Python elif statement invalid syntax error

Below is my code. I keep getting a invalid syntax error at the starred line (****). I am not sure what to do...please advise! Thanks!

day = input('Which day do you want to filter by?: \n (Monday, Tuesday, Wednesday, Thursday, Friday)\n Otherwise select "all" for no filter')

if city.lower() not in ('chicago', 'new york city', 'washington'):
    print("There is only bikeshare data for Chicago, New York City, and Washington. Please select one of these cities.")
continue

****elif month.lower() not in ('january', 'february', 'march', 'april', 'may', 'june', 'all'):
    print('\nThere is only bikeshare data for the first six months of the year. Please select one or all of these months.\n')
continue

elif day.lower() not in ('monday', 'tuesday', 'wednesday', 'thursday', 'friday', 'saturday', 'sunday', 'all'):
    print('\nInvalid input. Please select an appropriate day.\n')
break
return city, month, day