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 10 Sep · 13:20 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 | 36.3 pips | 42.4 pips | contracting (0.86) | 3.85% | 0.3 pips |
| GBP/USD | 43.6 pips | 57 pips | contracting (0.76) | 4.59% | 0.3 pips |
| USD/JPY | 117.2 pips | 103.7 pips | expanding (1.13) | 8.59% | 0.2 pips |
| AUD/USD | 31.8 pips | 36.9 pips | contracting (0.86) | 5.09% | 0.2 pips |
| USD/CAD | 54.5 pips | 51 pips | steady (1.07) | 3.84% | 0.2 pips |
| USD/CHF | 42.6 pips | 47.9 pips | contracting (0.89) | 6.53% | 0.2 pips |
| NZD/USD | 38.2 pips | 37.7 pips | steady (1.01) | 6.69% | 0.2 pips |
| EUR/GBP | 16.9 pips | 19.8 pips | contracting (0.85) | 2.44% | 0.1 pips |
| EUR/JPY | 115.9 pips | 99.3 pips | expanding (1.17) | 7.39% | 0.3 pips |
| GBP/JPY | 139.3 pips | 126.5 pips | expanding (1.10) | 7.83% | 0.5 pips |
| AUD/JPY | 78.6 pips | 75.6 pips | steady (1.04) | 7.71% | 0.1 pips |
| XAU/USD (Gold) | $94.14 | $84.69 | expanding (1.11) | 23.2% | $0.10 |
| XAG/USD (Silver) | $2.18 | $2.16 | steady (1.01) | 35.68% | $0.01 |
| US Oil (WTI) | $2.83 | $2.93 | steady (0.97) | 41.59% | $0.00 |
| UK Oil (Brent) | $3.04 | $3.30 | contracting (0.92) | 50.4% | $1.76 |
| BTC/USD | $2,331.62 | $1,990.47 | expanding (1.17) | 32.28% | $1.84 |
| ETH/USD | $90.44 | $81.12 | expanding (1.11) | 47.39% | $0.09 |
| US500 (S&P 500) | 56.5 pts | 66.0 pts | contracting (0.86) | 10.01% | 0.2 pts |
| US30 (Dow) | 409.8 pts | 474.0 pts | contracting (0.86) | 10.28% | 1.4 pts |
| USTEC (Nasdaq 100) | 328.5 pts | 454.1 pts | contracting (0.72) | 18.09% | 0.5 pts |
| DE30 (DAX) | 241.4 pts | 255.9 pts | steady (0.94) | 10.84% | 5.0 pts |
| JP225 (Nikkei 225) | 1,439.1 pts | 1,667.2 pts | contracting (0.86) | 26.59% | 6.1 pts |
| UK100 (FTSE 100) | 87.4 pts | 97.2 pts | contracting (0.90) | 9.3% | 10.8 pts |
ADR = average daily high–low. Regime compares the last 14 sessions to the last 50: expanding markets need wider stops and smaller size; contracting ones the opposite. Weekend gap = average Monday open vs Friday close.
Risk per lot — size by dollars, not lots
| Instrument | ADR | Value of 1 pip/pt ($/lot) | Typical daily swing per lot |
|---|---|---|---|
| XAG/USD (Silver) | $2.18 | $50.00 | $10,910 |
| XAU/USD (Gold) | $94.14 | $1.00 | $9,414 |
| UK Oil (Brent) | $3.04 | $10.00 | $3,038 |
| US Oil (WTI) | $2.83 | $10.00 | $2,834 |
| BTC/USD | $2,331.62 | $0.01 | $2,332 |
| GBP/JPY | 139.3 pips | $6.52 | $908 |
| USD/JPY | 117.2 pips | $6.52 | $764 |
| EUR/JPY | 115.9 pips | $6.52 | $755 |
| USD/CHF | 42.6 pips | $12.36 | $526 |
| AUD/JPY | 78.6 pips | $6.52 | $512 |
| GBP/USD | 43.6 pips | $10.00 | $436 |
| US30 (Dow) | 409.8 pts | $0.10 | $410 |
| USD/CAD | 54.5 pips | $7.24 | $395 |
| NZD/USD | 38.2 pips | $10.00 | $382 |
| EUR/USD | 36.3 pips | $10.00 | $363 |
| USTEC (Nasdaq 100) | 328.5 pts | $0.01 | $328 |
| AUD/USD | 31.8 pips | $10.00 | $318 |
| DE30 (DAX) | 241.4 pts | $0.116 | $281 |
| EUR/GBP | 16.9 pips | $13.55 | $229 |
| UK100 (FTSE 100) | 87.4 pts | $0.0135 | $118 |
| ETH/USD | $90.44 | $0.01 | $90 |
| US500 (S&P 500) | 56.5 pts | $0.01 | $57 |
| JP225 (Nikkei 225) | 1,439.1 pts | $0.00065 | $9 |
The same ‘1 lot’ carries very different risk across instruments: in this sample a lot of XAG/USD (Silver) swings about $10,910 on a typical day versus $9 for JP225 (Nikkei 225) — roughly 1,166× 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 | 43 pips | 38.7 pips | 53.8 pips | 54.8 pips | 53.7 pips |
| GBP/USD | 57.3 pips | 51.4 pips | 76.7 pips | 72.7 pips | 64.4 pips |
| USD/JPY | 111 pips | 69.6 pips | 91.6 pips | 162.5 pips | 124.5 pips |
| AUD/USD | 35.4 pips | 40.6 pips | 41.8 pips | 41.6 pips | 44.7 pips |
| USD/CAD | 51.3 pips | 53.1 pips | 65.7 pips | 53.5 pips | 61.6 pips |
| USD/CHF | 44.9 pips | 41.4 pips | 60.5 pips | 63.3 pips | 51.2 pips |
| NZD/USD | 32.6 pips | 42.9 pips | 50.9 pips | 44.4 pips | 40.8 pips |
| EUR/GBP | 21.7 pips | 21.1 pips | 28.2 pips | 21.3 pips | 18.3 pips |
| EUR/JPY | 116.3 pips | 68.2 pips | 91.3 pips | 140.6 pips | 115.6 pips |
| GBP/JPY | 145.5 pips | 82.2 pips | 133.7 pips | 179.1 pips | 141.3 pips |
| AUD/JPY | 82.5 pips | 70.6 pips | 66.1 pips | 96.3 pips | 82.5 pips |
| XAU/USD (Gold) | $71.23 | $93.54 | $117.28 | $96.70 | $101.00 |
| XAG/USD (Silver) | $1.93 | $2.57 | $2.82 | $2.60 | $2.51 |
| US Oil (WTI) | $3.34 | $3.90 | $3.05 | $3.22 | $2.71 |
| UK Oil (Brent) | $3.18 | $3.76 | $3.09 | $3.29 | $2.74 |
| BTC/USD | $2,136.31 | $1,982.69 | $1,966.31 | $2,354.82 | $2,915.82 |
| ETH/USD | $79.09 | $72.91 | $109.43 | $79.75 | $95.70 |
| US500 (S&P 500) | 63.0 pts | 77.6 pts | 77.5 pts | 91.4 pts | 65.2 pts |
| US30 (Dow) | 454.8 pts | 597.5 pts | 592.1 pts | 617.8 pts | 459.9 pts |
| USTEC (Nasdaq 100) | 462.0 pts | 596.5 pts | 511.6 pts | 649.1 pts | 428.7 pts |
| DE30 (DAX) | 269.6 pts | 335.1 pts | 325.2 pts | 338.1 pts | 271.2 pts |
| JP225 (Nikkei 225) | 1,663.4 pts | 2,318.0 pts | 1,990.2 pts | 1,870.0 pts | 1,832.9 pts |
| UK100 (FTSE 100) | 95.4 pts | 112.7 pts | 126.0 pts | 139.1 pts | 110.9 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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