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 14 Jul · 10:57 +03.
Open Exness Account →Average daily range and regime
| Instrument | ADR (14 sessions) | ADR (50 sessions) | Regime | Realized vol (ann.) | Avg weekend gap |
|---|---|---|---|---|---|
| EUR/USD | 43 pips | 49.7 pips | contracting (0.87) | 4.2% | 0.2 pips |
| GBP/USD | 58.1 pips | 65.8 pips | contracting (0.88) | 5.46% | 0.2 pips |
| USD/JPY | 70.7 pips | 54.6 pips | expanding (1.29) | 3.34% | 0.2 pips |
| AUD/USD | 33.9 pips | 44.3 pips | contracting (0.77) | 6.53% | 0.2 pips |
| USD/CAD | 43 pips | 46.5 pips | contracting (0.92) | 2.84% | 0.2 pips |
| USD/CHF | 41.9 pips | 44 pips | steady (0.95) | 5.24% | 0.2 pips |
| NZD/USD | 33.4 pips | 42 pips | contracting (0.80) | 7.87% | 0.3 pips |
| EUR/GBP | 22.5 pips | 22.1 pips | steady (1.02) | 2.96% | 0.2 pips |
| EUR/JPY | 76.5 pips | 73.7 pips | steady (1.04) | 3.82% | 0.3 pips |
| GBP/JPY | 96 pips | 94.6 pips | steady (1.01) | 4.85% | 0.5 pips |
| AUD/JPY | 53.5 pips | 63.8 pips | contracting (0.84) | 6% | 0.2 pips |
| XAU/USD (Gold) | $82.73 | $91.40 | contracting (0.91) | 22.73% | $0.08 |
| XAG/USD (Silver) | $2.27 | $2.89 | contracting (0.79) | 52.32% | $0.01 |
| US Oil (WTI) | $2.34 | $3.35 | contracting (0.70) | 43.92% | $0.01 |
| UK Oil (Brent) | $3.01 | $3.86 | contracting (0.78) | 51.75% | $1.86 |
| BTC/USD | $1,984.83 | $2,230.88 | contracting (0.89) | 30.38% | $5.06 |
| ETH/USD | $73.71 | $81.69 | contracting (0.90) | 44.15% | $0.08 |
| US500 (S&P 500) | 67.2 pts | 79.6 pts | contracting (0.84) | 11.84% | 0.1 pts |
| US30 (Dow) | 452.7 pts | 544.2 pts | contracting (0.83) | 11.26% | 0.5 pts |
| USTEC (Nasdaq 100) | 539.6 pts | 572.2 pts | steady (0.94) | 22.29% | 0.6 pts |
| DE30 (DAX) | 305.9 pts | 348.2 pts | contracting (0.88) | 16.72% | 12.2 pts |
| JP225 (Nikkei 225) | 1,960.9 pts | 1,880.8 pts | steady (1.04) | 30.35% | 6.1 pts |
| UK100 (FTSE 100) | 106.6 pts | 119.2 pts | contracting (0.89) | 13.18% | 8.0 pts |
ADR = average daily high–low. Regime compares the last 14 sessions to the last 50: expanding markets need wider stops and smaller size; contracting ones the opposite. Weekend gap = average Monday open vs Friday close.
Risk per lot — size by dollars, not lots
| Instrument | ADR | Value of 1 pip/pt ($/lot) | Typical daily swing per lot |
|---|---|---|---|
| XAG/USD (Silver) | $2.27 | $50.00 | $11,360 |
| XAU/USD (Gold) | $82.73 | $1.00 | $8,273 |
| UK Oil (Brent) | $3.01 | $10.00 | $3,013 |
| US Oil (WTI) | $2.34 | $10.00 | $2,344 |
| BTC/USD | $1,984.83 | $0.01 | $1,985 |
| GBP/JPY | 96 pips | $6.16 | $591 |
| GBP/USD | 58.1 pips | $10.00 | $581 |
| USTEC (Nasdaq 100) | 539.6 pts | $0.01 | $540 |
| USD/CHF | 41.9 pips | $12.27 | $514 |
| EUR/JPY | 76.5 pips | $6.16 | $471 |
| US30 (Dow) | 452.7 pts | $0.10 | $453 |
| USD/JPY | 70.7 pips | $6.16 | $435 |
| EUR/USD | 43 pips | $10.00 | $430 |
| DE30 (DAX) | 305.9 pts | $0.114 | $348 |
| AUD/USD | 33.9 pips | $10.00 | $339 |
| NZD/USD | 33.4 pips | $10.00 | $334 |
| AUD/JPY | 53.5 pips | $6.16 | $329 |
| USD/CAD | 43 pips | $7.08 | $304 |
| EUR/GBP | 22.5 pips | $13.36 | $300 |
| UK100 (FTSE 100) | 106.6 pts | $0.0134 | $142 |
| ETH/USD | $73.71 | $0.01 | $74 |
| US500 (S&P 500) | 67.2 pts | $0.01 | $67 |
| JP225 (Nikkei 225) | 1,960.9 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 $11,360 on a typical day versus $12 for JP225 (Nikkei 225) — roughly 934× 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 | 50.4 pips | 61.6 pips | 64.5 pips | 59.5 pips |
| GBP/USD | 75.2 pips | 64.4 pips | 82 pips | 90.5 pips | 72.4 pips |
| USD/JPY | 53.8 pips | 60.8 pips | 74.2 pips | 86.8 pips | 56.4 pips |
| AUD/USD | 37.9 pips | 55.3 pips | 55.9 pips | 51.8 pips | 50.4 pips |
| USD/CAD | 41.4 pips | 43.7 pips | 58.4 pips | 59.9 pips | 52.9 pips |
| USD/CHF | 39.5 pips | 41.2 pips | 49.3 pips | 55.3 pips | 48.3 pips |
| NZD/USD | 40.3 pips | 43 pips | 60.8 pips | 48.9 pips | 46.2 pips |
| EUR/GBP | 31.8 pips | 23.2 pips | 25.2 pips | 24.5 pips | 22.3 pips |
| EUR/JPY | 76.2 pips | 89 pips | 101 pips | 80.8 pips | 84.7 pips |
| GBP/JPY | 114.8 pips | 111.3 pips | 129.9 pips | 105.4 pips | 100 pips |
| AUD/JPY | 57.1 pips | 94.6 pips | 85 pips | 74.7 pips | 68.2 pips |
| XAU/USD (Gold) | $86.43 | $102.90 | $127.91 | $109.56 | $90.95 |
| XAG/USD (Silver) | $2.94 | $3.44 | $4.20 | $3.95 | $3.35 |
| US Oil (WTI) | $3.95 | $4.03 | $5.03 | $4.46 | $3.04 |
| UK Oil (Brent) | $3.98 | $3.77 | $5.18 | $4.71 | $3.29 |
| BTC/USD | $2,259.34 | $2,442.08 | $2,673.90 | $2,525.97 | $2,362.30 |
| ETH/USD | $86.05 | $86.91 | $88.73 | $85.29 | $89.59 |
| US500 (S&P 500) | 72.9 pts | 93.4 pts | 100.7 pts | 90.7 pts | 85.2 pts |
| US30 (Dow) | 506.0 pts | 589.9 pts | 737.3 pts | 676.5 pts | 524.6 pts |
| USTEC (Nasdaq 100) | 528.3 pts | 744.0 pts | 640.9 pts | 653.9 pts | 573.6 pts |
| DE30 (DAX) | 393.5 pts | 429.7 pts | 459.1 pts | 445.2 pts | 330.6 pts |
| JP225 (Nikkei 225) | 1,898.3 pts | 2,218.8 pts | 2,224.9 pts | 1,996.3 pts | 1,928.9 pts |
| UK100 (FTSE 100) | 126.7 pts | 130.1 pts | 145.5 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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