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 18 Jul · 10:58 +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 | 49.7 pips | 51.2 pips | steady (0.97) | 4.21% | 0.2 pips |
| GBP/USD | 73.3 pips | 68.6 pips | steady (1.07) | 5.85% | 0.2 pips |
| USD/JPY | 76.3 pips | 55.4 pips | expanding (1.38) | 2.93% | 0.2 pips |
| AUD/USD | 37.2 pips | 43.7 pips | contracting (0.85) | 6.64% | 0.2 pips |
| USD/CAD | 48.8 pips | 48.9 pips | steady (1.00) | 3.21% | 0.2 pips |
| USD/CHF | 52.4 pips | 46.2 pips | expanding (1.13) | 5.47% | 0.2 pips |
| NZD/USD | 39 pips | 42.6 pips | contracting (0.92) | 7.89% | 0.3 pips |
| EUR/GBP | 27.8 pips | 22.6 pips | expanding (1.23) | 3.25% | 0.2 pips |
| EUR/JPY | 72.1 pips | 73 pips | steady (0.99) | 3.72% | 0.3 pips |
| GBP/JPY | 102 pips | 95.8 pips | steady (1.06) | 5.06% | 0.5 pips |
| AUD/JPY | 54.4 pips | 63 pips | contracting (0.86) | 6.11% | 0.2 pips |
| XAU/USD (Gold) | $86.02 | $91.80 | steady (0.94) | 22.56% | $0.08 |
| XAG/USD (Silver) | $2.37 | $2.81 | contracting (0.84) | 51.49% | $0.01 |
| US Oil (WTI) | $2.56 | $3.30 | contracting (0.78) | 42.99% | $0.01 |
| UK Oil (Brent) | $2.87 | $3.57 | contracting (0.80) | 50.81% | $1.86 |
| BTC/USD | $1,777.63 | $2,225.47 | contracting (0.80) | 31.88% | $4.26 |
| ETH/USD | $72.18 | $82.96 | contracting (0.87) | 46.37% | $0.08 |
| US500 (S&P 500) | 65.9 pts | 79.9 pts | contracting (0.83) | 11.77% | 0.1 pts |
| US30 (Dow) | 491.1 pts | 548.9 pts | contracting (0.89) | 11.07% | 0.5 pts |
| USTEC (Nasdaq 100) | 550.9 pts | 584.4 pts | steady (0.94) | 22.37% | 0.6 pts |
| DE30 (DAX) | 336.9 pts | 341.8 pts | steady (0.99) | 15.16% | 12.2 pts |
| JP225 (Nikkei 225) | 2,060.8 pts | 1,945.1 pts | steady (1.06) | 31.02% | 6.1 pts |
| UK100 (FTSE 100) | 119.4 pts | 119.9 pts | steady (1.00) | 12.8% | 8.0 pts |
ADR = average daily high–low. Regime compares the last 14 sessions to the last 50: expanding markets need wider stops and smaller size; contracting ones the opposite. Weekend gap = average Monday open vs Friday close.
Risk per lot — size by dollars, not lots
| Instrument | ADR | Value of 1 pip/pt ($/lot) | Typical daily swing per lot |
|---|---|---|---|
| XAG/USD (Silver) | $2.37 | $50.00 | $11,830 |
| XAU/USD (Gold) | $86.02 | $1.00 | $8,602 |
| UK Oil (Brent) | $2.87 | $10.00 | $2,874 |
| US Oil (WTI) | $2.56 | $10.00 | $2,560 |
| BTC/USD | $1,777.63 | $0.01 | $1,778 |
| GBP/USD | 73.3 pips | $10.00 | $733 |
| USD/CHF | 52.4 pips | $12.38 | $649 |
| GBP/JPY | 102 pips | $6.16 | $628 |
| USTEC (Nasdaq 100) | 550.9 pts | $0.01 | $551 |
| EUR/USD | 49.7 pips | $10.00 | $497 |
| US30 (Dow) | 491.1 pts | $0.10 | $491 |
| USD/JPY | 76.3 pips | $6.16 | $470 |
| EUR/JPY | 72.1 pips | $6.16 | $444 |
| NZD/USD | 39 pips | $10.00 | $390 |
| DE30 (DAX) | 336.9 pts | $0.114 | $385 |
| EUR/GBP | 27.8 pips | $13.45 | $374 |
| AUD/USD | 37.2 pips | $10.00 | $372 |
| USD/CAD | 48.8 pips | $7.13 | $348 |
| AUD/JPY | 54.4 pips | $6.16 | $335 |
| UK100 (FTSE 100) | 119.4 pts | $0.0135 | $161 |
| ETH/USD | $72.18 | $0.01 | $72 |
| US500 (S&P 500) | 65.9 pts | $0.01 | $66 |
| JP225 (Nikkei 225) | 2,060.8 pts | $0.00062 | $13 |
The same ‘1 lot’ carries very different risk across instruments: in this sample a lot of XAG/USD (Silver) swings about $11,830 on a typical day versus $13 for JP225 (Nikkei 225) — roughly 926× 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 | 53.9 pips | 60.7 pips | 63.2 pips | 59.5 pips |
| GBP/USD | 75.2 pips | 67.9 pips | 91.7 pips | 90 pips | 72.4 pips |
| USD/JPY | 53.8 pips | 60.9 pips | 50.9 pips | 83.2 pips | 56.4 pips |
| AUD/USD | 37.9 pips | 56.1 pips | 52.9 pips | 48.2 pips | 50.4 pips |
| USD/CAD | 41.4 pips | 51 pips | 57.3 pips | 60.2 pips | 52.9 pips |
| USD/CHF | 39.5 pips | 46.3 pips | 52.5 pips | 56.2 pips | 48.3 pips |
| NZD/USD | 40.3 pips | 45.7 pips | 57.2 pips | 46.2 pips | 46.2 pips |
| EUR/GBP | 31.8 pips | 24 pips | 31 pips | 25.1 pips | 22.3 pips |
| EUR/JPY | 76.2 pips | 85 pips | 79 pips | 76.6 pips | 84.7 pips |
| GBP/JPY | 114.8 pips | 103.3 pips | 119.9 pips | 105.7 pips | 100 pips |
| AUD/JPY | 57.1 pips | 89.8 pips | 71.2 pips | 73.9 pips | 68.2 pips |
| XAU/USD (Gold) | $86.43 | $106.66 | $120.85 | $110.49 | $90.95 |
| XAG/USD (Silver) | $2.94 | $3.54 | $4.02 | $3.69 | $3.35 |
| US Oil (WTI) | $3.95 | $3.75 | $4.11 | $3.95 | $3.04 |
| UK Oil (Brent) | $3.98 | $3.53 | $4.97 | $4.44 | $3.29 |
| BTC/USD | $2,320.03 | $2,492.68 | $2,501.67 | $2,385.36 | $2,231.69 |
| ETH/USD | $86.56 | $91.14 | $87.98 | $83.82 | $86.39 |
| US500 (S&P 500) | 72.9 pts | 91.9 pts | 96.5 pts | 91.8 pts | 85.2 pts |
| US30 (Dow) | 506.0 pts | 612.2 pts | 711.1 pts | 660.5 pts | 524.6 pts |
| USTEC (Nasdaq 100) | 528.3 pts | 737.5 pts | 652.1 pts | 686.8 pts | 573.6 pts |
| DE30 (DAX) | 375.7 pts | 404.7 pts | 423.8 pts | 439.1 pts | 330.6 pts |
| JP225 (Nikkei 225) | 1,898.3 pts | 2,268.9 pts | 2,270.5 pts | 2,074.9 pts | 1,928.9 pts |
| UK100 (FTSE 100) | 126.7 pts | 130.6 pts | 139.8 pts | 176.9 pts | 112.0 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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