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 13 Jul · 12:54 PKT.
Open Exness Account →Average daily range and regime
| Instrument | ADR (14 sessions) | ADR (50 sessions) | Regime | Realized vol (ann.) | Avg weekend gap |
|---|---|---|---|---|---|
| EUR/USD | 43.8 pips | 49.3 pips | contracting (0.89) | 4.23% | 0.2 pips |
| GBP/USD | 56.7 pips | 65.9 pips | contracting (0.86) | 5.46% | 0.2 pips |
| USD/JPY | 68.4 pips | 54.4 pips | expanding (1.26) | 3.33% | 0.2 pips |
| AUD/USD | 34.3 pips | 45.2 pips | contracting (0.76) | 6.61% | 0.2 pips |
| USD/CAD | 42.4 pips | 46.3 pips | contracting (0.92) | 2.84% | 0.2 pips |
| USD/CHF | 39.8 pips | 43.3 pips | contracting (0.92) | 5.16% | 0.1 pips |
| NZD/USD | 32.5 pips | 42.4 pips | contracting (0.77) | 7.95% | 0.2 pips |
| EUR/GBP | 23.5 pips | 22.2 pips | steady (1.06) | 2.95% | 0.1 pips |
| EUR/JPY | 77.9 pips | 73 pips | steady (1.07) | 3.94% | 0.3 pips |
| GBP/JPY | 95.7 pips | 94.9 pips | steady (1.01) | 4.97% | 0.5 pips |
| AUD/JPY | 54.3 pips | 65.2 pips | contracting (0.83) | 6.22% | 0.2 pips |
| XAU/USD (Gold) | $83.34 | $92.25 | contracting (0.90) | 22.72% | $0.08 |
| XAG/USD (Silver) | $2.40 | $3.01 | contracting (0.80) | 52.36% | $0.01 |
| US Oil (WTI) | $2.09 | $3.29 | contracting (0.63) | 42.38% | $0.01 |
| UK Oil (Brent) | $2.69 | $3.90 | contracting (0.69) | 49.43% | $1.81 |
| BTC/USD | $1,933.23 | $2,208.63 | contracting (0.88) | 30.43% | $4.81 |
| ETH/USD | $72.92 | $81.11 | contracting (0.90) | 44.31% | $0.08 |
| US500 (S&P 500) | 69.2 pts | 80.5 pts | contracting (0.86) | 12% | 0.1 pts |
| US30 (Dow) | 454.5 pts | 547.6 pts | contracting (0.83) | 11.34% | 0.5 pts |
| USTEC (Nasdaq 100) | 532.6 pts | 570.8 pts | steady (0.93) | 22.46% | 0.6 pts |
| DE30 (DAX) | 309.7 pts | 350.3 pts | contracting (0.88) | 17.03% | 22.9 pts |
| JP225 (Nikkei 225) | 1,956.6 pts | 1,872.1 pts | steady (1.05) | 30.3% | 6.2 pts |
| UK100 (FTSE 100) | 109.7 pts | 120.0 pts | contracting (0.91) | 13.37% | 8.2 pts |
ADR = average daily high–low. Regime compares the last 14 sessions to the last 50: expanding markets need wider stops and smaller size; contracting ones the opposite. Weekend gap = average Monday open vs Friday close.
Risk per lot — size by dollars, not lots
| Instrument | ADR | Value of 1 pip/pt ($/lot) | Typical daily swing per lot |
|---|---|---|---|
| XAG/USD (Silver) | $2.40 | $50.00 | $11,990 |
| XAU/USD (Gold) | $83.34 | $1.00 | $8,334 |
| UK Oil (Brent) | $2.69 | $10.00 | $2,690 |
| US Oil (WTI) | $2.09 | $10.00 | $2,086 |
| BTC/USD | $1,933.23 | $0.01 | $1,933 |
| GBP/JPY | 95.7 pips | $6.16 | $590 |
| GBP/USD | 56.7 pips | $10.00 | $567 |
| USTEC (Nasdaq 100) | 532.6 pts | $0.01 | $533 |
| USD/CHF | 39.8 pips | $12.36 | $492 |
| EUR/JPY | 77.9 pips | $6.16 | $480 |
| US30 (Dow) | 454.5 pts | $0.10 | $454 |
| EUR/USD | 43.8 pips | $10.00 | $438 |
| USD/JPY | 68.4 pips | $6.16 | $421 |
| DE30 (DAX) | 309.7 pts | $0.11 | $353 |
| AUD/USD | 34.3 pips | $10.00 | $343 |
| AUD/JPY | 54.3 pips | $6.16 | $335 |
| NZD/USD | 32.5 pips | $10.00 | $325 |
| EUR/GBP | 23.5 pips | $13.38 | $314 |
| USD/CAD | 42.4 pips | $7.06 | $299 |
| UK100 (FTSE 100) | 109.7 pts | $0.01 | $147 |
| ETH/USD | $72.92 | $0.01 | $73 |
| US500 (S&P 500) | 69.2 pts | $0.01 | $69 |
| JP225 (Nikkei 225) | 1,956.6 pts | $0.0006 | $12 |
The same ‘1 lot’ carries very different risk across instruments: in this sample a lot of XAG/USD (Silver) swings about $11,990 on a typical day versus $12 for JP225 (Nikkei 225) — roughly 988× 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 | 61.6 pips | 64.5 pips | 59.5 pips |
| GBP/USD | 77 pips | 64.4 pips | 82 pips | 90.5 pips | 72.4 pips |
| USD/JPY | 63.5 pips | 60.8 pips | 74.2 pips | 86.8 pips | 56.4 pips |
| AUD/USD | 40.6 pips | 55.3 pips | 55.9 pips | 51.8 pips | 50.4 pips |
| USD/CAD | 40.8 pips | 43.7 pips | 58.4 pips | 59.9 pips | 52.9 pips |
| USD/CHF | 36.8 pips | 41.2 pips | 49.3 pips | 55.3 pips | 48.3 pips |
| NZD/USD | 42.4 pips | 43 pips | 60.8 pips | 48.9 pips | 46.2 pips |
| EUR/GBP | 31.2 pips | 23.2 pips | 25.2 pips | 24.5 pips | 22.3 pips |
| EUR/JPY | 83.1 pips | 89 pips | 101 pips | 80.8 pips | 84.7 pips |
| GBP/JPY | 127 pips | 111.3 pips | 129.9 pips | 105.4 pips | 100 pips |
| AUD/JPY | 63.5 pips | 94.6 pips | 85 pips | 74.7 pips | 68.2 pips |
| XAU/USD (Gold) | $87.74 | $102.90 | $127.91 | $109.56 | $90.95 |
| XAG/USD (Silver) | $3.09 | $3.44 | $4.20 | $3.95 | $3.35 |
| US Oil (WTI) | $3.95 | $4.03 | $5.03 | $4.46 | $3.04 |
| UK Oil (Brent) | $3.74 | $3.77 | $5.18 | $4.71 | $3.29 |
| BTC/USD | $2,210.67 | $2,442.08 | $2,673.90 | $2,597.93 | $2,362.30 |
| ETH/USD | $84.46 | $86.91 | $88.73 | $84.93 | $89.59 |
| US500 (S&P 500) | 73.2 pts | 93.4 pts | 100.7 pts | 90.7 pts | 85.2 pts |
| US30 (Dow) | 523.7 pts | 589.9 pts | 737.3 pts | 676.5 pts | 524.6 pts |
| USTEC (Nasdaq 100) | 492.6 pts | 744.0 pts | 640.9 pts | 653.9 pts | 573.6 pts |
| DE30 (DAX) | 394.3 pts | 429.7 pts | 459.1 pts | 470.0 pts | 330.6 pts |
| JP225 (Nikkei 225) | 1,716.5 pts | 2,218.8 pts | 2,224.9 pts | 1,996.3 pts | 1,928.9 pts |
| UK100 (FTSE 100) | 132.3 pts | 127.0 pts | 145.5 pts | 182.3 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.
Open Exness Account →