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Session Windows [FCD]
Session Windows [FCD] marks the intraday time windows of the CME index and metals futures day on the chart, all in New York time (America/New_York), whatever the chart's own timezone is set to. It is part of the Futures Context Desk family and is built for intraday charts of NQ/MNQ, ES/MES and GC/MGC. It also works on other intraday symbols.
What is different about it
Many scripts already draw session boxes or a VWAP. This one puts in one tool the pieces a CME futures trader usually needs from several. The fixed CME windows are always computed in ET, whatever the chart timezone is. The Asia session is handled as one range across midnight. The Asia, London and Globex reference lines end at the matching RTH close instead of running on forever. The VWAP can be anchored at the Globex 18:00 open as well as the 09:30 RTH open. A days limit keeps the chart clean. The VWAP and its bands are the standard built-in ta.vwap. What this script adds is the anchoring and the session logic around it.
What it shows
1. Six intraday windows (ET), each with its own on/off switch, time range, color and label:
- W0 Overnight 00:05–06:00
- W1 Open 09:30–11:00
- W2 Mid-morning 11:00–12:00
- W4 Lunch 12:00–14:00
- W3 Afternoon 14:00–15:30
- W5 Last 30 15:30–16:00
Each window is drawn either as a box from the window's high to its low, or as a full-height background shading. A small label sits at the top-left of each window (in background mode it rides on the window's running high).
2. Reference session levels: high and low of Asia (18:00–03:00 ET), London (03:00–08:30 ET) and the full Overnight session (Globex, the CME electronic overnight session, 18:00–09:30 ET). The lines run from the session's start to 16:00 ET, the close of regular trading hours (RTH = 09:30–16:00 ET) on the same trading day.
3. Session VWAP (volume-weighted average price), started at the 09:30 ET RTH open (default) or at the 18:00 ET Globex open, with optional ±1 and ±2 standard deviation bands and an optional band fill.
4. A plain-English status line at the top of the table, for example "Now: Lunch window (12:00-14:00 ET)". Blue means price is inside one of the time windows, gray means it is outside them.
5. "Level taken" markers during RTH: a small note such as "London high taken ▲" (above the bar) or "Asia low taken ▼" (below the bar) the first time price trades through an Asia, London or Overnight high or low that day. Only today's and the previous day's markers are kept.
6. A compact table under the status line listing the levels taken today, the latest Asia / London / Overnight high and low, and the current VWAP value.
7. Alerts for each window start and each level taken, as one combined alert or one alert per event.
How it is calculated
- Every session test uses time(timeframe.period, session, "America/New_York"), so the windows do not move when you change the chart timezone. A window starts on the first bar inside its time range. While the window is open, its box's right side, high and low are updated bar by bar.
- Asia crosses midnight. The session string 18:00–03:00 is evaluated as a single continuous session, so the high and low are not cut at 00:00.
- Every bar from 18:00 ET onward belongs to the next trading day. Reference lines therefore end at 16:00 ET of that next day (for example, Sunday evening's Asia session ends at Monday's RTH close).
- VWAP uses the built-in ta.vwap(source, anchor, stdev_mult). The bands are VWAP ± multiplier × the volume-weighted standard deviation since the anchor. The Globex anchor fires when the bar's trading day changes, which includes Sunday's 18:00 reopen after the weekend.
- The VWAP stays hidden until the first anchor in the loaded history. Before that point, the built-in VWAP would be summing from the first chart bar.
- "Days to show" counts trading days (each starting 18:00 ET) back from the last chart bar, skipping weekends. Drawings and, optionally, the VWAP appear only within that range, which keeps the chart clean and stays well inside the drawing limits.
- A level counts as "taken" on the first RTH bar whose high is above that high (or whose low is below that low). Each level is checked at most once per RTH day and not while its own session is still running.
- No higher-timeframe requests and no future data are used. Values form in real time as the session develops. A window's high and low are final only once the window has closed.
How to use it
- Use the boxes to see at a glance which part of the day price is in, and how each window's range compares with the previous ones.
- Use the Asia, London and Globex highs and lows as reference levels during the RTH session.
- Use the session VWAP and its bands as a volume-weighted reference for where price is trading relative to the session's average.
How to read it
- The top line of the table says, in plain words, which time window is active now and its hours in New York time. Blue = inside a window, gray = outside.
- Colored boxes (or shading) show each time window. The box spans the highest and lowest price traded inside that window.
- Dashed lines are the Asia, London and Overnight highs and lows. They stop at the 16:00 ET close.
- "▲ ... high taken" above a bar means price traded above that high for the first time today during RTH. "▼ ... low taken" below a bar means it traded below that low.
- "Levels taken today" in the table lists every level marked so far in the current RTH day.
- The orange line is the session VWAP, with its bands.
How to set the alert
1. Open the Alerts panel and click Create (or press Alt+A on the chart).
2. Under Condition, choose "Session Windows [FCD]".
3. Choose "Any alert() function call" to get every event in one alert, with a plain message such as "MNQ1!: London high taken at 28770.25 (level 28765.00)" or "MNQ1!: Lunch window started (12:00-14:00 ET)". Which events are included is set in the indicator's "Alerts" settings. To be notified about one event only, pick it by name instead (for example "Asia high taken").
By default an alert fires once, the moment the event happens, while the bar is still forming. Turn on "Wait for the bar to close before alerting" to get it only after the bar closes.
Settings
- Display Options: days to show (1–30, default 3), window style (high-low box or full-height background), fill and border transparency, window names on/off.
- Time Windows (ET): on/off, time range, color and name for each of the six windows.
- Reference Highs and Lows (ET): on/off, time range and color for Asia, London and Overnight (Overnight is off by default), plus line width, line style and high/low names.
- Markers: "level taken" markers on/off, marker background and text colors.
- Alerts: on/off for window starts, Asia levels, London levels and Overnight levels, plus "wait for the bar to close".
- Session VWAP: on/off, start time (RTH 09:30 or Globex 18:00), price used, hide outside RTH, limit to the days shown, colors, band 1 and band 2 widths, band 1 fill.
- Status Table: on/off, position, background and text colors.
Limitations
- Intraday charts only, 1 to 60 minutes. On higher timeframes nothing is drawn and the table says so. A bar belongs to a window only if the bar opens inside it. Window starts and ends do not snap to the nearest bar. On a 60-minute chart, W1 starts at the 10:00 bar, W0 starts at 01:00, and W5 Last 30 never appears, because no bar opens between 15:30 and 15:59. On a 30-minute chart, W0 starts at 00:30. Use 1 to 15 minutes for exact start and end times.
- The default times follow the CME equity index and metals day. Other markets with different hours will still display, but the windows may not line up with those markets' own sessions.
- On holidays and early closes, a window covers only the bars that actually exist.
- "Days to show" skips only weekends, so an exchange holiday counts as one of the days shown.
- The days range is fixed when the chart loads. In real time, each new trading day adds to the visible span (older drawings and VWAP stay) until you reload the chart.
- A session already in progress on the first loaded bar is skipped, because its high and low would be incomplete.
- VWAP needs volume. On symbols with no volume data (some indices and spot FX), the VWAP is missing or meaningless, and the table shows "no volume data".
For information and education only. Not financial advice.
What is different about it
Many scripts already draw session boxes or a VWAP. This one puts in one tool the pieces a CME futures trader usually needs from several. The fixed CME windows are always computed in ET, whatever the chart timezone is. The Asia session is handled as one range across midnight. The Asia, London and Globex reference lines end at the matching RTH close instead of running on forever. The VWAP can be anchored at the Globex 18:00 open as well as the 09:30 RTH open. A days limit keeps the chart clean. The VWAP and its bands are the standard built-in ta.vwap. What this script adds is the anchoring and the session logic around it.
What it shows
1. Six intraday windows (ET), each with its own on/off switch, time range, color and label:
- W0 Overnight 00:05–06:00
- W1 Open 09:30–11:00
- W2 Mid-morning 11:00–12:00
- W4 Lunch 12:00–14:00
- W3 Afternoon 14:00–15:30
- W5 Last 30 15:30–16:00
Each window is drawn either as a box from the window's high to its low, or as a full-height background shading. A small label sits at the top-left of each window (in background mode it rides on the window's running high).
2. Reference session levels: high and low of Asia (18:00–03:00 ET), London (03:00–08:30 ET) and the full Overnight session (Globex, the CME electronic overnight session, 18:00–09:30 ET). The lines run from the session's start to 16:00 ET, the close of regular trading hours (RTH = 09:30–16:00 ET) on the same trading day.
3. Session VWAP (volume-weighted average price), started at the 09:30 ET RTH open (default) or at the 18:00 ET Globex open, with optional ±1 and ±2 standard deviation bands and an optional band fill.
4. A plain-English status line at the top of the table, for example "Now: Lunch window (12:00-14:00 ET)". Blue means price is inside one of the time windows, gray means it is outside them.
5. "Level taken" markers during RTH: a small note such as "London high taken ▲" (above the bar) or "Asia low taken ▼" (below the bar) the first time price trades through an Asia, London or Overnight high or low that day. Only today's and the previous day's markers are kept.
6. A compact table under the status line listing the levels taken today, the latest Asia / London / Overnight high and low, and the current VWAP value.
7. Alerts for each window start and each level taken, as one combined alert or one alert per event.
How it is calculated
- Every session test uses time(timeframe.period, session, "America/New_York"), so the windows do not move when you change the chart timezone. A window starts on the first bar inside its time range. While the window is open, its box's right side, high and low are updated bar by bar.
- Asia crosses midnight. The session string 18:00–03:00 is evaluated as a single continuous session, so the high and low are not cut at 00:00.
- Every bar from 18:00 ET onward belongs to the next trading day. Reference lines therefore end at 16:00 ET of that next day (for example, Sunday evening's Asia session ends at Monday's RTH close).
- VWAP uses the built-in ta.vwap(source, anchor, stdev_mult). The bands are VWAP ± multiplier × the volume-weighted standard deviation since the anchor. The Globex anchor fires when the bar's trading day changes, which includes Sunday's 18:00 reopen after the weekend.
- The VWAP stays hidden until the first anchor in the loaded history. Before that point, the built-in VWAP would be summing from the first chart bar.
- "Days to show" counts trading days (each starting 18:00 ET) back from the last chart bar, skipping weekends. Drawings and, optionally, the VWAP appear only within that range, which keeps the chart clean and stays well inside the drawing limits.
- A level counts as "taken" on the first RTH bar whose high is above that high (or whose low is below that low). Each level is checked at most once per RTH day and not while its own session is still running.
- No higher-timeframe requests and no future data are used. Values form in real time as the session develops. A window's high and low are final only once the window has closed.
How to use it
- Use the boxes to see at a glance which part of the day price is in, and how each window's range compares with the previous ones.
- Use the Asia, London and Globex highs and lows as reference levels during the RTH session.
- Use the session VWAP and its bands as a volume-weighted reference for where price is trading relative to the session's average.
How to read it
- The top line of the table says, in plain words, which time window is active now and its hours in New York time. Blue = inside a window, gray = outside.
- Colored boxes (or shading) show each time window. The box spans the highest and lowest price traded inside that window.
- Dashed lines are the Asia, London and Overnight highs and lows. They stop at the 16:00 ET close.
- "▲ ... high taken" above a bar means price traded above that high for the first time today during RTH. "▼ ... low taken" below a bar means it traded below that low.
- "Levels taken today" in the table lists every level marked so far in the current RTH day.
- The orange line is the session VWAP, with its bands.
How to set the alert
1. Open the Alerts panel and click Create (or press Alt+A on the chart).
2. Under Condition, choose "Session Windows [FCD]".
3. Choose "Any alert() function call" to get every event in one alert, with a plain message such as "MNQ1!: London high taken at 28770.25 (level 28765.00)" or "MNQ1!: Lunch window started (12:00-14:00 ET)". Which events are included is set in the indicator's "Alerts" settings. To be notified about one event only, pick it by name instead (for example "Asia high taken").
By default an alert fires once, the moment the event happens, while the bar is still forming. Turn on "Wait for the bar to close before alerting" to get it only after the bar closes.
Settings
- Display Options: days to show (1–30, default 3), window style (high-low box or full-height background), fill and border transparency, window names on/off.
- Time Windows (ET): on/off, time range, color and name for each of the six windows.
- Reference Highs and Lows (ET): on/off, time range and color for Asia, London and Overnight (Overnight is off by default), plus line width, line style and high/low names.
- Markers: "level taken" markers on/off, marker background and text colors.
- Alerts: on/off for window starts, Asia levels, London levels and Overnight levels, plus "wait for the bar to close".
- Session VWAP: on/off, start time (RTH 09:30 or Globex 18:00), price used, hide outside RTH, limit to the days shown, colors, band 1 and band 2 widths, band 1 fill.
- Status Table: on/off, position, background and text colors.
Limitations
- Intraday charts only, 1 to 60 minutes. On higher timeframes nothing is drawn and the table says so. A bar belongs to a window only if the bar opens inside it. Window starts and ends do not snap to the nearest bar. On a 60-minute chart, W1 starts at the 10:00 bar, W0 starts at 01:00, and W5 Last 30 never appears, because no bar opens between 15:30 and 15:59. On a 30-minute chart, W0 starts at 00:30. Use 1 to 15 minutes for exact start and end times.
- The default times follow the CME equity index and metals day. Other markets with different hours will still display, but the windows may not line up with those markets' own sessions.
- On holidays and early closes, a window covers only the bars that actually exist.
- "Days to show" skips only weekends, so an exchange holiday counts as one of the days shown.
- The days range is fixed when the chart loads. In real time, each new trading day adds to the visible span (older drawings and VWAP stay) until you reload the chart.
- A session already in progress on the first loaded bar is skipped, because its high and low would be incomplete.
- VWAP needs volume. On symbols with no volume data (some indices and spot FX), the VWAP is missing or meaningless, and the table shows "no volume data".
For information and education only. Not financial advice.
Versionshinweise
Markets: CME NQ/MNQ (Nasdaq), ES/MES (S&P 500), GC/MGC (Gold) - intraday.Use on: NQ/MNQ, ES/MES or GC/MGC on a 1 to 15 minute chart.
What's new
- The status line now starts with the market you are on, e.g. "MNQ (Nasdaq micro) - Now: Lunch window (12:00-14:00 ET)". A red banner appears if the symbol is not a supported CME market.
- "Level taken" markers are larger, with a size setting, and use two strong colors: teal for "high taken", pink-red for "low taken".
- New "Highlight event bars" option shades the bar where a level is taken (on by default).
- Every marker type has its own alert toggle; one "Any alert() function call" alert covers all of them.
Haftungsausschluss
Die Informationen und Veröffentlichungen sind nicht als Finanz-, Anlage-, Handels- oder andere Arten von Ratschlägen oder Empfehlungen gedacht, die von TradingView bereitgestellt oder gebilligt werden, und stellen diese nicht dar. Lesen Sie mehr in den Nutzungsbedingungen.
Haftungsausschluss
Die Informationen und Veröffentlichungen sind nicht als Finanz-, Anlage-, Handels- oder andere Arten von Ratschlägen oder Empfehlungen gedacht, die von TradingView bereitgestellt oder gebilligt werden, und stellen diese nicht dar. Lesen Sie mehr in den Nutzungsbedingungen.