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VWAP signals
| # | Symbol | VWAP state | Bias | Strength | VWAP | Change |
|---|---|---|---|---|---|---|
| Loading VWAP signals… | ||||||
How to use this tool
VWAP (Volume Weighted Average Price) is the average price weighted by volume — institutions often use it as a fair-value benchmark for the session or lookback window.
How it works
- Data refreshes about every 10 minutes from Binance spot OHLCV (~200 candles per scan).
- VWAP is anchored from the start of the fetched window; bands use volume-weighted variance of typical price vs running VWAP.
- The action guide under the chart suggests practical next steps based on VWAP bias.
- Search by symbol or filter states from the dropdown to focus on setups you trade most.
- Times in the table follow your GMT selector in the site header.
What to consider
- VWAP states are rule-based heuristics — not financial advice. Fees, slippage and news are not modelled.
- Anchored VWAP changes as the lookback window rolls; it is not a classic session (midnight) VWAP unless the window matches.
- Futures volume can differ from spot data used here.
- Low-cap pairs outside the 25-symbol universe are not scanned.
- Practice reading VWAP reclaims on higher timeframes before sizing live positions.