Two gaps on the traditional CME Chicago Mercantile Exchange: Bitcoin 91970 - 92525 Ethereum 2853 - 2925 Is the 'gap must be filled' theory going to be proven this time? Additional info: Because CME has a closing system, if there’s market movement over the weekend, the next trading day will open with a gap, forming a price gap. Historically, prices often retrace to fill the gap, which is why it’s called the 'gap must be filled' theory.