Volatility on Exness — Measured Daily Ranges, Gaps and Risk per Lot · Uganda
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 Nov · 07:50 UTC.
Open Exness Account →Average daily range and regime
| Instrument | ADR (14 sessions) | ADR (50 sessions) | Regime | Realized vol (ann.) | Avg weekend gap |
|---|---|---|---|---|---|
| EUR/USD | 54 pips | 53.5 pips | steady (1.01) | 3.77% | 0.2 pips |
| GBP/USD | 54.6 pips | 59.9 pips | contracting (0.91) | 4.15% | 0.3 pips |
| USD/JPY | 84.8 pips | 92.2 pips | contracting (0.92) | 7.57% | 0.3 pips |
| AUD/USD | 41.1 pips | 41 pips | steady (1.00) | 5.92% | 0.1 pips |
| USD/CAD | 52.3 pips | 50 pips | steady (1.05) | 3.64% | 0.2 pips |
| USD/CHF | 50.8 pips | 46.1 pips | expanding (1.10) | 5.09% | 0.2 pips |
| NZD/USD | 40.7 pips | 38.2 pips | steady (1.07) | 5.6% | 0.2 pips |
| EUR/GBP | 23.8 pips | 23.2 pips | steady (1.03) | 2.28% | 0.2 pips |
| EUR/JPY | 107.6 pips | 104.7 pips | steady (1.03) | 6.95% | 0.3 pips |
| GBP/JPY | 114.9 pips | 116.2 pips | steady (0.99) | 7.02% | 0.3 pips |
| AUD/JPY | 90 pips | 78.1 pips | expanding (1.15) | 7.77% | 0.4 pips |
| XAU/USD (Gold) | $73.48 | $70.33 | steady (1.04) | 19.44% | $0.10 |
| XAG/USD (Silver) | $1.93 | $1.87 | steady (1.03) | 35.67% | $0.01 |
| US Oil (WTI) | $3.84 | $3.66 | steady (1.05) | 39.71% | $0.00 |
| UK Oil (Brent) | $4.64 | $4.04 | expanding (1.15) | 43.64% | $0.94 |
| BTC/USD | $2,358.44 | $2,286.57 | steady (1.03) | 31.14% | $1.15 |
| ETH/USD | $95.24 | $94.36 | steady (1.01) | 38.38% | $0.08 |
| US500 (S&P 500) | 116.2 pts | 80.8 pts | expanding (1.44) | 13.76% | 0.3 pts |
| US30 (Dow) | 815.9 pts | 606.9 pts | expanding (1.34) | 14.1% | 1.3 pts |
| USTEC (Nasdaq 100) | 717.5 pts | 511.1 pts | expanding (1.40) | 21.44% | 0.3 pts |
| DE30 (DAX) | 418.3 pts | 320.1 pts | expanding (1.31) | 13.63% | 6.5 pts |
| JP225 (Nikkei 225) | 1,953.3 pts | 1,572.9 pts | expanding (1.24) | 30.09% | 5.5 pts |
| UK100 (FTSE 100) | 136.3 pts | 116.9 pts | expanding (1.17) | 11.61% | 5.7 pts |
ADR = average daily high–low. Regime compares the last 14 sessions to the last 50: expanding markets need wider stops and smaller size; contracting ones the opposite. Weekend gap = average Monday open vs Friday close.
Risk per lot — size by dollars, not lots
| Instrument | ADR | Value of 1 pip/pt ($/lot) | Typical daily swing per lot |
|---|---|---|---|
| XAG/USD (Silver) | $1.93 | $50.00 | $9,650 |
| XAU/USD (Gold) | $73.48 | $1.00 | $7,348 |
| UK Oil (Brent) | $4.64 | $10.00 | $4,640 |
| US Oil (WTI) | $3.84 | $10.00 | $3,837 |
| BTC/USD | $2,358.44 | $0.01 | $2,358 |
| US30 (Dow) | 815.9 pts | $0.10 | $816 |
| GBP/JPY | 114.9 pips | $6.33 | $728 |
| USTEC (Nasdaq 100) | 717.5 pts | $0.01 | $717 |
| EUR/JPY | 107.6 pips | $6.33 | $682 |
| USD/CHF | 50.8 pips | $12.22 | $621 |
| AUD/JPY | 90 pips | $6.33 | $570 |
| GBP/USD | 54.6 pips | $10.00 | $546 |
| EUR/USD | 54 pips | $10.00 | $540 |
| USD/JPY | 84.8 pips | $6.33 | $537 |
| DE30 (DAX) | 418.3 pts | $0.112 | $467 |
| AUD/USD | 41.1 pips | $10.00 | $411 |
| NZD/USD | 40.7 pips | $10.00 | $407 |
| USD/CAD | 52.3 pips | $7.11 | $372 |
| EUR/GBP | 23.8 pips | $13.40 | $319 |
| UK100 (FTSE 100) | 136.3 pts | $0.0134 | $183 |
| US500 (S&P 500) | 116.2 pts | $0.01 | $116 |
| ETH/USD | $95.24 | $0.01 | $95 |
| JP225 (Nikkei 225) | 1,953.3 pts | $0.00063 | $12 |
The same ‘1 lot’ carries very different risk across instruments: in this sample a lot of XAG/USD (Silver) swings about $9,650 on a typical day versus $12 for JP225 (Nikkei 225) — roughly 784× 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 | 55.2 pips | 47.1 pips | 65.9 pips | 64.3 pips | 55.9 pips |
| GBP/USD | 51.8 pips | 57.9 pips | 80.7 pips | 68.8 pips | 64 pips |
| USD/JPY | 108.7 pips | 85.7 pips | 111.3 pips | 137 pips | 122.1 pips |
| AUD/USD | 32.9 pips | 36.6 pips | 53.3 pips | 57.5 pips | 40.7 pips |
| USD/CAD | 49.7 pips | 57.7 pips | 73.9 pips | 53.4 pips | 57.3 pips |
| USD/CHF | 42.6 pips | 39.8 pips | 51 pips | 61.9 pips | 55.5 pips |
| NZD/USD | 33.3 pips | 42.1 pips | 59.7 pips | 44.2 pips | 39.6 pips |
| EUR/GBP | 24.6 pips | 19.1 pips | 26.4 pips | 27 pips | 24.7 pips |
| EUR/JPY | 115.7 pips | 98.6 pips | 111 pips | 159 pips | 135.9 pips |
| GBP/JPY | 115.8 pips | 111.5 pips | 146.2 pips | 185.6 pips | 147.6 pips |
| AUD/JPY | 77 pips | 73 pips | 87.2 pips | 128.4 pips | 85.1 pips |
| XAU/USD (Gold) | $73.84 | $78.35 | $95.75 | $84.27 | $97.95 |
| XAG/USD (Silver) | $1.66 | $2.03 | $2.49 | $2.48 | $2.37 |
| US Oil (WTI) | $3.81 | $4.26 | $4.01 | $4.25 | $3.36 |
| UK Oil (Brent) | $3.76 | $4.06 | $3.90 | $4.34 | $3.20 |
| BTC/USD | $2,654.52 | $2,141.11 | $2,768.46 | $2,993.84 | $2,836.18 |
| ETH/USD | $95.91 | $89.22 | $117.55 | $123.96 | $119.31 |
| US500 (S&P 500) | 69.3 pts | 63.8 pts | 101.9 pts | 117.7 pts | 82.0 pts |
| US30 (Dow) | 420.7 pts | 574.9 pts | 807.6 pts | 835.1 pts | 642.4 pts |
| USTEC (Nasdaq 100) | 489.6 pts | 416.4 pts | 560.1 pts | 748.9 pts | 472.2 pts |
| DE30 (DAX) | 286.3 pts | 340.4 pts | 454.3 pts | 363.7 pts | 317.1 pts |
| JP225 (Nikkei 225) | 1,342.6 pts | 1,529.7 pts | 1,842.5 pts | 2,251.7 pts | 1,646.9 pts |
| UK100 (FTSE 100) | 108.9 pts | 121.7 pts | 142.2 pts | 152.5 pts | 105.6 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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