Volatility on Exness — Measured Daily Ranges, Gaps and Risk per Lot (Botswana)
Average daily range, volatility regime, weekend gaps and what one lot actually swings in dollars — computed from Exness’s own MT5 price history. measured 3 Nov · 07:59 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 | 52.9 pips | 51.4 pips | steady (1.03) | 3.87% | 0.2 pips |
| GBP/USD | 55.5 pips | 58.3 pips | steady (0.95) | 4.22% | 0.3 pips |
| USD/JPY | 73.4 pips | 93.8 pips | contracting (0.78) | 7.53% | 0.3 pips |
| AUD/USD | 33.3 pips | 38.2 pips | contracting (0.87) | 5.47% | 0.1 pips |
| USD/CAD | 47.6 pips | 47.6 pips | steady (1.00) | 3.67% | 0.2 pips |
| USD/CHF | 44.4 pips | 44.1 pips | steady (1.01) | 5.28% | 0.2 pips |
| NZD/USD | 32.9 pips | 36.2 pips | contracting (0.91) | 5.52% | 0.2 pips |
| EUR/GBP | 25.1 pips | 22.6 pips | expanding (1.11) | 2.32% | 0.2 pips |
| EUR/JPY | 94.7 pips | 105.9 pips | contracting (0.89) | 6.75% | 0.3 pips |
| GBP/JPY | 93.4 pips | 116.3 pips | contracting (0.80) | 6.79% | 0.3 pips |
| AUD/JPY | 69.5 pips | 75.1 pips | contracting (0.93) | 7.07% | 0.4 pips |
| XAU/USD (Gold) | $60.06 | $67.35 | contracting (0.89) | 19.05% | $0.10 |
| XAG/USD (Silver) | $1.61 | $1.77 | contracting (0.91) | 34.82% | $0.01 |
| US Oil (WTI) | $3.18 | $3.38 | steady (0.94) | 34.71% | $0.00 |
| UK Oil (Brent) | $3.69 | $3.86 | steady (0.96) | 37.7% | $0.94 |
| BTC/USD | $2,006.11 | $2,188.69 | contracting (0.92) | 27.84% | $1.04 |
| ETH/USD | $80.63 | $91.41 | contracting (0.88) | 32.18% | $0.07 |
| US500 (S&P 500) | 75.5 pts | 67.4 pts | expanding (1.12) | 8.72% | 0.3 pts |
| US30 (Dow) | 548.3 pts | 514.6 pts | steady (1.07) | 8.77% | 1.3 pts |
| USTEC (Nasdaq 100) | 525.8 pts | 441.5 pts | expanding (1.19) | 16.38% | 0.3 pts |
| DE30 (DAX) | 332.2 pts | 284.8 pts | expanding (1.17) | 11.49% | 6.5 pts |
| JP225 (Nikkei 225) | 1,407.5 pts | 1,414.6 pts | steady (0.99) | 23.28% | 5.5 pts |
| UK100 (FTSE 100) | 92.3 pts | 101.8 pts | contracting (0.91) | 8.81% | 6.9 pts |
ADR = average daily high–low. Regime compares the last 14 sessions to the last 50: expanding markets need wider stops and smaller size; contracting ones the opposite. Weekend gap = average Monday open vs Friday close.
Risk per lot — size by dollars, not lots
| Instrument | ADR | Value of 1 pip/pt ($/lot) | Typical daily swing per lot |
|---|---|---|---|
| XAG/USD (Silver) | $1.61 | $50.00 | $8,070 |
| XAU/USD (Gold) | $60.06 | $1.00 | $6,006 |
| UK Oil (Brent) | $3.69 | $10.00 | $3,691 |
| US Oil (WTI) | $3.18 | $10.00 | $3,178 |
| BTC/USD | $2,006.11 | $0.01 | $2,006 |
| EUR/JPY | 94.7 pips | $6.34 | $600 |
| GBP/JPY | 93.4 pips | $6.34 | $592 |
| GBP/USD | 55.5 pips | $10.00 | $555 |
| US30 (Dow) | 548.3 pts | $0.10 | $548 |
| USD/CHF | 44.4 pips | $12.26 | $544 |
| EUR/USD | 52.9 pips | $10.00 | $529 |
| USTEC (Nasdaq 100) | 525.8 pts | $0.01 | $526 |
| USD/JPY | 73.4 pips | $6.34 | $465 |
| AUD/JPY | 69.5 pips | $6.34 | $440 |
| DE30 (DAX) | 332.2 pts | $0.112 | $372 |
| USD/CAD | 47.6 pips | $7.16 | $341 |
| EUR/GBP | 25.1 pips | $13.42 | $337 |
| AUD/USD | 33.3 pips | $10.00 | $333 |
| NZD/USD | 32.9 pips | $10.00 | $329 |
| UK100 (FTSE 100) | 92.3 pts | $0.0134 | $124 |
| ETH/USD | $80.63 | $0.01 | $81 |
| US500 (S&P 500) | 75.5 pts | $0.01 | $75 |
| JP225 (Nikkei 225) | 1,407.5 pts | $0.00063 | $9 |
The same ‘1 lot’ carries very different risk across instruments: in this sample a lot of XAG/USD (Silver) swings about $8,070 on a typical day versus $9 for JP225 (Nikkei 225) — roughly 910× 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 | 46.6 pips | 62 pips | 60.2 pips | 55.9 pips |
| GBP/USD | 51.8 pips | 57.4 pips | 79.7 pips | 66.3 pips | 64 pips |
| USD/JPY | 108.7 pips | 79.7 pips | 104 pips | 128.6 pips | 122.1 pips |
| AUD/USD | 32.9 pips | 35.5 pips | 49.4 pips | 49.6 pips | 40.7 pips |
| USD/CAD | 49.7 pips | 55.4 pips | 71.9 pips | 49.3 pips | 57.3 pips |
| USD/CHF | 42.6 pips | 36.4 pips | 48.3 pips | 59.8 pips | 55.5 pips |
| NZD/USD | 33.3 pips | 40.5 pips | 57.9 pips | 39.4 pips | 39.6 pips |
| EUR/GBP | 24.6 pips | 18.8 pips | 25.8 pips | 25.4 pips | 24.7 pips |
| EUR/JPY | 115.7 pips | 90.4 pips | 103.4 pips | 146.7 pips | 135.9 pips |
| GBP/JPY | 115.8 pips | 101.7 pips | 139.1 pips | 171.2 pips | 147.6 pips |
| AUD/JPY | 77 pips | 68.5 pips | 74.4 pips | 111.7 pips | 85.1 pips |
| XAU/USD (Gold) | $73.84 | $79.94 | $89.35 | $83.53 | $97.95 |
| XAG/USD (Silver) | $1.66 | $2.06 | $2.36 | $2.47 | $2.37 |
| US Oil (WTI) | $3.81 | $4.31 | $3.39 | $4.15 | $3.36 |
| UK Oil (Brent) | $3.76 | $3.81 | $3.14 | $4.14 | $3.20 |
| BTC/USD | $2,654.52 | $2,193.04 | $2,425.65 | $2,645.98 | $2,832.39 |
| ETH/USD | $95.91 | $91.89 | $104.16 | $110.39 | $118.83 |
| US500 (S&P 500) | 69.3 pts | 60.4 pts | 83.3 pts | 81.4 pts | 82.0 pts |
| US30 (Dow) | 420.7 pts | 555.8 pts | 624.2 pts | 612.8 pts | 642.4 pts |
| USTEC (Nasdaq 100) | 489.6 pts | 409.1 pts | 481.5 pts | 559.0 pts | 472.2 pts |
| DE30 (DAX) | 286.3 pts | 327.0 pts | 367.2 pts | 314.4 pts | 317.1 pts |
| JP225 (Nikkei 225) | 1,342.6 pts | 1,551.4 pts | 1,696.4 pts | 1,766.5 pts | 1,646.9 pts |
| UK100 (FTSE 100) | 104.9 pts | 111.2 pts | 115.3 pts | 133.5 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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