Turnmarks

Smart Scanners › Session and profile

Volume value area

The band around the point of control that holds 70% of a session's volume. It grows one row at a time from the busiest row and includes the row that crosses 70% rather than stopping short of it — which is what CBOT 1996, Sierra Chart, EarnForex and the Pine reference all do, and TradingView alone does not. One row is a real price difference, so the exact settings travel with every event. The volume is tick volume: a count of quote updates rather than traded size, because spot FX has no exchange volume to profile.

What it looks like on a chart

A shaded band, drawn forward from the first bar of the new session, with the point of control published beside it as its own line. A session that did most of its business on one price gives a band with equal edges; that is the day being narrow, not a missing value. Like the point of control, it is the same band on every timeframe, and it is labelled with the day it profiled, which on a Monday morning is the previous Friday.

Settings, as they are actually applied on each timeframe. A dash means this scanner emits no settings string. Where a number differs by timeframe, that is a span of chart time resolved into bars.
Timeframe Bars of history it reads Settings Events, last 30 days
M154000
M304000
H14000
H44000

Not on D1. It lands on the first bar of a session, and on D1 that bar is not closed until the session is over.

Related scanners

Show Volume value area on a chart