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 16 Jul · 15:50 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 | 50.3 pips | 51.6 pips | steady (0.97) | 4.32% | 0.2 pips |
| GBP/USD | 71.9 pips | 68.1 pips | steady (1.06) | 5.9% | 0.2 pips |
| USD/JPY | 77.5 pips | 55.5 pips | expanding (1.40) | 2.94% | 0.2 pips |
| AUD/USD | 40 pips | 45 pips | contracting (0.89) | 6.75% | 0.2 pips |
| USD/CAD | 50.4 pips | 48.7 pips | steady (1.03) | 3.22% | 0.2 pips |
| USD/CHF | 51.4 pips | 46.3 pips | expanding (1.11) | 5.53% | 0.2 pips |
| NZD/USD | 40.8 pips | 43.3 pips | steady (0.94) | 7.95% | 0.3 pips |
| EUR/GBP | 27.4 pips | 22.7 pips | expanding (1.21) | 3.2% | 0.2 pips |
| EUR/JPY | 78.4 pips | 74.4 pips | steady (1.05) | 3.78% | 0.3 pips |
| GBP/JPY | 107 pips | 95.8 pips | expanding (1.12) | 5.09% | 0.5 pips |
| AUD/JPY | 59.6 pips | 64.4 pips | contracting (0.93) | 6.17% | 0.2 pips |
| XAU/USD (Gold) | $88.09 | $92.46 | steady (0.95) | 22.36% | $0.08 |
| XAG/USD (Silver) | $2.46 | $2.88 | contracting (0.85) | 51.2% | $0.01 |
| US Oil (WTI) | $2.56 | $3.31 | contracting (0.77) | 43.13% | $0.01 |
| UK Oil (Brent) | $2.97 | $3.66 | contracting (0.81) | 50.83% | $1.86 |
| BTC/USD | $1,865.64 | $2,241.76 | contracting (0.83) | 31.78% | $5.06 |
| ETH/USD | $77.15 | $83.07 | contracting (0.93) | 46.03% | $0.08 |
| US500 (S&P 500) | 66.2 pts | 79.9 pts | contracting (0.83) | 11.76% | 0.1 pts |
| US30 (Dow) | 483.0 pts | 549.3 pts | contracting (0.88) | 11.03% | 0.5 pts |
| USTEC (Nasdaq 100) | 545.9 pts | 580.2 pts | steady (0.94) | 22.46% | 0.6 pts |
| DE30 (DAX) | 335.7 pts | 344.1 pts | steady (0.98) | 15.61% | 12.2 pts |
| JP225 (Nikkei 225) | 2,032.1 pts | 1,929.8 pts | steady (1.05) | 30.65% | 6.1 pts |
| UK100 (FTSE 100) | 117.4 pts | 117.8 pts | steady (1.00) | 12.81% | 8.0 pts |
ADR = average daily high–low. Regime compares the last 14 sessions to the last 50: expanding markets need wider stops and smaller size; contracting ones the opposite. Weekend gap = average Monday open vs Friday close.
Risk per lot — size by dollars, not lots
| Instrument | ADR | Value of 1 pip/pt ($/lot) | Typical daily swing per lot |
|---|---|---|---|
| XAG/USD (Silver) | $2.46 | $50.00 | $12,295 |
| XAU/USD (Gold) | $88.09 | $1.00 | $8,809 |
| UK Oil (Brent) | $2.97 | $10.00 | $2,966 |
| US Oil (WTI) | $2.56 | $10.00 | $2,561 |
| BTC/USD | $1,865.64 | $0.01 | $1,866 |
| GBP/USD | 71.9 pips | $10.00 | $719 |
| GBP/JPY | 107 pips | $6.17 | $660 |
| USD/CHF | 51.4 pips | $12.41 | $638 |
| USTEC (Nasdaq 100) | 545.9 pts | $0.01 | $546 |
| EUR/USD | 50.3 pips | $10.00 | $503 |
| EUR/JPY | 78.4 pips | $6.17 | $484 |
| US30 (Dow) | 483.0 pts | $0.10 | $483 |
| USD/JPY | 77.5 pips | $6.17 | $478 |
| NZD/USD | 40.8 pips | $10.00 | $408 |
| AUD/USD | 40 pips | $10.00 | $400 |
| DE30 (DAX) | 335.7 pts | $0.115 | $385 |
| EUR/GBP | 27.4 pips | $13.54 | $371 |
| AUD/JPY | 59.6 pips | $6.17 | $368 |
| USD/CAD | 50.4 pips | $7.12 | $359 |
| UK100 (FTSE 100) | 117.4 pts | $0.0135 | $159 |
| ETH/USD | $77.15 | $0.01 | $77 |
| US500 (S&P 500) | 66.2 pts | $0.01 | $66 |
| JP225 (Nikkei 225) | 2,032.1 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 $12,295 on a typical day versus $13 for JP225 (Nikkei 225) — roughly 976× 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 | 64.5 pips | 59.5 pips |
| GBP/USD | 75.2 pips | 67.9 pips | 91.7 pips | 90.5 pips | 72.4 pips |
| USD/JPY | 53.8 pips | 60.9 pips | 50.9 pips | 86.8 pips | 56.4 pips |
| AUD/USD | 37.9 pips | 56.1 pips | 52.9 pips | 51.8 pips | 50.4 pips |
| USD/CAD | 41.4 pips | 51 pips | 57.3 pips | 59.9 pips | 52.9 pips |
| USD/CHF | 39.5 pips | 46.3 pips | 52.5 pips | 55.3 pips | 48.3 pips |
| NZD/USD | 40.3 pips | 45.7 pips | 57.2 pips | 48.9 pips | 46.2 pips |
| EUR/GBP | 31.8 pips | 24 pips | 31 pips | 24.5 pips | 22.3 pips |
| EUR/JPY | 76.2 pips | 85 pips | 79 pips | 80.8 pips | 84.7 pips |
| GBP/JPY | 114.8 pips | 103.3 pips | 119.9 pips | 105.4 pips | 100 pips |
| AUD/JPY | 57.1 pips | 89.8 pips | 71.2 pips | 74.7 pips | 68.2 pips |
| XAU/USD (Gold) | $86.43 | $106.66 | $120.85 | $109.56 | $90.95 |
| XAG/USD (Silver) | $2.94 | $3.54 | $4.02 | $3.95 | $3.35 |
| US Oil (WTI) | $3.95 | $3.75 | $4.11 | $4.46 | $3.04 |
| UK Oil (Brent) | $3.98 | $3.53 | $4.97 | $4.71 | $3.29 |
| BTC/USD | $2,259.34 | $2,492.68 | $2,501.67 | $2,525.97 | $2,275.24 |
| ETH/USD | $86.05 | $91.14 | $87.98 | $85.29 | $88.67 |
| US500 (S&P 500) | 72.9 pts | 91.9 pts | 96.5 pts | 90.7 pts | 85.2 pts |
| US30 (Dow) | 506.0 pts | 612.2 pts | 711.1 pts | 676.5 pts | 524.6 pts |
| USTEC (Nasdaq 100) | 528.3 pts | 737.5 pts | 652.1 pts | 653.9 pts | 573.6 pts |
| DE30 (DAX) | 375.7 pts | 404.7 pts | 445.4 pts | 445.2 pts | 330.6 pts |
| JP225 (Nikkei 225) | 1,898.3 pts | 2,268.9 pts | 2,270.5 pts | 1,996.3 pts | 1,928.9 pts |
| UK100 (FTSE 100) | 126.7 pts | 130.6 pts | 139.8 pts | 179.5 pts | 111.4 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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