Volatility on Exness — Measured Daily Ranges, Gaps and Risk per Lot — United Arab Emirates
Average daily range, volatility regime, weekend gaps and what one lot actually swings in dollars — computed from Exness’s own MT5 price history. measured 18 Sep · 07:53 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 | 42.5 pips | 42.9 pips | steady (0.99) | 4.08% | 0.2 pips |
| GBP/USD | 53.2 pips | 53.7 pips | steady (0.99) | 4.73% | 0.3 pips |
| USD/JPY | 150.2 pips | 112.7 pips | expanding (1.33) | 8.97% | 0.2 pips |
| AUD/USD | 38.5 pips | 37.3 pips | steady (1.03) | 5.56% | 0.2 pips |
| USD/CAD | 51.4 pips | 49 pips | steady (1.05) | 4.07% | 0.2 pips |
| USD/CHF | 45.4 pips | 47.2 pips | steady (0.96) | 6.69% | 0.2 pips |
| NZD/USD | 42.8 pips | 38 pips | expanding (1.13) | 6.67% | 0.2 pips |
| EUR/GBP | 19.3 pips | 18.1 pips | steady (1.07) | 2.49% | 0.1 pips |
| EUR/JPY | 137.2 pips | 104.3 pips | expanding (1.32) | 7.51% | 0.3 pips |
| GBP/JPY | 163.9 pips | 127.1 pips | expanding (1.29) | 7.74% | 0.4 pips |
| AUD/JPY | 88.4 pips | 75.1 pips | expanding (1.18) | 7.76% | 0.1 pips |
| XAU/USD (Gold) | $91.61 | $87.87 | steady (1.04) | 23.47% | $0.10 |
| XAG/USD (Silver) | $2.12 | $2.20 | steady (0.96) | 36.81% | $0.01 |
| US Oil (WTI) | $3.43 | $3.12 | expanding (1.10) | 43.64% | $0.00 |
| UK Oil (Brent) | $3.75 | $3.53 | steady (1.06) | 51.49% | $1.87 |
| BTC/USD | $1,947.72 | $2,083.28 | steady (0.93) | 31.98% | $0.85 |
| ETH/USD | $93.79 | $87.66 | steady (1.07) | 46.96% | $0.10 |
| US500 (S&P 500) | 62.7 pts | 66.2 pts | steady (0.95) | 10.17% | 0.3 pts |
| US30 (Dow) | 522.0 pts | 485.5 pts | expanding (1.08) | 10.47% | 1.4 pts |
| USTEC (Nasdaq 100) | 330.9 pts | 428.7 pts | contracting (0.77) | 17.94% | 0.5 pts |
| DE30 (DAX) | 232.3 pts | 246.3 pts | steady (0.94) | 10.31% | 4.0 pts |
| JP225 (Nikkei 225) | 1,388.3 pts | 1,582.2 pts | contracting (0.88) | 26.61% | 5.8 pts |
| UK100 (FTSE 100) | 102.0 pts | 99.0 pts | steady (1.03) | 8.3% | 12.7 pts |
ADR = average daily high–low. Regime compares the last 14 sessions to the last 50: expanding markets need wider stops and smaller size; contracting ones the opposite. Weekend gap = average Monday open vs Friday close.
Risk per lot — size by dollars, not lots
| Instrument | ADR | Value of 1 pip/pt ($/lot) | Typical daily swing per lot |
|---|---|---|---|
| XAG/USD (Silver) | $2.12 | $50.00 | $10,595 |
| XAU/USD (Gold) | $91.61 | $1.00 | $9,161 |
| UK Oil (Brent) | $3.75 | $10.00 | $3,752 |
| US Oil (WTI) | $3.43 | $10.00 | $3,428 |
| BTC/USD | $1,947.72 | $0.01 | $1,948 |
| GBP/JPY | 163.9 pips | $6.37 | $1,044 |
| USD/JPY | 150.2 pips | $6.37 | $957 |
| EUR/JPY | 137.2 pips | $6.37 | $874 |
| AUD/JPY | 88.4 pips | $6.37 | $563 |
| USD/CHF | 45.4 pips | $12.13 | $551 |
| GBP/USD | 53.2 pips | $10.00 | $532 |
| US30 (Dow) | 522.0 pts | $0.10 | $522 |
| NZD/USD | 42.8 pips | $10.00 | $428 |
| EUR/USD | 42.5 pips | $10.00 | $425 |
| AUD/USD | 38.5 pips | $10.00 | $385 |
| USD/CAD | 51.4 pips | $7.15 | $367 |
| USTEC (Nasdaq 100) | 330.9 pts | $0.01 | $331 |
| DE30 (DAX) | 232.3 pts | $0.115 | $267 |
| EUR/GBP | 19.3 pips | $13.37 | $258 |
| UK100 (FTSE 100) | 102.0 pts | $0.0134 | $136 |
| ETH/USD | $93.79 | $0.01 | $94 |
| US500 (S&P 500) | 62.7 pts | $0.01 | $63 |
| JP225 (Nikkei 225) | 1,388.3 pts | $0.00064 | $9 |
The same ‘1 lot’ carries very different risk across instruments: in this sample a lot of XAG/USD (Silver) swings about $10,595 on a typical day versus $9 for JP225 (Nikkei 225) — roughly 1,192× 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 | 59.7 pips | 51.2 pips | 54.3 pips |
| GBP/USD | 56.5 pips | 49.4 pips | 80.3 pips | 70.5 pips | 65.2 pips |
| USD/JPY | 117.6 pips | 72.7 pips | 101 pips | 162.9 pips | 127.8 pips |
| AUD/USD | 36.3 pips | 38.5 pips | 44.3 pips | 44.3 pips | 44.6 pips |
| USD/CAD | 53.9 pips | 51.9 pips | 67.7 pips | 49 pips | 61.7 pips |
| USD/CHF | 45.1 pips | 40.3 pips | 64.8 pips | 62 pips | 52.2 pips |
| NZD/USD | 35.1 pips | 42.6 pips | 52.6 pips | 45.1 pips | 40.3 pips |
| EUR/GBP | 21 pips | 20.4 pips | 26.9 pips | 22.3 pips | 19.7 pips |
| EUR/JPY | 115.8 pips | 70.7 pips | 91.4 pips | 141.8 pips | 125.4 pips |
| GBP/JPY | 142.7 pips | 82.6 pips | 131.7 pips | 179.9 pips | 149.4 pips |
| AUD/JPY | 80.3 pips | 71.4 pips | 64.6 pips | 98 pips | 85.2 pips |
| XAU/USD (Gold) | $73.96 | $90.33 | $119.35 | $100.90 | $104.83 |
| XAG/USD (Silver) | $1.97 | $2.45 | $2.71 | $2.76 | $2.56 |
| US Oil (WTI) | $3.59 | $3.99 | $3.07 | $3.83 | $3.12 |
| UK Oil (Brent) | $3.18 | $3.93 | $3.15 | $3.69 | $2.99 |
| BTC/USD | $2,203.27 | $2,033.75 | $2,009.36 | $2,317.04 | $3,164.16 |
| ETH/USD | $85.06 | $77.10 | $107.26 | $79.54 | $116.34 |
| US500 (S&P 500) | 62.5 pts | 76.8 pts | 80.5 pts | 87.9 pts | 70.4 pts |
| US30 (Dow) | 447.5 pts | 597.1 pts | 615.1 pts | 634.1 pts | 491.9 pts |
| USTEC (Nasdaq 100) | 470.5 pts | 554.8 pts | 496.8 pts | 579.8 pts | 431.8 pts |
| DE30 (DAX) | 273.0 pts | 327.8 pts | 279.7 pts | 292.9 pts | 277.6 pts |
| JP225 (Nikkei 225) | 1,611.0 pts | 2,154.3 pts | 1,848.0 pts | 1,799.3 pts | 1,792.4 pts |
| UK100 (FTSE 100) | 94.4 pts | 112.4 pts | 127.3 pts | 123.6 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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