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 12 Jul · 07:03 UTC.
Open Exness Account →Average daily range and regime
| Instrument | ADR (14 sessions) | ADR (50 sessions) | Regime | Realized vol (ann.) | Avg weekend gap |
|---|---|---|---|---|---|
| EUR/USD | 47.1 pips | 50.1 pips | steady (0.94) | 4.25% | 0.2 pips |
| GBP/USD | 60.9 pips | 68.7 pips | contracting (0.89) | 5.51% | 0.3 pips |
| USD/JPY | 62.1 pips | 54.2 pips | expanding (1.15) | 3.22% | 0.2 pips |
| AUD/USD | 36.4 pips | 46 pips | contracting (0.79) | 6.69% | 0.2 pips |
| USD/CAD | 45.2 pips | 46.3 pips | steady (0.98) | 2.85% | 0.2 pips |
| USD/CHF | 39.2 pips | 42.6 pips | contracting (0.92) | 5.19% | 0.2 pips |
| NZD/USD | 33.5 pips | 43.1 pips | contracting (0.78) | 8.03% | 0.3 pips |
| EUR/GBP | 24.7 pips | 23.5 pips | steady (1.05) | 2.95% | 0.1 pips |
| EUR/JPY | 76.8 pips | 72.9 pips | steady (1.05) | 3.75% | 0.3 pips |
| GBP/JPY | 96.7 pips | 96.8 pips | steady (1.00) | 4.87% | 0.5 pips |
| AUD/JPY | 57.1 pips | 67 pips | contracting (0.85) | 6.25% | 0.2 pips |
| XAU/USD (Gold) | $93.50 | $93.04 | steady (1.01) | 23.02% | $0.10 |
| XAG/USD (Silver) | $2.90 | $3.15 | contracting (0.92) | 52.92% | $0.01 |
| US Oil (WTI) | $2.35 | $3.34 | contracting (0.70) | 42.5% | $0.01 |
| UK Oil (Brent) | $2.83 | $3.98 | contracting (0.71) | 49.76% | $2.04 |
| BTC/USD | $2,002.72 | $2,258.40 | contracting (0.89) | 30.89% | $4.81 |
| ETH/USD | $72.47 | $82.98 | contracting (0.87) | 44.31% | $0.08 |
| US500 (S&P 500) | 76.6 pts | 81.7 pts | steady (0.94) | 12% | 0.2 pts |
| US30 (Dow) | 527.2 pts | 551.9 pts | steady (0.96) | 11.61% | 0.5 pts |
| USTEC (Nasdaq 100) | 628.2 pts | 578.7 pts | expanding (1.09) | 22.42% | 0.6 pts |
| DE30 (DAX) | 341.9 pts | 355.7 pts | steady (0.96) | 17.38% | 22.9 pts |
| JP225 (Nikkei 225) | 2,172.6 pts | 1,891.0 pts | expanding (1.15) | 30.19% | 5.7 pts |
| UK100 (FTSE 100) | 119.9 pts | 121.9 pts | steady (0.98) | 13.32% | 8.2 pts |
ADR = average daily high–low. Regime compares the last 14 sessions to the last 50: expanding markets need wider stops and smaller size; contracting ones the opposite. Weekend gap = average Monday open vs Friday close.
Risk per lot — size by dollars, not lots
| Instrument | ADR | Value of 1 pip/pt ($/lot) | Typical daily swing per lot |
|---|---|---|---|
| XAG/USD (Silver) | $2.90 | $50.00 | $14,475 |
| XAU/USD (Gold) | $93.50 | $1.00 | $9,350 |
| UK Oil (Brent) | $2.83 | $10.00 | $2,835 |
| US Oil (WTI) | $2.35 | $10.00 | $2,353 |
| BTC/USD | $2,002.72 | $0.01 | $2,003 |
| USTEC (Nasdaq 100) | 628.2 pts | $0.01 | $628 |
| GBP/USD | 60.9 pips | $10.00 | $609 |
| GBP/JPY | 96.7 pips | $6.18 | $598 |
| US30 (Dow) | 527.2 pts | $0.10 | $527 |
| USD/CHF | 39.2 pips | $12.37 | $485 |
| EUR/JPY | 76.8 pips | $6.18 | $475 |
| EUR/USD | 47.1 pips | $10.00 | $471 |
| DE30 (DAX) | 341.9 pts | $0.11 | $390 |
| USD/JPY | 62.1 pips | $6.18 | $384 |
| AUD/USD | 36.4 pips | $10.00 | $364 |
| AUD/JPY | 57.1 pips | $6.18 | $353 |
| NZD/USD | 33.5 pips | $10.00 | $335 |
| EUR/GBP | 24.7 pips | $13.40 | $331 |
| USD/CAD | 45.2 pips | $7.06 | $319 |
| UK100 (FTSE 100) | 119.9 pts | $0.01 | $161 |
| US500 (S&P 500) | 76.6 pts | $0.01 | $77 |
| ETH/USD | $72.47 | $0.01 | $72 |
| JP225 (Nikkei 225) | 2,172.6 pts | $0.0006 | $13 |
The same ‘1 lot’ carries very different risk across instruments: in this sample a lot of XAG/USD (Silver) swings about $14,475 on a typical day versus $13 for JP225 (Nikkei 225) — roughly 1,075× 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 | 46.8 pips | 50.4 pips | 61.6 pips | 64.5 pips | 61.6 pips |
| GBP/USD | 77 pips | 64.4 pips | 82 pips | 90.5 pips | 75.4 pips |
| USD/JPY | 63.5 pips | 60.8 pips | 74.2 pips | 86.8 pips | 63.4 pips |
| AUD/USD | 40.6 pips | 55.3 pips | 55.9 pips | 51.8 pips | 51.3 pips |
| USD/CAD | 40.8 pips | 43.7 pips | 58.4 pips | 59.9 pips | 51.7 pips |
| USD/CHF | 36.8 pips | 41.2 pips | 49.3 pips | 55.3 pips | 47.5 pips |
| NZD/USD | 42.4 pips | 43 pips | 60.8 pips | 48.9 pips | 46 pips |
| EUR/GBP | 31.2 pips | 23.2 pips | 25.2 pips | 24.5 pips | 22.6 pips |
| EUR/JPY | 83.1 pips | 89 pips | 101 pips | 80.8 pips | 92.1 pips |
| GBP/JPY | 127 pips | 111.3 pips | 129.9 pips | 105.4 pips | 109.1 pips |
| AUD/JPY | 63.5 pips | 94.6 pips | 85 pips | 74.7 pips | 75.7 pips |
| XAU/USD (Gold) | $87.74 | $102.90 | $127.91 | $109.56 | $94.80 |
| XAG/USD (Silver) | $3.09 | $3.44 | $4.20 | $3.95 | $3.56 |
| US Oil (WTI) | $3.95 | $4.03 | $5.03 | $4.46 | $3.50 |
| UK Oil (Brent) | $3.74 | $3.77 | $5.18 | $4.71 | $3.99 |
| BTC/USD | $2,210.67 | $2,442.08 | $2,664.02 | $2,597.93 | $2,362.30 |
| ETH/USD | $84.46 | $86.91 | $88.86 | $84.93 | $89.59 |
| US500 (S&P 500) | 73.2 pts | 93.4 pts | 100.7 pts | 90.7 pts | 83.3 pts |
| US30 (Dow) | 523.7 pts | 589.9 pts | 737.3 pts | 676.5 pts | 530.9 pts |
| USTEC (Nasdaq 100) | 492.6 pts | 744.0 pts | 640.9 pts | 653.9 pts | 571.7 pts |
| DE30 (DAX) | 394.3 pts | 415.6 pts | 452.1 pts | 470.0 pts | 337.0 pts |
| JP225 (Nikkei 225) | 1,716.5 pts | 2,218.8 pts | 2,224.9 pts | 1,996.3 pts | 1,868.2 pts |
| UK100 (FTSE 100) | 129.1 pts | 127.0 pts | 145.5 pts | 182.3 pts | 112.6 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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