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WATCH THIS HUGE BITCOIN CME GAP!!!Efficient exposure. Easily trade on your market view of Bitcoin. ; Price discovery. Benefit from efficient price discovery in transparent futures markets. Bitcoin CME gaps represent price disparities between the closing and opening prices on the Chicago Mercantile Exchange. The most recent CME gap was created after the August 17 crash, extending from $27, to $27, The other two gaps are 31% and 19% away from.