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 24 Jul · 11:50 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 | 44.3 pips | 50.9 pips | contracting (0.87) | 4.05% | 0.2 pips |
| GBP/USD | 73.3 pips | 69.1 pips | steady (1.06) | 5.4% | 0.2 pips |
| USD/JPY | 61.8 pips | 57.6 pips | expanding (1.07) | 3.02% | 0.2 pips |
| AUD/USD | 36.8 pips | 42.5 pips | contracting (0.87) | 6.33% | 0.2 pips |
| USD/CAD | 48.5 pips | 49.9 pips | steady (0.97) | 3.33% | 0.2 pips |
| USD/CHF | 49.5 pips | 46.2 pips | expanding (1.07) | 5.47% | 0.2 pips |
| NZD/USD | 40.1 pips | 42.2 pips | steady (0.95) | 7.63% | 0.3 pips |
| EUR/GBP | 27.3 pips | 23 pips | expanding (1.19) | 3.07% | 0.1 pips |
| EUR/JPY | 59.8 pips | 74 pips | contracting (0.81) | 3.71% | 0.3 pips |
| GBP/JPY | 91.9 pips | 96.7 pips | steady (0.95) | 4.75% | 0.5 pips |
| AUD/JPY | 52.6 pips | 62.4 pips | contracting (0.84) | 5.96% | 0.2 pips |
| XAU/USD (Gold) | $77.19 | $92.48 | contracting (0.83) | 22.72% | $0.08 |
| XAG/USD (Silver) | $2.23 | $2.78 | contracting (0.80) | 45.18% | $0.01 |
| US Oil (WTI) | $3.42 | $3.23 | steady (1.06) | 43.57% | $0.01 |
| UK Oil (Brent) | $3.60 | $3.64 | steady (0.99) | 50.13% | $1.93 |
| BTC/USD | $1,531.92 | $2,078.93 | contracting (0.74) | 31.82% | $4.34 |
| ETH/USD | $65.64 | $79.02 | contracting (0.83) | 46.25% | $0.07 |
| US500 (S&P 500) | 72.6 pts | 82.6 pts | contracting (0.88) | 11.61% | 0.2 pts |
| US30 (Dow) | 513.3 pts | 552.4 pts | contracting (0.93) | 11.09% | 0.7 pts |
| USTEC (Nasdaq 100) | 553.1 pts | 607.6 pts | contracting (0.91) | 22.34% | 0.5 pts |
| DE30 (DAX) | 343.2 pts | 337.1 pts | steady (1.02) | 14.94% | 5.5 pts |
| JP225 (Nikkei 225) | 2,026.1 pts | 2,009.6 pts | steady (1.01) | 31.61% | 6.5 pts |
| UK100 (FTSE 100) | 126.4 pts | 117.4 pts | expanding (1.08) | 12.29% | 7.5 pts |
ADR = average daily high–low. Regime compares the last 14 sessions to the last 50: expanding markets need wider stops and smaller size; contracting ones the opposite. Weekend gap = average Monday open vs Friday close.
Risk per lot — size by dollars, not lots
| Instrument | ADR | Value of 1 pip/pt ($/lot) | Typical daily swing per lot |
|---|---|---|---|
| XAG/USD (Silver) | $2.23 | $50.00 | $11,135 |
| XAU/USD (Gold) | $77.19 | $1.00 | $7,718 |
| UK Oil (Brent) | $3.60 | $10.00 | $3,603 |
| US Oil (WTI) | $3.42 | $10.00 | $3,423 |
| BTC/USD | $1,531.92 | $0.01 | $1,532 |
| GBP/USD | 73.3 pips | $10.00 | $733 |
| USD/CHF | 49.5 pips | $12.24 | $606 |
| GBP/JPY | 91.9 pips | $6.10 | $561 |
| USTEC (Nasdaq 100) | 553.1 pts | $0.01 | $553 |
| US30 (Dow) | 513.3 pts | $0.10 | $513 |
| EUR/USD | 44.3 pips | $10.00 | $443 |
| NZD/USD | 40.1 pips | $10.00 | $401 |
| DE30 (DAX) | 343.2 pts | $0.114 | $390 |
| USD/JPY | 61.8 pips | $6.10 | $377 |
| AUD/USD | 36.8 pips | $10.00 | $368 |
| EUR/JPY | 59.8 pips | $6.10 | $365 |
| EUR/GBP | 27.3 pips | $13.31 | $363 |
| USD/CAD | 48.5 pips | $7.10 | $344 |
| AUD/JPY | 52.6 pips | $6.10 | $321 |
| UK100 (FTSE 100) | 126.4 pts | $0.0133 | $168 |
| US500 (S&P 500) | 72.6 pts | $0.01 | $73 |
| ETH/USD | $65.64 | $0.01 | $66 |
| JP225 (Nikkei 225) | 2,026.1 pts | $0.00061 | $12 |
The same ‘1 lot’ carries very different risk across instruments: in this sample a lot of XAG/USD (Silver) swings about $11,135 on a typical day versus $12 for JP225 (Nikkei 225) — roughly 901× 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 | 48.7 pips | 51.6 pips | 58.3 pips | 64.5 pips | 55.9 pips |
| GBP/USD | 74.7 pips | 67 pips | 89.1 pips | 84.7 pips | 69.1 pips |
| USD/JPY | 53.5 pips | 58.6 pips | 52.6 pips | 81.7 pips | 54.9 pips |
| AUD/USD | 38.5 pips | 55.5 pips | 52 pips | 48.9 pips | 49 pips |
| USD/CAD | 44.8 pips | 52.2 pips | 57 pips | 60.9 pips | 49.7 pips |
| USD/CHF | 41.4 pips | 46.4 pips | 52.9 pips | 57.8 pips | 46.8 pips |
| NZD/USD | 40.6 pips | 47.7 pips | 55.2 pips | 48.3 pips | 44.7 pips |
| EUR/GBP | 31 pips | 24.4 pips | 30.2 pips | 20.9 pips | 22.8 pips |
| EUR/JPY | 74.4 pips | 81.9 pips | 78.3 pips | 72.6 pips | 81.5 pips |
| GBP/JPY | 110.9 pips | 100.8 pips | 117.5 pips | 94.1 pips | 97.9 pips |
| AUD/JPY | 58.4 pips | 88.9 pips | 69.3 pips | 69.7 pips | 68.1 pips |
| XAU/USD (Gold) | $80.07 | $101.48 | $124.02 | $113.12 | $91.83 |
| XAG/USD (Silver) | $2.36 | $3.42 | $3.86 | $3.44 | $3.22 |
| US Oil (WTI) | $4.05 | $3.68 | $4.21 | $4.21 | $3.14 |
| UK Oil (Brent) | $4.11 | $3.47 | $4.50 | $4.21 | $3.34 |
| BTC/USD | $2,290.33 | $2,550.67 | $2,486.69 | $2,407.09 | $2,189.57 |
| ETH/USD | $85.41 | $91.09 | $87.88 | $86.11 | $86.58 |
| US500 (S&P 500) | 75.0 pts | 92.3 pts | 93.8 pts | 98.7 pts | 87.8 pts |
| US30 (Dow) | 530.0 pts | 614.8 pts | 717.2 pts | 697.4 pts | 553.2 pts |
| USTEC (Nasdaq 100) | 553.5 pts | 735.5 pts | 630.3 pts | 738.9 pts | 574.9 pts |
| DE30 (DAX) | 391.1 pts | 411.3 pts | 424.6 pts | 439.2 pts | 332.5 pts |
| JP225 (Nikkei 225) | 1,916.9 pts | 2,446.8 pts | 2,329.6 pts | 2,153.3 pts | 2,072.2 pts |
| UK100 (FTSE 100) | 136.0 pts | 131.2 pts | 139.5 pts | 163.0 pts | 115.0 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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