Auto-derived from CHF/JPY session history · updated nightly
On Fridays, Neutral sessions are the most common at 61.4%. Watch for a two-way day where both IB sides break — fade extremes.
IB breaks 99.7% of the time — only 0.3% of sessions stay range-bound. Both sides break 56.7% (Neutral days).
Average session range is 0.8274 pts. The middle 68% of sessions runs 0.3358 → 1.3 — anything outside is an outlier day.
Gap up days test prior session high 68.8% of the time. Gap down days test prior low 70.0%.
When the IB VPOC sits in the upper half, IB high breaks 79.5% of the time. Lower half: IB low breaks 77.9% of the time.
48.7% of sessions close green. Average signed move is -0.02%, with a typical absolute move of ±0.28%.
96.4% of sessions break either the overnight high or low. The OVN high is tested 64.9% of the time, OVN low 58.0%.
How wide a typical day is, end to end
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 0.7170 pts |
Normal band The middle 68% of sessions | 0.3358 → 1.32 pts |
Unusual above A session range past this is an outlier day | 1.32 pts |
The first hour's high-to-low spread
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 0.2390 pts |
Normal band The middle 68% of sessions | 0.0999 → 0.4596 pts |
Unusual above A first hour past this is an outlier day | 0.4596 pts |
Initial Balance break rates · day types by weekday · gap behavior · value-area touches · seasonality · the full set. Pro is $9/mo, cancellable anytime, and gives you every market on this list.