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 4 Sep · 07:54 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 | 43.5 pips | steady (0.98) | 4.01% | 0.3 pips |
| GBP/USD | 50.5 pips | 58.8 pips | contracting (0.86) | 4.74% | 0.3 pips |
| USD/JPY | 101.6 pips | 96.6 pips | steady (1.05) | 8.15% | 0.2 pips |
| AUD/USD | 36.4 pips | 37.1 pips | steady (0.98) | 5.27% | 0.2 pips |
| USD/CAD | 59.6 pips | 50.4 pips | expanding (1.18) | 3.73% | 0.2 pips |
| USD/CHF | 51 pips | 49 pips | steady (1.04) | 6.63% | 0.1 pips |
| NZD/USD | 40.3 pips | 38.3 pips | steady (1.05) | 6.66% | 0.2 pips |
| EUR/GBP | 18.8 pips | 20.6 pips | contracting (0.91) | 2.68% | 0.1 pips |
| EUR/JPY | 89.8 pips | 91.8 pips | steady (0.98) | 6.95% | 0.3 pips |
| GBP/JPY | 114.6 pips | 119 pips | steady (0.96) | 7.49% | 0.5 pips |
| AUD/JPY | 69 pips | 70.1 pips | steady (0.98) | 7.43% | 0.1 pips |
| XAU/USD (Gold) | $104.35 | $84.91 | expanding (1.23) | 23.35% | $0.10 |
| XAG/USD (Silver) | $2.45 | $2.22 | expanding (1.10) | 35.79% | $0.01 |
| US Oil (WTI) | $2.71 | $3.05 | contracting (0.89) | 41.97% | $0.00 |
| UK Oil (Brent) | $3.00 | $3.28 | contracting (0.91) | 51.83% | $1.96 |
| BTC/USD | $2,985.47 | $1,952.70 | expanding (1.53) | 32.2% | $2.05 |
| ETH/USD | $116.21 | $78.69 | expanding (1.48) | 47.57% | $0.10 |
| US500 (S&P 500) | 61.6 pts | 68.6 pts | contracting (0.90) | 10.08% | 0.2 pts |
| US30 (Dow) | 439.9 pts | 483.8 pts | contracting (0.91) | 10.25% | 1.2 pts |
| USTEC (Nasdaq 100) | 386.5 pts | 482.2 pts | contracting (0.80) | 19.31% | 0.6 pts |
| DE30 (DAX) | 224.4 pts | 269.6 pts | contracting (0.83) | 11.75% | 5.7 pts |
| JP225 (Nikkei 225) | 1,414.6 pts | 1,723.9 pts | contracting (0.82) | 27.01% | 6.7 pts |
| UK100 (FTSE 100) | 84.9 pts | 101.6 pts | contracting (0.84) | 9.08% | 10.4 pts |
ADR = average daily high–low. Regime compares the last 14 sessions to the last 50: expanding markets need wider stops and smaller size; contracting ones the opposite. Weekend gap = average Monday open vs Friday close.
Risk per lot — size by dollars, not lots
| Instrument | ADR | Value of 1 pip/pt ($/lot) | Typical daily swing per lot |
|---|---|---|---|
| XAG/USD (Silver) | $2.45 | $50.00 | $12,240 |
| XAU/USD (Gold) | $104.35 | $1.00 | $10,435 |
| UK Oil (Brent) | $3.00 | $10.00 | $2,998 |
| BTC/USD | $2,985.47 | $0.01 | $2,985 |
| US Oil (WTI) | $2.71 | $10.00 | $2,705 |
| GBP/JPY | 114.6 pips | $6.40 | $733 |
| USD/JPY | 101.6 pips | $6.40 | $650 |
| USD/CHF | 51 pips | $12.37 | $631 |
| EUR/JPY | 89.8 pips | $6.40 | $574 |
| GBP/USD | 50.5 pips | $10.00 | $505 |
| AUD/JPY | 69 pips | $6.40 | $441 |
| US30 (Dow) | 439.9 pts | $0.10 | $440 |
| USD/CAD | 59.6 pips | $7.25 | $432 |
| EUR/USD | 42.5 pips | $10.00 | $425 |
| NZD/USD | 40.3 pips | $10.00 | $403 |
| USTEC (Nasdaq 100) | 386.5 pts | $0.01 | $386 |
| AUD/USD | 36.4 pips | $10.00 | $364 |
| DE30 (DAX) | 224.4 pts | $0.116 | $261 |
| EUR/GBP | 18.8 pips | $13.54 | $255 |
| ETH/USD | $116.21 | $0.01 | $116 |
| UK100 (FTSE 100) | 84.9 pts | $0.0135 | $115 |
| US500 (S&P 500) | 61.6 pts | $0.01 | $62 |
| JP225 (Nikkei 225) | 1,414.6 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 $12,240 on a typical day versus $9 for JP225 (Nikkei 225) — roughly 1,352× 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 | 45.2 pips | 41.4 pips | 55.7 pips | 54.8 pips | 56.9 pips |
| GBP/USD | 59.8 pips | 53.8 pips | 80.3 pips | 72.7 pips | 62.9 pips |
| USD/JPY | 89.1 pips | 61.6 pips | 88.2 pips | 162.5 pips | 113 pips |
| AUD/USD | 35.3 pips | 44.4 pips | 42.3 pips | 41.6 pips | 44.7 pips |
| USD/CAD | 51.9 pips | 54.5 pips | 64.6 pips | 53.5 pips | 56.9 pips |
| USD/CHF | 45.4 pips | 40.9 pips | 60.4 pips | 63.3 pips | 50.4 pips |
| NZD/USD | 33.1 pips | 42.9 pips | 50.5 pips | 44.4 pips | 39.5 pips |
| EUR/GBP | 22.5 pips | 21.1 pips | 32 pips | 21.3 pips | 20.8 pips |
| EUR/JPY | 99.8 pips | 64 pips | 92.4 pips | 140.6 pips | 109.3 pips |
| GBP/JPY | 130.6 pips | 78.3 pips | 132.3 pips | 179.1 pips | 126.8 pips |
| AUD/JPY | 70.9 pips | 71.7 pips | 66.2 pips | 96.3 pips | 77.5 pips |
| XAU/USD (Gold) | $73.91 | $95.88 | $123.52 | $96.70 | $99.78 |
| XAG/USD (Silver) | $1.97 | $2.79 | $2.94 | $2.60 | $2.66 |
| US Oil (WTI) | $3.30 | $3.87 | $2.93 | $3.22 | $2.74 |
| UK Oil (Brent) | $3.16 | $3.95 | $3.24 | $3.29 | $2.81 |
| BTC/USD | $2,317.99 | $1,959.89 | $1,993.32 | $2,295.60 | $2,789.66 |
| ETH/USD | $82.92 | $71.68 | $108.48 | $75.44 | $90.70 |
| US500 (S&P 500) | 69.7 pts | 80.8 pts | 78.6 pts | 91.4 pts | 70.1 pts |
| US30 (Dow) | 469.0 pts | 592.3 pts | 611.9 pts | 617.8 pts | 460.4 pts |
| USTEC (Nasdaq 100) | 525.9 pts | 628.5 pts | 535.8 pts | 649.1 pts | 467.0 pts |
| DE30 (DAX) | 279.7 pts | 346.5 pts | 306.7 pts | 338.1 pts | 294.6 pts |
| JP225 (Nikkei 225) | 1,843.6 pts | 2,313.4 pts | 2,117.7 pts | 1,870.0 pts | 1,930.9 pts |
| UK100 (FTSE 100) | 93.8 pts | 114.0 pts | 116.4 pts | 141.8 pts | 116.1 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.
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