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 1 Nov · 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 |
| USD/CHF | 46.9 pips | 44.2 pips | steady (1.06) | 5.03% | 0.1 pips |
| NZD/USD | 39.2 pips | 38.3 pips | steady (1.02) | 5.54% | 0.2 pips |
| EUR/GBP | 26.5 pips | 22.3 pips | expanding (1.19) | 2.23% | 0.1 pips |
| EUR/JPY | 92.1 pips | 114.2 pips | contracting (0.81) | 6.64% | 0.3 pips |
| GBP/JPY | 108.2 pips | 129.9 pips | contracting (0.83) | 6.75% | 0.3 pips |
| AUD/JPY | 81 pips | 80.7 pips | steady (1.00) | 7.07% | 0.2 pips |
| XAU/USD (Gold) | $57.75 | $69.78 | contracting (0.83) | 17.9% | $0.10 |
| XAG/USD (Silver) | $1.72 | $1.80 | steady (0.95) | 32.85% | $0.01 |
| US Oil (WTI) | $3.17 | $3.36 | steady (0.94) | 34.17% | $0.00 |
| UK Oil (Brent) | $3.41 | $3.71 | contracting (0.92) | 36.29% | $1.00 |
| BTC/USD | $2,001.34 | $2,154.01 | contracting (0.93) | 29.63% | $1.04 |
| ETH/USD | $84.11 | $91.20 | contracting (0.92) | 33.86% | $0.08 |
| US500 (S&P 500) | 80.0 pts | 66.1 pts | expanding (1.21) | 8.21% | 0.3 pts |
| US30 (Dow) | 574.2 pts | 517.0 pts | expanding (1.11) | 8.43% | 1.3 pts |
| USTEC (Nasdaq 100) | 578.8 pts | 426.0 pts | expanding (1.36) | 15.72% | 0.4 pts |
| DE30 (DAX) | 345.9 pts | 282.3 pts | expanding (1.23) | 11.28% | 6.9 pts |
| JP225 (Nikkei 225) | 1,640.3 pts | 1,415.8 pts | expanding (1.16) | 23.05% | 5.5 pts |
| UK100 (FTSE 100) | 105.2 pts | 103.3 pts | steady (1.02) | 8.91% | 7.6 pts |
ADR = average daily high–low. Regime compares the last 14 sessions to the last 50: expanding markets need wider stops and smaller size; contracting ones the opposite. Weekend gap = average Monday open vs Friday close.
Risk per lot — size by dollars, not lots
| Instrument | ADR | Value of 1 pip/pt ($/lot) | Typical daily swing per lot |
|---|---|---|---|
| XAG/USD (Silver) | $1.72 | $50.00 | $8,605 |
| XAU/USD (Gold) | $57.75 | $1.00 | $5,775 |
| UK Oil (Brent) | $3.41 | $10.00 | $3,414 |
| US Oil (WTI) | $3.17 | $10.00 | $3,169 |
| BTC/USD | $2,001.34 | $0.01 | $2,001 |
| GBP/JPY | 108.2 pips | $6.35 | $687 |
| GBP/USD | 66.8 pips | $10.00 | $668 |
| EUR/JPY | 92.1 pips | $6.35 | $584 |
| USTEC (Nasdaq 100) | 578.8 pts | $0.01 | $579 |
| US30 (Dow) | 574.2 pts | $0.10 | $574 |
| USD/CHF | 46.9 pips | $12.12 | $568 |
| EUR/USD | 55.8 pips | $10.00 | $558 |
| AUD/JPY | 81 pips | $6.35 | $514 |
| USD/JPY | 79 pips | $6.35 | $501 |
| AUD/USD | 40.9 pips | $10.00 | $409 |
| USD/CAD | 55.8 pips | $7.16 | $399 |
| NZD/USD | 39.2 pips | $10.00 | $392 |
| DE30 (DAX) | 345.9 pts | $0.112 | $386 |
| EUR/GBP | 26.5 pips | $13.39 | $355 |
| UK100 (FTSE 100) | 105.2 pts | $0.0134 | $141 |
| ETH/USD | $84.11 | $0.01 | $84 |
| US500 (S&P 500) | 80.0 pts | $0.01 | $80 |
| JP225 (Nikkei 225) | 1,640.3 pts | $0.00063 | Region-based |
The same ‘1 lot’ carries very different risk across instruments: in this sample a lot of XAG/USD (Silver) swings about $8,605 on a typical day versus $10 for JP225 (Nikkei 225) — roughly 833× 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 |
| USD/CHF | 38.2 pips | 36.4 pips | 48.3 pips | 59.8 pips | 53.1 pips |
| NZD/USD | 32.8 pips | 40.5 pips | 57.9 pips | 39.4 pips | 40.1 pips |
| EUR/GBP | 22.9 pips | 18.8 pips | 25.8 pips | 25.4 pips | 22.5 pips |
| EUR/JPY | 105.9 pips | 90.4 pips | 103.4 pips | 146.7 pips | 126.5 pips |
| GBP/JPY | 110.1 pips | 101.7 pips | 139.1 pips | 171.2 pips | 143.5 pips |
| AUD/JPY | 75.1 pips | 68.5 pips | 74.4 pips | 111.7 pips | 87.9 pips |
| XAU/USD (Gold) | $74.78 | $79.94 | $89.35 | $83.53 | $95.40 |
| XAG/USD (Silver) | $1.65 | $2.06 | $2.36 | $2.47 | $2.26 |
| US Oil (WTI) | $3.25 | $4.31 | $3.39 | $4.15 | $3.28 |
| UK Oil (Brent) | $3.48 | $3.81 | $3.14 | $4.14 | $3.16 |
| BTC/USD | $2,710.24 | $2,193.04 | $2,331.74 | $2,949.91 | $2,832.39 |
| ETH/USD | $97.66 | $91.89 | $100.67 | $115.92 | $118.83 |
| US500 (S&P 500) | 61.7 pts | 60.4 pts | 83.3 pts | 81.4 pts | 72.2 pts |
| US30 (Dow) | 397.1 pts | 555.8 pts | 624.2 pts | 612.8 pts | 604.4 pts |
| USTEC (Nasdaq 100) | 463.1 pts | 409.1 pts | 481.5 pts | 559.0 pts | 414.2 pts |
| DE30 (DAX) | 271.8 pts | 327.0 pts | 367.2 pts | 314.4 pts | 293.3 pts |
| JP225 (Nikkei 225) | 1,350.6 pts | 1,551.4 pts | 1,696.4 pts | 1,766.5 pts | 1,547.4 pts |
| UK100 (FTSE 100) | 104.7 pts | 111.2 pts | 110.9 pts | 129.2 pts | 106.5 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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