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 28 Jul · 09:58 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 | 43.4 pips | 49.4 pips | contracting (0.88) | 3.94% | 0.2 pips |
| GBP/USD | 70.5 pips | 68.1 pips | steady (1.04) | 5.13% | 0.3 pips |
| USD/JPY | 53.7 pips | 57.1 pips | steady (0.94) | 3.05% | 0.2 pips |
| AUD/USD | 35.4 pips | 40.5 pips | contracting (0.87) | 5.96% | 0.2 pips |
| USD/CAD | 46.4 pips | 48.1 pips | steady (0.96) | 3.33% | 0.2 pips |
| USD/CHF | 48.2 pips | 45.4 pips | steady (1.06) | 5.38% | 0.2 pips |
| NZD/USD | 36.8 pips | 39.9 pips | contracting (0.92) | 7.44% | 0.3 pips |
| EUR/GBP | 26.3 pips | 23 pips | expanding (1.14) | 2.91% | 0.1 pips |
| EUR/JPY | 53.4 pips | 72.4 pips | contracting (0.74) | 3.59% | 0.3 pips |
| GBP/JPY | 82.9 pips | 95.9 pips | contracting (0.86) | 4.45% | 0.6 pips |
| AUD/JPY | 49.6 pips | 59.5 pips | contracting (0.83) | 5.58% | 0.2 pips |
| XAU/USD (Gold) | $67.61 | $87.41 | contracting (0.77) | 22.42% | $0.09 |
| XAG/USD (Silver) | $1.91 | $2.66 | contracting (0.72) | 43.88% | $0.01 |
| US Oil (WTI) | $3.46 | $3.17 | expanding (1.09) | 45.66% | $0.01 |
| UK Oil (Brent) | $3.80 | $3.63 | steady (1.05) | 52.06% | $2.33 |
| BTC/USD | $1,561.63 | $1,927.57 | contracting (0.81) | 32.11% | $3.93 |
| ETH/USD | $66.84 | $72.82 | contracting (0.92) | 47.19% | $0.08 |
| US500 (S&P 500) | 69.6 pts | 82.9 pts | contracting (0.84) | 11.8% | 0.2 pts |
| US30 (Dow) | 477.3 pts | 550.7 pts | contracting (0.87) | 11.06% | 0.8 pts |
| USTEC (Nasdaq 100) | 546.4 pts | 610.3 pts | contracting (0.90) | 23.04% | 0.5 pts |
| DE30 (DAX) | 324.4 pts | 340.8 pts | steady (0.95) | 14.43% | 4.2 pts |
| JP225 (Nikkei 225) | 1,893.7 pts | 1,998.9 pts | steady (0.95) | 32.39% | 6.3 pts |
| UK100 (FTSE 100) | 117.2 pts | 118.7 pts | steady (0.99) | 12.04% | 10.6 pts |
ADR = average daily high–low. Regime compares the last 14 sessions to the last 50: expanding markets need wider stops and smaller size; contracting ones the opposite. Weekend gap = average Monday open vs Friday close.
Risk per lot — size by dollars, not lots
| Instrument | ADR | Value of 1 pip/pt ($/lot) | Typical daily swing per lot |
|---|---|---|---|
| XAG/USD (Silver) | $1.91 | $50.00 | $9,570 |
| XAU/USD (Gold) | $67.61 | $1.00 | $6,761 |
| UK Oil (Brent) | $3.80 | $10.00 | $3,798 |
| US Oil (WTI) | $3.46 | $10.00 | $3,465 |
| BTC/USD | $1,561.63 | $0.01 | $1,562 |
| GBP/USD | 70.5 pips | $10.00 | $705 |
| USD/CHF | 48.2 pips | $12.20 | $588 |
| USTEC (Nasdaq 100) | 546.4 pts | $0.01 | $546 |
| GBP/JPY | 82.9 pips | $6.11 | $506 |
| US30 (Dow) | 477.3 pts | $0.10 | $477 |
| EUR/USD | 43.4 pips | $10.00 | $434 |
| DE30 (DAX) | 324.4 pts | $0.114 | $369 |
| NZD/USD | 36.8 pips | $10.00 | $368 |
| AUD/USD | 35.4 pips | $10.00 | $354 |
| EUR/GBP | 26.3 pips | $13.29 | $350 |
| USD/CAD | 46.4 pips | $7.08 | $329 |
| USD/JPY | 53.7 pips | $6.11 | $328 |
| EUR/JPY | 53.4 pips | $6.11 | $326 |
| AUD/JPY | 49.6 pips | $6.11 | $303 |
| UK100 (FTSE 100) | 117.2 pts | $0.0133 | $156 |
| US500 (S&P 500) | 69.6 pts | $0.01 | $70 |
| ETH/USD | $66.84 | $0.01 | $67 |
| JP225 (Nikkei 225) | 1,893.7 pts | $0.00061 | $12 |
The same ‘1 lot’ carries very different risk across instruments: in this sample a lot of XAG/USD (Silver) swings about $9,570 on a typical day versus $12 for JP225 (Nikkei 225) — roughly 828× 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 | 48.8 pips | 51.6 pips | 58.3 pips | 64.5 pips | 54.9 pips |
| GBP/USD | 68.1 pips | 67 pips | 89.1 pips | 84.7 pips | 65.6 pips |
| USD/JPY | 53.5 pips | 58.6 pips | 52.6 pips | 81.7 pips | 52.4 pips |
| AUD/USD | 34.6 pips | 55.5 pips | 52 pips | 48.9 pips | 44.7 pips |
| USD/CAD | 47.3 pips | 52.2 pips | 57 pips | 60.9 pips | 50.3 pips |
| USD/CHF | 43.2 pips | 46.4 pips | 52.9 pips | 57.8 pips | 46.6 pips |
| NZD/USD | 38.8 pips | 47.7 pips | 55.2 pips | 48.3 pips | 40.9 pips |
| EUR/GBP | 27 pips | 24.4 pips | 30.2 pips | 20.9 pips | 22.3 pips |
| EUR/JPY | 73.7 pips | 81.9 pips | 78.3 pips | 72.6 pips | 79.5 pips |
| GBP/JPY | 99.9 pips | 100.8 pips | 117.5 pips | 94.1 pips | 94.8 pips |
| AUD/JPY | 52.7 pips | 88.9 pips | 69.3 pips | 69.7 pips | 61 pips |
| XAU/USD (Gold) | $74.31 | $101.48 | $124.02 | $113.12 | $83.14 |
| XAG/USD (Silver) | $2.05 | $3.42 | $3.86 | $3.44 | $2.61 |
| US Oil (WTI) | $3.76 | $3.68 | $4.21 | $4.21 | $3.20 |
| UK Oil (Brent) | $3.73 | $3.47 | $4.50 | $4.21 | $3.20 |
| BTC/USD | $2,415.86 | $2,563.15 | $2,554.56 | $2,456.12 | $2,181.66 |
| ETH/USD | $90.76 | $91.68 | $88.65 | $88.84 | $83.95 |
| US500 (S&P 500) | 77.7 pts | 92.3 pts | 93.8 pts | 98.7 pts | 82.4 pts |
| US30 (Dow) | 522.6 pts | 614.8 pts | 717.2 pts | 697.4 pts | 529.7 pts |
| USTEC (Nasdaq 100) | 575.6 pts | 735.5 pts | 630.3 pts | 738.9 pts | 562.6 pts |
| DE30 (DAX) | 348.7 pts | 411.3 pts | 424.6 pts | 439.2 pts | 327.9 pts |
| JP225 (Nikkei 225) | 1,980.5 pts | 2,446.8 pts | 2,329.6 pts | 2,153.3 pts | 1,993.5 pts |
| UK100 (FTSE 100) | 134.0 pts | 131.2 pts | 141.2 pts | 169.2 pts | 111.3 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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