Volatility on Exness — Measured Daily Ranges, Gaps and Risk per Lot (Jordan)
Average daily range, volatility regime, weekend gaps and what one lot actually swings in dollars — computed from Exness’s own MT5 price history. measured 7 Oct · 10:53 +03.
Open Exness Account →Average daily range and regime
| Instrument | ADR (14 sessions) | ADR (50 sessions) | Regime | Realized vol (ann.) | Avg weekend gap |
|---|---|---|---|---|---|
| EUR/USD | 55.6 pips | 43.3 pips | expanding (1.28) | 4.1% | 0.2 pips |
| GBP/USD | 62.2 pips | 52.5 pips | expanding (1.18) | 4.25% | 0.3 pips |
| USD/JPY | 102 pips | 103.8 pips | steady (0.98) | 9.23% | 0.2 pips |
| AUD/USD | 42.1 pips | 36.6 pips | expanding (1.15) | 5.94% | 0.1 pips |
| USD/CAD | 45 pips | 46.8 pips | steady (0.96) | 3.83% | 0.1 pips |
| USD/CHF | 46.7 pips | 44.8 pips | steady (1.04) | 6.32% | 0.2 pips |
| NZD/USD | 38.3 pips | 37.1 pips | steady (1.03) | 6.49% | 0.2 pips |
| EUR/GBP | 22.4 pips | 19 pips | expanding (1.18) | 2.26% | 0.1 pips |
| EUR/JPY | 119.5 pips | 101.6 pips | expanding (1.18) | 7.77% | 0.3 pips |
| GBP/JPY | 129.4 pips | 118.8 pips | expanding (1.09) | 7.86% | 0.4 pips |
| AUD/JPY | 81.3 pips | 72.6 pips | expanding (1.12) | 7.91% | 0.2 pips |
| XAU/USD (Gold) | $69.80 | $83.62 | contracting (0.83) | 22.94% | $0.09 |
| XAG/USD (Silver) | $1.75 | $2.08 | contracting (0.84) | 35.37% | $0.01 |
| US Oil (WTI) | $3.74 | $3.13 | expanding (1.19) | 39.18% | $0.00 |
| UK Oil (Brent) | $4.26 | $3.66 | expanding (1.16) | 49.17% | $1.72 |
| BTC/USD | $2,042.05 | $2,509.22 | contracting (0.81) | 35.03% | $1.33 |
| ETH/USD | $72.64 | $103.14 | contracting (0.70) | 47.32% | $0.10 |
| US500 (S&P 500) | 67.2 pts | 59.3 pts | expanding (1.13) | 9.14% | 0.3 pts |
| US30 (Dow) | 485.8 pts | 440.6 pts | expanding (1.10) | 9.48% | 1.3 pts |
| USTEC (Nasdaq 100) | 417.0 pts | 365.7 pts | expanding (1.14) | 15.36% | 0.4 pts |
| DE30 (DAX) | 295.8 pts | 241.4 pts | expanding (1.23) | 10.39% | 5.8 pts |
| JP225 (Nikkei 225) | 1,320.0 pts | 1,387.3 pts | steady (0.95) | 23.31% | 5.2 pts |
| UK100 (FTSE 100) | 101.5 pts | 91.5 pts | expanding (1.11) | 8.22% | 8.5 pts |
ADR = average daily high–low. Regime compares the last 14 sessions to the last 50: expanding markets need wider stops and smaller size; contracting ones the opposite. Weekend gap = average Monday open vs Friday close.
Risk per lot — size by dollars, not lots
| Instrument | ADR | Value of 1 pip/pt ($/lot) | Typical daily swing per lot |
|---|---|---|---|
| XAG/USD (Silver) | $1.75 | $50.00 | $8,750 |
| XAU/USD (Gold) | $69.80 | $1.00 | $6,980 |
| UK Oil (Brent) | $4.26 | $10.00 | $4,260 |
| US Oil (WTI) | $3.74 | $10.00 | $3,738 |
| BTC/USD | $2,042.05 | $0.01 | $2,042 |
| GBP/JPY | 129.4 pips | $6.32 | $817 |
| EUR/JPY | 119.5 pips | $6.32 | $755 |
| USD/JPY | 102 pips | $6.32 | $644 |
| GBP/USD | 62.2 pips | $10.00 | $622 |
| USD/CHF | 46.7 pips | $12.01 | $561 |
| EUR/USD | 55.6 pips | $10.00 | $556 |
| AUD/JPY | 81.3 pips | $6.32 | $513 |
| US30 (Dow) | 485.8 pts | $0.10 | $486 |
| AUD/USD | 42.1 pips | $10.00 | $421 |
| USTEC (Nasdaq 100) | 417.0 pts | $0.01 | $417 |
| NZD/USD | 38.3 pips | $10.00 | $383 |
| DE30 (DAX) | 295.8 pts | $0.112 | $332 |
| USD/CAD | 45 pips | $7.03 | $316 |
| EUR/GBP | 22.4 pips | $13.24 | $297 |
| UK100 (FTSE 100) | 101.5 pts | $0.0132 | $134 |
| ETH/USD | $72.64 | $0.01 | $73 |
| US500 (S&P 500) | 67.2 pts | $0.01 | $67 |
| JP225 (Nikkei 225) | 1,320.0 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 $8,750 on a typical day versus $8 for JP225 (Nikkei 225) — roughly 1,052× 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 | 46.1 pips | 37.6 pips | 63.5 pips | 55.7 pips | 57.4 pips |
| GBP/USD | 48.8 pips | 46.3 pips | 79.4 pips | 67 pips | 68.6 pips |
| USD/JPY | 134.1 pips | 75.5 pips | 112 pips | 172 pips | 160.6 pips |
| AUD/USD | 35.6 pips | 36.6 pips | 50.9 pips | 45.1 pips | 47.4 pips |
| USD/CAD | 48.7 pips | 47.9 pips | 72.1 pips | 49.6 pips | 59.6 pips |
| USD/CHF | 39.2 pips | 34.4 pips | 62.9 pips | 67.6 pips | 56.8 pips |
| NZD/USD | 33.8 pips | 40.1 pips | 54.4 pips | 44.6 pips | 43 pips |
| EUR/GBP | 22.4 pips | 15.5 pips | 22.6 pips | 23.9 pips | 20 pips |
| EUR/JPY | 132.5 pips | 83.9 pips | 95.7 pips | 170.7 pips | 158.9 pips |
| GBP/JPY | 152.1 pips | 95.5 pips | 129.8 pips | 202.5 pips | 181 pips |
| AUD/JPY | 91.8 pips | 72.3 pips | 73.6 pips | 109.4 pips | 102.4 pips |
| XAU/USD (Gold) | $78.41 | $87.65 | $120.70 | $92.91 | $109.23 |
| XAG/USD (Silver) | $1.96 | $2.28 | $2.73 | $2.49 | $2.65 |
| US Oil (WTI) | $3.28 | $4.18 | $3.20 | $4.04 | $3.09 |
| UK Oil (Brent) | $3.42 | $4.18 | $3.28 | $4.23 | $3.28 |
| BTC/USD | $2,763.63 | $2,099.83 | $2,587.05 | $2,612.98 | $3,706.77 |
| ETH/USD | $93.30 | $81.75 | $127.37 | $87.24 | $143.30 |
| US500 (S&P 500) | 63.1 pts | 68.9 pts | 85.2 pts | 83.0 pts | 68.7 pts |
| US30 (Dow) | 405.2 pts | 549.9 pts | 661.2 pts | 610.1 pts | 504.1 pts |
| USTEC (Nasdaq 100) | 450.2 pts | 473.9 pts | 477.1 pts | 529.8 pts | 384.5 pts |
| DE30 (DAX) | 245.8 pts | 302.3 pts | 318.4 pts | 272.8 pts | 283.1 pts |
| JP225 (Nikkei 225) | 1,424.1 pts | 1,856.8 pts | 1,763.7 pts | 1,654.4 pts | 1,670.4 pts |
| UK100 (FTSE 100) | 92.9 pts | 103.8 pts | 115.5 pts | 122.4 pts | 112.8 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.
Open Exness Account →