Forex glossary

Sydney Session

The Sydney session is a conventional window of Australian participants' FX activity within the Asia-Pacific trading day. Retail weekly trading generally resumes on Sunday in New York time. UTC hours depend on daylight saving and the broker's schedule; the session does not guarantee the lowest volatility or dominance of particular pairs.

Illustrative example

How does it work in practice?

Suppose a broker resumes trading on a New York schedule while a trader tracks Sydney in UTC. Before Sunday, the trader checks the date, both time-zone offsets and the pair's first quoting time.

A case to work through

Sunday becomes Monday

A fictional schedule gives Sunday 17:00 at UTC−4; assume Sydney UTC+11.

  1. UTC time is Sunday 21:00.
  2. Adding 11 hours gives Monday 08:00 in Sydney.

What follows? Record the date alongside the time.

Example boundary: Offsets are assumptions; actual hours depend on broker and pair.

A useful distinction

Sydney Session / Tokyo Session

Tokyo and Sydney are different activity windows; neither alone sets server time.

Check your understanding

Convert an opening time including the change of date.

Sunday 22:00 UTC at UTC+10 becomes:

Show the answer and explanation

Monday 08:00

Adding ten hours crosses midnight.

Sessions, time zones and breaks

Step 1 / 8 · 0 / 8 reviewed

View the full sequence →

Progress is saved only in this browser.

Sources and documentation

The example illustrates the mechanism. Check current account conditions and instrument specifications with the provider.

Read this term in Polish →

This definition is unclear — send feedback

Feedback goes to the editorial team. Do not include account details, personal data or contact information.

← Back to the glossary