Why the range matters
Hours of two-way business at low participation produce a balance zone whose edges accumulate exactly what raids feed on: stops from range traders, breakout orders from momentum traders. When London's liquidity arrives, those pools are the nearest fuel, which is why the classic morning script, probe one Asian extreme, reject, run the other way, repeats enough to deserve its place in the killzone playbook.
Width as information
An unusually tight Asian range signals compression, energy storing for expansion, and biases the day toward a breakout session once real participation arrives. An unusually wide one, usually the residue of overnight news, means part of the day's travel is already spent and ranges may mean-revert. Compare tonight's width to recent nights, the ATR habit from the volatility guide, and calibrate expectations before the first London candle.
The morning read
The two-minute routine: mark the Asian high and low, note the width versus recent norms, and locate which extreme holds the more obvious liquidity. Then let London's treatment of those levels, sweep-and-reject versus accept-and-go, cast the day's first structural vote. The range itself never issues signals; it issues the day's opening questions.
FAQ
What hours define the Asian range?
From the daily reopen through the pre-London hours; consistency in your chosen boundaries matters more than the exact minutes. Session tools mark it automatically.
Should I trade Asian-range breakouts overnight?
Thin participation makes overnight breaks unreliable; the range's value is as reference for the liquid sessions that follow.
Does a tight Asian range guarantee a big day?
No guarantee, only a lean: compression precedes expansion often enough to raise attention, and structure still decides direction.
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