Volatility on Exness — Measured Daily Ranges, Gaps and Risk per Lot — Philippines
Average daily range, volatility regime, weekend gaps and what one lot actually swings in dollars — computed from Exness’s own MT5 price history. measured 19 Aug · 15:54 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 | 35.1 pips | 45.8 pips | contracting (0.77) | 4.15% | 0.3 pips |
| GBP/USD | 45.1 pips | 62.1 pips | contracting (0.73) | 5.3% | 0.3 pips |
| USD/JPY | 94.4 pips | 86.3 pips | expanding (1.09) | 6.52% | 0.2 pips |
| AUD/USD | 35.5 pips | 38.1 pips | steady (0.93) | 5.72% | 0.2 pips |
| USD/CAD | 44.3 pips | 46.8 pips | steady (0.95) | 3.61% | 0.2 pips |
| USD/CHF | 42.1 pips | 45.5 pips | contracting (0.93) | 5.68% | 0.2 pips |
| NZD/USD | 32.3 pips | 36.1 pips | contracting (0.89) | 6.64% | 0.2 pips |
| EUR/GBP | 15.5 pips | 22.6 pips | contracting (0.69) | 2.86% | 0.2 pips |
| EUR/JPY | 84.9 pips | 90.5 pips | steady (0.94) | 5.98% | 0.3 pips |
| GBP/JPY | 106.8 pips | 115.4 pips | contracting (0.93) | 6.39% | 0.5 pips |
| AUD/JPY | 68.1 pips | 69.1 pips | steady (0.99) | 6.95% | 0.2 pips |
| XAU/USD (Gold) | $85.80 | $81.92 | steady (1.05) | 22.95% | $0.09 |
| XAG/USD (Silver) | $2.28 | $2.35 | steady (0.97) | 41.31% | $0.01 |
| US Oil (WTI) | $2.70 | $2.93 | contracting (0.92) | 46.65% | $0.00 |
| UK Oil (Brent) | $3.30 | $3.41 | steady (0.97) | 52.99% | $2.12 |
| BTC/USD | $1,050.16 | $1,535.93 | contracting (0.68) | 23.22% | $3.43 |
| ETH/USD | $38.58 | $59.54 | contracting (0.65) | 32.39% | $0.08 |
| US500 (S&P 500) | 58.8 pts | 73.8 pts | contracting (0.80) | 11.19% | 0.2 pts |
| US30 (Dow) | 421.7 pts | 506.8 pts | contracting (0.83) | 10.67% | 0.8 pts |
| USTEC (Nasdaq 100) | 427.6 pts | 558.6 pts | contracting (0.77) | 22.47% | 0.5 pts |
| DE30 (DAX) | 217.8 pts | 297.3 pts | contracting (0.73) | 13.04% | 5.2 pts |
| JP225 (Nikkei 225) | 1,587.7 pts | 1,973.8 pts | contracting (0.80) | 32.35% | 7.0 pts |
| UK100 (FTSE 100) | 75.4 pts | 108.7 pts | contracting (0.69) | 10.75% | 9.8 pts |
ADR = average daily high–low. Regime compares the last 14 sessions to the last 50: expanding markets need wider stops and smaller size; contracting ones the opposite. Weekend gap = average Monday open vs Friday close.
Risk per lot — size by dollars, not lots
| Instrument | ADR | Value of 1 pip/pt ($/lot) | Typical daily swing per lot |
|---|---|---|---|
| XAG/USD (Silver) | $2.28 | $50.00 | $11,410 |
| XAU/USD (Gold) | $85.80 | $1.00 | $8,580 |
| UK Oil (Brent) | $3.30 | $10.00 | $3,296 |
| US Oil (WTI) | $2.70 | $10.00 | $2,700 |
| BTC/USD | $1,050.16 | $0.01 | $1,050 |
| GBP/JPY | 106.8 pips | $6.28 | $671 |
| USD/JPY | 94.4 pips | $6.28 | $593 |
| EUR/JPY | 84.9 pips | $6.28 | $533 |
| USD/CHF | 42.1 pips | $12.33 | $519 |
| GBP/USD | 45.1 pips | $10.00 | $451 |
| AUD/JPY | 68.1 pips | $6.28 | $428 |
| USTEC (Nasdaq 100) | 427.6 pts | $0.01 | $428 |
| US30 (Dow) | 421.7 pts | $0.10 | $422 |
| AUD/USD | 35.5 pips | $10.00 | $355 |
| EUR/USD | 35.1 pips | $10.00 | $351 |
| NZD/USD | 32.3 pips | $10.00 | $323 |
| USD/CAD | 44.3 pips | $7.21 | $319 |
| DE30 (DAX) | 217.8 pts | $0.116 | $253 |
| EUR/GBP | 15.5 pips | $13.55 | $210 |
| UK100 (FTSE 100) | 75.4 pts | $0.0135 | $102 |
| US500 (S&P 500) | 58.8 pts | $0.01 | $59 |
| ETH/USD | $38.58 | $0.01 | $39 |
| JP225 (Nikkei 225) | 1,587.7 pts | $0.00063 | $10 |
The same ‘1 lot’ carries very different risk across instruments: in this sample a lot of XAG/USD (Silver) swings about $11,410 on a typical day versus $10 for JP225 (Nikkei 225) — roughly 1,141× 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 | 47.7 pips | 45.4 pips | 61.3 pips | 64.4 pips | 53.9 pips |
| GBP/USD | 67.7 pips | 57.3 pips | 90.8 pips | 87.2 pips | 61.9 pips |
| USD/JPY | 90.6 pips | 60.1 pips | 57.8 pips | 139.4 pips | 105.1 pips |
| AUD/USD | 35 pips | 49.6 pips | 44.9 pips | 47.1 pips | 40.7 pips |
| USD/CAD | 47.9 pips | 54.1 pips | 61.2 pips | 57.1 pips | 53.6 pips |
| USD/CHF | 45 pips | 39.9 pips | 54.7 pips | 65.8 pips | 46.9 pips |
| NZD/USD | 35.4 pips | 44.8 pips | 45.5 pips | 50 pips | 36.5 pips |
| EUR/GBP | 27.7 pips | 20.9 pips | 29.4 pips | 22.6 pips | 20.1 pips |
| EUR/JPY | 103.8 pips | 76.6 pips | 87.3 pips | 115.4 pips | 109.8 pips |
| GBP/JPY | 137.9 pips | 90.5 pips | 123.4 pips | 150.1 pips | 129 pips |
| AUD/JPY | 71.8 pips | 84.4 pips | 62 pips | 85.9 pips | 72.4 pips |
| XAU/USD (Gold) | $73.95 | $89.42 | $135.01 | $110.51 | $82.92 |
| XAG/USD (Silver) | $2.06 | $2.87 | $3.61 | $3.17 | $2.41 |
| US Oil (WTI) | $3.49 | $3.61 | $3.47 | $3.63 | $3.01 |
| UK Oil (Brent) | $3.58 | $3.72 | $3.38 | $3.73 | $3.04 |
| BTC/USD | $2,209.50 | $1,758.82 | $2,021.73 | $1,861.44 | $1,917.08 |
| ETH/USD | $78.89 | $65.53 | $77.90 | $68.96 | $67.05 |
| US500 (S&P 500) | 78.4 pts | 85.6 pts | 97.9 pts | 99.9 pts | 72.2 pts |
| US30 (Dow) | 495.7 pts | 611.0 pts | 750.9 pts | 674.8 pts | 451.0 pts |
| USTEC (Nasdaq 100) | 566.7 pts | 707.2 pts | 666.7 pts | 792.1 pts | 482.7 pts |
| DE30 (DAX) | 293.1 pts | 351.8 pts | 365.4 pts | 412.2 pts | 309.8 pts |
| JP225 (Nikkei 225) | 1,889.0 pts | 2,520.7 pts | 2,385.7 pts | 2,316.8 pts | 1,983.7 pts |
| UK100 (FTSE 100) | 108.1 pts | 120.6 pts | 132.5 pts | 162.0 pts | 119.8 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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