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 7 Jul · 08:51 WAT.
Open Exness Account →Average daily range and regime
| Instrument | ADR (14 sessions) | ADR (50 sessions) | Regime | Realized vol (ann.) | Avg weekend gap |
|---|---|---|---|---|---|
| EUR/USD | 47.9 pips | 50.1 pips | steady (0.96) | 4.29% | 0.2 pips |
| GBP/USD | 60.1 pips | 69.4 pips | contracting (0.87) | 5.72% | 0.3 pips |
| USD/JPY | 61.8 pips | 54.9 pips | expanding (1.13) | 5.38% | 0.2 pips |
| AUD/USD | 38.1 pips | 45.8 pips | contracting (0.83) | 7.15% | 0.2 pips |
| USD/CAD | 45.3 pips | 45.8 pips | steady (0.99) | 3.17% | 0.2 pips |
| USD/CHF | 36.8 pips | 42.1 pips | contracting (0.87) | 5.64% | 0.2 pips |
| NZD/USD | 30.5 pips | 42.1 pips | contracting (0.72) | 8.18% | 0.3 pips |
| EUR/GBP | 25.1 pips | 23.8 pips | steady (1.05) | 3.08% | 0.1 pips |
| EUR/JPY | 82.6 pips | 74.4 pips | expanding (1.11) | 5.02% | 0.3 pips |
| GBP/JPY | 100.3 pips | 98.4 pips | steady (1.02) | 5.39% | 0.5 pips |
| AUD/JPY | 63.4 pips | 67.9 pips | steady (0.93) | 6.57% | 0.2 pips |
| XAU/USD (Gold) | $89.39 | $92.88 | steady (0.96) | 22.96% | $0.10 |
| XAG/USD (Silver) | $2.79 | $3.22 | contracting (0.87) | 52.81% | $0.01 |
| US Oil (WTI) | $2.07 | $3.30 | contracting (0.63) | 43.72% | $0.01 |
| UK Oil (Brent) | $2.64 | $4.13 | contracting (0.64) | 49.14% | $2.04 |
| BTC/USD | $2,406.86 | $2,263.08 | steady (1.06) | 30.85% | $4.64 |
| ETH/USD | $87.79 | $83.62 | steady (1.05) | 44.29% | $0.08 |
| US500 (S&P 500) | 78.1 pts | 80.1 pts | steady (0.98) | 11.92% | 0.2 pts |
| US30 (Dow) | 492.0 pts | 537.3 pts | contracting (0.92) | 12.41% | 0.5 pts |
| USTEC (Nasdaq 100) | 628.9 pts | 560.4 pts | expanding (1.12) | 21.95% | 0.6 pts |
| DE30 (DAX) | 302.2 pts | 343.0 pts | contracting (0.88) | 16.8% | 21.6 pts |
| JP225 (Nikkei 225) | 2,149.5 pts | 1,798.0 pts | expanding (1.20) | 29.02% | 5.7 pts |
| UK100 (FTSE 100) | 110.5 pts | 124.6 pts | contracting (0.89) | 13.04% | 8.2 pts |
ADR = average daily high–low. Regime compares the last 14 sessions to the last 50: expanding markets need wider stops and smaller size; contracting ones the opposite. Weekend gap = average Monday open vs Friday close.
Risk per lot — size by dollars, not lots
| Instrument | ADR | Value of 1 pip/pt ($/lot) | Typical daily swing per lot |
|---|---|---|---|
| XAG/USD (Silver) | $2.79 | $50.00 | $13,940 |
| XAU/USD (Gold) | $89.39 | $1.00 | $8,939 |
| UK Oil (Brent) | $2.64 | $10.00 | $2,640 |
| BTC/USD | $2,406.86 | $0.01 | $2,407 |
| US Oil (WTI) | $2.07 | $10.00 | $2,067 |
| USTEC (Nasdaq 100) | 628.9 pts | $0.01 | $629 |
| GBP/JPY | 100.3 pips | $6.17 | $619 |
| GBP/USD | 60.1 pips | $10.00 | $601 |
| EUR/JPY | 82.6 pips | $6.17 | $510 |
| US30 (Dow) | 492.0 pts | $0.10 | $492 |
| EUR/USD | 47.9 pips | $10.00 | $479 |
| USD/CHF | 36.8 pips | $12.40 | $456 |
| AUD/JPY | 63.4 pips | $6.17 | $391 |
| USD/JPY | 61.8 pips | $6.17 | $381 |
| AUD/USD | 38.1 pips | $10.00 | $381 |
| DE30 (DAX) | 302.2 pts | $0.11 | $345 |
| EUR/GBP | 25.1 pips | $13.38 | $336 |
| USD/CAD | 45.3 pips | $7.03 | $319 |
| NZD/USD | 30.5 pips | $10.00 | $305 |
| UK100 (FTSE 100) | 110.5 pts | $0.01 | $148 |
| ETH/USD | $87.79 | $0.01 | $88 |
| US500 (S&P 500) | 78.1 pts | $0.01 | $78 |
| JP225 (Nikkei 225) | 2,149.5 pts | $0.0006 | $13 |
The same ‘1 lot’ carries very different risk across instruments: in this sample a lot of XAG/USD (Silver) swings about $13,940 on a typical day versus $13 for JP225 (Nikkei 225) — roughly 1,046× 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 | 46.8 pips | 50.4 pips | 63.5 pips | 70.2 pips | 61.6 pips |
| GBP/USD | 77 pips | 66.5 pips | 80.3 pips | 101.3 pips | 75.4 pips |
| USD/JPY | 63.5 pips | 62 pips | 77.2 pips | 135.3 pips | 63.4 pips |
| AUD/USD | 40.6 pips | 55.5 pips | 60.7 pips | 59.1 pips | 51.3 pips |
| USD/CAD | 40.8 pips | 47.3 pips | 57.4 pips | 67.5 pips | 51.7 pips |
| USD/CHF | 36.8 pips | 43.2 pips | 49.1 pips | 64.2 pips | 47.5 pips |
| NZD/USD | 42.4 pips | 44.8 pips | 63.8 pips | 53 pips | 46 pips |
| EUR/GBP | 31.2 pips | 23.5 pips | 23.1 pips | 26.7 pips | 22.6 pips |
| EUR/JPY | 83.1 pips | 90.5 pips | 102 pips | 130 pips | 92.1 pips |
| GBP/JPY | 127 pips | 111.4 pips | 124.6 pips | 160.5 pips | 109.1 pips |
| AUD/JPY | 63.5 pips | 95.2 pips | 87.3 pips | 103.9 pips | 75.7 pips |
| XAU/USD (Gold) | $87.74 | $108.72 | $126.67 | $111.80 | $94.80 |
| XAG/USD (Silver) | $3.09 | $3.59 | $4.12 | $3.94 | $3.56 |
| US Oil (WTI) | $3.95 | $4.18 | $5.54 | $4.84 | $3.50 |
| UK Oil (Brent) | $3.74 | $3.78 | $5.01 | $4.78 | $3.99 |
| BTC/USD | $2,182.41 | $2,480.08 | $2,715.17 | $2,694.95 | $2,312.90 |
| ETH/USD | $83.09 | $90.57 | $90.93 | $90.43 | $87.53 |
| US500 (S&P 500) | 73.2 pts | 94.5 pts | 97.9 pts | 96.6 pts | 83.3 pts |
| US30 (Dow) | 523.7 pts | 563.7 pts | 714.2 pts | 774.5 pts | 530.9 pts |
| USTEC (Nasdaq 100) | 492.6 pts | 723.9 pts | 622.4 pts | 642.8 pts | 571.7 pts |
| DE30 (DAX) | 389.3 pts | 413.5 pts | 426.3 pts | 489.3 pts | 337.7 pts |
| JP225 (Nikkei 225) | 1,716.5 pts | 2,100.2 pts | 2,004.5 pts | 1,918.1 pts | 1,868.2 pts |
| UK100 (FTSE 100) | 129.1 pts | 128.6 pts | 132.2 pts | 182.0 pts | 110.7 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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