Bitcoin CME (Chicago Mercantile Exchange) gaps occur when the price of Bitcoin moves significantly over the weekend, while the CME futures market is closed, creating a price disparity between Friday’s close and Monday’s open. These gaps are often discussed in trading communities due to their tendency to "fill," meaning the price retraces to the gap's price range.
Below is a summary of statistical data and insights on how regularly Bitcoin CME gaps get filled, based on available information from web sources and posts on X.
Statistical Data on Bitcoin CME Gap Fills
Historical Fill Rates:
- Studies and analyses suggest that Bitcoin CME gaps have a high probability of being filled. Estimates vary, but sources indicate: Approximately 65% to 95% of CME gaps are filled over time.
- Some claims that out of 80 identified Bitcoin CME gaps since December 2017, all but one were filled, implying a 98.75% fill rate.👀
- Another source reports that 28 out of 30 gaps on CME daily candles were filled, equating to a 93% fill rate.
- Over the last 12 months (as of June 2025), its noted a 95% fill rate for CME gaps.
- In the last three months (as of July 2025), another post stated that 14 out of 14 gaps were filled, suggesting a 100% fill rate in that short period.
Timeframe for Gap Fills:
Gaps do not always fill immediately. Some fill within days (e.g., 50% of gaps may fill on the first trading day, and 30% within the first week), while others take weeks, months, or even years.
For example:
- A gap from November 2024 (between $77,930 and $80,600) persisted until March 2025, when it was filled as Bitcoin dropped to around $76,700.
- A gap formed in early March 2025 (between $84,500 and $95,300) was filled the very next day as Bitcoin retraced to $83,500 An unfilled gap from July 2020 around $9,700–$9,850 remains open, indicating that not all gaps fill promptly.