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 31 Aug · 10:51 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 | 39.3 pips | 42.7 pips | contracting (0.92) | 4.04% | 0.3 pips |
| GBP/USD | 48.5 pips | 58.7 pips | contracting (0.83) | 4.75% | 0.3 pips |
| USD/JPY | 67.6 pips | 88.4 pips | contracting (0.76) | 6.77% | 0.2 pips |
| AUD/USD | 34.6 pips | 36.5 pips | steady (0.95) | 5.7% | 0.2 pips |
| USD/CAD | 48.9 pips | 47.3 pips | steady (1.03) | 3.61% | 0.2 pips |
| USD/CHF | 48.1 pips | 48 pips | steady (1.00) | 6.48% | 0.2 pips |
| NZD/USD | 35.2 pips | 36.5 pips | steady (0.96) | 6.62% | 0.2 pips |
| EUR/GBP | 16.3 pips | 20.2 pips | contracting (0.81) | 2.64% | 0.2 pips |
| EUR/JPY | 56.2 pips | 83.4 pips | contracting (0.67) | 5.82% | 0.3 pips |
| GBP/JPY | 70.8 pips | 109.4 pips | contracting (0.65) | 6.27% | 0.5 pips |
| AUD/JPY | 52.1 pips | 65.4 pips | contracting (0.80) | 6.98% | 0.1 pips |
| XAU/USD (Gold) | $91.28 | $81.03 | expanding (1.13) | 23.19% | $0.10 |
| XAG/USD (Silver) | $2.37 | $2.17 | expanding (1.09) | 38.94% | $0.01 |
| US Oil (WTI) | $2.31 | $2.92 | contracting (0.79) | 42.4% | $0.00 |
| UK Oil (Brent) | $2.75 | $3.27 | contracting (0.84) | 53.01% | $2.04 |
| BTC/USD | $3,137.29 | $1,865.87 | expanding (1.68) | 30.6% | $1.91 |
| ETH/USD | $132.65 | $77.27 | expanding (1.72) | 46.62% | $0.09 |
| US500 (S&P 500) | 51.9 pts | 66.2 pts | contracting (0.78) | 10.2% | 0.2 pts |
| US30 (Dow) | 345.7 pts | 468.6 pts | contracting (0.74) | 9.82% | 0.9 pts |
| USTEC (Nasdaq 100) | 356.5 pts | 483.5 pts | contracting (0.74) | 20.32% | 0.6 pts |
| DE30 (DAX) | 176.9 pts | 263.2 pts | contracting (0.67) | 11.61% | 6.2 pts |
| JP225 (Nikkei 225) | 1,381.6 pts | 1,748.6 pts | contracting (0.79) | 28.76% | 6.9 pts |
| UK100 (FTSE 100) | 73.0 pts | 103.4 pts | contracting (0.71) | 9.18% | 10.3 pts |
ADR = average daily high–low. Regime compares the last 14 sessions to the last 50: expanding markets need wider stops and smaller size; contracting ones the opposite. Weekend gap = average Monday open vs Friday close.
Risk per lot — size by dollars, not lots
| Instrument | ADR | Value of 1 pip/pt ($/lot) | Typical daily swing per lot |
|---|---|---|---|
| XAG/USD (Silver) | $2.37 | $50.00 | $11,840 |
| XAU/USD (Gold) | $91.28 | $1.00 | $9,128 |
| BTC/USD | $3,137.29 | $0.01 | $3,137 |
| UK Oil (Brent) | $2.75 | $10.00 | $2,755 |
| US Oil (WTI) | $2.31 | $10.00 | $2,307 |
| USD/CHF | 48.1 pips | $12.38 | $595 |
| GBP/USD | 48.5 pips | $10.00 | $485 |
| GBP/JPY | 70.8 pips | $6.26 | $444 |
| USD/JPY | 67.6 pips | $6.26 | $423 |
| EUR/USD | 39.3 pips | $10.00 | $393 |
| USTEC (Nasdaq 100) | 356.5 pts | $0.01 | $356 |
| EUR/JPY | 56.2 pips | $6.26 | $352 |
| NZD/USD | 35.2 pips | $10.00 | $352 |
| USD/CAD | 48.9 pips | $7.19 | $352 |
| AUD/USD | 34.6 pips | $10.00 | $346 |
| US30 (Dow) | 345.7 pts | $0.10 | $346 |
| AUD/JPY | 52.1 pips | $6.26 | $326 |
| EUR/GBP | 16.3 pips | $13.54 | $221 |
| DE30 (DAX) | 176.9 pts | $0.116 | $205 |
| ETH/USD | $132.65 | $0.01 | $133 |
| UK100 (FTSE 100) | 73.0 pts | $0.0135 | $99 |
| US500 (S&P 500) | 51.9 pts | $0.01 | $52 |
| JP225 (Nikkei 225) | 1,381.6 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 $11,840 on a typical day versus $9 for JP225 (Nikkei 225) — roughly 1,360× 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 | 47 pips | 43.7 pips | 57.2 pips | 54.5 pips | 56.9 pips |
| GBP/USD | 65.6 pips | 55.3 pips | 83.1 pips | 72.7 pips | 62.9 pips |
| USD/JPY | 91.2 pips | 59.9 pips | 69.4 pips | 129.7 pips | 113 pips |
| AUD/USD | 36.2 pips | 49 pips | 41 pips | 40.7 pips | 44.7 pips |
| USD/CAD | 51.2 pips | 54.4 pips | 58.3 pips | 52.4 pips | 56.9 pips |
| USD/CHF | 45.5 pips | 39.5 pips | 60.7 pips | 59.9 pips | 50.4 pips |
| NZD/USD | 34.1 pips | 43.6 pips | 44.9 pips | 42.8 pips | 39.5 pips |
| EUR/GBP | 26.2 pips | 21.3 pips | 32 pips | 20.6 pips | 20.8 pips |
| EUR/JPY | 102.9 pips | 71.7 pips | 79.2 pips | 111 pips | 109.3 pips |
| GBP/JPY | 138 pips | 85.5 pips | 112.9 pips | 144.7 pips | 126.8 pips |
| AUD/JPY | 72 pips | 80.9 pips | 58.5 pips | 80.4 pips | 77.5 pips |
| XAU/USD (Gold) | $74.42 | $93.78 | $127.30 | $92.04 | $99.78 |
| XAG/USD (Silver) | $2.07 | $2.91 | $3.39 | $2.64 | $2.66 |
| US Oil (WTI) | $3.50 | $3.61 | $2.97 | $3.27 | $2.74 |
| UK Oil (Brent) | $3.31 | $3.96 | $3.28 | $3.58 | $2.81 |
| BTC/USD | $2,372.03 | $1,850.15 | $2,044.92 | $1,989.81 | $2,673.78 |
| ETH/USD | $82.23 | $67.82 | $112.94 | $71.89 | $89.70 |
| US500 (S&P 500) | 74.0 pts | 85.1 pts | 80.6 pts | 91.5 pts | 70.1 pts |
| US30 (Dow) | 485.3 pts | 592.8 pts | 630.1 pts | 633.2 pts | 460.4 pts |
| USTEC (Nasdaq 100) | 561.3 pts | 677.5 pts | 597.6 pts | 694.9 pts | 467.0 pts |
| DE30 (DAX) | 277.9 pts | 339.7 pts | 325.5 pts | 352.8 pts | 294.6 pts |
| JP225 (Nikkei 225) | 1,893.3 pts | 2,568.5 pts | 2,285.6 pts | 1,957.0 pts | 1,930.9 pts |
| UK100 (FTSE 100) | 97.4 pts | 116.9 pts | 118.8 pts | 142.6 pts | 118.7 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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