Volatility on Exness — Measured Daily Ranges, Gaps and Risk per Lot (Bangladesh)
Average daily range, volatility regime, weekend gaps and what one lot actually swings in dollars — computed from Exness’s own MT5 price history. measured 9 Aug · 13:31 +06.
Open Exness Account →Average daily range and regime
| Instrument | ADR (14 sessions) | ADR (50 sessions) | Regime | Realized vol (ann.) | Avg weekend gap |
|---|---|---|---|---|---|
| EUR/USD | 52.1 pips | 51 pips | steady (1.02) | 4.36% | 0.2 pips |
| GBP/USD | 65.2 pips | 69.6 pips | steady (0.94) | 5.42% | 0.3 pips |
| USD/JPY | 133.6 pips | 81.8 pips | expanding (1.63) | 6.3% | 0.2 pips |
| AUD/USD | 43.2 pips | 40.7 pips | steady (1.06) | 6.26% | 0.2 pips |
| USD/CAD | 48.4 pips | 49.9 pips | steady (0.97) | 3.45% | 0.2 pips |
| USD/CHF | 52.7 pips | 47.3 pips | expanding (1.11) | 5.92% | 0.2 pips |
| NZD/USD | 40.9 pips | 39.3 pips | steady (1.04) | 7.22% | 0.2 pips |
| EUR/GBP | 19.6 pips | 23.3 pips | contracting (0.84) | 2.9% | 0.1 pips |
| EUR/JPY | 137.2 pips | 92.2 pips | expanding (1.49) | 5.91% | 0.3 pips |
| GBP/JPY | 166.1 pips | 119 pips | expanding (1.40) | 6.21% | 0.5 pips |
| AUD/JPY | 96.3 pips | 70.2 pips | expanding (1.37) | 7.19% | 0.2 pips |
| XAU/USD (Gold) | $79.25 | $87.51 | contracting (0.91) | 24.55% | $0.09 |
| XAG/USD (Silver) | $2.03 | $2.50 | contracting (0.81) | 44.21% | $0.01 |
| US Oil (WTI) | $3.81 | $3.19 | expanding (1.20) | 47.33% | $0.00 |
| UK Oil (Brent) | $4.06 | $3.55 | expanding (1.14) | 54.36% | $2.41 |
| BTC/USD | $1,395.95 | $1,762.25 | contracting (0.79) | 25.01% | $4.16 |
| ETH/USD | $58.98 | $67.81 | contracting (0.87) | 34.66% | $0.09 |
| US500 (S&P 500) | 92.2 pts | 82.4 pts | expanding (1.12) | 13.22% | 0.2 pts |
| US30 (Dow) | 662.6 pts | 566.1 pts | expanding (1.17) | 12.66% | 0.8 pts |
| USTEC (Nasdaq 100) | 640.8 pts | 614.1 pts | steady (1.04) | 24.97% | 0.5 pts |
| DE30 (DAX) | 321.7 pts | 326.0 pts | steady (0.99) | 14.33% | 5.2 pts |
| JP225 (Nikkei 225) | 1,993.2 pts | 2,050.4 pts | steady (0.97) | 33.21% | 6.7 pts |
| UK100 (FTSE 100) | 122.2 pts | 119.6 pts | steady (1.02) | 11.34% | 11.0 pts |
ADR = average daily high–low. Regime compares the last 14 sessions to the last 50: expanding markets need wider stops and smaller size; contracting ones the opposite. Weekend gap = average Monday open vs Friday close.
Risk per lot — size by dollars, not lots
| Instrument | ADR | Value of 1 pip/pt ($/lot) | Typical daily swing per lot |
|---|---|---|---|
| XAG/USD (Silver) | $2.03 | $50.00 | $10,140 |
| XAU/USD (Gold) | $79.25 | $1.00 | $7,925 |
| UK Oil (Brent) | $4.06 | $10.00 | $4,060 |
| US Oil (WTI) | $3.81 | $10.00 | $3,814 |
| BTC/USD | $1,395.95 | $0.01 | $1,396 |
| GBP/JPY | 166.1 pips | $6.34 | $1,053 |
| EUR/JPY | 137.2 pips | $6.34 | $869 |
| USD/JPY | 133.6 pips | $6.34 | $847 |
| US30 (Dow) | 662.6 pts | $0.10 | $663 |
| USD/CHF | 52.7 pips | $12.38 | $652 |
| GBP/USD | 65.2 pips | $10.00 | $652 |
| USTEC (Nasdaq 100) | 640.8 pts | $0.01 | $641 |
| AUD/JPY | 96.3 pips | $6.34 | $610 |
| EUR/USD | 52.1 pips | $10.00 | $521 |
| AUD/USD | 43.2 pips | $10.00 | $432 |
| NZD/USD | 40.9 pips | $10.00 | $409 |
| DE30 (DAX) | 321.7 pts | $0.116 | $372 |
| USD/CAD | 48.4 pips | $7.17 | $347 |
| EUR/GBP | 19.6 pips | $13.49 | $264 |
| UK100 (FTSE 100) | 122.2 pts | $0.0135 | $165 |
| US500 (S&P 500) | 92.2 pts | $0.01 | $92 |
| ETH/USD | $58.98 | $0.01 | $59 |
| JP225 (Nikkei 225) | 1,993.2 pts | $0.00063 | $13 |
The same ‘1 lot’ carries very different risk across instruments: in this sample a lot of XAG/USD (Silver) swings about $10,140 on a typical day versus $13 for JP225 (Nikkei 225) — roughly 808× 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 | 52.1 pips | 50.7 pips | 60.8 pips | 65.7 pips | 61 pips |
| GBP/USD | 72.8 pips | 62.6 pips | 91 pips | 88.4 pips | 70.1 pips |
| USD/JPY | 77.3 pips | 58.3 pips | 55.2 pips | 138.4 pips | 86.1 pips |
| AUD/USD | 38.2 pips | 52.7 pips | 46.8 pips | 47.3 pips | 46.8 pips |
| USD/CAD | 49.6 pips | 55.1 pips | 63.6 pips | 58.3 pips | 51 pips |
| USD/CHF | 46.5 pips | 43 pips | 55.5 pips | 67.8 pips | 50.3 pips |
| NZD/USD | 41.6 pips | 46 pips | 50.2 pips | 48.3 pips | 42.2 pips |
| EUR/GBP | 27.2 pips | 22.4 pips | 29.6 pips | 22.6 pips | 22.4 pips |
| EUR/JPY | 98.4 pips | 83.1 pips | 88.1 pips | 118.3 pips | 112.5 pips |
| GBP/JPY | 127 pips | 102.7 pips | 124.4 pips | 154.5 pips | 132.1 pips |
| AUD/JPY | 67.9 pips | 87.5 pips | 64.6 pips | 86 pips | 81.4 pips |
| XAU/USD (Gold) | $77.31 | $93.90 | $134.85 | $107.14 | $86.83 |
| XAG/USD (Silver) | $2.10 | $3.00 | $3.69 | $3.19 | $2.62 |
| US Oil (WTI) | $3.66 | $4.22 | $3.55 | $3.70 | $3.21 |
| UK Oil (Brent) | $3.66 | $3.79 | $3.86 | $4.03 | $3.30 |
| BTC/USD | $2,289.59 | $1,893.62 | $2,185.46 | $2,078.45 | $1,910.92 |
| ETH/USD | $92.35 | $73.51 | $79.98 | $75.46 | $65.41 |
| US500 (S&P 500) | 83.8 pts | 103.5 pts | 103.1 pts | 101.2 pts | 88.4 pts |
| US30 (Dow) | 559.6 pts | 700.0 pts | 786.4 pts | 732.0 pts | 546.3 pts |
| USTEC (Nasdaq 100) | 625.0 pts | 817.5 pts | 672.4 pts | 789.7 pts | 596.6 pts |
| DE30 (DAX) | 336.5 pts | 402.7 pts | 385.5 pts | 426.3 pts | 333.7 pts |
| JP225 (Nikkei 225) | 2,014.0 pts | 2,599.1 pts | 2,331.7 pts | 2,273.9 pts | 2,134.4 pts |
| UK100 (FTSE 100) | 117.1 pts | 133.4 pts | 138.6 pts | 169.8 pts | 119.3 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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