There's no hard rule written down anywhere saying at what time you should set your pivot point calculations, but the general practice is to use the US session close.
The spot forex market does not usually close during the week (except for holiays), and so, because the markets open up in New Zealand/Australia/Tokyo at the beginning of the week, the end of the day's trading session is considered to be the end of the US session. That's what many, but not all, forex traders tend to use.
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