Volatility on Exness — Measured Daily Ranges, Gaps and Risk per Lot — Papua New Guinea
Average daily range, volatility regime, weekend gaps and what one lot actually swings in dollars — computed from Exness’s own MT5 price history. measured 16 Sep · 07:51 UTC.
Open Exness Account →Average daily range and regime
| Instrument | ADR (14 sessions) | ADR (50 sessions) | Regime | Realized vol (ann.) | Avg weekend gap |
|---|---|---|---|---|---|
| EUR/USD | 37.8 pips | 41.7 pips | contracting (0.91) | 3.9% | 0.2 pips |
| GBP/USD | 45.4 pips | 53.1 pips | contracting (0.85) | 4.52% | 0.3 pips |
| USD/JPY | 141.4 pips | 110.1 pips | expanding (1.28) | 8.92% | 0.2 pips |
| AUD/USD | 35.1 pips | 36.6 pips | steady (0.96) | 5.4% | 0.2 pips |
| USD/CAD | 52.4 pips | 49.7 pips | steady (1.05) | 3.95% | 0.2 pips |
| USD/CHF | 41.6 pips | 46.4 pips | contracting (0.90) | 6.55% | 0.2 pips |
| NZD/USD | 39.7 pips | 37.5 pips | steady (1.06) | 6.78% | 0.2 pips |
| EUR/GBP | 17.3 pips | 18.2 pips | steady (0.95) | 2.45% | 0.1 pips |
| EUR/JPY | 134.9 pips | 104 pips | expanding (1.30) | 7.57% | 0.3 pips |
| GBP/JPY | 156.8 pips | 126.7 pips | expanding (1.24) | 7.79% | 0.4 pips |
| AUD/JPY | 87.7 pips | 75.8 pips | expanding (1.16) | 7.71% | 0.1 pips |
| XAU/USD (Gold) | $89.21 | $85.74 | steady (1.04) | 23.32% | $0.10 |
| XAG/USD (Silver) | $2.06 | $2.19 | steady (0.94) | 36.55% | $0.01 |
| US Oil (WTI) | $3.39 | $3.13 | expanding (1.08) | 43.5% | $0.00 |
| UK Oil (Brent) | $3.57 | $3.54 | steady (1.01) | 51.24% | $1.87 |
| BTC/USD | $2,253.40 | $2,087.59 | expanding (1.08) | 31.99% | $1.06 |
| ETH/USD | $100.95 | $87.72 | expanding (1.15) | 47% | $0.09 |
| US500 (S&P 500) | 58.1 pts | 65.5 pts | contracting (0.89) | 10.28% | 0.3 pts |
| US30 (Dow) | 476.0 pts | 476.8 pts | steady (1.00) | 10.38% | 1.4 pts |
| USTEC (Nasdaq 100) | 324.1 pts | 433.0 pts | contracting (0.75) | 18.1% | 0.5 pts |
| DE30 (DAX) | 257.1 pts | 252.1 pts | steady (1.02) | 10.26% | 4.0 pts |
| JP225 (Nikkei 225) | 1,438.9 pts | 1,612.2 pts | contracting (0.89) | 26.76% | 5.8 pts |
| UK100 (FTSE 100) | 97.1 pts | 97.2 pts | steady (1.00) | 8.56% | 12.7 pts |
ADR = average daily high–low. Regime compares the last 14 sessions to the last 50: expanding markets need wider stops and smaller size; contracting ones the opposite. Weekend gap = average Monday open vs Friday close.
Risk per lot — size by dollars, not lots
| Instrument | ADR | Value of 1 pip/pt ($/lot) | Typical daily swing per lot |
|---|---|---|---|
| XAG/USD (Silver) | $2.06 | $50.00 | $10,300 |
| XAU/USD (Gold) | $89.21 | $1.00 | $8,921 |
| UK Oil (Brent) | $3.57 | $10.00 | $3,572 |
| US Oil (WTI) | $3.39 | $10.00 | $3,393 |
| BTC/USD | $2,253.40 | $0.01 | $2,253 |
| GBP/JPY | 156.8 pips | $6.45 | $1,012 |
| USD/JPY | 141.4 pips | $6.45 | $912 |
| EUR/JPY | 134.9 pips | $6.45 | $870 |
| AUD/JPY | 87.7 pips | $6.45 | $566 |
| USD/CHF | 41.6 pips | $12.22 | $508 |
| US30 (Dow) | 476.0 pts | $0.10 | $476 |
| GBP/USD | 45.4 pips | $10.00 | $454 |
| NZD/USD | 39.7 pips | $10.00 | $397 |
| EUR/USD | 37.8 pips | $10.00 | $378 |
| USD/CAD | 52.4 pips | $7.18 | $376 |
| AUD/USD | 35.1 pips | $10.00 | $351 |
| USTEC (Nasdaq 100) | 324.1 pts | $0.01 | $324 |
| DE30 (DAX) | 257.1 pts | $0.116 | $297 |
| EUR/GBP | 17.3 pips | $13.48 | $233 |
| UK100 (FTSE 100) | 97.1 pts | $0.0135 | $131 |
| ETH/USD | $100.95 | $0.01 | $101 |
| US500 (S&P 500) | 58.1 pts | $0.01 | $58 |
| JP225 (Nikkei 225) | 1,438.9 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 $10,300 on a typical day versus $9 for JP225 (Nikkei 225) — roughly 1,101× 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 | 46.3 pips | 36.3 pips | 53.8 pips | 50 pips | 54.3 pips |
| GBP/USD | 56.5 pips | 49.4 pips | 76.7 pips | 68.5 pips | 65.2 pips |
| USD/JPY | 117.6 pips | 72.7 pips | 91.6 pips | 156.7 pips | 127.8 pips |
| AUD/USD | 36.3 pips | 38.5 pips | 41.8 pips | 42.5 pips | 44.6 pips |
| USD/CAD | 53.9 pips | 51.9 pips | 65.7 pips | 49.9 pips | 61.7 pips |
| USD/CHF | 45.1 pips | 40.3 pips | 60.5 pips | 60.9 pips | 52.2 pips |
| NZD/USD | 35.1 pips | 42.6 pips | 50.9 pips | 45.8 pips | 40.3 pips |
| EUR/GBP | 21 pips | 20.4 pips | 28.2 pips | 20.1 pips | 19.7 pips |
| EUR/JPY | 115.8 pips | 70.7 pips | 91.3 pips | 137.8 pips | 125.4 pips |
| GBP/JPY | 142.7 pips | 82.6 pips | 133.7 pips | 175.2 pips | 149.4 pips |
| AUD/JPY | 80.3 pips | 71.4 pips | 66.1 pips | 94 pips | 85.2 pips |
| XAU/USD (Gold) | $73.96 | $90.33 | $117.28 | $97.77 | $104.83 |
| XAG/USD (Silver) | $1.97 | $2.45 | $2.82 | $2.75 | $2.56 |
| US Oil (WTI) | $3.59 | $3.99 | $3.05 | $3.85 | $3.12 |
| UK Oil (Brent) | $3.18 | $3.93 | $3.09 | $3.70 | $2.99 |
| BTC/USD | $2,203.27 | $2,033.75 | $2,071.62 | $2,460.30 | $3,164.16 |
| ETH/USD | $85.06 | $77.10 | $112.87 | $80.69 | $116.34 |
| US500 (S&P 500) | 62.5 pts | 76.8 pts | 77.5 pts | 88.0 pts | 70.4 pts |
| US30 (Dow) | 447.5 pts | 597.1 pts | 592.1 pts | 617.4 pts | 491.9 pts |
| USTEC (Nasdaq 100) | 470.5 pts | 554.8 pts | 511.6 pts | 596.5 pts | 431.8 pts |
| DE30 (DAX) | 273.0 pts | 327.8 pts | 325.2 pts | 299.4 pts | 277.6 pts |
| JP225 (Nikkei 225) | 1,611.0 pts | 2,154.3 pts | 1,990.2 pts | 1,844.7 pts | 1,792.4 pts |
| UK100 (FTSE 100) | 96.8 pts | 112.3 pts | 129.4 pts | 122.1 pts | 113.5 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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