Volatility on Exness — Measured Daily Ranges, Gaps and Risk per Lot — India
Average daily range, volatility regime, weekend gaps and what one lot actually swings in dollars — computed from Exness’s own MT5 price history. measured 16 Aug · 13:01 IST.
Open Exness Account →Average daily range and regime
| Instrument | ADR (14 sessions) | ADR (50 sessions) | Regime | Realized vol (ann.) | Avg weekend gap |
|---|---|---|---|---|---|
| EUR/USD | 47.9 pips | 49 pips | steady (0.98) | 4.1% | 0.2 pips |
| GBP/USD | 60.2 pips | 67 pips | contracting (0.90) | 5.29% | 0.2 pips |
| USD/JPY | 155.7 pips | 87.1 pips | expanding (1.79) | 6.53% | 0.2 pips |
| AUD/USD | 41.6 pips | 38.8 pips | expanding (1.07) | 5.69% | 0.2 pips |
| USD/CAD | 49.8 pips | 48.8 pips | steady (1.02) | 3.5% | 0.2 pips |
| USD/CHF | 53.2 pips | 47.5 pips | expanding (1.12) | 5.65% | 0.2 pips |
| NZD/USD | 38.1 pips | 37.1 pips | steady (1.03) | 6.42% | 0.2 pips |
| EUR/GBP | 17.5 pips | 23.2 pips | contracting (0.75) | 2.9% | 0.1 pips |
| EUR/JPY | 149.9 pips | 94.5 pips | expanding (1.59) | 5.97% | 0.3 pips |
| GBP/JPY | 183.8 pips | 122 pips | expanding (1.51) | 6.43% | 0.6 pips |
| AUD/JPY | 103.8 pips | 70.1 pips | expanding (1.48) | 6.92% | 0.2 pips |
| XAU/USD (Gold) | $88.63 | $84.63 | steady (1.05) | 24.55% | $0.09 |
| XAG/USD (Silver) | $2.22 | $2.44 | contracting (0.91) | 41.99% | $0.01 |
| US Oil (WTI) | $3.14 | $3.00 | steady (1.05) | 47.25% | $0.00 |
| UK Oil (Brent) | $3.76 | $3.52 | expanding (1.07) | 55.37% | $2.51 |
| BTC/USD | $1,079.04 | $1,556.54 | contracting (0.69) | 23.35% | $3.83 |
| ETH/USD | $41.34 | $60.93 | contracting (0.68) | 32.71% | $0.08 |
| US500 (S&P 500) | 78.8 pts | 75.8 pts | steady (1.04) | 11.67% | 0.2 pts |
| US30 (Dow) | 562.3 pts | 521.4 pts | expanding (1.08) | 11.34% | 0.8 pts |
| USTEC (Nasdaq 100) | 543.4 pts | 569.5 pts | steady (0.95) | 22.99% | 0.5 pts |
| DE30 (DAX) | 261.0 pts | 303.6 pts | contracting (0.86) | 13.61% | 5.4 pts |
| JP225 (Nikkei 225) | 1,873.4 pts | 1,981.0 pts | steady (0.95) | 31.88% | 7.1 pts |
| UK100 (FTSE 100) | 94.1 pts | 110.6 pts | contracting (0.85) | 11.06% | 10.7 pts |
ADR = average daily high–low. Regime compares the last 14 sessions to the last 50: expanding markets need wider stops and smaller size; contracting ones the opposite. Weekend gap = average Monday open vs Friday close.
Risk per lot — size by dollars, not lots
| Instrument | ADR | Value of 1 pip/pt ($/lot) | Typical daily swing per lot |
|---|---|---|---|
| XAG/USD (Silver) | $2.22 | $50.00 | $11,100 |
| XAU/USD (Gold) | $88.63 | $1.00 | $8,863 |
| UK Oil (Brent) | $3.76 | $10.00 | $3,763 |
| US Oil (WTI) | $3.14 | $10.00 | $3,144 |
| GBP/JPY | 183.8 pips | $6.28 | $1,154 |
| BTC/USD | $1,079.04 | $0.01 | $1,079 |
| USD/JPY | 155.7 pips | $6.28 | $977 |
| EUR/JPY | 149.9 pips | $6.28 | $941 |
| USD/CHF | 53.2 pips | $12.29 | $654 |
| AUD/JPY | 103.8 pips | $6.28 | $651 |
| GBP/USD | 60.2 pips | $10.00 | $602 |
| US30 (Dow) | 562.3 pts | $0.10 | $562 |
| USTEC (Nasdaq 100) | 543.4 pts | $0.01 | $543 |
| EUR/USD | 47.9 pips | $10.00 | $479 |
| AUD/USD | 41.6 pips | $10.00 | $416 |
| NZD/USD | 38.1 pips | $10.00 | $381 |
| USD/CAD | 49.8 pips | $7.21 | $359 |
| DE30 (DAX) | 261.0 pts | $0.116 | $302 |
| EUR/GBP | 17.5 pips | $13.53 | $237 |
| UK100 (FTSE 100) | 94.1 pts | $0.0135 | $127 |
| US500 (S&P 500) | 78.8 pts | $0.01 | $79 |
| ETH/USD | $41.34 | $0.01 | $41 |
| JP225 (Nikkei 225) | 1,873.4 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 $11,100 on a typical day versus $12 for JP225 (Nikkei 225) — roughly 940× 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 | 64.4 pips | 61.3 pips |
| GBP/USD | 70.6 pips | 61.8 pips | 90.8 pips | 87.2 pips | 69.9 pips |
| USD/JPY | 88.5 pips | 59.4 pips | 57.8 pips | 139.4 pips | 102.4 pips |
| AUD/USD | 34.9 pips | 52.2 pips | 44.9 pips | 47.1 pips | 47.3 pips |
| USD/CAD | 48.1 pips | 54.2 pips | 61.2 pips | 57.1 pips | 55.4 pips |
| USD/CHF | 43.4 pips | 41.7 pips | 54.7 pips | 65.8 pips | 52.4 pips |
| NZD/USD | 36.6 pips | 45.9 pips | 45.5 pips | 50 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 | 115.4 pips | 118.4 pips |
| GBP/JPY | 141.5 pips | 100.1 pips | 123.4 pips | 150.1 pips | 139.6 pips |
| AUD/JPY | 70.4 pips | 85.7 pips | 62 pips | 85.9 pips | 82.1 pips |
| XAU/USD (Gold) | $76.39 | $93.84 | $135.01 | $110.51 | $90.73 |
| XAG/USD (Silver) | $2.16 | $2.96 | $3.61 | $3.17 | $2.81 |
| US Oil (WTI) | $3.58 | $3.99 | $3.47 | $3.63 | $3.15 |
| UK Oil (Brent) | $3.59 | $3.85 | $3.38 | $3.73 | $3.25 |
| BTC/USD | $2,247.66 | $1,846.73 | $2,080.56 | $1,940.12 | $1,856.69 |
| ETH/USD | $82.90 | $68.97 | $78.66 | $71.56 | $64.08 |
| US500 (S&P 500) | 81.5 pts | 103.6 pts | 97.9 pts | 99.9 pts | 90.7 pts |
| US30 (Dow) | 525.1 pts | 688.2 pts | 750.9 pts | 674.8 pts | 534.9 pts |
| USTEC (Nasdaq 100) | 615.1 pts | 808.3 pts | 666.7 pts | 792.1 pts | 605.7 pts |
| DE30 (DAX) | 311.2 pts | 390.4 pts | 365.4 pts | 412.2 pts | 347.3 pts |
| JP225 (Nikkei 225) | 2,034.8 pts | 2,501.6 pts | 2,385.7 pts | 2,316.8 pts | 2,233.1 pts |
| UK100 (FTSE 100) | 112.0 pts | 132.0 pts | 132.5 pts | 162.0 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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