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 27 Jul · 07:54 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 | 43.1 pips | 49.5 pips | contracting (0.87) | 4% | 0.2 pips |
| GBP/USD | 69 pips | 68.1 pips | steady (1.01) | 5.08% | 0.2 pips |
| USD/JPY | 58.5 pips | 56.7 pips | steady (1.03) | 3.05% | 0.2 pips |
| AUD/USD | 36.1 pips | 41 pips | contracting (0.88) | 6.23% | 0.2 pips |
| USD/CAD | 46.4 pips | 48.2 pips | steady (0.96) | 3.3% | 0.2 pips |
| USD/CHF | 48.4 pips | 45.3 pips | steady (1.07) | 5.43% | 0.2 pips |
| NZD/USD | 36.7 pips | 40.1 pips | contracting (0.92) | 7.51% | 0.3 pips |
| EUR/GBP | 25.7 pips | 23 pips | expanding (1.12) | 2.88% | 0.1 pips |
| EUR/JPY | 57.1 pips | 72.6 pips | contracting (0.79) | 3.64% | 0.3 pips |
| GBP/JPY | 84.8 pips | 95.8 pips | contracting (0.89) | 4.39% | 0.6 pips |
| AUD/JPY | 51.6 pips | 60.4 pips | contracting (0.85) | 5.84% | 0.2 pips |
| XAU/USD (Gold) | $68.38 | $88.45 | contracting (0.77) | 22.74% | $0.09 |
| XAG/USD (Silver) | $1.92 | $2.66 | contracting (0.72) | 45.15% | $0.01 |
| US Oil (WTI) | $3.37 | $3.15 | steady (1.07) | 45.53% | $0.00 |
| UK Oil (Brent) | $3.80 | $3.66 | steady (1.04) | 49.36% | $2.05 |
| BTC/USD | $1,596.82 | $1,955.15 | contracting (0.82) | 31.75% | $4.34 |
| ETH/USD | $66.80 | $73.99 | contracting (0.90) | 46.75% | $0.07 |
| US500 (S&P 500) | 67.2 pts | 81.5 pts | contracting (0.82) | 11.75% | 0.2 pts |
| US30 (Dow) | 467.2 pts | 547.1 pts | contracting (0.85) | 11.13% | 0.7 pts |
| USTEC (Nasdaq 100) | 515.9 pts | 600.1 pts | contracting (0.86) | 22.71% | 0.5 pts |
| DE30 (DAX) | 316.4 pts | 336.7 pts | steady (0.94) | 14.42% | 4.7 pts |
| JP225 (Nikkei 225) | 1,839.3 pts | 1,979.5 pts | contracting (0.93) | 31.93% | 6.5 pts |
| UK100 (FTSE 100) | 116.0 pts | 118.3 pts | steady (0.98) | 12.05% | 7.5 pts |
ADR = average daily high–low. Regime compares the last 14 sessions to the last 50: expanding markets need wider stops and smaller size; contracting ones the opposite. Weekend gap = average Monday open vs Friday close.
Risk per lot — size by dollars, not lots
| Instrument | ADR | Value of 1 pip/pt ($/lot) | Typical daily swing per lot |
|---|---|---|---|
| XAG/USD (Silver) | $1.92 | $50.00 | $9,575 |
| XAU/USD (Gold) | $68.38 | $1.00 | $6,838 |
| UK Oil (Brent) | $3.80 | $10.00 | $3,802 |
| US Oil (WTI) | $3.37 | $10.00 | $3,367 |
| BTC/USD | $1,596.82 | $0.01 | $1,597 |
| GBP/USD | 69 pips | $10.00 | $690 |
| USD/CHF | 48.4 pips | $12.27 | $594 |
| GBP/JPY | 84.8 pips | $6.12 | $519 |
| USTEC (Nasdaq 100) | 515.9 pts | $0.01 | $516 |
| US30 (Dow) | 467.2 pts | $0.10 | $467 |
| EUR/USD | 43.1 pips | $10.00 | $431 |
| NZD/USD | 36.7 pips | $10.00 | $367 |
| AUD/USD | 36.1 pips | $10.00 | $361 |
| DE30 (DAX) | 316.4 pts | $0.114 | $361 |
| USD/JPY | 58.5 pips | $6.12 | $358 |
| EUR/JPY | 57.1 pips | $6.12 | $349 |
| EUR/GBP | 25.7 pips | $13.34 | $343 |
| USD/CAD | 46.4 pips | $7.09 | $329 |
| AUD/JPY | 51.6 pips | $6.12 | $316 |
| UK100 (FTSE 100) | 116.0 pts | $0.0133 | $155 |
| US500 (S&P 500) | 67.2 pts | $0.01 | $67 |
| ETH/USD | $66.80 | $0.01 | $67 |
| JP225 (Nikkei 225) | 1,839.3 pts | $0.00061 | $11 |
The same ‘1 lot’ carries very different risk across instruments: in this sample a lot of XAG/USD (Silver) swings about $9,575 on a typical day versus $11 for JP225 (Nikkei 225) — roughly 853× 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 | 58.3 pips | 64.5 pips | 54.9 pips |
| GBP/USD | 74.7 pips | 67 pips | 89.1 pips | 84.7 pips | 65.6 pips |
| USD/JPY | 53.5 pips | 58.6 pips | 52.6 pips | 81.7 pips | 52.4 pips |
| AUD/USD | 38.5 pips | 55.5 pips | 52 pips | 48.9 pips | 44.7 pips |
| USD/CAD | 44.8 pips | 52.2 pips | 57 pips | 60.9 pips | 50.3 pips |
| USD/CHF | 41.4 pips | 46.4 pips | 52.9 pips | 57.8 pips | 46.6 pips |
| NZD/USD | 40.6 pips | 47.7 pips | 55.2 pips | 48.3 pips | 40.9 pips |
| EUR/GBP | 31 pips | 24.4 pips | 30.2 pips | 20.9 pips | 22.3 pips |
| EUR/JPY | 74.4 pips | 81.9 pips | 78.3 pips | 72.6 pips | 79.5 pips |
| GBP/JPY | 110.9 pips | 100.8 pips | 117.5 pips | 94.1 pips | 94.8 pips |
| AUD/JPY | 58.4 pips | 88.9 pips | 69.3 pips | 69.7 pips | 61 pips |
| XAU/USD (Gold) | $80.07 | $101.48 | $124.02 | $113.12 | $83.14 |
| XAG/USD (Silver) | $2.36 | $3.42 | $3.86 | $3.44 | $2.61 |
| US Oil (WTI) | $4.05 | $3.68 | $4.21 | $4.21 | $3.20 |
| UK Oil (Brent) | $4.11 | $3.47 | $4.50 | $4.21 | $3.20 |
| BTC/USD | $2,448.32 | $2,563.15 | $2,554.56 | $2,407.09 | $2,181.66 |
| ETH/USD | $89.67 | $91.68 | $88.65 | $86.11 | $83.95 |
| US500 (S&P 500) | 75.0 pts | 92.3 pts | 93.8 pts | 98.7 pts | 82.4 pts |
| US30 (Dow) | 530.0 pts | 614.8 pts | 717.2 pts | 697.4 pts | 529.7 pts |
| USTEC (Nasdaq 100) | 553.5 pts | 735.5 pts | 630.3 pts | 738.9 pts | 562.6 pts |
| DE30 (DAX) | 391.1 pts | 411.3 pts | 424.6 pts | 439.2 pts | 327.9 pts |
| JP225 (Nikkei 225) | 1,916.9 pts | 2,446.8 pts | 2,329.6 pts | 2,153.3 pts | 1,993.5 pts |
| UK100 (FTSE 100) | 136.0 pts | 131.2 pts | 141.2 pts | 169.2 pts | 120.2 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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