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 31 Oct · 09:46 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 | 55.8 pips | 50.8 pips | expanding (1.10) | 3.8% | 0.2 pips |
| GBP/USD | 66.8 pips | 59 pips | expanding (1.13) | 4.2% | 0.3 pips |
| USD/JPY | 79 pips | 105.2 pips | contracting (0.75) | 7.53% | 0.2 pips |
| AUD/USD | 40.9 pips | 39.2 pips | steady (1.04) | 5.45% | 0.1 pips |
| USD/CAD | 55.8 pips | 51 pips | expanding (1.09) | 3.74% | 0.2 pips |
| XAU/USD (Gold) | $57.75 | $69.78 | contracting (0.83) | 17.9% | $0.10 |
ADR = average daily high–low. Regime compares the last 14 sessions to the last 50: expanding markets need wider stops and smaller size; contracting ones the opposite. Weekend gap = average Monday open vs Friday close.
Risk per lot — size by dollars, not lots
| Instrument | ADR | Value of 1 pip/pt ($/lot) | Typical daily swing per lot |
|---|---|---|---|
| XAU/USD (Gold) | $57.75 | $1.00 | $5,775 |
| GBP/USD | 66.8 pips | $10.00 | $668 |
| EUR/USD | 55.8 pips | $10.00 | $558 |
| USD/JPY | 79 pips | $6.35 | $501 |
| AUD/USD | 40.9 pips | $10.00 | $409 |
| USD/CAD | 55.8 pips | $7.16 | $399 |
The same ‘1 lot’ carries very different risk across instruments: in this sample a lot of XAU/USD (Gold) swings about $5,775 on a typical day versus $399 for USD/CAD — roughly 14× 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 | 50.3 pips | 46.6 pips | 62 pips | 60.2 pips | 52.4 pips |
| GBP/USD | 48.4 pips | 57.4 pips | 79.7 pips | 66.3 pips | 63.8 pips |
| USD/JPY | 110.5 pips | 79.7 pips | 104 pips | 128.6 pips | 120.5 pips |
| AUD/USD | 32.5 pips | 35.5 pips | 49.4 pips | 49.6 pips | 43.9 pips |
| USD/CAD | 53 pips | 55.4 pips | 71.9 pips | 49.3 pips | 57.8 pips |
| XAU/USD (Gold) | $74.78 | $79.94 | $89.35 | $83.53 | $95.40 |
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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