hard · Volume Profile Analysis auction-market-theory

During an overnight session with an illiquid order book, a currency pair spikes 40 pips above the prior day's value area high in under 90 seconds on a burst of algorithmic stop-running, then reverses fully within 3 minutes. Total volume during the spike is unusually low for a 40-pip move, consistent with a thin book rather than genuine two-sided participation.

Why should a trader be cautious about treating this overnight spike as equivalent in significance to a daytime-session excess tail formed during normal liquidity?

  1. No extra caution is needed; low volume in an illiquid book is actually stronger proof of genuine two-sided excess than a normal-liquidity tail.
  2. In a thin book, the stop-run-and-reverse can reflect mechanical order imbalance rather than a genuine rejection by real participants.
  3. It should be dismissed outright, since overnight spikes in illiquid books are never relevant to the next day's auction.
  4. The spike should count as more significant, since the larger 40-pip move automatically implies a stronger rejection regardless of liquidity.

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