Tool

Forex session clock

Every session table on the internet disagrees with the next one, and the disagreement is never explained. The reason is two hidden decisions: whose wall clock the boundaries live in, and what happens when the clocks change. This one decides both out loud — every boundary is defined in New York wall-clock time, daylight saving is handled once by the tz database in your browser, and every session boundary is editable, because the published conventions genuinely differ and a clock should not assert one of them as a fact about the market.

The market—

Your clock—

New York—

Sydney—

Tokyo—

London—

New York—

The live clock needs JavaScript, but the table above is the whole method: the market runs from Sunday 17:00 to Friday 17:00 New York time, and each session's boundaries are the New York wall-clock windows shown in the form — one stated convention among several in circulation, which is why the fields are editable. Convert to your own timezone from New York, not from GMT, because the boundaries ride New York's daylight-saving switches.

One clock, stated — why New York

Session boundaries have to live in somebody's wall clock, and the choice is not cosmetic: a window pinned to GMT drifts against a window pinned to New York twice a year, which is exactly when the session tables of the internet quietly fork. Defining everything in one wall clock and converting outward means daylight saving is handled once, in one place, by the tz database — the same discipline a measurement system needs, applied to a clock. The cost is honesty about the seams: an opens-in figure that crosses a daylight-saving switch shifts by an hour when the switch lands, and this page recomputes live rather than pretending the seam is not there.

The killzones are labels, not promises

The overlay renders one commonly taught set of ICT killzone windows on the same New York clock. What it does not do is claim those windows contain anything: whether a time-of-day window carries a measurable effect — beyond the ordinary hour-of-day seasonality any baseline shows — is a question you answer with data or not at all. The house study of one famous time window is the NFP range, and whether a volatility regime is anything more than the clock in disguise is measured here. Until a window has a measurement, it is a label.

What this does not do

It does not know your broker's server clock, which is a timezone of its own and the reason candle-open times on your platform disagree with every session table including this one. It does not claim volume or volatility for any window — those are measurements, and this page is a clock. And the boundaries themselves are conventions: an over-the-counter market has no opening bell, so where a session "starts" is a choice somebody made. Here the choice is printed in the form, and yours to overwrite.

The clock tells you where the day is; what a window did to spreads and depth is a measurement. The cost side of that story is defined at spread widening and execution cost, and the one calendar event with its own house study is non-farm payrolls. The full list is under calculators.