Volatility on Exness — Measured Daily Ranges, Gaps and Risk per Lot (Tanzania)
Average daily range, volatility regime, weekend gaps and what one lot actually swings in dollars — computed from Exness’s own MT5 price history. measured 8 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 | 59.6 pips | 44.6 pips | expanding (1.34) | 4.05% | 0.2 pips |
| GBP/USD | 64.9 pips | 53.1 pips | expanding (1.22) | 4.05% | 0.3 pips |
| USD/JPY | 99.9 pips | 102.1 pips | steady (0.98) | 8.36% | 0.2 pips |
| AUD/USD | 43.4 pips | 37 pips | expanding (1.17) | 5.64% | 0.1 pips |
| USD/CAD | 46.6 pips | 47.5 pips | steady (0.98) | 3.86% | 0.1 pips |
| USD/CHF | 46.1 pips | 44.6 pips | steady (1.03) | 5.98% | 0.2 pips |
| NZD/USD | 39 pips | 37.4 pips | steady (1.04) | 5.93% | 0.2 pips |
| EUR/GBP | 24.3 pips | 19.1 pips | expanding (1.27) | 2.23% | 0.1 pips |
| EUR/JPY | 125.2 pips | 102.2 pips | expanding (1.23) | 7.32% | 0.3 pips |
| GBP/JPY | 132.6 pips | 117.3 pips | expanding (1.13) | 7.55% | 0.4 pips |
| AUD/JPY | 81.4 pips | 72.3 pips | expanding (1.13) | 7.7% | 0.2 pips |
| XAU/USD (Gold) | $72.85 | $83.90 | contracting (0.87) | 23.11% | $0.09 |
| XAG/USD (Silver) | $1.83 | $2.07 | contracting (0.89) | 35.67% | $0.01 |
| US Oil (WTI) | $3.62 | $3.10 | expanding (1.17) | 39.22% | $0.00 |
| UK Oil (Brent) | $4.21 | $3.63 | expanding (1.16) | 49.15% | $1.72 |
| BTC/USD | $1,977.94 | $2,545.80 | contracting (0.78) | 35.6% | $1.33 |
| ETH/USD | $73.49 | $105.68 | contracting (0.70) | 48.53% | $0.10 |
| US500 (S&P 500) | 64.0 pts | 60.0 pts | steady (1.07) | 8.71% | 0.3 pts |
| US30 (Dow) | 503.8 pts | 449.4 pts | expanding (1.12) | 9.31% | 1.3 pts |
| USTEC (Nasdaq 100) | 383.5 pts | 367.1 pts | steady (1.04) | 14.01% | 0.4 pts |
| DE30 (DAX) | 297.0 pts | 245.2 pts | expanding (1.21) | 10.32% | 5.8 pts |
| JP225 (Nikkei 225) | 1,322.1 pts | 1,392.4 pts | steady (0.95) | 21.82% | 5.2 pts |
| UK100 (FTSE 100) | 98.9 pts | 91.2 pts | expanding (1.09) | 7.88% | 8.5 pts |
ADR = average daily high–low. Regime compares the last 14 sessions to the last 50: expanding markets need wider stops and smaller size; contracting ones the opposite. Weekend gap = average Monday open vs Friday close.
Risk per lot — size by dollars, not lots
| Instrument | ADR | Value of 1 pip/pt ($/lot) | Typical daily swing per lot |
|---|---|---|---|
| XAG/USD (Silver) | $1.83 | $50.00 | $9,165 |
| XAU/USD (Gold) | $72.85 | $1.00 | $7,285 |
| UK Oil (Brent) | $4.21 | $10.00 | $4,209 |
| US Oil (WTI) | $3.62 | $10.00 | $3,616 |
| BTC/USD | $1,977.94 | $0.01 | $1,978 |
| GBP/JPY | 132.6 pips | $6.32 | $838 |
| EUR/JPY | 125.2 pips | $6.32 | $791 |
| GBP/USD | 64.9 pips | $10.00 | $649 |
| USD/JPY | 99.9 pips | $6.32 | $631 |
| EUR/USD | 59.6 pips | $10.00 | $596 |
| USD/CHF | 46.1 pips | $12.00 | $553 |
| AUD/JPY | 81.4 pips | $6.32 | $514 |
| US30 (Dow) | 503.8 pts | $0.10 | $504 |
| AUD/USD | 43.4 pips | $10.00 | $434 |
| NZD/USD | 39 pips | $10.00 | $390 |
| USTEC (Nasdaq 100) | 383.5 pts | $0.01 | $384 |
| DE30 (DAX) | 297.0 pts | $0.112 | $333 |
| USD/CAD | 46.6 pips | $7.02 | $327 |
| EUR/GBP | 24.3 pips | $13.20 | $321 |
| UK100 (FTSE 100) | 98.9 pts | $0.0132 | $131 |
| ETH/USD | $73.49 | $0.01 | $73 |
| US500 (S&P 500) | 64.0 pts | $0.01 | $64 |
| JP225 (Nikkei 225) | 1,322.1 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 $9,165 on a typical day versus $8 for JP225 (Nikkei 225) — roughly 1,100× 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 | 46.1 pips | 37.6 pips | 62.5 pips | 55.7 pips | 57.4 pips |
| GBP/USD | 48.8 pips | 46.3 pips | 76 pips | 67 pips | 68.6 pips |
| USD/JPY | 134.1 pips | 75.5 pips | 111.9 pips | 172 pips | 160.6 pips |
| AUD/USD | 35.6 pips | 36.6 pips | 48.4 pips | 45.1 pips | 47.4 pips |
| USD/CAD | 48.7 pips | 47.9 pips | 70.6 pips | 49.6 pips | 59.6 pips |
| USD/CHF | 39.2 pips | 34.4 pips | 57.9 pips | 67.6 pips | 56.8 pips |
| NZD/USD | 33.8 pips | 40.1 pips | 51.8 pips | 44.6 pips | 43 pips |
| EUR/GBP | 22.4 pips | 15.5 pips | 23.8 pips | 23.9 pips | 20 pips |
| EUR/JPY | 132.5 pips | 83.9 pips | 100.5 pips | 170.7 pips | 158.9 pips |
| GBP/JPY | 152.1 pips | 95.5 pips | 131.1 pips | 202.5 pips | 181 pips |
| AUD/JPY | 91.8 pips | 72.3 pips | 72.7 pips | 109.4 pips | 102.4 pips |
| XAU/USD (Gold) | $78.41 | $87.65 | $118.98 | $92.91 | $109.23 |
| XAG/USD (Silver) | $1.96 | $2.28 | $2.73 | $2.49 | $2.65 |
| US Oil (WTI) | $3.28 | $4.18 | $3.11 | $4.04 | $3.09 |
| UK Oil (Brent) | $3.42 | $4.18 | $3.28 | $4.23 | $3.28 |
| BTC/USD | $2,763.63 | $2,099.83 | $2,620.11 | $2,612.98 | $3,706.77 |
| ETH/USD | $93.30 | $81.75 | $131.57 | $87.24 | $143.30 |
| US500 (S&P 500) | 63.1 pts | 68.9 pts | 74.4 pts | 83.0 pts | 68.7 pts |
| US30 (Dow) | 405.2 pts | 549.9 pts | 586.5 pts | 610.1 pts | 504.1 pts |
| USTEC (Nasdaq 100) | 450.2 pts | 473.9 pts | 417.1 pts | 529.8 pts | 384.5 pts |
| DE30 (DAX) | 245.8 pts | 302.3 pts | 320.8 pts | 272.8 pts | 283.1 pts |
| JP225 (Nikkei 225) | 1,424.1 pts | 1,856.8 pts | 1,666.3 pts | 1,654.4 pts | 1,670.4 pts |
| UK100 (FTSE 100) | 90.4 pts | 103.8 pts | 114.5 pts | 122.4 pts | 112.8 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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