the session range by weekday report on edgeful calculates daily ranges (high minus low) for the Tokyo, London, and New York sessions and groups them by weekday. it processes date, high, and low data from each session to compute average ranges per day of the week.

you get summary statistics by weekday and detailed daily records with ranges for all three sessions.

this is one of the 150+ reports available on the edgeful platform. here's how it works, what the data shows, and how traders use it.

table of contents

• what the session range by weekday report measures
• how the calculation works
• how traders use session range by weekday data
• combining session range by weekday with other reports
• key takeaways

what the session range by weekday report measures

the session range by weekday report calculates daily ranges (high minus low) for the Tokyo, London, and New York sessions and groups them by weekday. it processes date, high, and low data from each session to compute average ranges per day of the week.

the report is available for futures, stocks, ETFs, forex, and crypto. you can filter by ticker, session (NY, London, Asian, full globex, or custom), and lookback period (1 month to 5+ years).

how the calculation works

the session range by weekday report aggregates session range data by weekday.

• the report calculates the session range (high minus low) for each session day across the lookback period
• it groups results by weekday (monday through friday)
• averages are calculated per weekday
• comparing weekdays reveals which days produce expanded vs compressed range
• this gives you a statistical view of which weekdays offer the most range on a given ticker

how traders use session range by weekday data

• sizing trades based on the typical weekday range
• focusing on weekdays with historically expanded range for breakout strategies
• avoiding outsized stops on compressed-range weekdays
• pairing with ATR/ADR for a layered volatility view
• risk management by knowing when intraday targets need to be adjusted for the weekday

the data doesn't tell you to trade. the session range by weekday report tells you the historical performance of the setup in front of you. what you do with that information is your decision.

results require customization, time, and effort. the numbers change depending on your ticker, session, and lookback period. always check the data for your specific conditions.

combining session range by weekday with other reports

the session range by weekday report works best when combined with other edgeful reports for confluence:

• use the what's in play dashboard to see session range by weekday data alongside your other favorite reports in one view
• the screener lets you scan up to 49 tickers for session range by weekday setups across 4 reports simultaneously
• edgeful AI can analyze session range by weekday data alongside other reports and find patterns you'd never spot manually

key takeaways

• the edgeful session range by weekday report measures average session range broken out by weekday
• available for futures, stocks, ETFs, forex, and crypto with full session, ticker, and date range filtering
• complements ATR/ADR with weekday-level granularity
• part of the 150+ reports included in the edgeful essential plan ($49/month or $39/month annual)
• works best when combined with other reports using what's in play, the screener, or edgeful AI

trading involves risk. past performance and historical data do not guarantee future results. the statistics referenced in this post are based on historical data and may not reflect future market conditions. always trade with proper risk management.