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1  Economy / Trading Discussion / CME Futures Gap ??? on: January 11, 2020, 04:14:28 PM
I have a question about futures gaps.

Take this weekend for example. CME Futures closed at 8125.

On Monday morning when the CME futures desk opens the price could be several hundred dollars away from that Friday close of 8125.

If the price crossed 8125 over this weekend (which it has). Has that essentially closed the gap? Or does it have to be within trading hours.

The futures gap of 6th/7th Jan was only partially closed when the price hit 7677ish on 10th Jan. (Incidentally, this was at 10:15 UTC - outside of CME Futures trading hours)

help?
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