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 8 Jul · 07:56 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 | 50.6 pips | 50.6 pips | steady (1.00) | 4.31% | 0.2 pips |
| GBP/USD | 62.3 pips | 69.5 pips | contracting (0.90) | 5.74% | 0.3 pips |
| USD/JPY | 64.7 pips | 55.2 pips | expanding (1.17) | 5.33% | 0.2 pips |
| AUD/USD | 40 pips | 46.1 pips | contracting (0.87) | 7.02% | 0.2 pips |
| USD/CAD | 46.5 pips | 46.3 pips | steady (1.00) | 3.16% | 0.2 pips |
| USD/CHF | 38.3 pips | 42.5 pips | contracting (0.90) | 5.7% | 0.2 pips |
| NZD/USD | 32.4 pips | 42.4 pips | contracting (0.76) | 8.07% | 0.3 pips |
| EUR/GBP | 26 pips | 23.8 pips | expanding (1.09) | 3.08% | 0.1 pips |
| EUR/JPY | 85 pips | 74.4 pips | expanding (1.14) | 5.02% | 0.3 pips |
| GBP/JPY | 102 pips | 98.2 pips | steady (1.04) | 5.4% | 0.5 pips |
| AUD/JPY | 65.7 pips | 68 pips | steady (0.97) | 6.55% | 0.2 pips |
| XAU/USD (Gold) | $93.69 | $94.26 | steady (0.99) | 23.08% | $0.10 |
| XAG/USD (Silver) | $2.92 | $3.25 | contracting (0.90) | 53.1% | $0.01 |
| US Oil (WTI) | $2.28 | $3.35 | contracting (0.68) | 41.99% | $0.01 |
| UK Oil (Brent) | $2.61 | $4.13 | contracting (0.63) | 50.38% | $2.04 |
| BTC/USD | $2,357.92 | $2,261.06 | steady (1.04) | 30.82% | $4.64 |
| ETH/USD | $84.50 | $83.10 | steady (1.02) | 44.28% | $0.08 |
| US500 (S&P 500) | 80.2 pts | 81.1 pts | steady (0.99) | 12% | 0.2 pts |
| US30 (Dow) | 521.7 pts | 545.8 pts | steady (0.96) | 12.21% | 0.5 pts |
| USTEC (Nasdaq 100) | 659.3 pts | 572.1 pts | expanding (1.15) | 22.24% | 0.6 pts |
| DE30 (DAX) | 323.4 pts | 346.7 pts | steady (0.93) | 17.08% | 21.6 pts |
| JP225 (Nikkei 225) | 2,307.1 pts | 1,844.1 pts | expanding (1.25) | 29.99% | 5.7 pts |
| UK100 (FTSE 100) | 114.9 pts | 122.7 pts | steady (0.94) | 13.01% | 8.2 pts |
ADR = average daily high–low. Regime compares the last 14 sessions to the last 50: expanding markets need wider stops and smaller size; contracting ones the opposite. Weekend gap = average Monday open vs Friday close.
Risk per lot — size by dollars, not lots
| Instrument | ADR | Value of 1 pip/pt ($/lot) | Typical daily swing per lot |
|---|---|---|---|
| XAG/USD (Silver) | $2.92 | $50.00 | $14,580 |
| XAU/USD (Gold) | $93.69 | $1.00 | $9,369 |
| UK Oil (Brent) | $2.61 | $10.00 | $2,611 |
| BTC/USD | $2,357.92 | $0.01 | $2,358 |
| US Oil (WTI) | $2.28 | $10.00 | $2,276 |
| USTEC (Nasdaq 100) | 659.3 pts | $0.01 | $659 |
| GBP/JPY | 102 pips | $6.16 | $629 |
| GBP/USD | 62.3 pips | $10.00 | $623 |
| EUR/JPY | 85 pips | $6.16 | $524 |
| US30 (Dow) | 521.7 pts | $0.10 | $522 |
| EUR/USD | 50.6 pips | $10.00 | $506 |
| USD/CHF | 38.3 pips | $12.39 | $474 |
| AUD/JPY | 65.7 pips | $6.16 | $405 |
| AUD/USD | 40 pips | $10.00 | $400 |
| USD/JPY | 64.7 pips | $6.16 | $399 |
| DE30 (DAX) | 323.4 pts | $0.11 | $369 |
| EUR/GBP | 26 pips | $13.36 | $347 |
| USD/CAD | 46.5 pips | $7.05 | $328 |
| NZD/USD | 32.4 pips | $10.00 | $324 |
| UK100 (FTSE 100) | 114.9 pts | $0.01 | $154 |
| ETH/USD | $84.50 | $0.01 | $85 |
| US500 (S&P 500) | 80.2 pts | $0.01 | $80 |
| JP225 (Nikkei 225) | 2,307.1 pts | $0.0006 | $14 |
The same ‘1 lot’ carries very different risk across instruments: in this sample a lot of XAG/USD (Silver) swings about $14,580 on a typical day versus $14 for JP225 (Nikkei 225) — roughly 1,019× 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 | 63.5 pips | 70.2 pips | 61.6 pips |
| GBP/USD | 77 pips | 64.4 pips | 80.3 pips | 101.3 pips | 75.4 pips |
| USD/JPY | 63.5 pips | 60.8 pips | 77.2 pips | 135.3 pips | 63.4 pips |
| AUD/USD | 40.6 pips | 55.3 pips | 60.7 pips | 59.1 pips | 51.3 pips |
| USD/CAD | 40.8 pips | 43.7 pips | 57.4 pips | 67.5 pips | 51.7 pips |
| USD/CHF | 36.8 pips | 41.2 pips | 49.1 pips | 64.2 pips | 47.5 pips |
| NZD/USD | 42.4 pips | 43 pips | 63.8 pips | 53 pips | 46 pips |
| EUR/GBP | 31.2 pips | 23.2 pips | 23.1 pips | 26.7 pips | 22.6 pips |
| EUR/JPY | 83.1 pips | 89 pips | 102 pips | 130 pips | 92.1 pips |
| GBP/JPY | 127 pips | 111.3 pips | 124.6 pips | 160.5 pips | 109.1 pips |
| AUD/JPY | 63.5 pips | 94.6 pips | 87.3 pips | 103.9 pips | 75.7 pips |
| XAU/USD (Gold) | $87.74 | $102.90 | $126.67 | $111.80 | $94.80 |
| XAG/USD (Silver) | $3.09 | $3.44 | $4.12 | $3.94 | $3.56 |
| US Oil (WTI) | $3.95 | $4.03 | $5.54 | $4.84 | $3.50 |
| UK Oil (Brent) | $3.74 | $3.77 | $5.01 | $4.78 | $3.99 |
| BTC/USD | $2,182.41 | $2,390.43 | $2,715.17 | $2,694.95 | $2,433.49 |
| ETH/USD | $83.09 | $86.74 | $90.93 | $90.43 | $91.42 |
| US500 (S&P 500) | 73.2 pts | 93.4 pts | 97.9 pts | 96.6 pts | 83.3 pts |
| US30 (Dow) | 523.7 pts | 589.9 pts | 714.2 pts | 774.5 pts | 530.9 pts |
| USTEC (Nasdaq 100) | 492.6 pts | 744.0 pts | 622.4 pts | 642.8 pts | 571.7 pts |
| DE30 (DAX) | 389.3 pts | 415.6 pts | 426.3 pts | 489.3 pts | 337.0 pts |
| JP225 (Nikkei 225) | 1,716.5 pts | 2,218.8 pts | 2,004.5 pts | 1,918.1 pts | 1,868.2 pts |
| UK100 (FTSE 100) | 129.1 pts | 127.0 pts | 138.2 pts | 182.0 pts | 110.7 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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