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 8 Sep · 10:59 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 | 34.8 pips | 42.9 pips | contracting (0.81) | 3.99% | 0.3 pips |
| GBP/USD | 42.8 pips | 57.2 pips | contracting (0.75) | 4.69% | 0.3 pips |
| USD/JPY | 108.1 pips | 101 pips | expanding (1.07) | 8.67% | 0.2 pips |
| AUD/USD | 31.5 pips | 36.9 pips | contracting (0.85) | 5.19% | 0.2 pips |
| USD/CAD | 54 pips | 50.2 pips | expanding (1.08) | 3.81% | 0.2 pips |
| USD/CHF | 40.1 pips | 48.5 pips | contracting (0.83) | 6.64% | 0.2 pips |
| NZD/USD | 35 pips | 37.1 pips | steady (0.94) | 6.62% | 0.2 pips |
| EUR/GBP | 16.1 pips | 19.8 pips | contracting (0.81) | 2.67% | 0.1 pips |
| EUR/JPY | 104.8 pips | 97 pips | expanding (1.08) | 7.42% | 0.3 pips |
| GBP/JPY | 127 pips | 122.8 pips | steady (1.03) | 7.83% | 0.5 pips |
| AUD/JPY | 72.4 pips | 73.4 pips | steady (0.99) | 7.75% | 0.1 pips |
| XAU/USD (Gold) | $88.25 | $83.57 | steady (1.06) | 23.27% | $0.10 |
| XAG/USD (Silver) | $2.02 | $2.13 | steady (0.95) | 35.84% | $0.01 |
| US Oil (WTI) | $2.58 | $2.97 | contracting (0.87) | 41.91% | $0.00 |
| UK Oil (Brent) | $3.02 | $3.28 | contracting (0.92) | 50.26% | $1.76 |
| BTC/USD | $2,414.68 | $1,990.06 | expanding (1.21) | 32.23% | $1.84 |
| ETH/USD | $94.34 | $80.74 | expanding (1.17) | 47.36% | $0.09 |
| US500 (S&P 500) | 53.2 pts | 65.5 pts | contracting (0.81) | 9.93% | 0.2 pts |
| US30 (Dow) | 374.0 pts | 467.3 pts | contracting (0.80) | 10.4% | 1.4 pts |
| USTEC (Nasdaq 100) | 332.9 pts | 458.1 pts | contracting (0.73) | 18.63% | 0.5 pts |
| DE30 (DAX) | 210.5 pts | 252.1 pts | contracting (0.83) | 11.57% | 5.0 pts |
| JP225 (Nikkei 225) | 1,311.4 pts | 1,660.3 pts | contracting (0.79) | 27.11% | 6.1 pts |
| UK100 (FTSE 100) | 79.9 pts | 95.8 pts | contracting (0.83) | 8.98% | 10.2 pts |
ADR = average daily high–low. Regime compares the last 14 sessions to the last 50: expanding markets need wider stops and smaller size; contracting ones the opposite. Weekend gap = average Monday open vs Friday close.
Risk per lot — size by dollars, not lots
| Instrument | ADR | Value of 1 pip/pt ($/lot) | Typical daily swing per lot |
|---|---|---|---|
| XAG/USD (Silver) | $2.02 | $50.00 | $10,125 |
| XAU/USD (Gold) | $88.25 | $1.00 | $8,826 |
| UK Oil (Brent) | $3.02 | $10.00 | $3,020 |
| US Oil (WTI) | $2.58 | $10.00 | $2,583 |
| BTC/USD | $2,414.68 | $0.01 | $2,415 |
| GBP/JPY | 127 pips | $6.50 | $825 |
| USD/JPY | 108.1 pips | $6.50 | $703 |
| EUR/JPY | 104.8 pips | $6.50 | $681 |
| USD/CHF | 40.1 pips | $12.34 | $495 |
| AUD/JPY | 72.4 pips | $6.50 | $471 |
| GBP/USD | 42.8 pips | $10.00 | $428 |
| USD/CAD | 54 pips | $7.25 | $391 |
| US30 (Dow) | 374.0 pts | $0.10 | $374 |
| NZD/USD | 35 pips | $10.00 | $350 |
| EUR/USD | 34.8 pips | $10.00 | $348 |
| USTEC (Nasdaq 100) | 332.9 pts | $0.01 | $333 |
| AUD/USD | 31.5 pips | $10.00 | $315 |
| DE30 (DAX) | 210.5 pts | $0.116 | $245 |
| EUR/GBP | 16.1 pips | $13.53 | $218 |
| UK100 (FTSE 100) | 79.9 pts | $0.0135 | $108 |
| ETH/USD | $94.34 | $0.01 | $94 |
| US500 (S&P 500) | 53.2 pts | $0.01 | $53 |
| JP225 (Nikkei 225) | 1,311.4 pts | $0.00065 | $9 |
The same ‘1 lot’ carries very different risk across instruments: in this sample a lot of XAG/USD (Silver) swings about $10,125 on a typical day versus $9 for JP225 (Nikkei 225) — roughly 1,188× 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 | 43 pips | 41.4 pips | 55.7 pips | 54.8 pips | 53.7 pips |
| GBP/USD | 57.3 pips | 53.8 pips | 80.3 pips | 72.7 pips | 64.4 pips |
| USD/JPY | 111 pips | 61.6 pips | 88.2 pips | 162.5 pips | 124.5 pips |
| AUD/USD | 35.4 pips | 44.4 pips | 42.3 pips | 41.6 pips | 44.7 pips |
| USD/CAD | 51.3 pips | 54.5 pips | 64.6 pips | 53.5 pips | 61.6 pips |
| USD/CHF | 44.9 pips | 40.9 pips | 60.4 pips | 63.3 pips | 51.2 pips |
| NZD/USD | 32.6 pips | 42.9 pips | 50.5 pips | 44.4 pips | 40.8 pips |
| EUR/GBP | 21.7 pips | 21.1 pips | 32 pips | 21.3 pips | 18.3 pips |
| EUR/JPY | 116.3 pips | 64 pips | 92.4 pips | 140.6 pips | 115.6 pips |
| GBP/JPY | 145.5 pips | 78.3 pips | 132.3 pips | 179.1 pips | 141.3 pips |
| AUD/JPY | 82.5 pips | 71.7 pips | 66.2 pips | 96.3 pips | 82.5 pips |
| XAU/USD (Gold) | $71.23 | $95.88 | $123.52 | $96.70 | $101.00 |
| XAG/USD (Silver) | $1.93 | $2.79 | $2.94 | $2.60 | $2.51 |
| US Oil (WTI) | $3.34 | $3.87 | $2.93 | $3.22 | $2.71 |
| UK Oil (Brent) | $3.18 | $3.95 | $3.24 | $3.29 | $2.74 |
| BTC/USD | $2,136.31 | $1,995.73 | $1,960.63 | $2,354.82 | $2,791.04 |
| ETH/USD | $79.09 | $73.62 | $113.00 | $79.75 | $93.40 |
| US500 (S&P 500) | 63.0 pts | 80.8 pts | 78.6 pts | 91.4 pts | 65.2 pts |
| US30 (Dow) | 454.8 pts | 592.3 pts | 611.9 pts | 617.8 pts | 459.9 pts |
| USTEC (Nasdaq 100) | 462.0 pts | 628.5 pts | 535.8 pts | 649.1 pts | 428.7 pts |
| DE30 (DAX) | 269.6 pts | 346.5 pts | 306.7 pts | 338.1 pts | 271.2 pts |
| JP225 (Nikkei 225) | 1,663.4 pts | 2,313.4 pts | 2,117.7 pts | 1,870.0 pts | 1,832.9 pts |
| UK100 (FTSE 100) | 92.1 pts | 114.0 pts | 118.6 pts | 139.1 pts | 110.9 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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