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 5 Oct · 07:51 UTC.
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| Instrument | ADR (14 sessions) | ADR (50 sessions) | Regime | Realized vol (ann.) | Avg weekend gap |
|---|---|---|---|---|---|
| EUR/USD | 46.8 pips | 41.4 pips | expanding (1.13) | 4.28% | 0.2 pips |
| GBP/USD | 57.9 pips | 51.6 pips | expanding (1.12) | 4.35% | 0.3 pips |
| USD/JPY | 108.7 pips | 105.8 pips | steady (1.03) | 9.23% | 0.2 pips |
| AUD/USD | 40.5 pips | 36.6 pips | expanding (1.11) | 5.94% | 0.2 pips |
| USD/CAD | 39.2 pips | 46.4 pips | contracting (0.84) | 3.92% | 0.1 pips |
| USD/CHF | 45.9 pips | 45.3 pips | steady (1.01) | 6.47% | 0.2 pips |
| NZD/USD | 35.9 pips | 36.6 pips | steady (0.98) | 6.46% | 0.2 pips |
| EUR/GBP | 20.4 pips | 18.3 pips | expanding (1.11) | 2.29% | 0.1 pips |
| EUR/JPY | 120.8 pips | 99.7 pips | expanding (1.21) | 7.73% | 0.3 pips |
| GBP/JPY | 134.6 pips | 118.3 pips | expanding (1.14) | 7.78% | 0.3 pips |
| AUD/JPY | 85 pips | 72 pips | expanding (1.18) | 7.88% | 0.2 pips |
| XAU/USD (Gold) | $66.33 | $84.25 | contracting (0.79) | 23.22% | $0.09 |
| XAG/USD (Silver) | $1.70 | $2.11 | contracting (0.80) | 35.75% | $0.01 |
| US Oil (WTI) | $3.68 | $3.08 | expanding (1.19) | 39.34% | $0.00 |
| UK Oil (Brent) | $4.33 | $3.70 | expanding (1.17) | 48.98% | $1.80 |
| BTC/USD | $2,367.32 | $2,488.17 | steady (0.95) | 34.9% | $1.31 |
| ETH/USD | $81.66 | $102.54 | contracting (0.80) | 47.22% | $0.10 |
| US500 (S&P 500) | 62.1 pts | 57.7 pts | expanding (1.08) | 9.7% | 0.3 pts |
| US30 (Dow) | 465.1 pts | 430.2 pts | expanding (1.08) | 10.53% | 1.3 pts |
| USTEC (Nasdaq 100) | 399.0 pts | 361.0 pts | expanding (1.11) | 16.05% | 0.4 pts |
| DE30 (DAX) | 298.5 pts | 239.8 pts | expanding (1.24) | 10.5% | 5.6 pts |
| JP225 (Nikkei 225) | 1,298.4 pts | 1,387.7 pts | steady (0.94) | 23.87% | 5.2 pts |
| UK100 (FTSE 100) | 104.8 pts | 91.9 pts | expanding (1.14) | 8.32% | 11.7 pts |
ADR = average daily high–low. Regime compares the last 14 sessions to the last 50: expanding markets need wider stops and smaller size; contracting ones the opposite. Weekend gap = average Monday open vs Friday close.
Risk per lot — size by dollars, not lots
| Instrument | ADR | Value of 1 pip/pt ($/lot) | Typical daily swing per lot |
|---|---|---|---|
| XAG/USD (Silver) | $1.70 | $50.00 | $8,485 |
| XAU/USD (Gold) | $66.33 | $1.00 | $6,633 |
| UK Oil (Brent) | $4.33 | $10.00 | $4,327 |
| US Oil (WTI) | $3.68 | $10.00 | $3,677 |
| BTC/USD | $2,367.32 | $0.01 | $2,367 |
| GBP/JPY | 134.6 pips | $6.34 | $854 |
| EUR/JPY | 120.8 pips | $6.34 | $766 |
| USD/JPY | 108.7 pips | $6.34 | $689 |
| GBP/USD | 57.9 pips | $10.00 | $579 |
| USD/CHF | 45.9 pips | $12.06 | $554 |
| AUD/JPY | 85 pips | $6.34 | $539 |
| EUR/USD | 46.8 pips | $10.00 | $468 |
| US30 (Dow) | 465.1 pts | $0.10 | $465 |
| AUD/USD | 40.5 pips | $10.00 | $405 |
| USTEC (Nasdaq 100) | 399.0 pts | $0.01 | $399 |
| NZD/USD | 35.9 pips | $10.00 | $359 |
| DE30 (DAX) | 298.5 pts | $0.112 | $334 |
| USD/CAD | 39.2 pips | $7.01 | $275 |
| EUR/GBP | 20.4 pips | $13.23 | $270 |
| UK100 (FTSE 100) | 104.8 pts | $0.0132 | $139 |
| ETH/USD | $81.66 | $0.01 | $82 |
| US500 (S&P 500) | 62.1 pts | $0.01 | $62 |
| JP225 (Nikkei 225) | 1,298.4 pts | $0.00063 | $8 |
The same ‘1 lot’ carries very different risk across instruments: in this sample a lot of XAG/USD (Silver) swings about $8,485 on a typical day versus $8 for JP225 (Nikkei 225) — roughly 1,037× 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 | 42 pips | 35.4 pips | 63.5 pips | 55.7 pips | 57.4 pips |
| GBP/USD | 51.5 pips | 41.7 pips | 79.4 pips | 67 pips | 68.6 pips |
| USD/JPY | 130.2 pips | 73 pips | 112 pips | 172 pips | 160.6 pips |
| AUD/USD | 34.1 pips | 37.1 pips | 50.9 pips | 45.1 pips | 47.4 pips |
| USD/CAD | 48.7 pips | 44.3 pips | 72.1 pips | 49.6 pips | 59.6 pips |
| USD/CHF | 40.1 pips | 35.3 pips | 62.9 pips | 67.6 pips | 56.8 pips |
| NZD/USD | 34 pips | 39.8 pips | 54.4 pips | 44.6 pips | 43 pips |
| EUR/GBP | 20.7 pips | 16.3 pips | 22.6 pips | 23.9 pips | 20 pips |
| EUR/JPY | 126.2 pips | 77.2 pips | 95.7 pips | 170.7 pips | 158.9 pips |
| GBP/JPY | 152.1 pips | 86.1 pips | 129.8 pips | 202.5 pips | 181 pips |
| AUD/JPY | 87 pips | 71.9 pips | 73.6 pips | 109.4 pips | 102.4 pips |
| XAU/USD (Gold) | $78.78 | $85.88 | $120.70 | $92.91 | $109.23 |
| XAG/USD (Silver) | $2.02 | $2.30 | $2.73 | $2.49 | $2.65 |
| US Oil (WTI) | $3.41 | $4.38 | $3.20 | $4.04 | $3.09 |
| UK Oil (Brent) | $3.69 | $4.16 | $3.28 | $4.23 | $3.28 |
| BTC/USD | $2,853.29 | $2,162.45 | $2,587.05 | $2,416.97 | $3,433.84 |
| ETH/USD | $97.62 | $86.80 | $127.37 | $80.69 | $132.81 |
| US500 (S&P 500) | 65.2 pts | 70.0 pts | 85.2 pts | 83.0 pts | 68.7 pts |
| US30 (Dow) | 411.8 pts | 594.6 pts | 661.2 pts | 610.1 pts | 504.1 pts |
| USTEC (Nasdaq 100) | 489.9 pts | 502.6 pts | 477.1 pts | 529.8 pts | 384.5 pts |
| DE30 (DAX) | 263.1 pts | 306.3 pts | 318.4 pts | 272.8 pts | 283.1 pts |
| JP225 (Nikkei 225) | 1,549.7 pts | 1,876.2 pts | 1,763.7 pts | 1,654.4 pts | 1,670.4 pts |
| UK100 (FTSE 100) | 93.1 pts | 104.3 pts | 115.5 pts | 122.4 pts | 118.2 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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