Volatility on Exness — Measured Daily Ranges, Gaps and Risk per Lot · Ethiopia
Average daily range, volatility regime, weekend gaps and what one lot actually swings in dollars — computed from Exness’s own MT5 price history. measured 1 Oct · 10:50 EAT.
Open Exness Account →Average daily range and regime
| Instrument | ADR (14 sessions) | ADR (50 sessions) | Regime | Realized vol (ann.) | Avg weekend gap |
|---|---|---|---|---|---|
| EUR/USD | 44.6 pips | 39.6 pips | expanding (1.13) | 4.08% | 0.2 pips |
| GBP/USD | 61.2 pips | 50.3 pips | expanding (1.22) | 4.3% | 0.3 pips |
| USD/JPY | 112.6 pips | 104.3 pips | expanding (1.08) | 9.21% | 0.2 pips |
| AUD/USD | 39.9 pips | 36.2 pips | expanding (1.10) | 5.9% | 0.1 pips |
| USD/CAD | 40.9 pips | 47.6 pips | contracting (0.86) | 3.93% | 0.1 pips |
| USD/CHF | 42.4 pips | 43.9 pips | steady (0.97) | 6.37% | 0.2 pips |
| NZD/USD | 37.4 pips | 36.3 pips | steady (1.03) | 6.44% | 0.2 pips |
| EUR/GBP | 20.6 pips | 17.8 pips | expanding (1.16) | 2.25% | 0.1 pips |
| EUR/JPY | 107.5 pips | 95.7 pips | expanding (1.12) | 7.7% | 0.3 pips |
| GBP/JPY | 126.8 pips | 116 pips | expanding (1.09) | 7.78% | 0.4 pips |
| AUD/JPY | 80.4 pips | 71.5 pips | expanding (1.12) | 7.86% | 0.2 pips |
| XAU/USD (Gold) | $75.72 | $87.92 | contracting (0.86) | 23.21% | $0.09 |
| XAG/USD (Silver) | $1.91 | $2.18 | contracting (0.88) | 36.25% | $0.01 |
| US Oil (WTI) | $3.77 | $3.12 | expanding (1.21) | 41.61% | $0.00 |
| UK Oil (Brent) | $4.20 | $3.66 | expanding (1.15) | 51.34% | $1.86 |
| BTC/USD | $2,413.16 | $2,398.57 | steady (1.01) | 34.74% | $1.19 |
| ETH/USD | $94.53 | $99.98 | steady (0.95) | 47.3% | $0.10 |
| US500 (S&P 500) | 66.5 pts | 59.5 pts | expanding (1.12) | 9.97% | 0.3 pts |
| US30 (Dow) | 529.1 pts | 452.4 pts | expanding (1.17) | 10.63% | 1.3 pts |
| USTEC (Nasdaq 100) | 399.1 pts | 379.0 pts | steady (1.05) | 17.1% | 0.5 pts |
| DE30 (DAX) | 300.3 pts | 240.3 pts | expanding (1.25) | 10.7% | 5.0 pts |
| JP225 (Nikkei 225) | 1,306.6 pts | 1,419.8 pts | contracting (0.92) | 24.59% | 5.2 pts |
| UK100 (FTSE 100) | 108.9 pts | 89.2 pts | expanding (1.22) | 8.73% | 11.7 pts |
ADR = average daily high–low. Regime compares the last 14 sessions to the last 50: expanding markets need wider stops and smaller size; contracting ones the opposite. Weekend gap = average Monday open vs Friday close.
Risk per lot — size by dollars, not lots
| Instrument | ADR | Value of 1 pip/pt ($/lot) | Typical daily swing per lot |
|---|---|---|---|
| XAG/USD (Silver) | $1.91 | $50.00 | $9,545 |
| XAU/USD (Gold) | $75.72 | $1.00 | $7,572 |
| UK Oil (Brent) | $4.20 | $10.00 | $4,200 |
| US Oil (WTI) | $3.77 | $10.00 | $3,771 |
| BTC/USD | $2,413.16 | $0.01 | $2,413 |
| GBP/JPY | 126.8 pips | $6.32 | $801 |
| USD/JPY | 112.6 pips | $6.32 | $711 |
| EUR/JPY | 107.5 pips | $6.32 | $679 |
| GBP/USD | 61.2 pips | $10.00 | $612 |
| US30 (Dow) | 529.1 pts | $0.10 | $529 |
| USD/CHF | 42.4 pips | $11.98 | $508 |
| AUD/JPY | 80.4 pips | $6.32 | $508 |
| EUR/USD | 44.6 pips | $10.00 | $446 |
| USTEC (Nasdaq 100) | 399.1 pts | $0.01 | $399 |
| AUD/USD | 39.9 pips | $10.00 | $399 |
| NZD/USD | 37.4 pips | $10.00 | $374 |
| DE30 (DAX) | 300.3 pts | $0.113 | $339 |
| USD/CAD | 40.9 pips | $7.02 | $287 |
| EUR/GBP | 20.6 pips | $13.23 | $273 |
| UK100 (FTSE 100) | 108.9 pts | $0.0132 | $144 |
| ETH/USD | $94.53 | $0.01 | $95 |
| US500 (S&P 500) | 66.5 pts | $0.01 | $67 |
| JP225 (Nikkei 225) | 1,306.6 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 $9,545 on a typical day versus $8 for JP225 (Nikkei 225) — roughly 1,160× 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 | 42 pips | 35.4 pips | 63.5 pips | 50.7 pips | 54.6 pips |
| GBP/USD | 51.5 pips | 41.7 pips | 79.4 pips | 67.2 pips | 65.5 pips |
| USD/JPY | 130.2 pips | 73 pips | 112 pips | 169.7 pips | 150.9 pips |
| AUD/USD | 34.1 pips | 37.1 pips | 50.9 pips | 45.8 pips | 44.6 pips |
| USD/CAD | 48.7 pips | 44.3 pips | 72.1 pips | 49.5 pips | 58.6 pips |
| USD/CHF | 40.1 pips | 35.3 pips | 62.9 pips | 63.5 pips | 50.1 pips |
| NZD/USD | 34 pips | 39.8 pips | 54.4 pips | 46.3 pips | 40.2 pips |
| EUR/GBP | 20.7 pips | 16.3 pips | 22.6 pips | 21.6 pips | 19.3 pips |
| EUR/JPY | 126.2 pips | 77.2 pips | 95.7 pips | 151.5 pips | 149.6 pips |
| GBP/JPY | 152.1 pips | 86.1 pips | 129.8 pips | 185 pips | 172.1 pips |
| AUD/JPY | 87 pips | 71.9 pips | 73.6 pips | 100.4 pips | 99.9 pips |
| XAU/USD (Gold) | $78.78 | $85.88 | $120.70 | $97.61 | $104.91 |
| XAG/USD (Silver) | $2.02 | $2.30 | $2.73 | $2.65 | $2.59 |
| US Oil (WTI) | $3.41 | $4.38 | $3.20 | $4.12 | $3.07 |
| UK Oil (Brent) | $3.69 | $4.16 | $3.28 | $3.99 | $3.08 |
| BTC/USD | $2,739.15 | $2,059.87 | $2,431.03 | $2,453.03 | $3,436.62 |
| ETH/USD | $93.24 | $80.91 | $121.24 | $84.64 | $133.32 |
| US500 (S&P 500) | 65.2 pts | 70.0 pts | 85.2 pts | 87.3 pts | 66.9 pts |
| US30 (Dow) | 411.8 pts | 594.6 pts | 661.2 pts | 622.9 pts | 488.7 pts |
| USTEC (Nasdaq 100) | 489.9 pts | 502.6 pts | 477.1 pts | 552.4 pts | 386.5 pts |
| DE30 (DAX) | 263.1 pts | 306.3 pts | 318.4 pts | 284.9 pts | 290.3 pts |
| JP225 (Nikkei 225) | 1,549.7 pts | 1,876.2 pts | 1,763.7 pts | 1,666.5 pts | 1,632.8 pts |
| UK100 (FTSE 100) | 93.1 pts | 110.4 pts | 123.5 pts | 116.2 pts | 120.7 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 →