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 23 Aug · 10:31 +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 | 39.6 pips | 46.5 pips | contracting (0.85) | 4.44% | 0.3 pips |
| GBP/USD | 48.6 pips | 62.3 pips | contracting (0.78) | 5.36% | 0.3 pips |
| USD/JPY | 88.7 pips | 88.9 pips | steady (1.00) | 6.77% | 0.2 pips |
| AUD/USD | 33.6 pips | 37.7 pips | contracting (0.89) | 5.64% | 0.2 pips |
| USD/CAD | 49.2 pips | 47.8 pips | steady (1.03) | 3.82% | 0.2 pips |
| USD/CHF | 51.6 pips | 48.7 pips | steady (1.06) | 6.68% | 0.2 pips |
| NZD/USD | 34.4 pips | 36.7 pips | steady (0.94) | 6.88% | 0.2 pips |
| EUR/GBP | 17 pips | 22.2 pips | contracting (0.77) | 3% | 0.2 pips |
| EUR/JPY | 73.2 pips | 90.4 pips | contracting (0.81) | 6.07% | 0.3 pips |
| GBP/JPY | 94.8 pips | 115.7 pips | contracting (0.82) | 6.59% | 0.5 pips |
| AUD/JPY | 56.5 pips | 68.1 pips | contracting (0.83) | 6.92% | 0.2 pips |
| XAU/USD (Gold) | $97.92 | $83.81 | expanding (1.17) | 22.85% | $0.09 |
| XAG/USD (Silver) | $2.55 | $2.37 | expanding (1.08) | 39.93% | $0.01 |
| US Oil (WTI) | $2.47 | $2.92 | contracting (0.85) | 44.41% | $0.00 |
| UK Oil (Brent) | $3.12 | $3.30 | steady (0.94) | 53.07% | $2.12 |
| BTC/USD | $2,196.88 | $1,728.59 | expanding (1.27) | 31.25% | $2.49 |
| ETH/USD | $93.90 | $70.93 | expanding (1.32) | 48.04% | $0.09 |
| US500 (S&P 500) | 51.9 pts | 72.6 pts | contracting (0.72) | 10.46% | 0.2 pts |
| US30 (Dow) | 379.4 pts | 508.2 pts | contracting (0.75) | 10.09% | 0.8 pts |
| USTEC (Nasdaq 100) | 362.0 pts | 542.3 pts | contracting (0.67) | 20.88% | 0.5 pts |
| DE30 (DAX) | 195.3 pts | 290.3 pts | contracting (0.67) | 11.9% | 5.2 pts |
| JP225 (Nikkei 225) | 1,450.4 pts | 1,901.2 pts | contracting (0.76) | 29.57% | 7.0 pts |
| UK100 (FTSE 100) | 75.4 pts | 106.1 pts | contracting (0.71) | 9.56% | 9.8 pts |
ADR = average daily high–low. Regime compares the last 14 sessions to the last 50: expanding markets need wider stops and smaller size; contracting ones the opposite. Weekend gap = average Monday open vs Friday close.
Risk per lot — size by dollars, not lots
| Instrument | ADR | Value of 1 pip/pt ($/lot) | Typical daily swing per lot |
|---|---|---|---|
| XAG/USD (Silver) | $2.55 | $50.00 | $12,770 |
| XAU/USD (Gold) | $97.92 | $1.00 | $9,792 |
| UK Oil (Brent) | $3.12 | $10.00 | $3,118 |
| US Oil (WTI) | $2.47 | $10.00 | $2,473 |
| BTC/USD | $2,196.88 | $0.01 | $2,197 |
| USD/CHF | 51.6 pips | $12.48 | $644 |
| GBP/JPY | 94.8 pips | $6.29 | $596 |
| USD/JPY | 88.7 pips | $6.29 | $558 |
| GBP/USD | 48.6 pips | $10.00 | $486 |
| EUR/JPY | 73.2 pips | $6.29 | $460 |
| EUR/USD | 39.6 pips | $10.00 | $396 |
| US30 (Dow) | 379.4 pts | $0.10 | $379 |
| USTEC (Nasdaq 100) | 362.0 pts | $0.01 | $362 |
| USD/CAD | 49.2 pips | $7.26 | $357 |
| AUD/JPY | 56.5 pips | $6.29 | $355 |
| NZD/USD | 34.4 pips | $10.00 | $344 |
| AUD/USD | 33.6 pips | $10.00 | $336 |
| EUR/GBP | 17 pips | $13.64 | $232 |
| DE30 (DAX) | 195.3 pts | $0.117 | $228 |
| UK100 (FTSE 100) | 75.4 pts | $0.0136 | $103 |
| ETH/USD | $93.90 | $0.01 | $94 |
| US500 (S&P 500) | 51.9 pts | $0.01 | $52 |
| JP225 (Nikkei 225) | 1,450.4 pts | $0.00063 | $9 |
The same ‘1 lot’ carries very different risk across instruments: in this sample a lot of XAG/USD (Silver) swings about $12,770 on a typical day versus $9 for JP225 (Nikkei 225) — roughly 1,398× 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 | 59.9 pips | 53.9 pips |
| GBP/USD | 67.7 pips | 57.3 pips | 94.1 pips | 82.8 pips | 61.9 pips |
| USD/JPY | 90.6 pips | 60.1 pips | 70.6 pips | 139 pips | 105.1 pips |
| AUD/USD | 35 pips | 49.6 pips | 46.1 pips | 42.5 pips | 40.7 pips |
| USD/CAD | 47.9 pips | 54.1 pips | 65.8 pips | 53.6 pips | 53.6 pips |
| USD/CHF | 45 pips | 39.9 pips | 66.5 pips | 64.7 pips | 46.9 pips |
| NZD/USD | 35.4 pips | 44.8 pips | 48.7 pips | 45.8 pips | 36.5 pips |
| EUR/GBP | 27.7 pips | 20.9 pips | 31.4 pips | 22.9 pips | 20.1 pips |
| EUR/JPY | 103.8 pips | 76.6 pips | 91.3 pips | 118.3 pips | 109.8 pips |
| GBP/JPY | 137.9 pips | 90.5 pips | 125.8 pips | 156.4 pips | 129 pips |
| AUD/JPY | 71.8 pips | 84.4 pips | 63.2 pips | 84 pips | 72.4 pips |
| XAU/USD (Gold) | $73.95 | $89.42 | $134.86 | $98.54 | $82.92 |
| XAG/USD (Silver) | $2.06 | $2.87 | $3.64 | $2.91 | $2.41 |
| US Oil (WTI) | $3.49 | $3.61 | $3.13 | $3.25 | $3.01 |
| UK Oil (Brent) | $3.58 | $3.72 | $3.19 | $3.55 | $3.04 |
| BTC/USD | $2,193.61 | $1,683.88 | $2,495.54 | $2,161.84 | $2,428.49 |
| ETH/USD | $79.63 | $60.95 | $117.17 | $76.64 | $84.44 |
| US500 (S&P 500) | 78.4 pts | 85.6 pts | 87.4 pts | 91.2 pts | 72.2 pts |
| US30 (Dow) | 495.7 pts | 611.0 pts | 681.0 pts | 633.9 pts | 451.0 pts |
| USTEC (Nasdaq 100) | 566.7 pts | 707.2 pts | 607.2 pts | 714.2 pts | 482.7 pts |
| DE30 (DAX) | 293.1 pts | 351.8 pts | 320.2 pts | 364.3 pts | 309.8 pts |
| JP225 (Nikkei 225) | 1,889.0 pts | 2,520.7 pts | 2,297.7 pts | 2,003.0 pts | 1,983.7 pts |
| UK100 (FTSE 100) | 108.1 pts | 120.6 pts | 121.0 pts | 143.8 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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