Volatility on Exness — Measured Daily Ranges, Gaps and Risk per Lot — Nepal
Average daily range, volatility regime, weekend gaps and what one lot actually swings in dollars — computed from Exness’s own MT5 price history. measured 20 Aug · 07:58 UTC.
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| Instrument | ADR (14 sessions) | ADR (50 sessions) | Regime | Realized vol (ann.) | Avg weekend gap |
|---|---|---|---|---|---|
| EUR/USD | 39 pips | 46.9 pips | contracting (0.83) | 4.44% | 0.3 pips |
| GBP/USD | 46.6 pips | 62.4 pips | contracting (0.75) | 5.33% | 0.3 pips |
| USD/JPY | 86.8 pips | 87.8 pips | steady (0.99) | 6.71% | 0.2 pips |
| AUD/USD | 35.2 pips | 38.9 pips | contracting (0.90) | 5.64% | 0.2 pips |
| USD/CAD | 48.3 pips | 47.9 pips | steady (1.01) | 3.81% | 0.2 pips |
| USD/CHF | 49.2 pips | 48.1 pips | steady (1.02) | 6.68% | 0.2 pips |
| NZD/USD | 34.5 pips | 37 pips | steady (0.93) | 6.85% | 0.2 pips |
| EUR/GBP | 16.4 pips | 22.1 pips | contracting (0.74) | 2.97% | 0.2 pips |
| EUR/JPY | 72.2 pips | 90.5 pips | contracting (0.80) | 5.98% | 0.3 pips |
| GBP/JPY | 91.1 pips | 114.7 pips | contracting (0.79) | 6.42% | 0.5 pips |
| AUD/JPY | 59.8 pips | 69.6 pips | contracting (0.86) | 6.89% | 0.2 pips |
| XAU/USD (Gold) | $96.02 | $84.36 | expanding (1.14) | 22.85% | $0.09 |
| XAG/USD (Silver) | $2.46 | $2.39 | steady (1.03) | 39.78% | $0.01 |
| US Oil (WTI) | $2.71 | $2.89 | steady (0.94) | 44.45% | $0.00 |
| UK Oil (Brent) | $3.22 | $3.38 | steady (0.95) | 52.99% | $2.12 |
| BTC/USD | $1,414.68 | $1,619.56 | contracting (0.87) | 26.94% | $3.43 |
| ETH/USD | $64.22 | $66.88 | steady (0.96) | 45.76% | $0.08 |
| US500 (S&P 500) | 56.8 pts | 73.4 pts | contracting (0.77) | 10.26% | 0.2 pts |
| US30 (Dow) | 405.8 pts | 504.4 pts | contracting (0.80) | 9.71% | 0.8 pts |
| USTEC (Nasdaq 100) | 407.8 pts | 553.9 pts | contracting (0.74) | 20.76% | 0.5 pts |
| DE30 (DAX) | 203.7 pts | 293.2 pts | contracting (0.69) | 11.82% | 5.2 pts |
| JP225 (Nikkei 225) | 1,554.8 pts | 1,960.6 pts | contracting (0.79) | 29.51% | 7.0 pts |
| UK100 (FTSE 100) | 74.1 pts | 107.4 pts | contracting (0.69) | 9.6% | 9.8 pts |
ADR = average daily high–low. Regime compares the last 14 sessions to the last 50: expanding markets need wider stops and smaller size; contracting ones the opposite. Weekend gap = average Monday open vs Friday close.
Risk per lot — size by dollars, not lots
| Instrument | ADR | Value of 1 pip/pt ($/lot) | Typical daily swing per lot |
|---|---|---|---|
| XAG/USD (Silver) | $2.46 | $50.00 | $12,310 |
| XAU/USD (Gold) | $96.02 | $1.00 | $9,602 |
| UK Oil (Brent) | $3.22 | $10.00 | $3,222 |
| US Oil (WTI) | $2.71 | $10.00 | $2,706 |
| BTC/USD | $1,414.68 | $0.01 | $1,415 |
| USD/CHF | 49.2 pips | $12.51 | $616 |
| GBP/JPY | 91.1 pips | $6.31 | $575 |
| USD/JPY | 86.8 pips | $6.31 | $548 |
| GBP/USD | 46.6 pips | $10.00 | $466 |
| EUR/JPY | 72.2 pips | $6.31 | $456 |
| USTEC (Nasdaq 100) | 407.8 pts | $0.01 | $408 |
| US30 (Dow) | 405.8 pts | $0.10 | $406 |
| EUR/USD | 39 pips | $10.00 | $390 |
| AUD/JPY | 59.8 pips | $6.31 | $377 |
| AUD/USD | 35.2 pips | $10.00 | $352 |
| USD/CAD | 48.3 pips | $7.25 | $350 |
| NZD/USD | 34.5 pips | $10.00 | $345 |
| DE30 (DAX) | 203.7 pts | $0.117 | $238 |
| EUR/GBP | 16.4 pips | $13.63 | $223 |
| UK100 (FTSE 100) | 74.1 pts | $0.0136 | $101 |
| ETH/USD | $64.22 | $0.01 | $64 |
| US500 (S&P 500) | 56.8 pts | $0.01 | $57 |
| JP225 (Nikkei 225) | 1,554.8 pts | $0.00063 | $10 |
The same ‘1 lot’ carries very different risk across instruments: in this sample a lot of XAG/USD (Silver) swings about $12,310 on a typical day versus $10 for JP225 (Nikkei 225) — roughly 1,257× 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 | 47.7 pips | 45.4 pips | 67.5 pips | 64.4 pips | 53.9 pips |
| GBP/USD | 67.7 pips | 57.3 pips | 94.1 pips | 87.2 pips | 61.9 pips |
| USD/JPY | 90.6 pips | 60.1 pips | 70.6 pips | 139.4 pips | 105.1 pips |
| AUD/USD | 35 pips | 49.6 pips | 46.1 pips | 47.1 pips | 40.7 pips |
| USD/CAD | 47.9 pips | 54.1 pips | 65.8 pips | 57.1 pips | 53.6 pips |
| USD/CHF | 45 pips | 39.9 pips | 66.5 pips | 65.8 pips | 46.9 pips |
| NZD/USD | 35.4 pips | 44.8 pips | 48.7 pips | 50 pips | 36.5 pips |
| EUR/GBP | 27.7 pips | 20.9 pips | 31.4 pips | 22.6 pips | 20.1 pips |
| EUR/JPY | 103.8 pips | 76.6 pips | 91.3 pips | 115.4 pips | 109.8 pips |
| GBP/JPY | 137.9 pips | 90.5 pips | 125.8 pips | 150.1 pips | 129 pips |
| AUD/JPY | 71.8 pips | 84.4 pips | 63.2 pips | 85.9 pips | 72.4 pips |
| XAU/USD (Gold) | $73.95 | $89.42 | $134.86 | $110.51 | $82.92 |
| XAG/USD (Silver) | $2.06 | $2.87 | $3.64 | $3.17 | $2.41 |
| US Oil (WTI) | $3.49 | $3.61 | $3.13 | $3.63 | $3.01 |
| UK Oil (Brent) | $3.58 | $3.72 | $3.19 | $3.73 | $3.04 |
| BTC/USD | $2,209.50 | $1,758.82 | $2,495.54 | $1,861.44 | $1,917.08 |
| ETH/USD | $78.89 | $65.53 | $117.17 | $68.96 | $67.05 |
| US500 (S&P 500) | 78.4 pts | 85.6 pts | 87.4 pts | 99.9 pts | 72.2 pts |
| US30 (Dow) | 495.7 pts | 611.0 pts | 681.0 pts | 674.8 pts | 451.0 pts |
| USTEC (Nasdaq 100) | 566.7 pts | 707.2 pts | 607.2 pts | 792.1 pts | 482.7 pts |
| DE30 (DAX) | 293.1 pts | 351.8 pts | 320.2 pts | 412.2 pts | 309.8 pts |
| JP225 (Nikkei 225) | 1,889.0 pts | 2,520.7 pts | 2,297.7 pts | 2,316.8 pts | 1,983.7 pts |
| UK100 (FTSE 100) | 108.1 pts | 120.6 pts | 121.0 pts | 162.0 pts | 119.8 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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