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 6 Jul · 07:59 UTC.
Open an account with Exness →Average daily range and regime
| Instrument | ADR (14 sessions) | ADR (50 sessions) | Regime | Realized vol (ann.) | Avg weekend gap |
|---|---|---|---|---|---|
| EUR/USD | 49.6 pips | 50.6 pips | steady (0.98) | 4.29% | 0.2 pips |
| GBP/USD | 60.4 pips | 69.7 pips | contracting (0.87) | 5.68% | 0.3 pips |
| USD/JPY | 58.3 pips | 54 pips | expanding (1.08) | 5.33% | 0.2 pips |
| AUD/USD | 37.8 pips | 46 pips | contracting (0.82) | 7.12% | 0.2 pips |
| USD/CAD | 45.8 pips | 46.3 pips | steady (0.99) | 3.25% | 0.2 pips |
| USD/CHF | 37.4 pips | 42.3 pips | contracting (0.88) | 5.7% | 0.1 pips |
| NZD/USD | 31.2 pips | 42.3 pips | contracting (0.74) | 8.21% | 0.2 pips |
| EUR/GBP | 24.8 pips | 23.6 pips | steady (1.05) | 3.04% | 0.1 pips |
| EUR/JPY | 82.3 pips | 74.2 pips | expanding (1.11) | 4.94% | 0.3 pips |
| GBP/JPY | 96.9 pips | 97.6 pips | steady (0.99) | 5.2% | 0.5 pips |
| AUD/JPY | 60.2 pips | 67.4 pips | contracting (0.89) | 6.42% | 0.2 pips |
| XAU/USD (Gold) | $89.51 | $92.50 | steady (0.97) | 23.27% | $0.10 |
| XAG/USD (Silver) | $2.82 | $3.24 | contracting (0.87) | 53.17% | $0.01 |
| US Oil (WTI) | $2.10 | $3.34 | contracting (0.63) | 44.08% | $0.01 |
| UK Oil (Brent) | $2.88 | $4.16 | contracting (0.69) | 49.34% | $2.21 |
| BTC/USD | $2,329.64 | $2,232.72 | steady (1.04) | 30.8% | $5.09 |
| ETH/USD | $85.48 | $83.72 | steady (1.02) | 44.29% | $0.07 |
| US500 (S&P 500) | 77.0 pts | 80.1 pts | steady (0.96) | 11.98% | 0.2 pts |
| US30 (Dow) | 473.2 pts | 535.2 pts | contracting (0.88) | 12.42% | 0.5 pts |
| USTEC (Nasdaq 100) | 622.1 pts | 566.3 pts | expanding (1.10) | 22.02% | 0.5 pts |
| DE30 (DAX) | 307.0 pts | 351.9 pts | contracting (0.87) | 16.78% | 22.7 pts |
| JP225 (Nikkei 225) | 2,140.5 pts | 1,798.4 pts | expanding (1.19) | 29.27% | 5.4 pts |
| UK100 (FTSE 100) | 107.7 pts | 125.2 pts | contracting (0.86) | 13.05% | 9.2 pts |
ADR = average daily high–low. Regime compares the last 14 sessions to the last 50: expanding markets need wider stops and smaller size; contracting ones the opposite. Weekend gap = average Monday open vs Friday close.
Risk per lot — size by dollars, not lots
| Instrument | ADR | Value of 1 pip/pt ($/lot) | Typical daily swing per lot |
|---|---|---|---|
| XAG/USD (Silver) | $2.82 | $50.00 | $14,105 |
| XAU/USD (Gold) | $89.51 | $1.00 | $8,951 |
| UK Oil (Brent) | $2.88 | $10.00 | $2,879 |
| BTC/USD | $2,329.64 | $0.01 | $2,330 |
| US Oil (WTI) | $2.10 | $10.00 | $2,097 |
| USTEC (Nasdaq 100) | 622.1 pts | $0.01 | $622 |
| GBP/USD | 60.4 pips | $10.00 | $604 |
| GBP/JPY | 96.9 pips | $6.16 | $597 |
| EUR/JPY | 82.3 pips | $6.16 | $507 |
| EUR/USD | 49.6 pips | $10.00 | $496 |
| US30 (Dow) | 473.2 pts | $0.10 | $473 |
| USD/CHF | 37.4 pips | $12.42 | $464 |
| AUD/USD | 37.8 pips | $10.00 | $378 |
| AUD/JPY | 60.2 pips | $6.16 | $371 |
| USD/JPY | 58.3 pips | $6.16 | $359 |
| DE30 (DAX) | 307.0 pts | $0.11 | $351 |
| EUR/GBP | 24.8 pips | $13.34 | $331 |
| USD/CAD | 45.8 pips | $7.03 | $322 |
| NZD/USD | 31.2 pips | $10.00 | $312 |
| UK100 (FTSE 100) | 107.7 pts | $0.01 | $144 |
| ETH/USD | $85.48 | $0.01 | $85 |
| US500 (S&P 500) | 77.0 pts | $0.01 | $77 |
| JP225 (Nikkei 225) | 2,140.5 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 $14,105 on a typical day versus $13 for JP225 (Nikkei 225) — roughly 1,063× 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 | 47.8 pips | 50.4 pips | 63.5 pips | 70.2 pips | 61.6 pips |
| GBP/USD | 76.1 pips | 66.5 pips | 80.3 pips | 101.3 pips | 75.4 pips |
| USD/JPY | 58.7 pips | 62 pips | 77.2 pips | 135.3 pips | 63.4 pips |
| AUD/USD | 42.5 pips | 55.5 pips | 60.7 pips | 59.1 pips | 51.3 pips |
| USD/CAD | 44.9 pips | 47.3 pips | 57.4 pips | 67.5 pips | 51.7 pips |
| USD/CHF | 36.3 pips | 43.2 pips | 49.1 pips | 64.2 pips | 47.5 pips |
| NZD/USD | 45 pips | 44.8 pips | 63.8 pips | 53 pips | 46 pips |
| EUR/GBP | 30.5 pips | 23.5 pips | 23.1 pips | 26.7 pips | 22.6 pips |
| EUR/JPY | 78.4 pips | 90.5 pips | 102 pips | 130 pips | 92.1 pips |
| GBP/JPY | 116.6 pips | 111.4 pips | 124.6 pips | 160.5 pips | 109.1 pips |
| AUD/JPY | 61.5 pips | 95.2 pips | 87.3 pips | 103.9 pips | 75.7 pips |
| XAU/USD (Gold) | $86.58 | $108.72 | $126.67 | $111.80 | $94.80 |
| XAG/USD (Silver) | $3.11 | $3.59 | $4.12 | $3.94 | $3.56 |
| US Oil (WTI) | $4.11 | $4.18 | $5.54 | $4.84 | $3.50 |
| UK Oil (Brent) | $4.04 | $3.78 | $5.01 | $4.78 | $3.99 |
| BTC/USD | $2,028.01 | $2,480.08 | $2,715.17 | $2,643.80 | $2,312.90 |
| ETH/USD | $80.31 | $90.57 | $90.93 | $88.53 | $87.53 |
| US500 (S&P 500) | 71.3 pts | 94.5 pts | 97.9 pts | 96.6 pts | 83.3 pts |
| US30 (Dow) | 509.1 pts | 563.7 pts | 714.2 pts | 774.5 pts | 530.9 pts |
| USTEC (Nasdaq 100) | 475.9 pts | 723.9 pts | 622.4 pts | 642.8 pts | 571.7 pts |
| DE30 (DAX) | 406.2 pts | 413.5 pts | 426.3 pts | 483.2 pts | 337.7 pts |
| JP225 (Nikkei 225) | 1,689.4 pts | 2,100.2 pts | 2,004.5 pts | 1,918.1 pts | 1,868.2 pts |
| UK100 (FTSE 100) | 130.4 pts | 136.4 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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