Intermediate2 min readLast updated: 2026-06-10
Session Liquidity Sweeps — Complete Guide
Master how sessions sweep previous session liquidity. Learn the chain of sweeps from Asian to London to New York.
What are Session Liquidity Sweeps?
Session Liquidity Sweeps occur when a new session targets and takes the liquidity left by the previous session. This is the fundamental mechanism driving intraday price movement in institutional trading.
The Sweep Chain
Session Flow (BD Time):
Asian (5AM-1PM) → Creates range (liquidity above/below)
London (1PM-10PM) → Sweeps Asian H or L, then trends
NY (6PM-3AM) → Continues or sweeps London H/L
Each session's H/L becomes the NEXT session's target.
Types of Session Sweeps
| Sweep Type | What Happens | Time (BD) |
|---|---|---|
| London sweeps Asian Low | Bearish trap → bullish move | 1:00 - 2:00 PM |
| London sweeps Asian High | Bullish trap → bearish move | 1:00 - 2:00 PM |
| NY sweeps London Low | London low taken for NY longs | 6:00 - 8:00 PM |
| NY sweeps London High | London high taken for NY shorts | 6:00 - 8:00 PM |
| Next day sweeps PDH | Previous day high = BSL target | Next London open |
| Next day sweeps PDL | Previous day low = SSL target | Next London open |
Trading Session Sweeps
1. Mark previous session H/L clearly
2. Wait for new session to approach these levels
3. If price sweeps (goes beyond then reverses):
- That's the entry signal
- Enter on reversal confirmation (CHOCH/engulfing)
4. Stop: Beyond the sweep wick
5. Target: Opposite session extreme
Success rate: ~70% when aligned with daily bias
Rules
- The FIRST sweep of a session is highest probability
- Mark ALL session H/L as potential targets
- Align sweeps with higher timeframe bias
- Don't trade sweeps against the daily trend
- PDH/PDL sweeps are stronger than intraday session sweeps
Related Topics
- Asian Range — Most commonly swept range
- London Open Manipulation — London sweeps
- Session Liquidity (SMC) — Detailed SMC context
- Kill Zones — When sweeps happen