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Holiday-shortened weeks get their own EURUSD sheet. I learned that after one too many Good Friday weeks traded like normal ones.

What changes: the permission window shrinks to roughly 08:00 to 10:00 London, size goes to half after 10:00, and I drop any pair whose home market is closed. If the US is out on Monday, I also expect a sleepy afternoon and do not wait around for the NY open.

I rewrite the sheet on Sunday, not on Tuesday when the calendar has already surprised me. The usual surprise is that the data from the missing day gets shifted, so Thursday ends up with two releases instead of one.

What I see in thin weeks: fake breaks of the Asia range get cheaper to fade and more expensive to chase. Spreads look normal at 08:15 and then widen quietly around lunch. And my own patience is worse, because a short week feels like it needs to count.

My numbers from the last few holiday weeks are roughly half the ticket count of a normal week with similar results. That alone tells me the extra trades in a normal week were not adding much anyway.

The shifted data point is the one that catches me too. US Thanksgiving week is my worst example, with the Wednesday often carrying durable goods, claims and PCE inside a couple of hours, then Friday trading like an afternoon that forgot to close.

I would add the first day back after a closed European session to the sheet. After Easter Monday I skip the first 30 minutes of Tuesday London, because positioning from four days away gets squared in one go and the Asia range breaks are mostly noise.

On your half the tickets point, I am not fully sold that it proves normal weeks carry dead weight. Holiday weeks often have fewer second tier releases, so the trades that remain are filtered by the calendar rather than by your selection.

A cleaner test is to tag each normal week trade by whether it would have passed your holiday rules. If the ones that fail still net positive after costs, the extra tickets earn their place.

Do you keep the Asia range fade at full size in thin weeks, or does it go to half with everything else after 10:00? Cheaper fades tempt me to size up, which feels like the wrong reflex.

LondonScalper, one case your sheet does not mention is the holiday that only closes London. On UK bank holiday Mondays Frankfurt and Paris are open, so EURUSD still has its home markets trading, yet my 08:00 to 10:00 range on those mornings averages about 60% of a normal Monday.

I trade them at half size with targets cut to match the smaller range. A 10 pip target on a normal Monday becomes 6 on those mornings.

Quarter end landing in a holiday week is the other trap. When Good Friday sits near the end of March, rebalancing flows get squeezed into fewer days, and the Thursday afternoon can move more than the rest of the short week combined.

The stretch from Christmas to the first full week of January is off my calendar entirely. Ranges look tempting on the chart, but fills and spreads on the few active days are not what my tickets are priced for.

So I would split the holiday sheet in two: closed home market days and thin liquidity days. They need different rules.

Do you count UK only holidays as holiday weeks for EURUSD, or trade them as normal? I went back and forth for a year before settling on half size.