The gap created on the 24th of April 2017, right after the French election results.
Gaps during the Monday to Friday trading week are extremely rare in the EuroDollar market in normal trading conditions. Obviously, there are many week-end gaps.
There is no gap theory for trading the EuroDollar like for trading shares.
Yes, many times, but not necessarily always that big of a gap.
Here are some recent ones that I can remember but there are much more going back in time:
Here is a chart of weekly gaps:
Yes, there is "gap theory" for successfully trading EUR/USD (and others) on weekend gaps. I have been doing so for a long time.
One of the most common strategies is to fade it, but it is not the only strategy that can be used. Do some research on it. You will find plenty of information on it!
Obviously I exclude week-end gaps, news gaps, Brexit type gaps and the Swiss currency situation gaps.
I am referring to gaps during normal trading. I have seen a few small ones over the last two years. They got filled quite quickly.
Your data, do they include news gaps?
22 JAN 2018 was a fat-finger gap in Asia. I remember that one. I´m not talking about that. That is an exceptional situation.
I´m talking normal trading gaps.