Volatility on Exness — Measured Daily Ranges, Gaps and Risk per Lot · the Philippines
Average daily range, volatility regime, weekend gaps and what one lot actually swings in dollars — computed from Exness’s own MT5 price history. measured 19 Oct · 15:53 PST.
Open Exness Account →Average daily range and regime
| Instrument | ADR (14 sessions) | ADR (50 sessions) | Regime | Realized vol (ann.) | Avg weekend gap |
|---|---|---|---|---|---|
| EUR/USD | 61.1 pips | 47.4 pips | expanding (1.29) | 4.07% | 0.2 pips |
| GBP/USD | 63.8 pips | 55.6 pips | expanding (1.15) | 4.12% | 0.3 pips |
| USD/JPY | 69.6 pips | 99.9 pips | contracting (0.70) | 7.31% | 0.2 pips |
| AUD/USD | 41.9 pips | 38.5 pips | expanding (1.09) | 5.67% | 0.1 pips |
| USD/CAD | 57.8 pips | 50 pips | expanding (1.16) | 3.87% | 0.2 pips |
| USD/CHF | 44 pips | 43.1 pips | steady (1.02) | 5.9% | 0.2 pips |
| NZD/USD | 36.8 pips | 37.2 pips | steady (0.99) | 6.03% | 0.2 pips |
| EUR/GBP | 25 pips | 20.5 pips | expanding (1.22) | 2.23% | 0.1 pips |
| EUR/JPY | 95 pips | 105 pips | contracting (0.90) | 6.33% | 0.3 pips |
| GBP/JPY | 104.8 pips | 121.3 pips | contracting (0.86) | 6.59% | 0.3 pips |
| AUD/JPY | 66.1 pips | 74.7 pips | contracting (0.88) | 6.64% | 0.2 pips |
| XAU/USD (Gold) | $59.02 | $76.83 | contracting (0.77) | 20.11% | $0.09 |
| XAG/USD (Silver) | $1.62 | $1.90 | contracting (0.85) | 35.08% | $0.00 |
| US Oil (WTI) | $2.94 | $3.22 | contracting (0.91) | 33.82% | $0.00 |
| UK Oil (Brent) | $3.82 | $3.58 | steady (1.07) | 44.49% | $1.27 |
| BTC/USD | $2,125.70 | $2,239.70 | steady (0.95) | 31.99% | $1.37 |
| ETH/USD | $101.66 | $96.35 | steady (1.06) | 37.81% | $0.10 |
| US500 (S&P 500) | 67.5 pts | 62.6 pts | expanding (1.08) | 8.37% | 0.3 pts |
| US30 (Dow) | 503.8 pts | 477.4 pts | steady (1.06) | 8.39% | 1.3 pts |
| USTEC (Nasdaq 100) | 463.6 pts | 397.4 pts | expanding (1.17) | 14.93% | 0.4 pts |
| DE30 (DAX) | 236.9 pts | 253.1 pts | steady (0.94) | 9.99% | 5.1 pts |
| JP225 (Nikkei 225) | 1,443.2 pts | 1,398.0 pts | steady (1.03) | 23.3% | 5.0 pts |
| UK100 (FTSE 100) | 95.9 pts | 98.7 pts | steady (0.97) | 8.2% | 7.9 pts |
ADR = average daily high–low. Regime compares the last 14 sessions to the last 50: expanding markets need wider stops and smaller size; contracting ones the opposite. Weekend gap = average Monday open vs Friday close.
Risk per lot — size by dollars, not lots
| Instrument | ADR | Value of 1 pip/pt ($/lot) | Typical daily swing per lot |
|---|---|---|---|
| XAG/USD (Silver) | $1.62 | $50.00 | $8,085 |
| XAU/USD (Gold) | $59.02 | $1.00 | $5,902 |
| UK Oil (Brent) | $3.82 | $10.00 | $3,823 |
| US Oil (WTI) | $2.94 | $10.00 | $2,943 |
| BTC/USD | $2,125.70 | $0.01 | $2,126 |
| GBP/JPY | 104.8 pips | $6.33 | $663 |
| GBP/USD | 63.8 pips | $10.00 | $638 |
| EUR/USD | 61.1 pips | $10.00 | $611 |
| EUR/JPY | 95 pips | $6.33 | $601 |
| USD/CHF | 44 pips | $12.12 | $533 |
| US30 (Dow) | 503.8 pts | $0.10 | $504 |
| USTEC (Nasdaq 100) | 463.6 pts | $0.01 | $464 |
| USD/JPY | 69.6 pips | $6.33 | $440 |
| AUD/USD | 41.9 pips | $10.00 | $419 |
| AUD/JPY | 66.1 pips | $6.33 | $418 |
| USD/CAD | 57.8 pips | $7.10 | $410 |
| NZD/USD | 36.8 pips | $10.00 | $368 |
| EUR/GBP | 25 pips | $13.32 | $333 |
| DE30 (DAX) | 236.9 pts | $0.112 | $265 |
| UK100 (FTSE 100) | 95.9 pts | $0.0133 | $128 |
| ETH/USD | $101.66 | $0.01 | $102 |
| US500 (S&P 500) | 67.5 pts | $0.01 | $67 |
| JP225 (Nikkei 225) | 1,443.2 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 $8,085 on a typical day versus $9 for JP225 (Nikkei 225) — roughly 889× 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 | 46.9 pips | 39.4 pips | 69.1 pips | 52.1 pips | 53.5 pips |
| GBP/USD | 46.3 pips | 48.2 pips | 85.7 pips | 60.8 pips | 66.4 pips |
| USD/JPY | 114.3 pips | 75.1 pips | 116.9 pips | 120.1 pips | 118.6 pips |
| AUD/USD | 33.1 pips | 35 pips | 52.2 pips | 45.3 pips | 44.5 pips |
| USD/CAD | 48.6 pips | 51.4 pips | 73.3 pips | 48.5 pips | 59.4 pips |
| USD/CHF | 38.9 pips | 34.9 pips | 62.1 pips | 56.4 pips | 50.8 pips |
| NZD/USD | 32.6 pips | 40.5 pips | 55 pips | 39.7 pips | 42.1 pips |
| EUR/GBP | 22.5 pips | 15.4 pips | 26.1 pips | 23.8 pips | 21.9 pips |
| EUR/JPY | 112.4 pips | 83.2 pips | 106.1 pips | 129 pips | 123.7 pips |
| GBP/JPY | 125 pips | 94.1 pips | 142 pips | 154.5 pips | 140 pips |
| AUD/JPY | 76 pips | 67.4 pips | 77.6 pips | 96.9 pips | 83.6 pips |
| XAU/USD (Gold) | $78.67 | $86.63 | $107.54 | $86.30 | $98.12 |
| XAG/USD (Silver) | $1.89 | $2.26 | $2.79 | $2.44 | $2.31 |
| US Oil (WTI) | $3.51 | $3.84 | $3.07 | $4.25 | $3.02 |
| UK Oil (Brent) | $3.45 | $4.11 | $3.20 | $4.30 | $3.18 |
| BTC/USD | $2,998.65 | $2,464.00 | $2,353.72 | $2,864.48 | $3,622.23 |
| ETH/USD | $108.26 | $97.89 | $103.49 | $110.64 | $141.00 |
| US500 (S&P 500) | 57.7 pts | 56.3 pts | 80.9 pts | 80.0 pts | 69.4 pts |
| US30 (Dow) | 365.2 pts | 512.2 pts | 590.0 pts | 601.1 pts | 539.1 pts |
| USTEC (Nasdaq 100) | 430.2 pts | 387.0 pts | 463.3 pts | 499.4 pts | 405.8 pts |
| DE30 (DAX) | 226.7 pts | 294.3 pts | 318.3 pts | 286.4 pts | 270.0 pts |
| JP225 (Nikkei 225) | 1,347.8 pts | 1,665.2 pts | 1,803.2 pts | 1,619.5 pts | 1,531.4 pts |
| UK100 (FTSE 100) | 92.0 pts | 104.9 pts | 111.2 pts | 131.3 pts | 103.3 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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