Volatility on Exness — Measured Daily Ranges, Gaps and Risk per Lot — Qatar
Average daily range, volatility regime, weekend gaps and what one lot actually swings in dollars — computed from Exness’s own MT5 price history. measured 16 Oct · 10:50 +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 | 65.8 pips | 48.2 pips | expanding (1.37) | 4.03% | 0.2 pips |
| GBP/USD | 66.3 pips | 56.2 pips | expanding (1.18) | 4.03% | 0.3 pips |
| USD/JPY | 80.4 pips | 103.3 pips | contracting (0.78) | 7.48% | 0.2 pips |
| AUD/USD | 44.1 pips | 38.9 pips | expanding (1.13) | 5.54% | 0.1 pips |
| USD/CAD | 60.5 pips | 51.4 pips | expanding (1.18) | 3.77% | 0.2 pips |
| USD/CHF | 47.2 pips | 45.7 pips | steady (1.03) | 5.81% | 0.2 pips |
| NZD/USD | 37.5 pips | 38 pips | steady (0.99) | 5.87% | 0.2 pips |
| EUR/GBP | 26.3 pips | 20.5 pips | expanding (1.28) | 2.23% | 0.1 pips |
| EUR/JPY | 111.8 pips | 106.4 pips | steady (1.05) | 6.5% | 0.3 pips |
| GBP/JPY | 126.1 pips | 123.9 pips | steady (1.02) | 6.85% | 0.3 pips |
| AUD/JPY | 77.1 pips | 75.6 pips | steady (1.02) | 6.74% | 0.2 pips |
| XAU/USD (Gold) | $62.74 | $81.22 | contracting (0.77) | 20.37% | $0.09 |
| XAG/USD (Silver) | $1.73 | $2.03 | contracting (0.85) | 35.89% | $0.01 |
| US Oil (WTI) | $3.15 | $3.23 | steady (0.98) | 34.33% | $0.00 |
| UK Oil (Brent) | $3.84 | $3.53 | expanding (1.09) | 47.88% | $1.62 |
| BTC/USD | $2,224.65 | $2,304.15 | steady (0.97) | 36.12% | $1.37 |
| ETH/USD | $95.97 | $95.52 | steady (1.00) | 50.37% | $0.10 |
| US500 (S&P 500) | 66.1 pts | 61.9 pts | steady (1.07) | 8.07% | 0.3 pts |
| US30 (Dow) | 527.3 pts | 479.7 pts | expanding (1.10) | 8.31% | 1.3 pts |
| USTEC (Nasdaq 100) | 440.3 pts | 387.9 pts | expanding (1.13) | 14.24% | 0.4 pts |
| DE30 (DAX) | 276.2 pts | 252.8 pts | expanding (1.09) | 9.94% | 5.2 pts |
| JP225 (Nikkei 225) | 1,485.5 pts | 1,403.7 pts | steady (1.06) | 22.5% | 5.0 pts |
| UK100 (FTSE 100) | 113.7 pts | 99.3 pts | expanding (1.14) | 8.17% | 7.9 pts |
ADR = average daily high–low. Regime compares the last 14 sessions to the last 50: expanding markets need wider stops and smaller size; contracting ones the opposite. Weekend gap = average Monday open vs Friday close.
Risk per lot — size by dollars, not lots
| Instrument | ADR | Value of 1 pip/pt ($/lot) | Typical daily swing per lot |
|---|---|---|---|
| XAG/USD (Silver) | $1.73 | $50.00 | $8,645 |
| XAU/USD (Gold) | $62.74 | $1.00 | $6,274 |
| UK Oil (Brent) | $3.84 | $10.00 | $3,836 |
| US Oil (WTI) | $3.15 | $10.00 | $3,154 |
| BTC/USD | $2,224.65 | $0.01 | $2,225 |
| GBP/JPY | 126.1 pips | $6.33 | $798 |
| EUR/JPY | 111.8 pips | $6.33 | $708 |
| GBP/USD | 66.3 pips | $10.00 | $663 |
| EUR/USD | 65.8 pips | $10.00 | $658 |
| USD/CHF | 47.2 pips | $12.12 | $572 |
| US30 (Dow) | 527.3 pts | $0.10 | $527 |
| USD/JPY | 80.4 pips | $6.33 | $509 |
| AUD/JPY | 77.1 pips | $6.33 | $488 |
| AUD/USD | 44.1 pips | $10.00 | $441 |
| USTEC (Nasdaq 100) | 440.3 pts | $0.01 | $440 |
| USD/CAD | 60.5 pips | $7.06 | $427 |
| NZD/USD | 37.5 pips | $10.00 | $375 |
| EUR/GBP | 26.3 pips | $13.32 | $350 |
| DE30 (DAX) | 276.2 pts | $0.112 | $310 |
| UK100 (FTSE 100) | 113.7 pts | $0.0133 | $151 |
| ETH/USD | $95.97 | $0.01 | $96 |
| US500 (S&P 500) | 66.1 pts | $0.01 | $66 |
| JP225 (Nikkei 225) | 1,485.5 pts | $0.00063 | $9 |
The same ‘1 lot’ carries very different risk across instruments: in this sample a lot of XAG/USD (Silver) swings about $8,645 on a typical day versus $9 for JP225 (Nikkei 225) — roughly 924× 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 | 46.9 pips | 39.4 pips | 69.1 pips | 52.1 pips | 53.7 pips |
| GBP/USD | 46.3 pips | 48.2 pips | 85.7 pips | 60.8 pips | 63.5 pips |
| USD/JPY | 114.3 pips | 75.1 pips | 116.9 pips | 120.1 pips | 131.2 pips |
| AUD/USD | 33.1 pips | 35 pips | 52.2 pips | 45.3 pips | 45.1 pips |
| USD/CAD | 48.6 pips | 51.4 pips | 73.3 pips | 48.5 pips | 63.3 pips |
| USD/CHF | 38.9 pips | 34.9 pips | 62.1 pips | 56.4 pips | 51.6 pips |
| NZD/USD | 32.6 pips | 40.5 pips | 55 pips | 39.7 pips | 40.8 pips |
| EUR/GBP | 22.5 pips | 15.4 pips | 26.1 pips | 23.8 pips | 20.4 pips |
| EUR/JPY | 112.4 pips | 83.2 pips | 106.1 pips | 129 pips | 129.3 pips |
| GBP/JPY | 125 pips | 94.1 pips | 142 pips | 154.5 pips | 145.6 pips |
| AUD/JPY | 76 pips | 67.4 pips | 77.6 pips | 96.9 pips | 84.2 pips |
| XAU/USD (Gold) | $78.67 | $86.63 | $107.54 | $86.30 | $107.19 |
| XAG/USD (Silver) | $1.89 | $2.26 | $2.79 | $2.44 | $2.60 |
| US Oil (WTI) | $3.51 | $3.84 | $3.07 | $4.25 | $2.82 |
| UK Oil (Brent) | $3.45 | $4.11 | $3.20 | $4.30 | $3.13 |
| BTC/USD | $2,877.05 | $2,307.51 | $2,790.64 | $2,864.48 | $3,808.26 |
| ETH/USD | $101.43 | $91.24 | $139.92 | $110.64 | $146.06 |
| US500 (S&P 500) | 57.7 pts | 56.3 pts | 80.9 pts | 80.0 pts | 62.2 pts |
| US30 (Dow) | 365.2 pts | 512.2 pts | 590.0 pts | 601.1 pts | 495.7 pts |
| USTEC (Nasdaq 100) | 430.2 pts | 387.0 pts | 463.3 pts | 499.4 pts | 351.2 pts |
| DE30 (DAX) | 226.7 pts | 294.3 pts | 318.3 pts | 286.4 pts | 272.4 pts |
| JP225 (Nikkei 225) | 1,347.8 pts | 1,665.2 pts | 1,803.2 pts | 1,619.5 pts | 1,503.7 pts |
| UK100 (FTSE 100) | 92.0 pts | 104.9 pts | 111.6 pts | 128.2 pts | 104.1 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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