Volatility on Exness — Measured Daily Ranges, Gaps and Risk per Lot
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 Jul · 11:59 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 | 57.9 pips | 51.5 pips | expanding (1.12) | 4.25% | 0.2 pips |
| GBP/USD | 73.9 pips | 71 pips | steady (1.04) | 5.7% | 0.3 pips |
| USD/JPY | 52.2 pips | 56.7 pips | contracting (0.92) | 5.17% | 0.2 pips |
| AUD/USD | 41.5 pips | 48 pips | contracting (0.86) | 7.22% | 0.2 pips |
| USD/CAD | 51.8 pips | 46.4 pips | expanding (1.12) | 3.41% | 0.2 pips |
| XAU/USD (Gold) | $99.51 | $94.20 | steady (1.06) | 22.57% | $0.09 |
| US Oil (WTI) | $2.84 | $3.77 | contracting (0.75) | 44.21% | $0.01 |
| UK Oil (Brent) | $3.06 | $4.28 | contracting (0.72) | 49.93% | $2.64 |
| BTC/USD | 228619 pips | 229862 pips | steady (0.99) | 30.38% | 504.9 pips |
| ETH/USD | 7725.4 pips | 8383.4 pips | contracting (0.92) | 41.96% | 8.3 pips |
| US500 (S&P 500) | 82.4 pts | 82.0 pts | steady (1.01) | 12.07% | 0.1 pts |
| US30 (Dow) | 524.5 pts | 549.0 pts | steady (0.96) | 12.25% | 0.5 pts |
| USTEC (Nasdaq 100) | 642.7 pts | 567.5 pts | expanding (1.13) | 21.83% | 0.5 pts |
ADR = average daily high–low. Regime compares the last 14 sessions to the last 50: expanding markets need wider stops and smaller size; contracting ones the opposite. Weekend gap = average Monday open vs Friday close.
Risk per lot — size by dollars, not lots
| Instrument | ADR | Value of 1 pip/pt ($/lot) | Typical daily swing per lot |
|---|---|---|---|
| XAU/USD (Gold) | $99.51 | $1.00 | $9,951 |
| UK Oil (Brent) | $3.06 | $10.00 | $3,063 |
| US Oil (WTI) | $2.84 | $10.00 | $2,843 |
| BTC/USD | 228619 pips | $0.01 | $2,286 |
| GBP/USD | 73.9 pips | $10.00 | $739 |
| USTEC (Nasdaq 100) | 642.7 pts | $0.01 | $643 |
| EUR/USD | 57.9 pips | $10.00 | $579 |
| US30 (Dow) | 524.5 pts | $0.10 | $525 |
| AUD/USD | 41.5 pips | $10.00 | $415 |
| USD/CAD | 51.8 pips | $7.04 | $365 |
| USD/JPY | 52.2 pips | $6.16 | $322 |
| US500 (S&P 500) | 82.4 pts | $0.01 | $82 |
| ETH/USD | 7725.4 pips | $0.01 | $77 |
The same ‘1 lot’ carries very different risk across instruments: in this sample a lot of XAU/USD (Gold) swings about $9,951 on a typical day versus $77 for ETH/USD — roughly 129× 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 | 47.8 pips | 50.4 pips | 63.5 pips | 65.2 pips | 62.5 pips |
| GBP/USD | 76.1 pips | 66.5 pips | 80.3 pips | 97.4 pips | 79.1 pips |
| USD/JPY | 58.7 pips | 62 pips | 77.2 pips | 121.1 pips | 58.4 pips |
| AUD/USD | 42.5 pips | 55.5 pips | 60.7 pips | 58.7 pips | 51.5 pips |
| USD/CAD | 44.9 pips | 47.3 pips | 57.4 pips | 65.4 pips | 52 pips |
| XAU/USD (Gold) | $86.58 | $108.72 | $126.67 | $109.42 | $95.81 |
| US Oil (WTI) | $4.11 | $4.18 | $5.54 | $5.25 | $3.88 |
| UK Oil (Brent) | $4.04 | $3.78 | $5.01 | $5.02 | $4.19 |
| BTC/USD | 209304 pips | 242733 pips | 264968 pips | 264562 pips | 238367 pips |
| ETH/USD | 8146.4 pips | 8665.6 pips | 9058.4 pips | 8357 pips | 8826.1 pips |
| US500 (S&P 500) | 71.3 pts | 94.5 pts | 97.9 pts | 95.3 pts | 86.0 pts |
| US30 (Dow) | 509.1 pts | 563.7 pts | 714.2 pts | 773.0 pts | 533.4 pts |
| USTEC (Nasdaq 100) | 475.9 pts | 723.9 pts | 622.4 pts | 591.1 pts | 572.9 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 the Exness MT5 demo 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 on an Exness MetaTrader 5 demo account — the broker’s own pricing feed and symbol specifications, recorded in-terminal and refreshed on a schedule. Demo and live accounts share the same pricing feed. All figures are indicative and change with market conditions.
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