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 11 Sep · 07:59 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 | 37.8 pips | 41.7 pips | contracting (0.91) | 3.88% | 0.3 pips |
| GBP/USD | 46.2 pips | 56.3 pips | contracting (0.82) | 4.64% | 0.3 pips |
| USD/JPY | 124.2 pips | 104.8 pips | expanding (1.19) | 8.71% | 0.2 pips |
| AUD/USD | 34.5 pips | 36.7 pips | steady (0.94) | 5.44% | 0.2 pips |
| USD/CAD | 54.3 pips | 49.7 pips | expanding (1.09) | 3.87% | 0.2 pips |
| USD/CHF | 44.6 pips | 47.4 pips | steady (0.94) | 6.56% | 0.2 pips |
| NZD/USD | 40.1 pips | 37.3 pips | expanding (1.08) | 6.81% | 0.2 pips |
| EUR/GBP | 16.9 pips | 19.6 pips | contracting (0.86) | 2.44% | 0.1 pips |
| EUR/JPY | 120.7 pips | 100 pips | expanding (1.21) | 7.45% | 0.3 pips |
| GBP/JPY | 143.1 pips | 127.1 pips | expanding (1.13) | 7.86% | 0.5 pips |
| AUD/JPY | 81.9 pips | 75.2 pips | expanding (1.09) | 7.71% | 0.1 pips |
| XAU/USD (Gold) | $96.44 | $84.77 | expanding (1.14) | 23.42% | $0.10 |
| XAG/USD (Silver) | $2.33 | $2.20 | steady (1.06) | 37.43% | $0.01 |
| US Oil (WTI) | $3.01 | $3.03 | steady (0.99) | 43.28% | $0.00 |
| UK Oil (Brent) | $3.49 | $3.42 | steady (1.02) | 51.87% | $1.76 |
| BTC/USD | $2,316.24 | $2,008.24 | expanding (1.15) | 32.24% | $1.19 |
| ETH/USD | $90.01 | $81.78 | expanding (1.10) | 47.29% | $0.09 |
| US500 (S&P 500) | 58.4 pts | 66.0 pts | contracting (0.89) | 10.12% | 0.2 pts |
| US30 (Dow) | 432.3 pts | 473.1 pts | contracting (0.91) | 10.39% | 1.4 pts |
| USTEC (Nasdaq 100) | 332.9 pts | 451.1 pts | contracting (0.74) | 18.17% | 0.5 pts |
| DE30 (DAX) | 245.9 pts | 253.6 pts | steady (0.97) | 10.9% | 5.0 pts |
| JP225 (Nikkei 225) | 1,470.0 pts | 1,662.2 pts | contracting (0.88) | 26.62% | 6.1 pts |
| UK100 (FTSE 100) | 93.3 pts | 98.8 pts | steady (0.94) | 9.32% | 10.8 pts |
ADR = average daily high–low. Regime compares the last 14 sessions to the last 50: expanding markets need wider stops and smaller size; contracting ones the opposite. Weekend gap = average Monday open vs Friday close.
Risk per lot — size by dollars, not lots
| Instrument | ADR | Value of 1 pip/pt ($/lot) | Typical daily swing per lot |
|---|---|---|---|
| XAG/USD (Silver) | $2.33 | $50.00 | $11,660 |
| XAU/USD (Gold) | $96.44 | $1.00 | $9,644 |
| UK Oil (Brent) | $3.49 | $10.00 | $3,490 |
| US Oil (WTI) | $3.01 | $10.00 | $3,012 |
| BTC/USD | $2,316.24 | $0.01 | $2,316 |
| GBP/JPY | 143.1 pips | $6.49 | $929 |
| USD/JPY | 124.2 pips | $6.49 | $806 |
| EUR/JPY | 120.7 pips | $6.49 | $783 |
| USD/CHF | 44.6 pips | $12.30 | $548 |
| AUD/JPY | 81.9 pips | $6.49 | $531 |
| GBP/USD | 46.2 pips | $10.00 | $462 |
| US30 (Dow) | 432.3 pts | $0.10 | $432 |
| NZD/USD | 40.1 pips | $10.00 | $401 |
| USD/CAD | 54.3 pips | $7.23 | $392 |
| EUR/USD | 37.8 pips | $10.00 | $378 |
| AUD/USD | 34.5 pips | $10.00 | $345 |
| USTEC (Nasdaq 100) | 332.9 pts | $0.01 | $333 |
| DE30 (DAX) | 245.9 pts | $0.116 | $286 |
| EUR/GBP | 16.9 pips | $13.52 | $229 |
| UK100 (FTSE 100) | 93.3 pts | $0.0135 | $126 |
| ETH/USD | $90.01 | $0.01 | $90 |
| US500 (S&P 500) | 58.4 pts | $0.01 | $58 |
| JP225 (Nikkei 225) | 1,470.0 pts | $0.00065 | $10 |
The same ‘1 lot’ carries very different risk across instruments: in this sample a lot of XAG/USD (Silver) swings about $11,660 on a typical day versus $10 for JP225 (Nikkei 225) — roughly 1,220× 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 | 43 pips | 38.7 pips | 53.8 pips | 50 pips | 53.7 pips |
| GBP/USD | 57.3 pips | 51.4 pips | 76.7 pips | 68.5 pips | 64.4 pips |
| USD/JPY | 111 pips | 69.6 pips | 91.6 pips | 156.7 pips | 124.5 pips |
| AUD/USD | 35.4 pips | 40.6 pips | 41.8 pips | 42.5 pips | 44.7 pips |
| USD/CAD | 51.3 pips | 53.1 pips | 65.7 pips | 49.9 pips | 61.6 pips |
| USD/CHF | 44.9 pips | 41.4 pips | 60.5 pips | 60.9 pips | 51.2 pips |
| NZD/USD | 32.6 pips | 42.9 pips | 50.9 pips | 45.8 pips | 40.8 pips |
| EUR/GBP | 21.7 pips | 21.1 pips | 28.2 pips | 20.1 pips | 18.3 pips |
| EUR/JPY | 116.3 pips | 68.2 pips | 91.3 pips | 137.8 pips | 115.6 pips |
| GBP/JPY | 145.5 pips | 82.2 pips | 133.7 pips | 175.2 pips | 141.3 pips |
| AUD/JPY | 82.5 pips | 70.6 pips | 66.1 pips | 94 pips | 82.5 pips |
| XAU/USD (Gold) | $71.23 | $93.54 | $117.28 | $97.77 | $101.00 |
| XAG/USD (Silver) | $1.93 | $2.57 | $2.82 | $2.75 | $2.51 |
| US Oil (WTI) | $3.34 | $3.90 | $3.05 | $3.85 | $2.71 |
| UK Oil (Brent) | $3.18 | $3.76 | $3.09 | $3.70 | $2.74 |
| BTC/USD | $2,136.31 | $1,982.69 | $1,966.31 | $2,326.99 | $2,915.82 |
| ETH/USD | $79.09 | $72.91 | $109.43 | $79.73 | $95.70 |
| US500 (S&P 500) | 63.0 pts | 77.6 pts | 77.5 pts | 88.0 pts | 65.2 pts |
| US30 (Dow) | 454.8 pts | 597.5 pts | 592.1 pts | 617.4 pts | 459.9 pts |
| USTEC (Nasdaq 100) | 462.0 pts | 596.5 pts | 511.6 pts | 596.5 pts | 428.7 pts |
| DE30 (DAX) | 269.6 pts | 335.1 pts | 325.2 pts | 299.4 pts | 271.2 pts |
| JP225 (Nikkei 225) | 1,663.4 pts | 2,318.0 pts | 1,990.2 pts | 1,844.7 pts | 1,832.9 pts |
| UK100 (FTSE 100) | 95.4 pts | 111.6 pts | 126.0 pts | 136.0 pts | 110.9 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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