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 26 Jun · 18:45 PKT.
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| Instrument | ADR (14 sessions) | ADR (50 sessions) | Regime | Realized vol (ann.) | Avg weekend gap |
|---|---|---|---|---|---|
| EUR/USD | 58.5 pips | 52.6 pips | expanding (1.11) | 4.32% | 0.2 pips |
| GBP/USD | 78.5 pips | 74.1 pips | steady (1.06) | 5.7% | 0.3 pips |
| USD/JPY | 57.4 pips | 72.5 pips | contracting (0.79) | 5.2% | 0.3 pips |
| AUD/USD | 45.7 pips | 50.5 pips | contracting (0.90) | 7.33% | 0.2 pips |
| USD/CAD | 55.8 pips | 47.2 pips | expanding (1.18) | 3.56% | 0.2 pips |
| XAU/USD (Gold) | $106.98 | $93.07 | expanding (1.15) | 22.62% | $0.11 |
ADR = average daily high–low. Regime compares the last 14 sessions to the last 50: expanding markets need wider stops and smaller size; contracting ones the opposite. Weekend gap = average Monday open vs Friday close.
Risk per lot — size by dollars, not lots
| Instrument | ADR | Value of 1 pip/pt ($/lot) | Typical daily swing per lot |
|---|---|---|---|
| XAU/USD (Gold) | $106.98 | $1.00 | $10,698 |
| GBP/USD | 78.5 pips | $10.00 | $785 |
| EUR/USD | 58.5 pips | $10.00 | $585 |
| AUD/USD | 45.7 pips | $10.00 | $457 |
| USD/CAD | 55.8 pips | $7.05 | $394 |
| USD/JPY | 57.4 pips | $6.19 | $355 |
The same ‘1 lot’ carries very different risk across instruments: in this sample a lot of XAU/USD (Gold) swings about $10,698 on a typical day versus $355 for USD/JPY — roughly 30× 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 | 48.2 pips | 51.7 pips | 64.2 pips | 65.2 pips | 63.4 pips |
| GBP/USD | 75.8 pips | 66.6 pips | 77.4 pips | 97.4 pips | 83.5 pips |
| USD/JPY | 62.5 pips | 63 pips | 76.4 pips | 121.1 pips | 74.7 pips |
| AUD/USD | 44.9 pips | 54.7 pips | 60.4 pips | 58.7 pips | 54.1 pips |
| USD/CAD | 48 pips | 44.9 pips | 56.2 pips | 65.4 pips | 53.4 pips |
| XAU/USD (Gold) | $87.83 | $112.83 | $115.99 | $109.42 | $96.69 |
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 the Exness MT5 demo 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 on an Exness MetaTrader 5 demo account — the broker’s own pricing feed and symbol specifications, recorded in-terminal and refreshed on a schedule. Demo and live accounts share the same pricing feed. All figures are indicative and change with market conditions.
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