VWAP Calculator for Australia traders

Calculates the volume-weighted average price for any intraday session. Australia traders use VWAP as a mean-reversion reference — when price deviates significantly from VWAP, expect a pullback toward it.

VWAP tells you the "fair" price for a session by weighting each bar's typical price by how much volume traded at that price. Think of it as the market's average entry price for the day. When current price is above VWAP, buyers have been more aggressive; when below, sellers dominate.

Formula:

VWAP = sum(typical_price × volume) / sum(volume)
typical_price = (high + low + close) / 3

Each bar's typical price is multiplied by its volume, summed across all bars, then divided by total volume. The calculator uses the broker's feed rate — AUD/USD conversion is handled internally. Pip values follow standard convention: 0.0001 for most pairs, 0.01 for JPY pairs.

Example: AUD/USD

• Session: London (12 hourly bars)
• Sample bars: 12
• Recent VWAP: 0.6588
• Current price: 0.6595

We multiply each bar's typical price by its volume, sum those products, divide by total volume across all 12 bars. The result is the session VWAP.

Result: Session VWAP = 0.6588; current price 0.6595 = 7 pips above VWAP per standard lot.

At 7 pips above VWAP, a round-trip trade (spread + commission) on a standard lot costs roughly 2–3 pips on most ECN accounts, leaving 4–5 pips of potential mean-reversion room.

• JPY pairs use 0.01 pip-step (vs 0.0001 for AUD/USD). The calculator auto-detects this from the pair selection.
• Non-AUD account adds FX-conversion drag — the calculator shows the base-currency result; your broker's conversion rate will affect actual P&L.
• Mini/micro lots scale linearly: 1 mini lot = 0.1 × standard lot pip value; 1 micro lot = 0.01 × standard lot pip value.
• Low-volume sessions (e.g. Asian session on AUD/NZD) can produce VWAP that drifts with a single large trade — the calculator flags this with a volume warning.

• Fibonacci Calculator — calculates retracement and extension levels from a swing high/low.
• Pivot Points Calculator — computes classic, Fibonacci, and Camarilla pivot levels for any pair.
• Position Size Calculator — determines lot size based on risk percentage, stop-loss distance, and account currency.

• Liquidity — the ease of entering/exiting a position without significant price impact; VWAP is most reliable in liquid sessions.
• Trend — directional price movement; VWAP acts as dynamic support in uptrends and resistance in downtrends.
• Support — a price level where buying pressure is expected to overcome selling pressure; VWAP often serves as intraday support.