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 22 Jul · 12:55 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 | 43.9 pips | 50 pips | contracting (0.88) | 4.14% | 0.2 pips |
| GBP/USD | 72.9 pips | 68.4 pips | steady (1.07) | 5.79% | 0.2 pips |
| USD/JPY | 62.9 pips | 56.1 pips | expanding (1.12) | 2.97% | 0.2 pips |
| AUD/USD | 36.1 pips | 41.7 pips | contracting (0.87) | 6.65% | 0.2 pips |
| USD/CAD | 49 pips | 49.3 pips | steady (0.99) | 3.32% | 0.2 pips |
| USD/CHF | 49.3 pips | 45.8 pips | expanding (1.08) | 5.49% | 0.2 pips |
| NZD/USD | 38.4 pips | 41.5 pips | contracting (0.93) | 7.88% | 0.3 pips |
| EUR/GBP | 28.1 pips | 23.1 pips | expanding (1.22) | 3.28% | 0.1 pips |
| EUR/JPY | 63.5 pips | 73.4 pips | contracting (0.87) | 3.71% | 0.3 pips |
| GBP/JPY | 100.5 pips | 96.6 pips | steady (1.04) | 5.01% | 0.5 pips |
| AUD/JPY | 55.7 pips | 62.2 pips | contracting (0.90) | 6.13% | 0.2 pips |
| XAU/USD (Gold) | $75.26 | $90.84 | contracting (0.83) | 22.69% | $0.08 |
| XAG/USD (Silver) | $2.17 | $2.75 | contracting (0.79) | 49.04% | $0.01 |
| US Oil (WTI) | $3.11 | $3.17 | steady (0.98) | 42.75% | $0.01 |
| UK Oil (Brent) | $3.29 | $3.62 | contracting (0.91) | 49.18% | $1.93 |
| BTC/USD | $1,615.66 | $2,194.40 | contracting (0.74) | 31.75% | $4.09 |
| ETH/USD | $65.19 | $82.49 | contracting (0.79) | 45.93% | $0.08 |
| US500 (S&P 500) | 67.8 pts | 80.1 pts | contracting (0.85) | 11.8% | 0.2 pts |
| US30 (Dow) | 500.1 pts | 545.7 pts | contracting (0.92) | 11.21% | 0.7 pts |
| USTEC (Nasdaq 100) | 545.0 pts | 593.9 pts | contracting (0.92) | 22.35% | 0.5 pts |
| DE30 (DAX) | 329.6 pts | 333.7 pts | steady (0.99) | 15.08% | 5.5 pts |
| JP225 (Nikkei 225) | 2,041.5 pts | 1,996.5 pts | steady (1.02) | 31.64% | 6.5 pts |
| UK100 (FTSE 100) | 118.1 pts | 113.7 pts | steady (1.04) | 12.04% | 7.5 pts |
ADR = average daily high–low. Regime compares the last 14 sessions to the last 50: expanding markets need wider stops and smaller size; contracting ones the opposite. Weekend gap = average Monday open vs Friday close.
Risk per lot — size by dollars, not lots
| Instrument | ADR | Value of 1 pip/pt ($/lot) | Typical daily swing per lot |
|---|---|---|---|
| XAG/USD (Silver) | $2.17 | $50.00 | $10,840 |
| XAU/USD (Gold) | $75.26 | $1.00 | $7,526 |
| UK Oil (Brent) | $3.29 | $10.00 | $3,291 |
| US Oil (WTI) | $3.11 | $10.00 | $3,107 |
| BTC/USD | $1,615.66 | $0.01 | $1,616 |
| GBP/USD | 72.9 pips | $10.00 | $729 |
| GBP/JPY | 100.5 pips | $6.13 | $616 |
| USD/CHF | 49.3 pips | $12.31 | $607 |
| USTEC (Nasdaq 100) | 545.0 pts | $0.01 | $545 |
| US30 (Dow) | 500.1 pts | $0.10 | $500 |
| EUR/USD | 43.9 pips | $10.00 | $439 |
| EUR/JPY | 63.5 pips | $6.13 | $389 |
| USD/JPY | 62.9 pips | $6.13 | $386 |
| NZD/USD | 38.4 pips | $10.00 | $384 |
| DE30 (DAX) | 329.6 pts | $0.114 | $376 |
| EUR/GBP | 28.1 pips | $13.38 | $376 |
| AUD/USD | 36.1 pips | $10.00 | $361 |
| USD/CAD | 49 pips | $7.09 | $348 |
| AUD/JPY | 55.7 pips | $6.13 | $341 |
| UK100 (FTSE 100) | 118.1 pts | $0.0134 | $158 |
| US500 (S&P 500) | 67.8 pts | $0.01 | $68 |
| ETH/USD | $65.19 | $0.01 | $65 |
| JP225 (Nikkei 225) | 2,041.5 pts | $0.00061 | $12 |
The same ‘1 lot’ carries very different risk across instruments: in this sample a lot of XAG/USD (Silver) swings about $10,840 on a typical day versus $12 for JP225 (Nikkei 225) — roughly 870× 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 | 51.6 pips | 60.7 pips | 63.2 pips | 55.9 pips |
| GBP/USD | 74.7 pips | 67 pips | 91.7 pips | 90 pips | 69.1 pips |
| USD/JPY | 53.5 pips | 58.6 pips | 50.9 pips | 83.2 pips | 54.9 pips |
| AUD/USD | 38.5 pips | 55.5 pips | 52.9 pips | 48.2 pips | 49 pips |
| USD/CAD | 44.8 pips | 52.2 pips | 57.3 pips | 60.2 pips | 49.7 pips |
| USD/CHF | 41.4 pips | 46.4 pips | 52.5 pips | 56.2 pips | 46.8 pips |
| NZD/USD | 40.6 pips | 47.7 pips | 57.2 pips | 46.2 pips | 44.7 pips |
| EUR/GBP | 31 pips | 24.4 pips | 31 pips | 25.1 pips | 22.8 pips |
| EUR/JPY | 74.4 pips | 81.9 pips | 79 pips | 76.6 pips | 81.5 pips |
| GBP/JPY | 110.9 pips | 100.8 pips | 119.9 pips | 105.7 pips | 97.9 pips |
| AUD/JPY | 58.4 pips | 88.9 pips | 71.2 pips | 73.9 pips | 68.1 pips |
| XAU/USD (Gold) | $80.07 | $101.48 | $120.85 | $110.49 | $91.83 |
| XAG/USD (Silver) | $2.36 | $3.42 | $4.02 | $3.69 | $3.22 |
| US Oil (WTI) | $4.05 | $3.68 | $4.11 | $3.95 | $3.14 |
| UK Oil (Brent) | $4.11 | $3.47 | $4.97 | $4.44 | $3.34 |
| BTC/USD | $2,290.33 | $2,550.67 | $2,645.52 | $2,496.95 | $2,189.57 |
| ETH/USD | $85.41 | $91.09 | $93.08 | $87.71 | $86.58 |
| US500 (S&P 500) | 75.0 pts | 92.3 pts | 96.5 pts | 91.8 pts | 87.8 pts |
| US30 (Dow) | 530.0 pts | 614.8 pts | 711.1 pts | 660.5 pts | 553.2 pts |
| USTEC (Nasdaq 100) | 553.5 pts | 735.5 pts | 652.1 pts | 686.8 pts | 574.9 pts |
| DE30 (DAX) | 391.1 pts | 411.3 pts | 423.8 pts | 416.6 pts | 332.5 pts |
| JP225 (Nikkei 225) | 1,916.9 pts | 2,446.8 pts | 2,270.5 pts | 2,074.9 pts | 2,072.2 pts |
| UK100 (FTSE 100) | 129.1 pts | 132.7 pts | 133.1 pts | 165.1 pts | 115.0 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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