Volatility on Exness — Measured Daily Ranges, Gaps and Risk per Lot — Lesotho
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 Aug · 07:53 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 | 49.2 pips | 49.2 pips | steady (1.00) | 4.4% | 0.2 pips |
| GBP/USD | 60.1 pips | 67.2 pips | contracting (0.89) | 5.45% | 0.2 pips |
| USD/JPY | 153.9 pips | 86.9 pips | expanding (1.77) | 6.54% | 0.2 pips |
| AUD/USD | 42.4 pips | 39.1 pips | expanding (1.08) | 6.25% | 0.2 pips |
| USD/CAD | 50.6 pips | 49 pips | steady (1.03) | 3.53% | 0.2 pips |
| USD/CHF | 53.4 pips | 47.6 pips | expanding (1.12) | 5.91% | 0.2 pips |
| NZD/USD | 37.8 pips | 37.2 pips | steady (1.02) | 6.92% | 0.2 pips |
| EUR/GBP | 18.2 pips | 23.1 pips | contracting (0.79) | 2.91% | 0.1 pips |
| EUR/JPY | 150.9 pips | 95.3 pips | expanding (1.58) | 6.09% | 0.3 pips |
| GBP/JPY | 184.5 pips | 123.3 pips | expanding (1.50) | 6.49% | 0.6 pips |
| AUD/JPY | 104.7 pips | 70.6 pips | expanding (1.48) | 7.24% | 0.2 pips |
| XAU/USD (Gold) | $85.54 | $83.48 | steady (1.02) | 25.19% | $0.09 |
| XAG/USD (Silver) | $2.20 | $2.44 | contracting (0.90) | 45.33% | $0.01 |
| US Oil (WTI) | $3.29 | $3.05 | expanding (1.08) | 47.48% | $0.00 |
| UK Oil (Brent) | $3.87 | $3.52 | expanding (1.10) | 55.33% | $2.51 |
| BTC/USD | $1,288.58 | $1,714.16 | contracting (0.75) | 23.76% | $3.83 |
| ETH/USD | $49.27 | $66.45 | contracting (0.74) | 34.06% | $0.09 |
| US500 (S&P 500) | 79.2 pts | 75.5 pts | steady (1.05) | 12.95% | 0.2 pts |
| US30 (Dow) | 589.7 pts | 523.6 pts | expanding (1.13) | 11.89% | 0.8 pts |
| USTEC (Nasdaq 100) | 551.9 pts | 574.0 pts | steady (0.96) | 24.9% | 0.5 pts |
| DE30 (DAX) | 264.9 pts | 306.8 pts | contracting (0.86) | 13.84% | 5.4 pts |
| JP225 (Nikkei 225) | 1,896.9 pts | 1,978.5 pts | steady (0.96) | 33.3% | 7.1 pts |
| UK100 (FTSE 100) | 99.5 pts | 111.3 pts | contracting (0.89) | 11.07% | 10.7 pts |
ADR = average daily high–low. Regime compares the last 14 sessions to the last 50: expanding markets need wider stops and smaller size; contracting ones the opposite. Weekend gap = average Monday open vs Friday close.
Risk per lot — size by dollars, not lots
| Instrument | ADR | Value of 1 pip/pt ($/lot) | Typical daily swing per lot |
|---|---|---|---|
| XAG/USD (Silver) | $2.20 | $50.00 | $10,990 |
| XAU/USD (Gold) | $85.54 | $1.00 | $8,554 |
| UK Oil (Brent) | $3.87 | $10.00 | $3,865 |
| US Oil (WTI) | $3.29 | $10.00 | $3,295 |
| BTC/USD | $1,288.58 | $0.01 | $1,289 |
| GBP/JPY | 184.5 pips | $6.28 | $1,158 |
| USD/JPY | 153.9 pips | $6.28 | $966 |
| EUR/JPY | 150.9 pips | $6.28 | $947 |
| AUD/JPY | 104.7 pips | $6.28 | $657 |
| USD/CHF | 53.4 pips | $12.29 | $657 |
| GBP/USD | 60.1 pips | $10.00 | $601 |
| US30 (Dow) | 589.7 pts | $0.10 | $590 |
| USTEC (Nasdaq 100) | 551.9 pts | $0.01 | $552 |
| EUR/USD | 49.2 pips | $10.00 | $492 |
| AUD/USD | 42.4 pips | $10.00 | $424 |
| NZD/USD | 37.8 pips | $10.00 | $378 |
| USD/CAD | 50.6 pips | $7.17 | $363 |
| DE30 (DAX) | 264.9 pts | $0.115 | $305 |
| EUR/GBP | 18.2 pips | $13.48 | $245 |
| UK100 (FTSE 100) | 99.5 pts | $0.0135 | $134 |
| US500 (S&P 500) | 79.2 pts | $0.01 | $79 |
| ETH/USD | $49.27 | $0.01 | $49 |
| JP225 (Nikkei 225) | 1,896.9 pts | $0.00063 | $12 |
The same ‘1 lot’ carries very different risk across instruments: in this sample a lot of XAG/USD (Silver) swings about $10,990 on a typical day versus $12 for JP225 (Nikkei 225) — roughly 920× 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 | 48.9 pips | 48.3 pips | 61.3 pips | 65.7 pips | 61.3 pips |
| GBP/USD | 70.6 pips | 61.8 pips | 90.8 pips | 88.4 pips | 69.9 pips |
| USD/JPY | 88.5 pips | 59.4 pips | 57.8 pips | 138.4 pips | 102.4 pips |
| AUD/USD | 34.9 pips | 52.2 pips | 44.9 pips | 47.3 pips | 47.3 pips |
| USD/CAD | 48.1 pips | 54.2 pips | 61.2 pips | 58.3 pips | 55.4 pips |
| USD/CHF | 43.4 pips | 41.7 pips | 54.7 pips | 67.8 pips | 52.4 pips |
| NZD/USD | 36.6 pips | 45.9 pips | 45.5 pips | 48.3 pips | 41.4 pips |
| EUR/GBP | 27.9 pips | 21.8 pips | 29.4 pips | 22.6 pips | 21.4 pips |
| EUR/JPY | 107.5 pips | 81.5 pips | 87.3 pips | 118.3 pips | 118.4 pips |
| GBP/JPY | 141.5 pips | 100.1 pips | 123.4 pips | 154.5 pips | 139.6 pips |
| AUD/JPY | 70.4 pips | 85.7 pips | 62 pips | 86 pips | 82.1 pips |
| XAU/USD (Gold) | $76.39 | $93.84 | $135.01 | $107.14 | $90.73 |
| XAG/USD (Silver) | $2.16 | $2.96 | $3.61 | $3.19 | $2.81 |
| US Oil (WTI) | $3.58 | $3.99 | $3.47 | $3.70 | $3.15 |
| UK Oil (Brent) | $3.59 | $3.85 | $3.38 | $4.03 | $3.25 |
| BTC/USD | $2,214.85 | $1,824.57 | $2,080.56 | $2,035.69 | $1,950.02 |
| ETH/USD | $89.26 | $70.29 | $78.66 | $75.92 | $68.61 |
| US500 (S&P 500) | 81.5 pts | 103.6 pts | 97.9 pts | 101.2 pts | 90.7 pts |
| US30 (Dow) | 525.1 pts | 688.2 pts | 750.9 pts | 732.0 pts | 534.9 pts |
| USTEC (Nasdaq 100) | 615.1 pts | 808.3 pts | 666.7 pts | 789.7 pts | 605.7 pts |
| DE30 (DAX) | 311.2 pts | 390.4 pts | 365.4 pts | 426.3 pts | 347.3 pts |
| JP225 (Nikkei 225) | 2,034.8 pts | 2,501.6 pts | 2,385.7 pts | 2,273.9 pts | 2,233.1 pts |
| UK100 (FTSE 100) | 112.0 pts | 132.0 pts | 132.5 pts | 169.8 pts | 121.9 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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