Session CVD Indicator: Formula, Settings and How to Read It
Session CVD is cumulative volume delta anchored to the trading session: it sums each bar's net aggressor volume from the CME session open at 17:00 CT and resets to zero at every new open. It shows the net balance of aggressive buying and selling accumulated so far in the session rather than bar by bar.
Senzoukria · Indicators · Updated September 2026
Session CVD ships with the Senzoukria desktop app, in the Delta group of the indicator catalogue. It is drawn in its own panel below the chart.
What Session CVD measures
The reset applies to every session present in the loaded history, not only the current one, so a chart scrolled back several days shows a fresh curve for each session. The series is never anchored to the beginning of the chart or to midnight, which means a given bar reports the same value however much history is loaded. Two things are readable from the curve: its level, which answers where the session's net aggression stands relative to the open, and its slope, which answers how the current push is being fed.
The formula, as implemented
This is not a description of how the indicator is usually defined elsewhere — it is what the shipped code computes, documented next to the implementation:
CVD série : somme cumulée de totalDelta, RESET à chaque ouverture de session CME (17:00 CT — `cmeSessionOpenSec` par barre, donc l'historique multi-sessions reset à CHAQUE ouverture, pas seulement la courante). Canon : jamais ancré au début du chart ni à minuit.
How to read it
- A rising curve alongside rising price describes an advance being carried by net aggressive buying.
- When price makes a new session high while the curve fails to exceed its own earlier high, the new high is not being supported by the same net aggression.
- A flat curve during a price range means the two aggressor sides are trading in similar amounts, whatever the candles look like.
- Because of the reset, levels from two different sessions are not comparable; only the shape within a session is.
- A curve returning to around zero late in a session says the session's aggressive buying and selling have roughly offset each other since the open.
Parameters and defaults
The colour parameter defaults to #2962ff and is purely visual. Smoothing defaults to 1; applied to a cumulative series it acts as a moving average of an already integrated curve, which pushes turning points later and is best left off when the timing of a flattening matters.
| Parameter | Type | Default | Range |
|---|---|---|---|
| Smoothing | number | 1 | 1 – 200 |
What it does not show
Cumulative delta shows what was executed aggressively, never the resting liquidity that met it, so absorption is invisible here and has to be read on the footprint, the heatmap or the DOM. The anchor is the CME session open, so the series cannot measure accumulation that spans several sessions: each open zeroes it deliberately. A single large aggressive order moves the curve as much as a long series of small ones. And a rising curve is a record of past flow, not an indication of where price goes next.
Using it in Senzoukria
Add it from the Indicators panel of any footprint chart or candle chart. It runs on futures data from Rithmic or Databento and on crypto pairs from Binance and Bybit, on the same engine — the calculation does not change with the venue, only the data feeding it does. Market data subscriptions are billed by the provider, separately from the app.
Related indicators
- Delta % — Delta
- Delta momentum — Delta
- Delta min/max — Delta
- Price/Delta Divergence — Delta
- Delta % Histogram — Delta
- Max Delta — Delta
See the full indicator library, or start with the order flow guide if you are new to reading aggression, delta and absorption.
Frequently asked questions
- When does cumulative volume delta reset?
- In this implementation the series resets at each CME session open, 17:00 CT, and the reset is applied to every session in the loaded history. That anchor is what makes the value mean net aggression since the session opened, rather than since an arbitrary point in the chart. It is deliberately not anchored to midnight or to the first bar on screen.
- What is the difference between CVD and delta?
- Delta is a single bar's net aggressor volume, while CVD is the running sum of those deltas since the session open. Delta answers what happened in this bar; CVD answers where the session's net aggression stands overall. A series of small positive deltas produces a steadily rising CVD even though no individual bar stands out.
- Does cumulative volume delta predict price?
- No. CVD is a record of volume that has already traded, classified by which side crossed the spread, so it describes the past state of the auction. It becomes useful when compared with what price did over the same stretch, since agreement and disagreement between the two are what traders examine. Any expectation built on that comparison is an interpretation, not a property of the indicator.