Volatility on Exness — Measured Daily Ranges, Gaps and Risk per Lot
Average daily range, volatility regime, weekend gaps and what one lot actually swings in dollars — computed from Exness’s own MT5 price history. measured 15 Jul · 12:56 PKT.
Open Exness Account →Average daily range and regime
| Instrument | ADR (14 sessions) | ADR (50 sessions) | Regime | Realized vol (ann.) | Avg weekend gap |
|---|---|---|---|---|---|
| EUR/USD | 48.5 pips | 51.2 pips | steady (0.95) | 4.23% | 0.2 pips |
| GBP/USD | 64.1 pips | 67.5 pips | steady (0.95) | 5.5% | 0.2 pips |
| USD/JPY | 75.7 pips | 55.3 pips | expanding (1.37) | 2.94% | 0.2 pips |
| AUD/USD | 38.7 pips | 45.4 pips | contracting (0.85) | 6.7% | 0.2 pips |
| USD/CAD | 49.6 pips | 48.3 pips | steady (1.03) | 3.21% | 0.2 pips |
| USD/CHF | 47.8 pips | 45.5 pips | steady (1.05) | 5.4% | 0.2 pips |
| NZD/USD | 38.8 pips | 43.4 pips | contracting (0.89) | 7.86% | 0.3 pips |
| EUR/GBP | 23.3 pips | 22.4 pips | steady (1.04) | 2.94% | 0.2 pips |
| EUR/JPY | 79.8 pips | 74.4 pips | expanding (1.07) | 3.73% | 0.3 pips |
| GBP/JPY | 99 pips | 95.2 pips | steady (1.04) | 4.71% | 0.5 pips |
| AUD/JPY | 58.5 pips | 65 pips | contracting (0.90) | 6.13% | 0.2 pips |
| XAU/USD (Gold) | $88.90 | $93.34 | steady (0.95) | 22.36% | $0.08 |
| XAG/USD (Silver) | $2.41 | $2.93 | contracting (0.82) | 51.43% | $0.01 |
| US Oil (WTI) | $2.52 | $3.39 | contracting (0.74) | 43.16% | $0.01 |
| UK Oil (Brent) | $3.03 | $3.84 | contracting (0.79) | 51.75% | $1.86 |
| BTC/USD | $2,041.48 | $2,268.30 | contracting (0.90) | 31.8% | $5.06 |
| ETH/USD | $78.04 | $83.16 | steady (0.94) | 46.12% | $0.08 |
| US500 (S&P 500) | 69.2 pts | 80.5 pts | contracting (0.86) | 11.77% | 0.1 pts |
| US30 (Dow) | 485.3 pts | 555.0 pts | contracting (0.87) | 11.11% | 0.5 pts |
| USTEC (Nasdaq 100) | 555.3 pts | 579.1 pts | steady (0.96) | 22.42% | 0.6 pts |
| DE30 (DAX) | 331.5 pts | 354.1 pts | steady (0.94) | 15.91% | 12.2 pts |
| JP225 (Nikkei 225) | 2,092.4 pts | 1,921.2 pts | expanding (1.09) | 30.52% | 6.1 pts |
| UK100 (FTSE 100) | 114.5 pts | 119.9 pts | steady (0.96) | 12.81% | 8.0 pts |
ADR = average daily high–low. Regime compares the last 14 sessions to the last 50: expanding markets need wider stops and smaller size; contracting ones the opposite. Weekend gap = average Monday open vs Friday close.
Risk per lot — size by dollars, not lots
| Instrument | ADR | Value of 1 pip/pt ($/lot) | Typical daily swing per lot |
|---|---|---|---|
| XAG/USD (Silver) | $2.41 | $50.00 | $12,045 |
| XAU/USD (Gold) | $88.90 | $1.00 | $8,890 |
| UK Oil (Brent) | $3.03 | $10.00 | $3,027 |
| US Oil (WTI) | $2.52 | $10.00 | $2,518 |
| BTC/USD | $2,041.48 | $0.01 | $2,041 |
| GBP/USD | 64.1 pips | $10.00 | $641 |
| GBP/JPY | 99 pips | $6.16 | $610 |
| USD/CHF | 47.8 pips | $12.36 | $591 |
| USTEC (Nasdaq 100) | 555.3 pts | $0.01 | $555 |
| EUR/JPY | 79.8 pips | $6.16 | $492 |
| US30 (Dow) | 485.3 pts | $0.10 | $485 |
| EUR/USD | 48.5 pips | $10.00 | $485 |
| USD/JPY | 75.7 pips | $6.16 | $467 |
| NZD/USD | 38.8 pips | $10.00 | $388 |
| AUD/USD | 38.7 pips | $10.00 | $387 |
| DE30 (DAX) | 331.5 pts | $0.114 | $379 |
| AUD/JPY | 58.5 pips | $6.16 | $361 |
| USD/CAD | 49.6 pips | $7.12 | $353 |
| EUR/GBP | 23.3 pips | $13.41 | $313 |
| UK100 (FTSE 100) | 114.5 pts | $0.0134 | $154 |
| ETH/USD | $78.04 | $0.01 | $78 |
| US500 (S&P 500) | 69.2 pts | $0.01 | $69 |
| JP225 (Nikkei 225) | 2,092.4 pts | $0.00062 | $13 |
The same ‘1 lot’ carries very different risk across instruments: in this sample a lot of XAG/USD (Silver) swings about $12,045 on a typical day versus $13 for JP225 (Nikkei 225) — roughly 928× the daily exposure. Position size compares fairly only when it is set from the dollar swing, which is what the lot size calculator does.
Range by weekday
| Instrument | Monday | Tuesday | Wednesday | Thursday | Friday |
|---|---|---|---|---|---|
| EUR/USD | 47.9 pips | 53.9 pips | 61.6 pips | 64.5 pips | 59.5 pips |
| GBP/USD | 75.2 pips | 67.9 pips | 82 pips | 90.5 pips | 72.4 pips |
| USD/JPY | 53.8 pips | 60.9 pips | 74.2 pips | 86.8 pips | 56.4 pips |
| AUD/USD | 37.9 pips | 56.1 pips | 55.9 pips | 51.8 pips | 50.4 pips |
| USD/CAD | 41.4 pips | 51 pips | 58.4 pips | 59.9 pips | 52.9 pips |
| USD/CHF | 39.5 pips | 46.3 pips | 49.3 pips | 55.3 pips | 48.3 pips |
| NZD/USD | 40.3 pips | 45.7 pips | 60.8 pips | 48.9 pips | 46.2 pips |
| EUR/GBP | 31.8 pips | 24 pips | 25.2 pips | 24.5 pips | 22.3 pips |
| EUR/JPY | 76.2 pips | 85 pips | 101 pips | 80.8 pips | 84.7 pips |
| GBP/JPY | 114.8 pips | 103.3 pips | 129.9 pips | 105.4 pips | 100 pips |
| AUD/JPY | 57.1 pips | 89.8 pips | 85 pips | 74.7 pips | 68.2 pips |
| XAU/USD (Gold) | $86.43 | $106.66 | $127.91 | $109.56 | $90.95 |
| XAG/USD (Silver) | $2.94 | $3.54 | $4.20 | $3.95 | $3.35 |
| US Oil (WTI) | $3.95 | $3.75 | $5.03 | $4.46 | $3.04 |
| UK Oil (Brent) | $3.98 | $3.53 | $5.18 | $4.71 | $3.29 |
| BTC/USD | $2,259.34 | $2,492.68 | $2,673.90 | $2,525.97 | $2,275.24 |
| ETH/USD | $86.05 | $91.14 | $88.73 | $85.29 | $88.67 |
| US500 (S&P 500) | 72.9 pts | 91.9 pts | 100.7 pts | 90.7 pts | 85.2 pts |
| US30 (Dow) | 506.0 pts | 612.2 pts | 737.3 pts | 676.5 pts | 524.6 pts |
| USTEC (Nasdaq 100) | 528.3 pts | 737.5 pts | 640.9 pts | 653.9 pts | 573.6 pts |
| DE30 (DAX) | 375.7 pts | 430.3 pts | 459.1 pts | 445.2 pts | 330.6 pts |
| JP225 (Nikkei 225) | 1,898.3 pts | 2,268.9 pts | 2,224.9 pts | 1,996.3 pts | 1,928.9 pts |
| UK100 (FTSE 100) | 126.7 pts | 130.6 pts | 143.3 pts | 182.3 pts | 111.4 pts |
Average daily range by day of week over the ADR window. Differences are indicative — news weeks reshuffle them.
How this was measured
- Daily ranges, gaps and closes read from D1 history on Exness's own MT5 feed.
- Realized volatility annualized from close-to-close daily returns.
- Dollar swing per lot = ADR × the contract's per-pip value from the symbol specification.
- Past ranges do not predict future ranges; figures refresh on a schedule.
Measured in-terminal on Exness’s own MetaTrader 5 pricing feed and symbol specifications, refreshed on a schedule. All figures are indicative and change with market conditions.
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