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 29 Oct · 14:57 WIB.
Open Exness Account →Average daily range and regime
| Instrument | ADR (14 sessions) | ADR (50 sessions) | Regime | Realized vol (ann.) | Avg weekend gap |
|---|---|---|---|---|---|
| EUR/USD | 53.2 pips | 49.9 pips | steady (1.07) | 3.74% | 0.2 pips |
| GBP/USD | 64 pips | 58.2 pips | expanding (1.10) | 4.12% | 0.3 pips |
| USD/JPY | 80 pips | 105.3 pips | contracting (0.76) | 7.53% | 0.2 pips |
| AUD/USD | 39.7 pips | 39 pips | steady (1.02) | 5.6% | 0.1 pips |
| USD/CAD | 58 pips | 51.2 pips | expanding (1.13) | 3.75% | 0.2 pips |
| USD/CHF | 43.8 pips | 43.6 pips | steady (1.00) | 4.89% | 0.1 pips |
| NZD/USD | 39.8 pips | 38.6 pips | steady (1.03) | 5.65% | 0.2 pips |
| EUR/GBP | 25.6 pips | 22.1 pips | expanding (1.16) | 2.22% | 0.1 pips |
| EUR/JPY | 90.7 pips | 112.8 pips | contracting (0.80) | 6.61% | 0.3 pips |
| GBP/JPY | 106.9 pips | 128.5 pips | contracting (0.83) | 6.7% | 0.3 pips |
| AUD/JPY | 78.8 pips | 79.8 pips | steady (0.99) | 7.22% | 0.2 pips |
| XAU/USD (Gold) | $57.04 | $71.28 | contracting (0.80) | 18.22% | $0.10 |
| XAG/USD (Silver) | $1.67 | $1.81 | contracting (0.92) | 32.31% | $0.01 |
| US Oil (WTI) | $3.18 | $3.39 | steady (0.94) | 34.16% | $0.00 |
| UK Oil (Brent) | $3.40 | $3.71 | contracting (0.92) | 36.53% | $1.00 |
| BTC/USD | $1,902.42 | $2,166.47 | contracting (0.88) | 28.43% | $1.16 |
| ETH/USD | $88.95 | $93.67 | steady (0.95) | 33.09% | $0.09 |
| US500 (S&P 500) | 76.5 pts | 66.3 pts | expanding (1.15) | 8.14% | 0.3 pts |
| US30 (Dow) | 571.2 pts | 512.4 pts | expanding (1.11) | 8.6% | 1.3 pts |
| USTEC (Nasdaq 100) | 544.6 pts | 422.7 pts | expanding (1.29) | 15.23% | 0.4 pts |
| DE30 (DAX) | 331.3 pts | 281.8 pts | expanding (1.18) | 10.97% | 6.9 pts |
| JP225 (Nikkei 225) | 1,617.0 pts | 1,426.7 pts | expanding (1.13) | 23.09% | 5.5 pts |
| UK100 (FTSE 100) | 109.0 pts | 104.1 pts | steady (1.05) | 8.91% | 7.6 pts |
ADR = average daily high–low. Regime compares the last 14 sessions to the last 50: expanding markets need wider stops and smaller size; contracting ones the opposite. Weekend gap = average Monday open vs Friday close.
Risk per lot — size by dollars, not lots
| Instrument | ADR | Value of 1 pip/pt ($/lot) | Typical daily swing per lot |
|---|---|---|---|
| XAG/USD (Silver) | $1.67 | $50.00 | $8,345 |
| XAU/USD (Gold) | $57.04 | $1.00 | $5,704 |
| UK Oil (Brent) | $3.40 | $10.00 | $3,397 |
| US Oil (WTI) | $3.18 | $10.00 | $3,184 |
| BTC/USD | $1,902.42 | $0.01 | $1,902 |
| GBP/JPY | 106.9 pips | $6.33 | $677 |
| GBP/USD | 64 pips | $10.00 | $640 |
| EUR/JPY | 90.7 pips | $6.33 | $575 |
| US30 (Dow) | 571.2 pts | $0.10 | $571 |
| USTEC (Nasdaq 100) | 544.6 pts | $0.01 | $545 |
| EUR/USD | 53.2 pips | $10.00 | $532 |
| USD/CHF | 43.8 pips | $12.07 | $529 |
| USD/JPY | 80 pips | $6.33 | $507 |
| AUD/JPY | 78.8 pips | $6.33 | $499 |
| USD/CAD | 58 pips | $7.15 | $414 |
| NZD/USD | 39.8 pips | $10.00 | $398 |
| AUD/USD | 39.7 pips | $10.00 | $397 |
| DE30 (DAX) | 331.3 pts | $0.111 | $369 |
| EUR/GBP | 25.6 pips | $13.32 | $341 |
| UK100 (FTSE 100) | 109.0 pts | $0.0133 | $145 |
| ETH/USD | $88.95 | $0.01 | $89 |
| US500 (S&P 500) | 76.5 pts | $0.01 | $76 |
| JP225 (Nikkei 225) | 1,617.0 pts | $0.00063 | Region-based |
The same ‘1 lot’ carries very different risk across instruments: in this sample a lot of XAG/USD (Silver) swings about $8,345 on a typical day versus $10 for JP225 (Nikkei 225) — roughly 819× 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 | 50.3 pips | 46.6 pips | 62 pips | 55.5 pips | 52.4 pips |
| GBP/USD | 48.4 pips | 57.4 pips | 79.7 pips | 63.4 pips | 63.8 pips |
| USD/JPY | 110.5 pips | 79.7 pips | 104 pips | 133.2 pips | 120.5 pips |
| AUD/USD | 32.5 pips | 35.5 pips | 49.4 pips | 47.3 pips | 43.9 pips |
| USD/CAD | 53 pips | 55.4 pips | 71.9 pips | 50.1 pips | 57.8 pips |
| USD/CHF | 38.2 pips | 36.4 pips | 48.3 pips | 58.4 pips | 53.1 pips |
| NZD/USD | 32.8 pips | 40.5 pips | 57.9 pips | 39.7 pips | 40.1 pips |
| EUR/GBP | 22.9 pips | 18.8 pips | 25.8 pips | 25 pips | 22.5 pips |
| EUR/JPY | 105.9 pips | 90.4 pips | 103.4 pips | 146.9 pips | 126.5 pips |
| GBP/JPY | 110.1 pips | 101.7 pips | 139.1 pips | 176 pips | 143.5 pips |
| AUD/JPY | 75.1 pips | 68.5 pips | 74.4 pips | 109 pips | 87.9 pips |
| XAU/USD (Gold) | $74.78 | $79.94 | $89.35 | $86.21 | $95.40 |
| XAG/USD (Silver) | $1.65 | $2.06 | $2.36 | $2.55 | $2.26 |
| US Oil (WTI) | $3.25 | $4.31 | $3.39 | $4.18 | $3.28 |
| UK Oil (Brent) | $3.48 | $3.81 | $3.14 | $4.29 | $3.16 |
| BTC/USD | $2,618.63 | $2,264.68 | $2,331.74 | $2,796.99 | $2,874.04 |
| ETH/USD | $96.63 | $93.08 | $100.67 | $111.91 | $122.59 |
| US500 (S&P 500) | 61.7 pts | 60.4 pts | 83.3 pts | 82.3 pts | 72.2 pts |
| US30 (Dow) | 397.1 pts | 555.8 pts | 624.2 pts | 609.2 pts | 604.4 pts |
| USTEC (Nasdaq 100) | 463.1 pts | 409.1 pts | 481.5 pts | 534.0 pts | 414.2 pts |
| DE30 (DAX) | 271.8 pts | 327.0 pts | 367.2 pts | 290.1 pts | 293.3 pts |
| JP225 (Nikkei 225) | 1,350.6 pts | 1,551.4 pts | 1,696.4 pts | 1,779.4 pts | 1,547.4 pts |
| UK100 (FTSE 100) | 104.7 pts | 108.2 pts | 110.9 pts | 133.7 pts | 106.5 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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