Volatility on Exness — Measured Daily Ranges, Gaps and Risk per Lot · Uzbekistan
Average daily range, volatility regime, weekend gaps and what one lot actually swings in dollars — computed from Exness’s own MT5 price history. measured 13 Oct · 07:52 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 | 58.9 pips | 45.6 pips | expanding (1.29) | 4.04% | 0.2 pips |
| GBP/USD | 57.6 pips | 53 pips | expanding (1.09) | 3.94% | 0.3 pips |
| USD/JPY | 81.5 pips | 101.3 pips | contracting (0.80) | 7.58% | 0.2 pips |
| AUD/USD | 38.5 pips | 37.1 pips | steady (1.04) | 5.35% | 0.1 pips |
| USD/CAD | 49.2 pips | 48.5 pips | steady (1.01) | 3.9% | 0.2 pips |
| USD/CHF | 42.8 pips | 44.5 pips | steady (0.96) | 6.02% | 0.2 pips |
| NZD/USD | 34.2 pips | 36.8 pips | contracting (0.93) | 5.87% | 0.2 pips |
| EUR/GBP | 25.2 pips | 19.7 pips | expanding (1.28) | 2.22% | 0.1 pips |
| EUR/JPY | 113 pips | 102.8 pips | expanding (1.10) | 6.47% | 0.3 pips |
| GBP/JPY | 115.5 pips | 117.8 pips | steady (0.98) | 6.79% | 0.3 pips |
| AUD/JPY | 71.2 pips | 72.1 pips | steady (0.99) | 6.54% | 0.2 pips |
| XAU/USD (Gold) | $64.55 | $80.67 | contracting (0.80) | 23.01% | $0.09 |
| XAG/USD (Silver) | $1.54 | $2.00 | contracting (0.77) | 35.29% | $0.01 |
| US Oil (WTI) | $3.29 | $3.15 | steady (1.05) | 34.88% | $0.00 |
| UK Oil (Brent) | $4.30 | $3.68 | expanding (1.17) | 48.95% | $1.62 |
| BTC/USD | $2,075.85 | $2,297.20 | contracting (0.90) | 36.04% | $1.24 |
| ETH/USD | $82.98 | $93.53 | contracting (0.89) | 49.84% | $0.10 |
| US500 (S&P 500) | 58.3 pts | 59.5 pts | steady (0.98) | 7.61% | 0.3 pts |
| US30 (Dow) | 460.1 pts | 452.1 pts | steady (1.02) | 8.32% | 1.3 pts |
| USTEC (Nasdaq 100) | 382.8 pts | 370.3 pts | steady (1.03) | 13.18% | 0.4 pts |
| DE30 (DAX) | 253.2 pts | 242.9 pts | steady (1.04) | 9.84% | 5.2 pts |
| JP225 (Nikkei 225) | 1,338.3 pts | 1,375.2 pts | steady (0.97) | 21.57% | 5.0 pts |
| UK100 (FTSE 100) | 99.8 pts | 93.9 pts | steady (1.06) | 7.77% | 7.8 pts |
ADR = average daily high–low. Regime compares the last 14 sessions to the last 50: expanding markets need wider stops and smaller size; contracting ones the opposite. Weekend gap = average Monday open vs Friday close.
Risk per lot — size by dollars, not lots
| Instrument | ADR | Value of 1 pip/pt ($/lot) | Typical daily swing per lot |
|---|---|---|---|
| XAG/USD (Silver) | $1.54 | $50.00 | $7,705 |
| XAU/USD (Gold) | $64.55 | $1.00 | $6,455 |
| UK Oil (Brent) | $4.30 | $10.00 | $4,299 |
| US Oil (WTI) | $3.29 | $10.00 | $3,294 |
| BTC/USD | $2,075.85 | $0.01 | $2,076 |
| GBP/JPY | 115.5 pips | $6.32 | $730 |
| EUR/JPY | 113 pips | $6.32 | $714 |
| EUR/USD | 58.9 pips | $10.00 | $589 |
| GBP/USD | 57.6 pips | $10.00 | $576 |
| USD/JPY | 81.5 pips | $6.32 | $515 |
| USD/CHF | 42.8 pips | $12.01 | $514 |
| US30 (Dow) | 460.1 pts | $0.10 | $460 |
| AUD/JPY | 71.2 pips | $6.32 | $450 |
| AUD/USD | 38.5 pips | $10.00 | $385 |
| USTEC (Nasdaq 100) | 382.8 pts | $0.01 | $383 |
| USD/CAD | 49.2 pips | $7.01 | $345 |
| NZD/USD | 34.2 pips | $10.00 | $342 |
| EUR/GBP | 25.2 pips | $13.23 | $334 |
| DE30 (DAX) | 253.2 pts | $0.112 | $283 |
| UK100 (FTSE 100) | 99.8 pts | $0.0132 | $132 |
| ETH/USD | $82.98 | $0.01 | $83 |
| US500 (S&P 500) | 58.3 pts | $0.01 | $58 |
| JP225 (Nikkei 225) | 1,338.3 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 $7,705 on a typical day versus $8 for JP225 (Nikkei 225) — roughly 914× 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 | 46.9 pips | 37.6 pips | 62.5 pips | 50.9 pips | 53.7 pips |
| GBP/USD | 46.3 pips | 46.3 pips | 76 pips | 59 pips | 63.5 pips |
| USD/JPY | 114.3 pips | 75.5 pips | 111.9 pips | 122.7 pips | 131.2 pips |
| AUD/USD | 33.1 pips | 36.6 pips | 48.4 pips | 40.5 pips | 45.1 pips |
| USD/CAD | 48.6 pips | 47.9 pips | 70.6 pips | 48 pips | 63.3 pips |
| USD/CHF | 38.9 pips | 34.4 pips | 57.9 pips | 58 pips | 51.6 pips |
| NZD/USD | 32.6 pips | 40.1 pips | 51.8 pips | 38.8 pips | 40.8 pips |
| EUR/GBP | 22.5 pips | 15.5 pips | 23.8 pips | 22.8 pips | 20.4 pips |
| EUR/JPY | 112.4 pips | 83.9 pips | 100.5 pips | 126.6 pips | 129.3 pips |
| GBP/JPY | 125 pips | 95.5 pips | 131.1 pips | 151.1 pips | 145.6 pips |
| AUD/JPY | 76 pips | 72.3 pips | 72.7 pips | 84.8 pips | 84.2 pips |
| XAU/USD (Gold) | $78.67 | $87.65 | $118.98 | $87.78 | $107.19 |
| XAG/USD (Silver) | $1.89 | $2.28 | $2.73 | $2.46 | $2.60 |
| US Oil (WTI) | $3.51 | $4.18 | $3.11 | $4.19 | $2.82 |
| UK Oil (Brent) | $3.45 | $4.18 | $3.28 | $4.45 | $3.13 |
| BTC/USD | $2,877.05 | $2,203.30 | $2,798.66 | $2,861.71 | $3,508.46 |
| ETH/USD | $101.43 | $86.41 | $141.38 | $105.42 | $132.92 |
| US500 (S&P 500) | 57.7 pts | 68.9 pts | 74.4 pts | 76.0 pts | 62.2 pts |
| US30 (Dow) | 365.2 pts | 549.9 pts | 586.5 pts | 601.5 pts | 495.7 pts |
| USTEC (Nasdaq 100) | 430.2 pts | 473.9 pts | 417.1 pts | 486.5 pts | 351.2 pts |
| DE30 (DAX) | 226.7 pts | 302.3 pts | 320.8 pts | 263.4 pts | 272.4 pts |
| JP225 (Nikkei 225) | 1,347.8 pts | 1,856.8 pts | 1,666.3 pts | 1,550.9 pts | 1,503.7 pts |
| UK100 (FTSE 100) | 91.3 pts | 98.0 pts | 111.3 pts | 121.1 pts | 104.1 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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