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A grating-based holographic X-ray diffraction technique has been developed for reconstructing density profiles of nano-scale fluids confined in channel arrays. Within this approach, the reference wave is due to diffraction from the fabricated channel array, whereas the object wave is generated by the confinement-induced ordering of the fluid. The ensemble-averaged density profile of the fluid across the confining channel, which constitutes a weak phase object, is then determined in a model-independent manner from the interference between the reference and object waves by direct Fourier inversion. The validity of the linear holographic approach and its connection to the autocorrelation function, the inclusion of channel tapering, and volume-diffraction effects are discussed in detail.