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 2 Aug · 09:31 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 | 49.5 pips | 52.2 pips | steady (0.95) | 4.34% | 0.2 pips |
| GBP/USD | 77.6 pips | 71.6 pips | expanding (1.08) | 5.45% | 0.3 pips |
| USD/JPY | 88 pips | 68.7 pips | expanding (1.28) | 5.12% | 0.2 pips |
| AUD/USD | 39.3 pips | 42.1 pips | steady (0.93) | 6.13% | 0.2 pips |
| USD/CAD | 48.7 pips | 50.1 pips | steady (0.97) | 3.49% | 0.2 pips |
| USD/CHF | 51.3 pips | 47.8 pips | expanding (1.07) | 5.94% | 0.2 pips |
| NZD/USD | 40.4 pips | 41.4 pips | steady (0.98) | 7.76% | 0.3 pips |
| EUR/GBP | 27.5 pips | 23.5 pips | expanding (1.17) | 2.96% | 0.1 pips |
| EUR/JPY | 90.7 pips | 84.3 pips | expanding (1.08) | 4.74% | 0.3 pips |
| GBP/JPY | 129 pips | 108.7 pips | expanding (1.19) | 5.16% | 0.6 pips |
| AUD/JPY | 70.5 pips | 65.2 pips | expanding (1.08) | 5.96% | 0.2 pips |
| XAU/USD (Gold) | $69.04 | $88.82 | contracting (0.78) | 22.61% | $0.09 |
| XAG/USD (Silver) | $2.00 | $2.66 | contracting (0.75) | 43.89% | $0.01 |
| US Oil (WTI) | $3.50 | $3.16 | expanding (1.11) | 44.97% | $0.01 |
| UK Oil (Brent) | $3.94 | $3.55 | expanding (1.11) | 52.1% | $2.33 |
| BTC/USD | $1,578.05 | $1,880.51 | contracting (0.84) | 28% | $4.26 |
| ETH/USD | $62.90 | $72.66 | contracting (0.87) | 44.8% | $0.09 |
| US500 (S&P 500) | 85.8 pts | 88.3 pts | steady (0.97) | 12.53% | 0.2 pts |
| US30 (Dow) | 595.3 pts | 585.1 pts | steady (1.02) | 11.94% | 0.8 pts |
| USTEC (Nasdaq 100) | 634.0 pts | 644.5 pts | steady (0.98) | 24.18% | 0.5 pts |
| DE30 (DAX) | 334.9 pts | 344.1 pts | steady (0.97) | 14.29% | 4.2 pts |
| JP225 (Nikkei 225) | 2,032.2 pts | 2,067.8 pts | steady (0.98) | 33.57% | 6.3 pts |
| UK100 (FTSE 100) | 135.5 pts | 123.7 pts | expanding (1.10) | 11.72% | 11.4 pts |
ADR = average daily high–low. Regime compares the last 14 sessions to the last 50: expanding markets need wider stops and smaller size; contracting ones the opposite. Weekend gap = average Monday open vs Friday close.
Risk per lot — size by dollars, not lots
| Instrument | ADR | Value of 1 pip/pt ($/lot) | Typical daily swing per lot |
|---|---|---|---|
| XAG/USD (Silver) | $2.00 | $50.00 | $10,015 |
| XAU/USD (Gold) | $69.04 | $1.00 | $6,904 |
| UK Oil (Brent) | $3.94 | $10.00 | $3,940 |
| US Oil (WTI) | $3.50 | $10.00 | $3,499 |
| BTC/USD | $1,578.05 | $0.01 | $1,578 |
| GBP/JPY | 129 pips | $6.35 | $819 |
| GBP/USD | 77.6 pips | $10.00 | $776 |
| USD/CHF | 51.3 pips | $12.39 | $635 |
| USTEC (Nasdaq 100) | 634.0 pts | $0.01 | $634 |
| US30 (Dow) | 595.3 pts | $0.10 | $595 |
| EUR/JPY | 90.7 pips | $6.35 | $576 |
| USD/JPY | 88 pips | $6.35 | $559 |
| EUR/USD | 49.5 pips | $10.00 | $495 |
| AUD/JPY | 70.5 pips | $6.35 | $448 |
| NZD/USD | 40.4 pips | $10.00 | $404 |
| AUD/USD | 39.3 pips | $10.00 | $393 |
| DE30 (DAX) | 334.9 pts | $0.115 | $386 |
| EUR/GBP | 27.5 pips | $13.48 | $371 |
| USD/CAD | 48.7 pips | $7.13 | $347 |
| UK100 (FTSE 100) | 135.5 pts | $0.0135 | $183 |
| US500 (S&P 500) | 85.8 pts | $0.01 | $86 |
| ETH/USD | $62.90 | $0.01 | $63 |
| JP225 (Nikkei 225) | 2,032.2 pts | $0.00063 | $13 |
The same ‘1 lot’ carries very different risk across instruments: in this sample a lot of XAG/USD (Silver) swings about $10,015 on a typical day versus $13 for JP225 (Nikkei 225) — roughly 782× 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 | 50.4 pips | 62.1 pips | 68.8 pips | 54.9 pips |
| GBP/USD | 68.1 pips | 65.2 pips | 91.2 pips | 92.9 pips | 65.6 pips |
| USD/JPY | 53.5 pips | 55.6 pips | 53.5 pips | 134.2 pips | 52.4 pips |
| AUD/USD | 34.6 pips | 49.5 pips | 49.9 pips | 50.8 pips | 44.7 pips |
| USD/CAD | 47.3 pips | 52.8 pips | 60.9 pips | 63.2 pips | 50.3 pips |
| USD/CHF | 43.2 pips | 43.9 pips | 55.4 pips | 66.7 pips | 46.6 pips |
| NZD/USD | 38.8 pips | 45.6 pips | 54.4 pips | 53.1 pips | 40.9 pips |
| EUR/GBP | 27 pips | 23.8 pips | 30.1 pips | 22.1 pips | 22.3 pips |
| EUR/JPY | 73.7 pips | 78.2 pips | 85.9 pips | 120.4 pips | 79.5 pips |
| GBP/JPY | 99.9 pips | 96.8 pips | 121.7 pips | 152.1 pips | 94.8 pips |
| AUD/JPY | 52.7 pips | 81.3 pips | 67.2 pips | 90.2 pips | 61 pips |
| XAU/USD (Gold) | $74.31 | $95.29 | $126.12 | $114.06 | $83.14 |
| XAG/USD (Silver) | $2.05 | $3.02 | $3.76 | $3.41 | $2.61 |
| US Oil (WTI) | $3.76 | $3.91 | $3.86 | $3.82 | $3.20 |
| UK Oil (Brent) | $3.73 | $3.51 | $3.87 | $3.92 | $3.20 |
| BTC/USD | $2,289.29 | $2,084.45 | $2,435.79 | $2,360.94 | $2,309.15 |
| ETH/USD | $93.83 | $79.74 | $85.78 | $83.86 | $86.01 |
| US500 (S&P 500) | 77.7 pts | 91.7 pts | 101.2 pts | 105.6 pts | 82.4 pts |
| US30 (Dow) | 522.6 pts | 645.4 pts | 771.1 pts | 705.7 pts | 529.7 pts |
| USTEC (Nasdaq 100) | 575.6 pts | 742.5 pts | 667.9 pts | 805.0 pts | 562.6 pts |
| DE30 (DAX) | 348.7 pts | 389.2 pts | 382.6 pts | 444.2 pts | 327.9 pts |
| JP225 (Nikkei 225) | 1,980.5 pts | 2,465.8 pts | 2,382.3 pts | 2,331.2 pts | 1,993.5 pts |
| UK100 (FTSE 100) | 120.7 pts | 134.5 pts | 141.7 pts | 170.8 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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