text-align:right; ">16/11/2019</td><td style="font-size:10pt; text-align:right; ">17/11/2019</td><td style="font-size:10pt; text-align:right; ">18/11/2019</td><td style="font-size:10pt; text-align:right; ">19/11/2019</td><td style="font-size:10pt; "> </td><td style="font-size:10pt; "> </td><td style="font-size:10pt; text-align:right; ">Today:</td><td style="font-size:10pt; text-align:right; ">15/11/2019</td></tr><tr style="height:21px ;" ><td style="font-size:8pt; background-color:#cacaca; text-align:center; " >2</td><td style="font-size:10pt; text-align:right; ">26/10/2019</td><td style="font-size:10pt; text-align:right; ">2/11/2019</td><td style="background-color:#00b0f0; font-size:10pt; text-align:right; ">9/11/2019</td><td style="font-size:10pt; text-align:right; ">16/11/2019</td><td style="font-size:10pt; text-align:right; ">23/11/2019</td><td style="font-size:10pt; "> </td><td style="font-size:10pt; "> </td><td style="font-size:10pt; "> </td><td style="font-size:10pt; "> </td></tr><tr style="height:21px ;" ><td style="font-size:8pt; background-color:#cacaca; text-align:center; " >3</td><td style="font-size:10pt; text-align:right; ">8/11/2019</td><td style="font-size:10pt; text-align:right; ">10/11/2019</td><td style="font-size:10pt; text-align:right; ">12/11/2019</td><td style="background-color:#ffc000; font-size:10pt; text-align:right; ">14/11/2019</td><td style="font-size:10pt; text-align:right; ">16/11/2019</td><td style="font-size:10pt; "> </td><td style="font-size:10pt; "> </td><td style="font-size:10pt; "> </td><td style="font-size:10pt; "> </td></tr><tr style="height:21px ;" ><td style="font-size:8pt; background-color:#cacaca; text-align:center; " >4</td><td style="font-size:10pt; text-align:right; ">16/09/2019</td><td style="background-color:#ffff00; font-size:10pt; text-align:right; ">16/10/2019</td><td style="font-size:10pt; text-align:right; ">16/11/2019</td><td style="font-size:10pt; text-align:right; ">16/12/2019</td><td style="font-size:10pt; text-align:right; ">16/01/2020</td><td style="font-size:10pt; "> </td><td style="font-size:10pt; "> </td><td style="font-size:10pt; "> </td><td style="font-size:10pt; "> </td></tr><tr style="height:21px ;" ><td style="font-size:8pt; background-color:#cacaca; text-align:center; " >5</td><td style="font-size:10pt; text-align:right; ">15/08/2019</td><td style="font-size:10pt; text-align:right; ">1/09/2019</td><td style="font-size:10pt; text-align:right; ">18/09/2019</td><td style="font-size:10pt; text-align:right; ">5/10/2019</td><td style="background-color:#92d050; font-size:10pt; text-align:right; ">22/10/2019</td><td style="font-size:10pt; "> </td><td style="font-size:10pt; "> </td><td style="font-size:10pt; "> </td><td style="font-size:10pt; "> </td></tr><tr style="height:21px ;" ><td style="font-size:8pt; background-color:#cacaca; text-align:center; " >6</td><td style="font-size:10pt; text-align:right; ">16/11/2019</td><td style="font-size:10pt; text-align:right; ">21/11/2019</td><td style="font-size:10pt; text-align:right; ">26/11/2019</td><td style="font-size:10pt; text-align:right; ">1/12/2019</td><td style="font-size:10pt; text-align:right; ">6/12/2019</td><td style="font-size:10pt; "> </td><td style="font-size:10pt; "> </td><td style="font-size:10pt; "> </td><td style="font-size:10pt; "> </td></tr><tr style="height:21px ;" ><td style="font-size:8pt; background-color:#cacaca; text-align:center; " >7</td><td style="font-size:10pt; "> </td><td style="font-size:10pt; "> </td><td style="font-size:10pt; "> </td><td style="font-size:10pt; "> </td><td style="font-size:10pt; "> </td><td style="font-size:10pt; "> </td><td style="font-size:10pt; "> </td><td style="font-size:10pt; "> </td><td style="font-size:10pt; "> </td></tr></table><br /><table style="font-family:Arial; font-size:10pt; background-color:#fffcf9; border-style: groove ;border-color:#ff0000"><tr><td ><b>Conditional formatting </b></td></tr><tr><td ><table border="1" cellspacing="0" cellpadding="0" style="font-family:Arial; font-size:10pt; padding-left:2pt; padding-right:2pt; "><tr><td >Cell</td><td >Nr.: / Condition</td><td >Format</td></tr><tr><td >B1</td><td >1. / Formula is =AND(B1<>"",B1=MAX(IF($B1:$F1<=$J$1,$B1:$F1)))</td><td style="background-color:#ff0000; ">Abc</td></tr><tr><td >C1</td><td >1. / Formula is =AND(C1<>"",C1=MAX(IF($B1:$F1<=$J$1,$B1:$F1)))</td><td style="background-color:#ffff00; ">Abc</td></tr><tr><td >D1</td><td >1. / Formula is =AND(D1<>"",D1=MAX(IF($B1:$F1<=$J$1,$B1:$F1)))</td><td style="background-color:#00b0f0; ">Abc</td></tr><tr><td >E1</td><td >1. / Formula is =AND(E1<>"",E1=MAX(IF($B1:$F1<=$J$1,$B1:$F1)))</td><td style="background-color:#ffc000; ">Abc</td></tr><tr><td >F1</td><td >1. / Formula is =AND(F1<>"",F1=MAX(IF($B1:$F1<=$J$1,$B1:$F1)))</td><td style="background-color:#92d050; ">Abc</td></tr></table></td></tr></table>