Liquidity Sweeps That Appear Thirty Minutes Before Scheduled News
Scheduled economic releases compress liquidity. In the thirty minutes before US CPI, we regularly observe wick extensions beyond the prior session extreme — stops trigger, price reverses, and the real directional move often waits until the number prints.
Three patterns appeared on our archived charts from 2024–2025 often enough that we added them to the Liquidity Sweep Intensive:
Pattern 1: The pre-range dip
Between 12:30 and 13:00 GMT on CPI days, price dips below the London session low by eight to fifteen pips, then returns inside the range before 13:25. The sweep is shallow and fast. Mark it with a dotted line rather than adjusting your session low.
Pattern 2: The double-tap high
On index futures charts, the overnight high gets touched twice in the twenty minutes before the release — each wick slightly higher than the last. Both taps fall short of a full breakout. Participants learn to note these as sweep candidates even when the second tap looks like continuation.
Pattern 3: The quiet Asian carry
When Asian session range was unusually tight, the pre-news sweep tends to target the prior day's New York extreme rather than the current London boundary. We spend one drill block comparing both reference points side by side.
Marking the pre-news range matters because it gives you a fixed box for observation. You are not predicting the release outcome — you are noting where liquidity was hunted before volatility expanded.
Bring these archived examples to the intensive if you want instructor commentary on your own CPI-day annotations.