Unfilled CME Gaps

2021년 10월 1일

I found Completely unfilled 06 CME Gaps all the way in this market cycle up to date. The lowest Gap is 9665$ - 9925$. The Highest completely unfilled gap has located in 60,165 $ - 57,750 $. This highest gap was almost filled by a wick up to 59,990$ but still remaining as a completely unfilled gap. Since previous days there was an idea among most of the traders that all the CME Futures gaps will be filled sooner or later. We can calculate a percentage of this from the Highest & Lowest price ranges in this market cycle up to date (Bottom of the cycle of 4,210 $ on 13th March 2020 to Top of the cycle of 65,520 $ on 14th of April, 2021) is as follows.

Total no of Weeks = 81
Total Gaps formrd = 81
Total Gaps Remains = 06
Total Gaps Closted = 81-06 = 75
Percentage of closed gaps = (75/81*100%) = 92.6%
Percentage of opened gaps = (6/81*100%) = 7.4%

This calculation says that there is a 92.6% probability to fill CME Futures gaps sooner or later but still there is a 7.40% percentage that doesn't respect that all the way through this cycle.