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 23 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 | 57.9 pips | 49.2 pips | expanding (1.18) | 4.02% | 0.2 pips |
| GBP/USD | 64.9 pips | 57.4 pips | expanding (1.13) | 4.22% | 0.3 pips |
| USD/JPY | 76.1 pips | 103.4 pips | contracting (0.74) | 7.66% | 0.2 pips |
| AUD/USD | 41.9 pips | 38.7 pips | expanding (1.08) | 5.73% | 0.1 pips |
| USD/CAD | 59.4 pips | 50.6 pips | expanding (1.17) | 3.88% | 0.2 pips |
| USD/CHF | 42.2 pips | 44 pips | steady (0.96) | 6.04% | 0.2 pips |
| NZD/USD | 35.8 pips | 37.6 pips | steady (0.95) | 5.99% | 0.2 pips |
| EUR/GBP | 26.4 pips | 21.7 pips | expanding (1.22) | 2.35% | 0.1 pips |
| EUR/JPY | 96.4 pips | 110.3 pips | contracting (0.87) | 6.71% | 0.3 pips |
| GBP/JPY | 109 pips | 126.4 pips | contracting (0.86) | 6.9% | 0.3 pips |
| AUD/JPY | 75.9 pips | 77.5 pips | steady (0.98) | 7.15% | 0.2 pips |
| XAU/USD (Gold) | $58.94 | $75.27 | contracting (0.78) | 20.53% | $0.10 |
| XAG/USD (Silver) | $1.75 | $1.92 | contracting (0.91) | 36.5% | $0.00 |
| US Oil (WTI) | $3.23 | $3.33 | steady (0.97) | 33.55% | $0.00 |
| UK Oil (Brent) | $3.53 | $3.63 | steady (0.97) | 41.49% | $1.30 |
| BTC/USD | $2,114.28 | $2,255.77 | steady (0.94) | 29.28% | $1.12 |
| ETH/USD | $96.98 | $95.75 | steady (1.01) | 34.07% | $0.09 |
| US500 (S&P 500) | 70.5 pts | 64.9 pts | expanding (1.09) | 8.37% | 0.3 pts |
| US30 (Dow) | 560.1 pts | 496.7 pts | expanding (1.13) | 8.68% | 1.3 pts |
| USTEC (Nasdaq 100) | 523.7 pts | 412.2 pts | expanding (1.27) | 15.44% | 0.4 pts |
| DE30 (DAX) | 291.7 pts | 271.9 pts | expanding (1.07) | 10.55% | 6.9 pts |
| JP225 (Nikkei 225) | 1,640.2 pts | 1,445.8 pts | expanding (1.13) | 24.25% | 5.0 pts |
| UK100 (FTSE 100) | 109.4 pts | 102.6 pts | steady (1.07) | 8.74% | 7.9 pts |
ADR = average daily high–low. Regime compares the last 14 sessions to the last 50: expanding markets need wider stops and smaller size; contracting ones the opposite. Weekend gap = average Monday open vs Friday close.
Risk per lot — size by dollars, not lots
| Instrument | ADR | Value of 1 pip/pt ($/lot) | Typical daily swing per lot |
|---|---|---|---|
| XAG/USD (Silver) | $1.75 | $50.00 | $8,735 |
| XAU/USD (Gold) | $58.94 | $1.00 | $5,894 |
| UK Oil (Brent) | $3.53 | $10.00 | $3,530 |
| US Oil (WTI) | $3.23 | $10.00 | $3,230 |
| BTC/USD | $2,114.28 | $0.01 | $2,114 |
| GBP/JPY | 109 pips | $6.37 | $694 |
| GBP/USD | 64.9 pips | $10.00 | $649 |
| EUR/JPY | 96.4 pips | $6.37 | $614 |
| EUR/USD | 57.9 pips | $10.00 | $579 |
| US30 (Dow) | 560.1 pts | $0.10 | $560 |
| USTEC (Nasdaq 100) | 523.7 pts | $0.01 | $524 |
| USD/CHF | 42.2 pips | $12.15 | $513 |
| USD/JPY | 76.1 pips | $6.37 | $485 |
| AUD/JPY | 75.9 pips | $6.37 | $483 |
| USD/CAD | 59.4 pips | $7.13 | $424 |
| AUD/USD | 41.9 pips | $10.00 | $419 |
| NZD/USD | 35.8 pips | $10.00 | $358 |
| EUR/GBP | 26.4 pips | $13.37 | $353 |
| DE30 (DAX) | 291.7 pts | $0.112 | $327 |
| UK100 (FTSE 100) | 109.4 pts | $0.0134 | $146 |
| ETH/USD | $96.98 | $0.01 | $97 |
| US500 (S&P 500) | 70.5 pts | $0.01 | $70 |
| JP225 (Nikkei 225) | 1,640.2 pts | $0.00064 | $10 |
The same ‘1 lot’ carries very different risk across instruments: in this sample a lot of XAG/USD (Silver) swings about $8,735 on a typical day versus $10 for JP225 (Nikkei 225) — roughly 832× 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 | 49.2 pips | 43.2 pips | 67.4 pips | 55.5 pips | 53.5 pips |
| GBP/USD | 45.9 pips | 55.9 pips | 83.8 pips | 63.4 pips | 66.4 pips |
| USD/JPY | 108.1 pips | 78.2 pips | 112.7 pips | 133.2 pips | 118.6 pips |
| AUD/USD | 33.9 pips | 36.6 pips | 51.5 pips | 47.3 pips | 44.5 pips |
| USD/CAD | 50.6 pips | 55.7 pips | 73.8 pips | 50.1 pips | 59.4 pips |
| USD/CHF | 39 pips | 36.9 pips | 60.3 pips | 58.4 pips | 50.8 pips |
| NZD/USD | 32.8 pips | 41.6 pips | 55.2 pips | 39.7 pips | 42.1 pips |
| EUR/GBP | 21.6 pips | 18.5 pips | 27.1 pips | 25 pips | 21.9 pips |
| EUR/JPY | 106.4 pips | 87.6 pips | 103.5 pips | 146.9 pips | 123.7 pips |
| GBP/JPY | 110.3 pips | 98.8 pips | 139.6 pips | 176 pips | 140 pips |
| AUD/JPY | 75.7 pips | 68.8 pips | 76 pips | 109 pips | 83.6 pips |
| XAU/USD (Gold) | $75.65 | $83.17 | $103.83 | $86.21 | $98.12 |
| XAG/USD (Silver) | $1.68 | $2.25 | $2.69 | $2.55 | $2.31 |
| US Oil (WTI) | $3.35 | $4.12 | $3.28 | $4.18 | $3.02 |
| UK Oil (Brent) | $3.40 | $4.17 | $3.11 | $4.29 | $3.18 |
| BTC/USD | $2,827.10 | $2,443.55 | $2,350.03 | $2,743.95 | $3,260.03 |
| ETH/USD | $103.03 | $98.85 | $102.09 | $108.99 | $130.68 |
| US500 (S&P 500) | 59.1 pts | 59.4 pts | 82.3 pts | 82.3 pts | 69.4 pts |
| US30 (Dow) | 389.7 pts | 547.9 pts | 612.3 pts | 609.2 pts | 539.1 pts |
| USTEC (Nasdaq 100) | 437.0 pts | 410.5 pts | 464.3 pts | 534.0 pts | 405.8 pts |
| DE30 (DAX) | 254.0 pts | 314.6 pts | 338.2 pts | 290.1 pts | 270.0 pts |
| JP225 (Nikkei 225) | 1,327.3 pts | 1,713.0 pts | 1,714.9 pts | 1,779.4 pts | 1,531.4 pts |
| UK100 (FTSE 100) | 104.0 pts | 107.2 pts | 108.5 pts | 129.4 pts | 101.5 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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