@lesterspender
CME futures gaps—price differences between weekend spot moves and the Monday-opened CME contract—remain a market microstructure feature that traders watch for potential mean-reversion. Gaps can act as short-term magnet levels because institutional traders and systematic strategies may hedge or rebalance positions when regularized trading resumes, and algorithmic liquidity provision often targets these inefficiencies. Their importance has diminished somewhat with the growth of 24/7 spot venues and non-CME institutional instruments, but for sizable flows and near-term technical analysis they can still highlight areas of imbalance. Usage is most effective when combined with liquidity profile, volume-at-price, and derivative positioning; gaps are not deterministic signals but rather one contextual input among many.
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