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How to read a market week on the H1 timeframe

A useful review should not explain a chart with information known only afterward. On H1, reconstruct the week in the order in which structure, levels, sessions and events become observable. This is not an entry strategy and does not turn patterns into signals.

Weekly structure and daily open

Mark the weekly open, daily open, and highs and lows already formed. Describe price first: balance, range, expansion, new extremes and returns. Previous day high and low were knowable before the next day; the future weekly high was not.

Asia, London and New York

Reconstruct each day by session. In Asia observe range and extremes; in London check acceptance, extension or return; in New York repeat without assuming continuation. One day can move from compression to expansion and then back to balance.

Range, liquidity, sweep, breakout and retest

A range describes persistent trading in an area; expansion is movement away from it. Link liquidity to visible references, not presumed intent. A sweep is a breach followed by a return and does not automatically prove a stop hunt. Judge a breakout by what happens after the break, including acceptance outside the range. A retest is classified with later behavior; while it forms, the outcome is uncertain.

Macro news and correlations

After price, overlay events from the Economic Calendar. Compare before and after: temporal coincidence does not mean causation. The same applies to the dollar, yields, indices or commodities. A coherent correlation adds context but does not prove that one market caused another.

Cause, catalyst or coincidence

Separate demonstrable cause, plausible catalyst and simple coincidence. Price, expectations, positioning, liquidity and macro can interact. When evidence is insufficient, “we do not know with certainty” is a valid conclusion.

Anti-hindsight method

Hide the right side of the chart and advance progressively. At each step record only what was available: opens, previous levels, session, already formed structure and known events. Do not ask whether you would have predicted the move; ask whether the reading matched the information available.

Final review

Finish with a timeline: initial structure, ranges, expansions, sweeps, accepted or rejected breakouts, retests, dominant sessions, macro, correlations and limits. Compare with Market Breakdown and Markets & Analysis. Connect uncertainty to Risk Management and record in the Trading Journal how you interpreted context.

The final question is not “where should I have entered?”, but: what was observable then, what do I know only now, and which parts are facts, interpretations or coincidences?

Educational and informational content. This is not financial advice.