SYSTEMATIC RISK ON CME GLOBEX BTC/USD FUTURE TRADING — Jan, 17 2021 Update

CME Futures “Weekend Gap” becomes more problematic over the last couple of months. Please check the price changes and their volatility in the following figure. The gap is the time period between 4:00 pm on Friday and 5:00 pm on Sunday CT. There is no trading on CME Globex during the period.

After the big moves during the first weeks of January, Globex traders are not missing out on the large moves over the weekend.