Volatility on Exness — Measured Daily Ranges, Gaps and Risk per Lot — Kenya
Average daily range, volatility regime, weekend gaps and what one lot actually swings in dollars — computed from Exness’s own MT5 price history. measured 14 Oct · 07:57 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 | 61.7 pips | 46.4 pips | expanding (1.33) | 4.09% | 0.2 pips |
| GBP/USD | 60 pips | 53.7 pips | expanding (1.12) | 4% | 0.3 pips |
| USD/JPY | 82.6 pips | 102.2 pips | contracting (0.81) | 7.59% | 0.2 pips |
| AUD/USD | 40.2 pips | 37.6 pips | steady (1.07) | 5.41% | 0.1 pips |
| USD/CAD | 53.6 pips | 50 pips | expanding (1.07) | 3.93% | 0.2 pips |
| USD/CHF | 42.8 pips | 44.6 pips | steady (0.96) | 5.99% | 0.2 pips |
| NZD/USD | 36.1 pips | 37.4 pips | steady (0.97) | 5.96% | 0.2 pips |
| EUR/GBP | 25.6 pips | 19.7 pips | expanding (1.30) | 2.21% | 0.1 pips |
| EUR/JPY | 115.1 pips | 104.2 pips | expanding (1.10) | 6.48% | 0.3 pips |
| GBP/JPY | 118.1 pips | 119.4 pips | steady (0.99) | 6.81% | 0.3 pips |
| AUD/JPY | 72.8 pips | 73.1 pips | steady (1.00) | 6.56% | 0.2 pips |
| XAU/USD (Gold) | $67.11 | $81.34 | contracting (0.83) | 20.65% | $0.09 |
| XAG/USD (Silver) | $1.64 | $2.03 | contracting (0.81) | 34.26% | $0.01 |
| US Oil (WTI) | $3.48 | $3.21 | expanding (1.09) | 34.92% | $0.00 |
| UK Oil (Brent) | $4.13 | $3.59 | expanding (1.15) | 48.89% | $1.62 |
| BTC/USD | $2,169.65 | $2,292.95 | steady (0.95) | 36.11% | $1.24 |
| ETH/USD | $85.26 | $93.96 | contracting (0.91) | 49.94% | $0.10 |
| US500 (S&P 500) | 58.7 pts | 59.9 pts | steady (0.98) | 7.6% | 0.3 pts |
| US30 (Dow) | 500.7 pts | 466.6 pts | expanding (1.07) | 8.29% | 1.3 pts |
| USTEC (Nasdaq 100) | 391.3 pts | 374.1 pts | steady (1.05) | 13.06% | 0.4 pts |
| DE30 (DAX) | 268.1 pts | 247.8 pts | expanding (1.08) | 9.8% | 5.2 pts |
| JP225 (Nikkei 225) | 1,387.6 pts | 1,391.1 pts | steady (1.00) | 21.57% | 5.0 pts |
| UK100 (FTSE 100) | 108.1 pts | 94.9 pts | expanding (1.14) | 7.77% | 7.9 pts |
ADR = average daily high–low. Regime compares the last 14 sessions to the last 50: expanding markets need wider stops and smaller size; contracting ones the opposite. Weekend gap = average Monday open vs Friday close.
Risk per lot — size by dollars, not lots
| Instrument | ADR | Value of 1 pip/pt ($/lot) | Typical daily swing per lot |
|---|---|---|---|
| XAG/USD (Silver) | $1.64 | $50.00 | $8,200 |
| XAU/USD (Gold) | $67.11 | $1.00 | $6,711 |
| UK Oil (Brent) | $4.13 | $10.00 | $4,133 |
| US Oil (WTI) | $3.48 | $10.00 | $3,482 |
| BTC/USD | $2,169.65 | $0.01 | $2,170 |
| GBP/JPY | 118.1 pips | $6.32 | $746 |
| EUR/JPY | 115.1 pips | $6.32 | $727 |
| EUR/USD | 61.7 pips | $10.00 | $617 |
| GBP/USD | 60 pips | $10.00 | $600 |
| USD/JPY | 82.6 pips | $6.32 | $522 |
| USD/CHF | 42.8 pips | $12.01 | $514 |
| US30 (Dow) | 500.7 pts | $0.10 | $501 |
| AUD/JPY | 72.8 pips | $6.32 | $460 |
| AUD/USD | 40.2 pips | $10.00 | $402 |
| USTEC (Nasdaq 100) | 391.3 pts | $0.01 | $391 |
| USD/CAD | 53.6 pips | $7.04 | $377 |
| NZD/USD | 36.1 pips | $10.00 | $361 |
| EUR/GBP | 25.6 pips | $13.26 | $340 |
| DE30 (DAX) | 268.1 pts | $0.112 | $300 |
| UK100 (FTSE 100) | 108.1 pts | $0.0133 | $143 |
| ETH/USD | $85.26 | $0.01 | $85 |
| US500 (S&P 500) | 58.7 pts | $0.01 | $59 |
| JP225 (Nikkei 225) | 1,387.6 pts | $0.00063 | $9 |
The same ‘1 lot’ carries very different risk across instruments: in this sample a lot of XAG/USD (Silver) swings about $8,200 on a typical day versus $9 for JP225 (Nikkei 225) — roughly 938× 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 | 46.9 pips | 39.4 pips | 62.5 pips | 50.9 pips | 53.7 pips |
| GBP/USD | 46.3 pips | 48.2 pips | 76 pips | 59 pips | 63.5 pips |
| USD/JPY | 114.3 pips | 75.1 pips | 111.9 pips | 122.7 pips | 131.2 pips |
| AUD/USD | 33.1 pips | 35 pips | 48.4 pips | 40.5 pips | 45.1 pips |
| USD/CAD | 48.6 pips | 51.4 pips | 70.6 pips | 48 pips | 63.3 pips |
| USD/CHF | 38.9 pips | 34.9 pips | 57.9 pips | 58 pips | 51.6 pips |
| NZD/USD | 32.6 pips | 40.5 pips | 51.8 pips | 38.8 pips | 40.8 pips |
| EUR/GBP | 22.5 pips | 15.4 pips | 23.8 pips | 22.8 pips | 20.4 pips |
| EUR/JPY | 112.4 pips | 83.2 pips | 100.5 pips | 126.6 pips | 129.3 pips |
| GBP/JPY | 125 pips | 94.1 pips | 131.1 pips | 151.1 pips | 145.6 pips |
| AUD/JPY | 76 pips | 67.4 pips | 72.7 pips | 84.8 pips | 84.2 pips |
| XAU/USD (Gold) | $78.67 | $86.63 | $118.98 | $87.78 | $107.19 |
| XAG/USD (Silver) | $1.89 | $2.26 | $2.73 | $2.46 | $2.60 |
| US Oil (WTI) | $3.51 | $3.84 | $3.11 | $4.19 | $2.82 |
| UK Oil (Brent) | $3.45 | $4.11 | $3.28 | $4.45 | $3.13 |
| BTC/USD | $2,877.05 | $2,307.51 | $2,798.66 | $2,861.71 | $3,808.26 |
| ETH/USD | $101.43 | $91.24 | $141.38 | $105.42 | $146.06 |
| US500 (S&P 500) | 57.7 pts | 56.3 pts | 74.4 pts | 76.0 pts | 62.2 pts |
| US30 (Dow) | 365.2 pts | 512.2 pts | 586.5 pts | 601.5 pts | 495.7 pts |
| USTEC (Nasdaq 100) | 430.2 pts | 387.0 pts | 417.1 pts | 486.5 pts | 351.2 pts |
| DE30 (DAX) | 226.7 pts | 294.3 pts | 320.8 pts | 263.4 pts | 272.4 pts |
| JP225 (Nikkei 225) | 1,347.8 pts | 1,665.2 pts | 1,666.3 pts | 1,550.9 pts | 1,503.7 pts |
| UK100 (FTSE 100) | 91.3 pts | 101.5 pts | 111.3 pts | 121.1 pts | 104.1 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.
Open Exness Account →