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 21 Jul · 12:50 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 | 41.9 pips | 49.8 pips | contracting (0.84) | 4.14% | 0.2 pips |
| GBP/USD | 67.1 pips | 67.5 pips | steady (0.99) | 5.74% | 0.2 pips |
| USD/JPY | 59.2 pips | 55 pips | expanding (1.08) | 2.87% | 0.2 pips |
| AUD/USD | 34.6 pips | 41.8 pips | contracting (0.83) | 6.68% | 0.2 pips |
| USD/CAD | 46.1 pips | 48.5 pips | steady (0.95) | 3.3% | 0.2 pips |
| USD/CHF | 47.8 pips | 45.5 pips | steady (1.05) | 5.46% | 0.2 pips |
| NZD/USD | 35.7 pips | 41.1 pips | contracting (0.87) | 7.85% | 0.3 pips |
| EUR/GBP | 25.3 pips | 22.5 pips | expanding (1.12) | 3.22% | 0.1 pips |
| EUR/JPY | 60.5 pips | 72.7 pips | contracting (0.83) | 3.66% | 0.3 pips |
| GBP/JPY | 94.8 pips | 95.6 pips | steady (0.99) | 5.01% | 0.5 pips |
| AUD/JPY | 52.1 pips | 61.3 pips | contracting (0.85) | 6.1% | 0.2 pips |
| XAU/USD (Gold) | $71.35 | $89.89 | contracting (0.79) | 22.31% | $0.08 |
| XAG/USD (Silver) | $1.99 | $2.72 | contracting (0.73) | 48% | $0.01 |
| US Oil (WTI) | $2.88 | $3.12 | contracting (0.92) | 42.46% | $0.01 |
| UK Oil (Brent) | $3.23 | $3.62 | contracting (0.89) | 50.97% | $1.93 |
| BTC/USD | $1,605.41 | $2,226.64 | contracting (0.72) | 31.64% | $4.09 |
| ETH/USD | $65.41 | $82.75 | contracting (0.79) | 46.15% | $0.08 |
| US500 (S&P 500) | 63.4 pts | 79.0 pts | contracting (0.80) | 11.84% | 0.2 pts |
| US30 (Dow) | 468.8 pts | 536.5 pts | contracting (0.87) | 11.15% | 0.7 pts |
| USTEC (Nasdaq 100) | 508.1 pts | 584.6 pts | contracting (0.87) | 22.38% | 0.5 pts |
| DE30 (DAX) | 303.0 pts | 326.9 pts | contracting (0.93) | 14.96% | 5.5 pts |
| JP225 (Nikkei 225) | 1,861.1 pts | 1,940.6 pts | steady (0.96) | 30.92% | 6.5 pts |
| UK100 (FTSE 100) | 107.3 pts | 113.8 pts | steady (0.94) | 11.78% | 8.1 pts |
ADR = average daily high–low. Regime compares the last 14 sessions to the last 50: expanding markets need wider stops and smaller size; contracting ones the opposite. Weekend gap = average Monday open vs Friday close.
Risk per lot — size by dollars, not lots
| Instrument | ADR | Value of 1 pip/pt ($/lot) | Typical daily swing per lot |
|---|---|---|---|
| XAG/USD (Silver) | $1.99 | $50.00 | $9,965 |
| XAU/USD (Gold) | $71.35 | $1.00 | $7,135 |
| UK Oil (Brent) | $3.23 | $10.00 | $3,226 |
| US Oil (WTI) | $2.88 | $10.00 | $2,882 |
| BTC/USD | $1,605.41 | $0.01 | $1,605 |
| GBP/USD | 67.1 pips | $10.00 | $671 |
| USD/CHF | 47.8 pips | $12.35 | $590 |
| GBP/JPY | 94.8 pips | $6.15 | $583 |
| USTEC (Nasdaq 100) | 508.1 pts | $0.01 | $508 |
| US30 (Dow) | 468.8 pts | $0.10 | $469 |
| EUR/USD | 41.9 pips | $10.00 | $419 |
| EUR/JPY | 60.5 pips | $6.15 | $372 |
| USD/JPY | 59.2 pips | $6.15 | $364 |
| NZD/USD | 35.7 pips | $10.00 | $357 |
| DE30 (DAX) | 303.0 pts | $0.114 | $346 |
| AUD/USD | 34.6 pips | $10.00 | $346 |
| EUR/GBP | 25.3 pips | $13.45 | $340 |
| USD/CAD | 46.1 pips | $7.11 | $328 |
| AUD/JPY | 52.1 pips | $6.15 | $321 |
| UK100 (FTSE 100) | 107.3 pts | $0.0135 | $144 |
| ETH/USD | $65.41 | $0.01 | $65 |
| US500 (S&P 500) | 63.4 pts | $0.01 | $63 |
| JP225 (Nikkei 225) | 1,861.1 pts | $0.00062 | $12 |
The same ‘1 lot’ carries very different risk across instruments: in this sample a lot of XAG/USD (Silver) swings about $9,965 on a typical day versus $12 for JP225 (Nikkei 225) — roughly 864× 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 | 48.7 pips | 53.9 pips | 60.7 pips | 63.2 pips | 55.9 pips |
| GBP/USD | 74.7 pips | 67.9 pips | 91.7 pips | 90 pips | 69.1 pips |
| USD/JPY | 53.5 pips | 60.9 pips | 50.9 pips | 83.2 pips | 54.9 pips |
| AUD/USD | 38.5 pips | 56.1 pips | 52.9 pips | 48.2 pips | 49 pips |
| USD/CAD | 44.8 pips | 51 pips | 57.3 pips | 60.2 pips | 49.7 pips |
| USD/CHF | 41.4 pips | 46.3 pips | 52.5 pips | 56.2 pips | 46.8 pips |
| NZD/USD | 40.6 pips | 45.7 pips | 57.2 pips | 46.2 pips | 44.7 pips |
| EUR/GBP | 31 pips | 24 pips | 31 pips | 25.1 pips | 22.8 pips |
| EUR/JPY | 74.4 pips | 85 pips | 79 pips | 76.6 pips | 81.5 pips |
| GBP/JPY | 110.9 pips | 103.3 pips | 119.9 pips | 105.7 pips | 97.9 pips |
| AUD/JPY | 58.4 pips | 89.8 pips | 71.2 pips | 73.9 pips | 68.1 pips |
| XAU/USD (Gold) | $80.07 | $106.66 | $120.85 | $110.49 | $91.83 |
| XAG/USD (Silver) | $2.36 | $3.54 | $4.02 | $3.69 | $3.22 |
| US Oil (WTI) | $4.05 | $3.75 | $4.11 | $3.95 | $3.14 |
| UK Oil (Brent) | $4.11 | $3.53 | $4.97 | $4.44 | $3.34 |
| BTC/USD | $2,290.33 | $2,642.41 | $2,645.52 | $2,496.95 | $2,231.69 |
| ETH/USD | $85.41 | $95.84 | $93.08 | $87.71 | $86.39 |
| US500 (S&P 500) | 75.0 pts | 91.9 pts | 96.5 pts | 91.8 pts | 87.8 pts |
| US30 (Dow) | 530.0 pts | 612.2 pts | 711.1 pts | 660.5 pts | 553.2 pts |
| USTEC (Nasdaq 100) | 553.5 pts | 737.5 pts | 652.1 pts | 686.8 pts | 574.9 pts |
| DE30 (DAX) | 391.1 pts | 404.7 pts | 423.8 pts | 416.6 pts | 332.5 pts |
| JP225 (Nikkei 225) | 1,916.9 pts | 2,268.9 pts | 2,270.5 pts | 2,074.9 pts | 2,072.2 pts |
| UK100 (FTSE 100) | 129.1 pts | 128.8 pts | 133.1 pts | 165.1 pts | 113.5 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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