Volatility on Exness — Measured Daily Ranges, Gaps and Risk per Lot · South Africa
Average daily range, volatility regime, weekend gaps and what one lot actually swings in dollars — computed from Exness’s own MT5 price history. measured 3 Sep · 09:54 SAST.
Open Exness Account →Average daily range and regime
| Instrument | ADR (14 sessions) | ADR (50 sessions) | Regime | Realized vol (ann.) | Avg weekend gap |
|---|---|---|---|---|---|
| EUR/USD | 39.9 pips | 43.3 pips | contracting (0.92) | 3.97% | 0.3 pips |
| GBP/USD | 48.1 pips | 58.5 pips | contracting (0.82) | 4.7% | 0.3 pips |
| USD/JPY | 78.7 pips | 90.7 pips | contracting (0.87) | 7% | 0.2 pips |
| AUD/USD | 35.7 pips | 37 pips | steady (0.96) | 5.2% | 0.2 pips |
| USD/CAD | 57.3 pips | 49.6 pips | expanding (1.16) | 3.66% | 0.2 pips |
| USD/CHF | 47.4 pips | 48.3 pips | steady (0.98) | 6.49% | 0.1 pips |
| NZD/USD | 39.9 pips | 38.1 pips | steady (1.05) | 6.59% | 0.2 pips |
| EUR/GBP | 18.1 pips | 20.5 pips | contracting (0.88) | 2.69% | 0.1 pips |
| EUR/JPY | 66.3 pips | 86 pips | contracting (0.77) | 6.02% | 0.3 pips |
| GBP/JPY | 86 pips | 112 pips | contracting (0.77) | 6.59% | 0.5 pips |
| AUD/JPY | 57.9 pips | 66.8 pips | contracting (0.87) | 6.67% | 0.1 pips |
| XAU/USD (Gold) | $102.97 | $84.10 | expanding (1.22) | 23.24% | $0.10 |
| XAG/USD (Silver) | $2.56 | $2.23 | expanding (1.15) | 35.81% | $0.01 |
| US Oil (WTI) | $2.58 | $3.06 | contracting (0.84) | 42.17% | $0.00 |
| UK Oil (Brent) | $2.92 | $3.29 | contracting (0.89) | 52.18% | $1.96 |
| BTC/USD | $2,927.16 | $1,867.55 | expanding (1.57) | 30.75% | $1.93 |
| ETH/USD | $114.63 | $77.12 | expanding (1.49) | 46.77% | $0.10 |
| US500 (S&P 500) | 58.6 pts | 67.8 pts | contracting (0.87) | 9.95% | 0.2 pts |
| US30 (Dow) | 408.3 pts | 481.0 pts | contracting (0.85) | 10.02% | 1.2 pts |
| USTEC (Nasdaq 100) | 393.4 pts | 486.1 pts | contracting (0.81) | 19.42% | 0.6 pts |
| DE30 (DAX) | 220.4 pts | 273.1 pts | contracting (0.81) | 11.97% | 5.7 pts |
| JP225 (Nikkei 225) | 1,565.3 pts | 1,758.2 pts | contracting (0.89) | 27.26% | 6.7 pts |
| UK100 (FTSE 100) | 76.0 pts | 99.3 pts | contracting (0.77) | 9.01% | 10.4 pts |
ADR = average daily high–low. Regime compares the last 14 sessions to the last 50: expanding markets need wider stops and smaller size; contracting ones the opposite. Weekend gap = average Monday open vs Friday close.
Risk per lot — size by dollars, not lots
| Instrument | ADR | Value of 1 pip/pt ($/lot) | Typical daily swing per lot |
|---|---|---|---|
| XAG/USD (Silver) | $2.56 | $50.00 | $12,800 |
| XAU/USD (Gold) | $102.97 | $1.00 | $10,296 |
| BTC/USD | $2,927.16 | $0.01 | $2,927 |
| UK Oil (Brent) | $2.92 | $10.00 | $2,920 |
| US Oil (WTI) | $2.58 | $10.00 | $2,581 |
| USD/CHF | 47.4 pips | $12.35 | $585 |
| GBP/JPY | 86 pips | $6.37 | $548 |
| USD/JPY | 78.7 pips | $6.37 | $501 |
| GBP/USD | 48.1 pips | $10.00 | $481 |
| EUR/JPY | 66.3 pips | $6.37 | $422 |
| USD/CAD | 57.3 pips | $7.23 | $414 |
| US30 (Dow) | 408.3 pts | $0.10 | $408 |
| EUR/USD | 39.9 pips | $10.00 | $399 |
| NZD/USD | 39.9 pips | $10.00 | $399 |
| USTEC (Nasdaq 100) | 393.4 pts | $0.01 | $393 |
| AUD/JPY | 57.9 pips | $6.37 | $369 |
| AUD/USD | 35.7 pips | $10.00 | $357 |
| DE30 (DAX) | 220.4 pts | $0.116 | $256 |
| EUR/GBP | 18.1 pips | $13.49 | $244 |
| ETH/USD | $114.63 | $0.01 | $115 |
| UK100 (FTSE 100) | 76.0 pts | $0.0135 | $103 |
| US500 (S&P 500) | 58.6 pts | $0.01 | $59 |
| JP225 (Nikkei 225) | 1,565.3 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 $12,800 on a typical day versus $10 for JP225 (Nikkei 225) — roughly 1,278× 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 | 45.2 pips | 41.4 pips | 55.7 pips | 54.5 pips | 56.9 pips |
| GBP/USD | 59.8 pips | 53.8 pips | 80.3 pips | 72.7 pips | 62.9 pips |
| USD/JPY | 89.1 pips | 61.6 pips | 88.2 pips | 129.7 pips | 113 pips |
| AUD/USD | 35.3 pips | 44.4 pips | 42.3 pips | 40.7 pips | 44.7 pips |
| USD/CAD | 51.9 pips | 54.5 pips | 64.6 pips | 52.4 pips | 56.9 pips |
| USD/CHF | 45.4 pips | 40.9 pips | 60.4 pips | 59.9 pips | 50.4 pips |
| NZD/USD | 33.1 pips | 42.9 pips | 50.5 pips | 42.8 pips | 39.5 pips |
| EUR/GBP | 22.5 pips | 21.1 pips | 32 pips | 20.6 pips | 20.8 pips |
| EUR/JPY | 99.8 pips | 64 pips | 92.4 pips | 111 pips | 109.3 pips |
| GBP/JPY | 130.6 pips | 78.3 pips | 132.3 pips | 144.7 pips | 126.8 pips |
| AUD/JPY | 70.9 pips | 71.7 pips | 66.2 pips | 80.4 pips | 77.5 pips |
| XAU/USD (Gold) | $73.91 | $95.88 | $123.52 | $92.04 | $99.78 |
| XAG/USD (Silver) | $1.97 | $2.79 | $2.94 | $2.64 | $2.66 |
| US Oil (WTI) | $3.30 | $3.87 | $2.93 | $3.27 | $2.74 |
| UK Oil (Brent) | $3.16 | $3.95 | $3.24 | $3.58 | $2.81 |
| BTC/USD | $2,317.99 | $1,959.89 | $1,993.32 | $1,909.88 | $2,789.66 |
| ETH/USD | $82.92 | $71.68 | $108.48 | $64.86 | $90.70 |
| US500 (S&P 500) | 69.7 pts | 80.8 pts | 78.6 pts | 91.5 pts | 70.1 pts |
| US30 (Dow) | 469.0 pts | 592.3 pts | 611.9 pts | 633.2 pts | 460.4 pts |
| USTEC (Nasdaq 100) | 525.9 pts | 628.5 pts | 535.8 pts | 694.9 pts | 467.0 pts |
| DE30 (DAX) | 279.7 pts | 346.5 pts | 306.7 pts | 352.8 pts | 294.6 pts |
| JP225 (Nikkei 225) | 1,843.6 pts | 2,313.4 pts | 2,117.7 pts | 1,957.0 pts | 1,930.9 pts |
| UK100 (FTSE 100) | 93.8 pts | 117.5 pts | 116.4 pts | 142.6 pts | 116.1 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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