Volatility on Exness — Measured Daily Ranges, Gaps and Risk per Lot — Georgia
Average daily range, volatility regime, weekend gaps and what one lot actually swings in dollars — computed from Exness’s own MT5 price history. measured 26 Oct · 07:53 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 | 51.7 pips | 49.2 pips | steady (1.05) | 4.03% | 0.2 pips |
| GBP/USD | 60.4 pips | 57 pips | steady (1.06) | 4.23% | 0.3 pips |
| USD/JPY | 75 pips | 104.2 pips | contracting (0.72) | 7.67% | 0.2 pips |
| AUD/USD | 39.5 pips | 38.6 pips | steady (1.02) | 5.71% | 0.1 pips |
| USD/CAD | 55.6 pips | 50.2 pips | expanding (1.11) | 3.88% | 0.2 pips |
| USD/CHF | 43.6 pips | 44.1 pips | steady (0.99) | 6.15% | 0.2 pips |
| NZD/USD | 33.4 pips | 37 pips | contracting (0.90) | 5.99% | 0.2 pips |
| EUR/GBP | 25.2 pips | 21.8 pips | expanding (1.16) | 2.37% | 0.1 pips |
| EUR/JPY | 88.4 pips | 111.6 pips | contracting (0.79) | 6.71% | 0.3 pips |
| GBP/JPY | 101.9 pips | 127 pips | contracting (0.80) | 6.89% | 0.3 pips |
| AUD/JPY | 74.9 pips | 78.1 pips | steady (0.96) | 7.15% | 0.2 pips |
| XAU/USD (Gold) | $53.93 | $73.43 | contracting (0.73) | 20.35% | $0.10 |
| XAG/USD (Silver) | $1.57 | $1.87 | contracting (0.84) | 36.29% | $0.01 |
| US Oil (WTI) | $3.12 | $3.30 | steady (0.94) | 34.04% | $0.00 |
| UK Oil (Brent) | $3.61 | $3.67 | steady (0.98) | 39.48% | $0.98 |
| BTC/USD | $2,170.22 | $2,171.90 | steady (1.00) | 29.13% | $1.12 |
| ETH/USD | $103.72 | $93.98 | expanding (1.10) | 33.63% | $0.09 |
| US500 (S&P 500) | 67.4 pts | 64.4 pts | steady (1.05) | 8.32% | 0.3 pts |
| US30 (Dow) | 540.8 pts | 502.5 pts | expanding (1.08) | 9.01% | 1.3 pts |
| USTEC (Nasdaq 100) | 490.7 pts | 406.7 pts | expanding (1.21) | 15.43% | 0.4 pts |
| DE30 (DAX) | 278.3 pts | 273.3 pts | steady (1.02) | 10.65% | 7.6 pts |
| JP225 (Nikkei 225) | 1,512.7 pts | 1,420.0 pts | steady (1.07) | 24.29% | 5.0 pts |
| UK100 (FTSE 100) | 101.5 pts | 103.0 pts | steady (0.99) | 8.76% | 7.9 pts |
ADR = average daily high–low. Regime compares the last 14 sessions to the last 50: expanding markets need wider stops and smaller size; contracting ones the opposite. Weekend gap = average Monday open vs Friday close.
Risk per lot — size by dollars, not lots
| Instrument | ADR | Value of 1 pip/pt ($/lot) | Typical daily swing per lot |
|---|---|---|---|
| XAG/USD (Silver) | $1.57 | $50.00 | $7,850 |
| XAU/USD (Gold) | $53.93 | $1.00 | $5,393 |
| UK Oil (Brent) | $3.61 | $10.00 | $3,609 |
| US Oil (WTI) | $3.12 | $10.00 | $3,115 |
| BTC/USD | $2,170.22 | $0.01 | $2,170 |
| GBP/JPY | 101.9 pips | $6.36 | $648 |
| GBP/USD | 60.4 pips | $10.00 | $604 |
| EUR/JPY | 88.4 pips | $6.36 | $562 |
| US30 (Dow) | 540.8 pts | $0.10 | $541 |
| USD/CHF | 43.6 pips | $12.11 | $528 |
| EUR/USD | 51.7 pips | $10.00 | $517 |
| USTEC (Nasdaq 100) | 490.7 pts | $0.01 | $491 |
| USD/JPY | 75 pips | $6.36 | $477 |
| AUD/JPY | 74.9 pips | $6.36 | $476 |
| USD/CAD | 55.6 pips | $7.13 | $396 |
| AUD/USD | 39.5 pips | $10.00 | $395 |
| EUR/GBP | 25.2 pips | $13.36 | $337 |
| NZD/USD | 33.4 pips | $10.00 | $334 |
| DE30 (DAX) | 278.3 pts | $0.112 | $312 |
| UK100 (FTSE 100) | 101.5 pts | $0.0134 | $136 |
| ETH/USD | $103.72 | $0.01 | $104 |
| US500 (S&P 500) | 67.4 pts | $0.01 | $67 |
| JP225 (Nikkei 225) | 1,512.7 pts | $0.00064 | $10 |
The same ‘1 lot’ carries very different risk across instruments: in this sample a lot of XAG/USD (Silver) swings about $7,850 on a typical day versus $10 for JP225 (Nikkei 225) — roughly 811× 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 | 49.2 pips | 43.2 pips | 67.4 pips | 55.5 pips | 52.4 pips |
| GBP/USD | 45.9 pips | 55.9 pips | 83.8 pips | 63.4 pips | 63.8 pips |
| USD/JPY | 108.1 pips | 78.2 pips | 112.7 pips | 133.2 pips | 120.5 pips |
| AUD/USD | 33.9 pips | 36.6 pips | 51.5 pips | 47.3 pips | 43.9 pips |
| USD/CAD | 50.6 pips | 55.7 pips | 73.8 pips | 50.1 pips | 57.8 pips |
| USD/CHF | 39 pips | 36.9 pips | 60.3 pips | 58.4 pips | 53.1 pips |
| NZD/USD | 32.8 pips | 41.6 pips | 55.2 pips | 39.7 pips | 40.1 pips |
| EUR/GBP | 21.6 pips | 18.5 pips | 27.1 pips | 25 pips | 22.5 pips |
| EUR/JPY | 106.4 pips | 87.6 pips | 103.5 pips | 146.9 pips | 126.5 pips |
| GBP/JPY | 110.3 pips | 98.8 pips | 139.6 pips | 176 pips | 143.5 pips |
| AUD/JPY | 75.7 pips | 68.8 pips | 76 pips | 109 pips | 87.9 pips |
| XAU/USD (Gold) | $75.65 | $83.17 | $103.83 | $86.21 | $95.40 |
| XAG/USD (Silver) | $1.68 | $2.25 | $2.69 | $2.55 | $2.26 |
| US Oil (WTI) | $3.35 | $4.12 | $3.28 | $4.18 | $3.28 |
| UK Oil (Brent) | $3.40 | $4.17 | $3.11 | $4.29 | $3.16 |
| BTC/USD | $2,761.27 | $2,319.66 | $2,441.49 | $2,743.95 | $3,070.98 |
| ETH/USD | $102.34 | $96.31 | $104.41 | $108.99 | $123.47 |
| US500 (S&P 500) | 59.1 pts | 59.4 pts | 82.3 pts | 82.3 pts | 72.2 pts |
| US30 (Dow) | 389.7 pts | 547.9 pts | 612.3 pts | 609.2 pts | 604.4 pts |
| USTEC (Nasdaq 100) | 437.0 pts | 410.5 pts | 464.3 pts | 534.0 pts | 414.2 pts |
| DE30 (DAX) | 254.0 pts | 314.6 pts | 338.2 pts | 290.1 pts | 293.3 pts |
| JP225 (Nikkei 225) | 1,327.3 pts | 1,713.0 pts | 1,714.9 pts | 1,779.4 pts | 1,547.4 pts |
| UK100 (FTSE 100) | 104.0 pts | 107.2 pts | 113.3 pts | 133.7 pts | 104.2 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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