Volatility on Exness — Measured Daily Ranges, Gaps and Risk per Lot — Pakistan
Average daily range, volatility regime, weekend gaps and what one lot actually swings in dollars — computed from Exness’s own MT5 price history. measured 11 Aug · 12:52 PKT.
Open Exness Account →Average daily range and regime
| Instrument | ADR (14 sessions) | ADR (50 sessions) | Regime | Realized vol (ann.) | Avg weekend gap |
|---|---|---|---|---|---|
| EUR/USD | 49.8 pips | 49.7 pips | steady (1.00) | 4.4% | 0.2 pips |
| GBP/USD | 62.4 pips | 67.9 pips | contracting (0.92) | 5.46% | 0.2 pips |
| USD/JPY | 148.3 pips | 86 pips | expanding (1.72) | 6.54% | 0.2 pips |
| AUD/USD | 40.7 pips | 39.2 pips | steady (1.04) | 6.34% | 0.2 pips |
| USD/CAD | 50.5 pips | 49.2 pips | steady (1.03) | 3.59% | 0.2 pips |
| USD/CHF | 54 pips | 47.2 pips | expanding (1.14) | 5.95% | 0.2 pips |
| NZD/USD | 37.8 pips | 37.8 pips | steady (1.00) | 7.1% | 0.2 pips |
| EUR/GBP | 19.1 pips | 23.5 pips | contracting (0.81) | 2.92% | 0.1 pips |
| EUR/JPY | 149.3 pips | 94.9 pips | expanding (1.57) | 6.09% | 0.3 pips |
| GBP/JPY | 185.9 pips | 123.2 pips | expanding (1.51) | 6.5% | 0.6 pips |
| AUD/JPY | 100.1 pips | 70.2 pips | expanding (1.43) | 7.31% | 0.2 pips |
| XAU/USD (Gold) | $79.16 | $82.88 | steady (0.96) | 25.08% | $0.09 |
| XAG/USD (Silver) | $2.07 | $2.40 | contracting (0.86) | 45.42% | $0.01 |
| US Oil (WTI) | $3.34 | $3.00 | expanding (1.11) | 47.64% | $0.00 |
| UK Oil (Brent) | $4.02 | $3.54 | expanding (1.14) | 56.1% | $2.51 |
| BTC/USD | $1,319.58 | $1,758.78 | contracting (0.75) | 24.25% | $3.83 |
| ETH/USD | $51.98 | $68.00 | contracting (0.76) | 34.44% | $0.09 |
| US500 (S&P 500) | 81.4 pts | 75.8 pts | expanding (1.07) | 13.22% | 0.2 pts |
| US30 (Dow) | 586.4 pts | 519.3 pts | expanding (1.13) | 12.57% | 0.8 pts |
| USTEC (Nasdaq 100) | 573.9 pts | 574.7 pts | steady (1.00) | 24.96% | 0.5 pts |
| DE30 (DAX) | 266.9 pts | 303.5 pts | contracting (0.88) | 14.37% | 5.4 pts |
| JP225 (Nikkei 225) | 1,865.6 pts | 1,951.1 pts | steady (0.96) | 33.11% | 7.1 pts |
| UK100 (FTSE 100) | 99.9 pts | 112.4 pts | contracting (0.89) | 11.26% | 10.7 pts |
ADR = average daily high–low. Regime compares the last 14 sessions to the last 50: expanding markets need wider stops and smaller size; contracting ones the opposite. Weekend gap = average Monday open vs Friday close.
Risk per lot — size by dollars, not lots
| Instrument | ADR | Value of 1 pip/pt ($/lot) | Typical daily swing per lot |
|---|---|---|---|
| XAG/USD (Silver) | $2.07 | $50.00 | $10,335 |
| XAU/USD (Gold) | $79.16 | $1.00 | $7,916 |
| UK Oil (Brent) | $4.02 | $10.00 | $4,024 |
| US Oil (WTI) | $3.34 | $10.00 | $3,338 |
| BTC/USD | $1,319.58 | $0.01 | $1,320 |
| GBP/JPY | 185.9 pips | $6.28 | $1,167 |
| EUR/JPY | 149.3 pips | $6.28 | $937 |
| USD/JPY | 148.3 pips | $6.28 | $931 |
| USD/CHF | 54 pips | $12.33 | $666 |
| AUD/JPY | 100.1 pips | $6.28 | $628 |
| GBP/USD | 62.4 pips | $10.00 | $624 |
| US30 (Dow) | 586.4 pts | $0.10 | $586 |
| USTEC (Nasdaq 100) | 573.9 pts | $0.01 | $574 |
| EUR/USD | 49.8 pips | $10.00 | $498 |
| AUD/USD | 40.7 pips | $10.00 | $407 |
| NZD/USD | 37.8 pips | $10.00 | $378 |
| USD/CAD | 50.5 pips | $7.17 | $362 |
| DE30 (DAX) | 266.9 pts | $0.115 | $308 |
| EUR/GBP | 19.1 pips | $13.50 | $258 |
| UK100 (FTSE 100) | 99.9 pts | $0.0135 | $135 |
| US500 (S&P 500) | 81.4 pts | $0.01 | $81 |
| ETH/USD | $51.98 | $0.01 | $52 |
| JP225 (Nikkei 225) | 1,865.6 pts | $0.00063 | $12 |
The same ‘1 lot’ carries very different risk across instruments: in this sample a lot of XAG/USD (Silver) swings about $10,335 on a typical day versus $12 for JP225 (Nikkei 225) — roughly 879× 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 | 48.9 pips | 50.7 pips | 60.8 pips | 65.7 pips | 61.3 pips |
| GBP/USD | 70.6 pips | 62.6 pips | 91 pips | 88.4 pips | 69.9 pips |
| USD/JPY | 88.5 pips | 58.3 pips | 55.2 pips | 138.4 pips | 102.4 pips |
| AUD/USD | 34.9 pips | 52.7 pips | 46.8 pips | 47.3 pips | 47.3 pips |
| USD/CAD | 48.1 pips | 55.1 pips | 63.6 pips | 58.3 pips | 55.4 pips |
| USD/CHF | 43.4 pips | 43 pips | 55.5 pips | 67.8 pips | 52.4 pips |
| NZD/USD | 36.6 pips | 46 pips | 50.2 pips | 48.3 pips | 41.4 pips |
| EUR/GBP | 27.9 pips | 22.4 pips | 29.6 pips | 22.6 pips | 21.4 pips |
| EUR/JPY | 107.5 pips | 83.1 pips | 88.1 pips | 118.3 pips | 118.4 pips |
| GBP/JPY | 141.5 pips | 102.7 pips | 124.4 pips | 154.5 pips | 139.6 pips |
| AUD/JPY | 70.4 pips | 87.5 pips | 64.6 pips | 86 pips | 82.1 pips |
| XAU/USD (Gold) | $76.39 | $93.90 | $134.85 | $107.14 | $90.73 |
| XAG/USD (Silver) | $2.16 | $3.00 | $3.69 | $3.19 | $2.81 |
| US Oil (WTI) | $3.58 | $4.22 | $3.55 | $3.70 | $3.15 |
| UK Oil (Brent) | $3.59 | $3.79 | $3.86 | $4.03 | $3.25 |
| BTC/USD | $2,214.85 | $1,893.62 | $2,191.66 | $2,035.69 | $1,910.92 |
| ETH/USD | $89.26 | $73.51 | $81.86 | $75.92 | $65.41 |
| US500 (S&P 500) | 81.5 pts | 103.5 pts | 103.1 pts | 101.2 pts | 90.7 pts |
| US30 (Dow) | 525.1 pts | 700.0 pts | 786.4 pts | 732.0 pts | 534.9 pts |
| USTEC (Nasdaq 100) | 615.1 pts | 817.5 pts | 672.4 pts | 789.7 pts | 605.7 pts |
| DE30 (DAX) | 311.2 pts | 402.7 pts | 385.5 pts | 426.3 pts | 347.3 pts |
| JP225 (Nikkei 225) | 2,034.8 pts | 2,599.1 pts | 2,331.7 pts | 2,273.9 pts | 2,233.1 pts |
| UK100 (FTSE 100) | 112.0 pts | 133.4 pts | 138.6 pts | 169.8 pts | 121.9 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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