Order flow
What is a Value Area High (VAH) and Value Area Low (VAL) and what percentage of total daily volume do they encompass?
By Easy Money Scanner · Educational reference · Not investment advice
The short answer
Value Area High and Low mark the upper and lower price boundaries containing 70% of a session's traded volume, framing the statistically normal trading range.
How it works
Prices outside VAH/VAL are considered comparatively less accepted by the market, often used by traders to identify potential reversion zones back toward the value area.
An example
VAH 5010, VAL 4990, 70% of volume between.
Risk & limitations
70% threshold is a convention, not a fixed exchange rule.
Examples are hypothetical, not trade recommendations. US contract and regulatory references do not automatically apply in Canada. Rules, margin requirements and broker policies can change; confirm them with the relevant authority and your broker.