Volatility on Exness — Measured Daily Ranges, Gaps and Risk per Lot (Indonesia)
Average daily range, volatility regime, weekend gaps and what one lot actually swings in dollars — computed from Exness’s own MT5 price history. measured 9 Oct · 14:59 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 | 60.1 pips | 45.3 pips | expanding (1.33) | 4.06% | 0.2 pips |
| GBP/USD | 64.8 pips | 53.9 pips | expanding (1.20) | 4.05% | 0.3 pips |
| USD/JPY | 99.2 pips | 102.9 pips | steady (0.96) | 7.57% | 0.2 pips |
| AUD/USD | 43.9 pips | 37.2 pips | expanding (1.18) | 5.63% | 0.1 pips |
| USD/CAD | 46.7 pips | 48.1 pips | steady (0.97) | 3.9% | 0.1 pips |
| USD/CHF | 46 pips | 44.9 pips | steady (1.02) | 5.99% | 0.2 pips |
| NZD/USD | 37.4 pips | 37.5 pips | steady (1.00) | 5.9% | 0.2 pips |
| EUR/GBP | 24.5 pips | 19.3 pips | expanding (1.27) | 2.22% | 0.1 pips |
| EUR/JPY | 124.1 pips | 103.3 pips | expanding (1.20) | 6.55% | 0.3 pips |
| GBP/JPY | 131.3 pips | 118.7 pips | expanding (1.11) | 6.89% | 0.4 pips |
| AUD/JPY | 81.2 pips | 72.5 pips | expanding (1.12) | 6.86% | 0.2 pips |
| XAU/USD (Gold) | $69.71 | $83.14 | contracting (0.84) | 22.95% | $0.09 |
| XAG/USD (Silver) | $1.77 | $2.07 | contracting (0.86) | 35.28% | $0.01 |
| US Oil (WTI) | $3.57 | $3.12 | expanding (1.14) | 39.22% | $0.00 |
| UK Oil (Brent) | $4.38 | $3.66 | expanding (1.20) | 49.04% | $1.72 |
| BTC/USD | $2,057.01 | $2,483.38 | contracting (0.83) | 35.72% | $1.35 |
| ETH/USD | $80.88 | $100.69 | contracting (0.80) | 49.13% | $0.10 |
| US500 (S&P 500) | 66.6 pts | 60.4 pts | expanding (1.10) | 8.74% | 0.3 pts |
| US30 (Dow) | 502.4 pts | 453.7 pts | expanding (1.11) | 9.31% | 1.3 pts |
| USTEC (Nasdaq 100) | 403.1 pts | 373.6 pts | expanding (1.08) | 14.36% | 0.4 pts |
| DE30 (DAX) | 296.0 pts | 247.0 pts | expanding (1.20) | 10.36% | 5.8 pts |
| JP225 (Nikkei 225) | 1,392.8 pts | 1,411.2 pts | steady (0.99) | 21.76% | 5.2 pts |
| UK100 (FTSE 100) | 106.3 pts | 94.4 pts | expanding (1.13) | 7.9% | 8.5 pts |
ADR = average daily high–low. Regime compares the last 14 sessions to the last 50: expanding markets need wider stops and smaller size; contracting ones the opposite. Weekend gap = average Monday open vs Friday close.
Risk per lot — size by dollars, not lots
| Instrument | ADR | Value of 1 pip/pt ($/lot) | Typical daily swing per lot |
|---|---|---|---|
| XAG/USD (Silver) | $1.77 | $50.00 | $8,855 |
| XAU/USD (Gold) | $69.71 | $1.00 | $6,971 |
| UK Oil (Brent) | $4.38 | $10.00 | $4,383 |
| US Oil (WTI) | $3.57 | $10.00 | $3,568 |
| BTC/USD | $2,057.01 | $0.01 | $2,057 |
| GBP/JPY | 131.3 pips | $6.31 | $829 |
| EUR/JPY | 124.1 pips | $6.31 | $784 |
| GBP/USD | 64.8 pips | $10.00 | $648 |
| USD/JPY | 99.2 pips | $6.31 | $626 |
| EUR/USD | 60.1 pips | $10.00 | $601 |
| USD/CHF | 46 pips | $12.04 | $554 |
| AUD/JPY | 81.2 pips | $6.31 | $513 |
| US30 (Dow) | 502.4 pts | $0.10 | $502 |
| AUD/USD | 43.9 pips | $10.00 | $439 |
| USTEC (Nasdaq 100) | 403.1 pts | $0.01 | $403 |
| NZD/USD | 37.4 pips | $10.00 | $374 |
| DE30 (DAX) | 296.0 pts | $0.112 | $332 |
| USD/CAD | 46.7 pips | $7.03 | $328 |
| EUR/GBP | 24.5 pips | $13.24 | $324 |
| UK100 (FTSE 100) | 106.3 pts | $0.0132 | $141 |
| ETH/USD | $80.88 | $0.01 | $81 |
| US500 (S&P 500) | 66.6 pts | $0.01 | $67 |
| JP225 (Nikkei 225) | 1,392.8 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 $8,855 on a typical day versus $9 for JP225 (Nikkei 225) — roughly 1,009× 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 | 46.1 pips | 37.6 pips | 62.5 pips | 50.9 pips | 57.4 pips |
| GBP/USD | 48.8 pips | 46.3 pips | 76 pips | 59 pips | 68.6 pips |
| USD/JPY | 134.1 pips | 75.5 pips | 111.9 pips | 122.7 pips | 160.6 pips |
| AUD/USD | 35.6 pips | 36.6 pips | 48.4 pips | 40.5 pips | 47.4 pips |
| USD/CAD | 48.7 pips | 47.9 pips | 70.6 pips | 48 pips | 59.6 pips |
| USD/CHF | 39.2 pips | 34.4 pips | 57.9 pips | 58 pips | 56.8 pips |
| NZD/USD | 33.8 pips | 40.1 pips | 51.8 pips | 38.8 pips | 43 pips |
| EUR/GBP | 22.4 pips | 15.5 pips | 23.8 pips | 22.8 pips | 20 pips |
| EUR/JPY | 132.5 pips | 83.9 pips | 100.5 pips | 126.6 pips | 158.9 pips |
| GBP/JPY | 152.1 pips | 95.5 pips | 131.1 pips | 151.1 pips | 181 pips |
| AUD/JPY | 91.8 pips | 72.3 pips | 72.7 pips | 84.8 pips | 102.4 pips |
| XAU/USD (Gold) | $78.41 | $87.65 | $118.98 | $87.78 | $109.23 |
| XAG/USD (Silver) | $1.96 | $2.28 | $2.73 | $2.46 | $2.65 |
| US Oil (WTI) | $3.28 | $4.18 | $3.11 | $4.19 | $3.09 |
| UK Oil (Brent) | $3.42 | $4.18 | $3.28 | $4.45 | $3.28 |
| BTC/USD | $2,763.63 | $2,099.83 | $2,620.11 | $2,674.36 | $3,706.77 |
| ETH/USD | $93.30 | $81.75 | $131.57 | $97.78 | $143.30 |
| US500 (S&P 500) | 63.1 pts | 68.9 pts | 74.4 pts | 76.0 pts | 68.7 pts |
| US30 (Dow) | 405.2 pts | 549.9 pts | 586.5 pts | 601.5 pts | 504.1 pts |
| USTEC (Nasdaq 100) | 450.2 pts | 473.9 pts | 417.1 pts | 486.5 pts | 384.5 pts |
| DE30 (DAX) | 245.8 pts | 302.3 pts | 320.8 pts | 263.4 pts | 283.1 pts |
| JP225 (Nikkei 225) | 1,424.1 pts | 1,856.8 pts | 1,666.3 pts | 1,550.9 pts | 1,670.4 pts |
| UK100 (FTSE 100) | 90.4 pts | 98.0 pts | 114.5 pts | 127.1 pts | 112.8 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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