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Caesar, Brutus, their wives, and all sorts of other folks are gathered in a public place. They’re ready to celebrate the feast of the Lupercal, which is done by having two Romans, dressed in goatskin loincloths, run around the city lashing whoever they find with a goatskin whip. Seriously.

From Shmoop

http://www.enotes.com/

Sometimes Y!A lets this link in whole, sometimes not. If not, just tighten it up and put: Julius Caesar by Shakespeare in the search box on the homepage and follow all leads (blue links) to get to act one, scene two and see this, if a non-member there can...

...They were "celebrating the Feast of Lupercal, a traditional footrace at the Coliseum to honor the god Pan."

There you have it, though I didn't read enough to see if "Caesar faints."