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 9 Jul · 15:54 PST.
Open Exness Account →Average daily range and regime
| Instrument | ADR (14 sessions) | ADR (50 sessions) | Regime | Realized vol (ann.) | Avg weekend gap |
|---|---|---|---|---|---|
| EUR/USD | 49.6 pips | 50.6 pips | steady (0.98) | 4.24% | 0.2 pips |
| GBP/USD | 62.2 pips | 69.8 pips | contracting (0.89) | 5.51% | 0.3 pips |
| USD/JPY | 63.1 pips | 55.6 pips | expanding (1.13) | 3.2% | 0.2 pips |
| AUD/USD | 41 pips | 46.3 pips | contracting (0.89) | 6.69% | 0.2 pips |
| USD/CAD | 46.9 pips | 46.5 pips | steady (1.01) | 2.85% | 0.2 pips |
| USD/CHF | 39.5 pips | 42.9 pips | contracting (0.92) | 5.17% | 0.2 pips |
| NZD/USD | 33.5 pips | 42.8 pips | contracting (0.78) | 7.83% | 0.3 pips |
| EUR/GBP | 24.4 pips | 23.9 pips | steady (1.02) | 2.97% | 0.1 pips |
| EUR/JPY | 82.4 pips | 74.3 pips | expanding (1.11) | 3.76% | 0.3 pips |
| GBP/JPY | 100.9 pips | 98.4 pips | steady (1.03) | 4.89% | 0.5 pips |
| AUD/JPY | 65.8 pips | 68.1 pips | steady (0.97) | 6.25% | 0.2 pips |
| XAU/USD (Gold) | $95.92 | $94.07 | steady (1.02) | 22.85% | $0.10 |
| XAG/USD (Silver) | $2.99 | $3.17 | steady (0.94) | 52.64% | $0.01 |
| US Oil (WTI) | $2.25 | $3.36 | contracting (0.67) | 42.43% | $0.01 |
| UK Oil (Brent) | $2.73 | $4.06 | contracting (0.67) | 50.91% | $2.04 |
| BTC/USD | $2,223.74 | $2,280.26 | steady (0.98) | 30.55% | $4.64 |
| ETH/USD | $79.66 | $83.48 | steady (0.95) | 44.06% | $0.08 |
| US500 (S&P 500) | 80.9 pts | 81.8 pts | steady (0.99) | 11.91% | 0.2 pts |
| US30 (Dow) | 543.7 pts | 555.2 pts | steady (0.98) | 11.7% | 0.5 pts |
| USTEC (Nasdaq 100) | 661.2 pts | 580.4 pts | expanding (1.14) | 22.27% | 0.6 pts |
| DE30 (DAX) | 349.0 pts | 357.5 pts | steady (0.98) | 17.4% | 22.9 pts |
| JP225 (Nikkei 225) | 2,359.4 pts | 1,883.6 pts | expanding (1.25) | 29.97% | 5.7 pts |
| UK100 (FTSE 100) | 121.3 pts | 121.1 pts | steady (1.00) | 13.31% | 8.2 pts |
ADR = average daily high–low. Regime compares the last 14 sessions to the last 50: expanding markets need wider stops and smaller size; contracting ones the opposite. Weekend gap = average Monday open vs Friday close.
Risk per lot — size by dollars, not lots
| Instrument | ADR | Value of 1 pip/pt ($/lot) | Typical daily swing per lot |
|---|---|---|---|
| XAG/USD (Silver) | $2.99 | $50.00 | $14,955 |
| XAU/USD (Gold) | $95.92 | $1.00 | $9,592 |
| UK Oil (Brent) | $2.73 | $10.00 | $2,726 |
| US Oil (WTI) | $2.25 | $10.00 | $2,248 |
| BTC/USD | $2,223.74 | $0.01 | $2,224 |
| USTEC (Nasdaq 100) | 661.2 pts | $0.01 | $661 |
| GBP/USD | 62.2 pips | $10.00 | $622 |
| GBP/JPY | 100.9 pips | $6.16 | $621 |
| US30 (Dow) | 543.7 pts | $0.10 | $544 |
| EUR/JPY | 82.4 pips | $6.16 | $507 |
| EUR/USD | 49.6 pips | $10.00 | $496 |
| USD/CHF | 39.5 pips | $12.40 | $490 |
| AUD/USD | 41 pips | $10.00 | $410 |
| AUD/JPY | 65.8 pips | $6.16 | $405 |
| DE30 (DAX) | 349.0 pts | $0.11 | $399 |
| USD/JPY | 63.1 pips | $6.16 | $389 |
| NZD/USD | 33.5 pips | $10.00 | $335 |
| USD/CAD | 46.9 pips | $7.06 | $331 |
| EUR/GBP | 24.4 pips | $13.42 | $328 |
| UK100 (FTSE 100) | 121.3 pts | $0.01 | $163 |
| US500 (S&P 500) | 80.9 pts | $0.01 | $81 |
| ETH/USD | $79.66 | $0.01 | $80 |
| JP225 (Nikkei 225) | 2,359.4 pts | $0.0006 | $15 |
The same ‘1 lot’ carries very different risk across instruments: in this sample a lot of XAG/USD (Silver) swings about $14,955 on a typical day versus $15 for JP225 (Nikkei 225) — roughly 1,022× 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 | 70.2 pips | 61.6 pips |
| GBP/USD | 77 pips | 64.4 pips | 82 pips | 101.3 pips | 75.4 pips |
| USD/JPY | 63.5 pips | 60.8 pips | 74.2 pips | 135.3 pips | 63.4 pips |
| AUD/USD | 40.6 pips | 55.3 pips | 55.9 pips | 59.1 pips | 51.3 pips |
| USD/CAD | 40.8 pips | 43.7 pips | 58.4 pips | 67.5 pips | 51.7 pips |
| USD/CHF | 36.8 pips | 41.2 pips | 49.3 pips | 64.2 pips | 47.5 pips |
| NZD/USD | 42.4 pips | 43 pips | 60.8 pips | 53 pips | 46 pips |
| EUR/GBP | 31.2 pips | 23.2 pips | 25.2 pips | 26.7 pips | 22.6 pips |
| EUR/JPY | 83.1 pips | 89 pips | 101 pips | 130 pips | 92.1 pips |
| GBP/JPY | 127 pips | 111.3 pips | 129.9 pips | 160.5 pips | 109.1 pips |
| AUD/JPY | 63.5 pips | 94.6 pips | 85 pips | 103.9 pips | 75.7 pips |
| XAU/USD (Gold) | $87.74 | $102.90 | $127.91 | $111.80 | $94.80 |
| XAG/USD (Silver) | $3.09 | $3.44 | $4.20 | $3.94 | $3.56 |
| US Oil (WTI) | $3.95 | $4.03 | $5.03 | $4.84 | $3.50 |
| UK Oil (Brent) | $3.74 | $3.77 | $5.18 | $4.78 | $3.99 |
| BTC/USD | $2,182.41 | $2,390.43 | $2,664.02 | $2,694.95 | $2,433.49 |
| ETH/USD | $83.09 | $86.74 | $88.86 | $90.43 | $91.42 |
| US500 (S&P 500) | 73.2 pts | 93.4 pts | 100.7 pts | 96.6 pts | 83.3 pts |
| US30 (Dow) | 523.7 pts | 589.9 pts | 737.3 pts | 774.5 pts | 530.9 pts |
| USTEC (Nasdaq 100) | 492.6 pts | 744.0 pts | 640.9 pts | 642.8 pts | 571.7 pts |
| DE30 (DAX) | 389.3 pts | 415.6 pts | 452.1 pts | 489.3 pts | 337.0 pts |
| JP225 (Nikkei 225) | 1,716.5 pts | 2,218.8 pts | 2,224.9 pts | 1,918.1 pts | 1,868.2 pts |
| UK100 (FTSE 100) | 129.1 pts | 127.0 pts | 145.5 pts | 187.2 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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