Volatility on Exness — Measured Daily Ranges, Gaps and Risk per Lot · United Arab Emirates
Average daily range, volatility regime, weekend gaps and what one lot actually swings in dollars — computed from Exness’s own MT5 price history. measured 27 Oct · 07:56 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 | 48.6 pips | steady (1.06) | 4.09% | 0.2 pips |
| GBP/USD | 61.6 pips | 56.8 pips | expanding (1.08) | 4.25% | 0.3 pips |
| USD/JPY | 77.3 pips | 104.4 pips | contracting (0.74) | 7.72% | 0.2 pips |
| AUD/USD | 39.4 pips | 38.1 pips | steady (1.03) | 5.67% | 0.1 pips |
| USD/CAD | 53.1 pips | 50 pips | steady (1.06) | 3.86% | 0.2 pips |
| USD/CHF | 45.3 pips | 43.5 pips | steady (1.04) | 6.2% | 0.1 pips |
| NZD/USD | 34.2 pips | 36.5 pips | steady (0.94) | 5.91% | 0.2 pips |
| EUR/GBP | 25.4 pips | 22 pips | expanding (1.15) | 2.38% | 0.1 pips |
| EUR/JPY | 87.3 pips | 111.6 pips | contracting (0.78) | 6.71% | 0.3 pips |
| GBP/JPY | 101.6 pips | 127 pips | contracting (0.80) | 6.91% | 0.3 pips |
| AUD/JPY | 75.2 pips | 78.7 pips | steady (0.96) | 7.18% | 0.2 pips |
| XAU/USD (Gold) | $52.92 | $70.73 | contracting (0.75) | 19.95% | $0.10 |
| XAG/USD (Silver) | $1.55 | $1.80 | contracting (0.86) | 35.13% | $0.01 |
| US Oil (WTI) | $3.17 | $3.33 | steady (0.95) | 34.11% | $0.00 |
| UK Oil (Brent) | $3.54 | $3.67 | steady (0.96) | 37.57% | $1.00 |
| BTC/USD | $2,087.36 | $2,174.12 | steady (0.96) | 28.41% | $1.16 |
| ETH/USD | $97.53 | $93.67 | steady (1.04) | 33.18% | $0.09 |
| US500 (S&P 500) | 70.2 pts | 64.8 pts | expanding (1.08) | 8.36% | 0.3 pts |
| US30 (Dow) | 531.7 pts | 504.2 pts | steady (1.05) | 9.02% | 1.3 pts |
| USTEC (Nasdaq 100) | 507.3 pts | 410.1 pts | expanding (1.24) | 15.22% | 0.4 pts |
| DE30 (DAX) | 290.5 pts | 276.0 pts | steady (1.05) | 10.84% | 6.9 pts |
| JP225 (Nikkei 225) | 1,517.2 pts | 1,421.6 pts | steady (1.07) | 22.81% | 5.5 pts |
| UK100 (FTSE 100) | 102.7 pts | 103.1 pts | steady (1.00) | 8.83% | 7.4 pts |
ADR = average daily high–low. Regime compares the last 14 sessions to the last 50: expanding markets need wider stops and smaller size; contracting ones the opposite. Weekend gap = average Monday open vs Friday close.
Risk per lot — size by dollars, not lots
| Instrument | ADR | Value of 1 pip/pt ($/lot) | Typical daily swing per lot |
|---|---|---|---|
| XAG/USD (Silver) | $1.55 | $50.00 | $7,760 |
| XAU/USD (Gold) | $52.92 | $1.00 | $5,292 |
| UK Oil (Brent) | $3.54 | $10.00 | $3,537 |
| US Oil (WTI) | $3.17 | $10.00 | $3,165 |
| BTC/USD | $2,087.36 | $0.01 | $2,087 |
| GBP/JPY | 101.6 pips | $6.34 | $644 |
| GBP/USD | 61.6 pips | $10.00 | $616 |
| EUR/JPY | 87.3 pips | $6.34 | $553 |
| USD/CHF | 45.3 pips | $12.08 | $547 |
| US30 (Dow) | 531.7 pts | $0.10 | $532 |
| EUR/USD | 51.7 pips | $10.00 | $517 |
| USTEC (Nasdaq 100) | 507.3 pts | $0.01 | $507 |
| USD/JPY | 77.3 pips | $6.34 | $490 |
| AUD/JPY | 75.2 pips | $6.34 | $477 |
| AUD/USD | 39.4 pips | $10.00 | $394 |
| USD/CAD | 53.1 pips | $7.13 | $379 |
| NZD/USD | 34.2 pips | $10.00 | $342 |
| EUR/GBP | 25.4 pips | $13.33 | $339 |
| DE30 (DAX) | 290.5 pts | $0.112 | $324 |
| UK100 (FTSE 100) | 102.7 pts | $0.0133 | $137 |
| ETH/USD | $97.53 | $0.01 | $98 |
| US500 (S&P 500) | 70.2 pts | $0.01 | $70 |
| JP225 (Nikkei 225) | 1,517.2 pts | $0.00063 | $10 |
The same ‘1 lot’ carries very different risk across instruments: in this sample a lot of XAG/USD (Silver) swings about $7,760 on a typical day versus $10 for JP225 (Nikkei 225) — roughly 812× 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 | 50.3 pips | 43.2 pips | 67.4 pips | 55.5 pips | 52.4 pips |
| GBP/USD | 48.4 pips | 55.9 pips | 83.8 pips | 63.4 pips | 63.8 pips |
| USD/JPY | 110.5 pips | 78.2 pips | 112.7 pips | 133.2 pips | 120.5 pips |
| AUD/USD | 32.5 pips | 36.6 pips | 51.5 pips | 47.3 pips | 43.9 pips |
| USD/CAD | 53 pips | 55.7 pips | 73.8 pips | 50.1 pips | 57.8 pips |
| USD/CHF | 38.2 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 | 22.9 pips | 18.5 pips | 27.1 pips | 25 pips | 22.5 pips |
| EUR/JPY | 105.9 pips | 87.6 pips | 103.5 pips | 146.9 pips | 126.5 pips |
| GBP/JPY | 110.1 pips | 98.8 pips | 139.6 pips | 176 pips | 143.5 pips |
| AUD/JPY | 75.1 pips | 68.8 pips | 76 pips | 109 pips | 87.9 pips |
| XAU/USD (Gold) | $74.78 | $83.17 | $103.83 | $86.21 | $95.40 |
| XAG/USD (Silver) | $1.65 | $2.25 | $2.69 | $2.55 | $2.26 |
| US Oil (WTI) | $3.25 | $4.12 | $3.28 | $4.18 | $3.28 |
| UK Oil (Brent) | $3.48 | $4.17 | $3.11 | $4.29 | $3.16 |
| BTC/USD | $2,618.63 | $2,319.66 | $2,441.49 | $2,796.99 | $3,070.98 |
| ETH/USD | $96.63 | $96.31 | $104.41 | $111.91 | $123.47 |
| US500 (S&P 500) | 61.7 pts | 59.4 pts | 82.3 pts | 82.3 pts | 72.2 pts |
| US30 (Dow) | 397.1 pts | 547.9 pts | 612.3 pts | 609.2 pts | 604.4 pts |
| USTEC (Nasdaq 100) | 463.1 pts | 410.5 pts | 464.3 pts | 534.0 pts | 414.2 pts |
| DE30 (DAX) | 271.8 pts | 314.6 pts | 338.2 pts | 290.1 pts | 293.3 pts |
| JP225 (Nikkei 225) | 1,350.6 pts | 1,713.0 pts | 1,714.9 pts | 1,779.4 pts | 1,547.4 pts |
| UK100 (FTSE 100) | 102.8 pts | 107.2 pts | 113.3 pts | 133.7 pts | 106.5 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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