VWAP is a dynamic benchmark that calculates the average price of an asset, weighted by volume, over a trading session. It’s widely used by institutional traders and is particularly effective in futures for identifying fair value and potential entry/exit points.

In futures, where volume and liquidity matter, VWAP helps traders gauge whether the price is above or below the "average" traded price, signaling overbought or oversold conditions.

It’s versatile across timeframes, making it ideal for day trading or swing trading (daily charts).

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