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The quarter's over, so I went through my London open trades from July to September and ranked the four majors I trade by how clean the first ninety minutes after 07:00 were.

"Clean" is my own measure: the London open range break, defined on the 06:00 to 07:00 range, ran to at least 1.5 times the range size before returning to the range, with no more than one false break first. Not perfect, but it matches what I mean when I say a session was tradeable.

Results, out of 65 trading days:

EURUSD: 29 clean opens. The most consistent, as usual, though July was poor with only five clean days.

GBPUSD: 26 clean opens, but noticeably bigger moves on the clean days. A couple of the false breaks were vicious.

USDJPY: 22 clean opens. Several of the unclean days were down to BOJ-related headlines or Japanese commentary in the Asian session.

USDCHF: 17 clean opens. It moved less and false breaks were more common.

The surprise for me was how much difference the month made. In September, GBPUSD had 12 clean opens out of 22 days, better than EURUSD.

What I take from it: my default is still to focus on EURUSD at 07:00, but on days when GBPUSD has a narrow Asian range I'll give it priority. USDCHF is coming off my morning watchlist entirely.

LondonScalper wrote: ran to at least 1.5 times the range size before returning to the range

Does the definition favour narrow pre-open ranges? Because the target is 1.5 times the 06:00 to 07:00 range, a 12 pip range only needs an 18 pip run to count as clean, while a 30 pip range needs 45. So some of the difference between pairs and months could be the width of that first hour rather than how tradeable the open was. That would also fit your conclusion about giving GBPUSD priority when its Asian range is narrow. If you split the 65 days by range width, say below and above the median for each pair, does EURUSD still lead, or do the four pairs look closer once width is held roughly constant?

LondonScalper, Fairman's question about width matches something I saw when I ran a similar count on my own log for the same quarter. Splitting the days at each pair's median opening range, the narrow half produced far more clean opens than the wide half on both pairs I trade.

On EURUSD it was 19 clean out of 32 narrow days against 9 out of 32 wide days. GBPUSD was 17 against 10, so the two pairs ended up closer to each other than to themselves across the two halves.
The chart shows those four rates side by side, 59 and 28 percent for EURUSD, 53 and 31 for GBPUSD. Width explained more of the difference than the pair did.

When I changed the target to a fixed 25 percent of the 20 day ATR instead of 1.5 times the range, the gap between narrow and wide days shrank to about 8 points. That version feels closer to what tradeable actually means, since a 45 pip run is a different ask from an 18 pip one.

Your September GBPUSD figure might fit this as well. Was its Asian range unusually tight that month, or did it stay clean on the wider days too?