Volatility on Exness — Measured Daily Ranges, Gaps and Risk per Lot (Pakistan)
Average daily range, volatility regime, weekend gaps and what one lot actually swings in dollars — computed from Exness’s own MT5 price history. measured 25 Aug · 12:51 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 | 35.6 pips | 44.3 pips | contracting (0.80) | 4.4% | 0.3 pips |
| GBP/USD | 46.4 pips | 61.1 pips | contracting (0.76) | 5.3% | 0.3 pips |
| USD/JPY | 78 pips | 90.7 pips | contracting (0.86) | 6.76% | 0.2 pips |
| AUD/USD | 33.2 pips | 37.5 pips | contracting (0.89) | 5.78% | 0.2 pips |
| USD/CAD | 43.9 pips | 47.8 pips | contracting (0.92) | 3.88% | 0.2 pips |
| USD/CHF | 44.6 pips | 47.8 pips | steady (0.93) | 6.65% | 0.1 pips |
| NZD/USD | 32 pips | 36.3 pips | contracting (0.88) | 6.83% | 0.2 pips |
| EUR/GBP | 16.2 pips | 21.3 pips | contracting (0.76) | 2.97% | 0.1 pips |
| EUR/JPY | 64.5 pips | 88.3 pips | contracting (0.73) | 6.04% | 0.3 pips |
| GBP/JPY | 81.4 pips | 114.4 pips | contracting (0.71) | 6.57% | 0.5 pips |
| AUD/JPY | 57.9 pips | 68.6 pips | contracting (0.84) | 7.07% | 0.2 pips |
| XAU/USD (Gold) | $83.42 | $81.49 | steady (1.02) | 22.93% | $0.10 |
| XAG/USD (Silver) | $2.19 | $2.19 | steady (1.00) | 39.45% | $0.01 |
| US Oil (WTI) | $2.18 | $2.79 | contracting (0.78) | 42.17% | $0.00 |
| UK Oil (Brent) | $2.72 | $3.27 | contracting (0.83) | 52.65% | $2.06 |
| BTC/USD | $2,443.86 | $1,790.76 | expanding (1.36) | 30.91% | $2.45 |
| ETH/USD | $104.12 | $73.22 | expanding (1.42) | 47.31% | $0.09 |
| US500 (S&P 500) | 47.7 pts | 69.0 pts | contracting (0.69) | 10.23% | 0.2 pts |
| US30 (Dow) | 339.6 pts | 486.0 pts | contracting (0.70) | 10.01% | 0.9 pts |
| USTEC (Nasdaq 100) | 335.0 pts | 513.2 pts | contracting (0.65) | 20.32% | 0.6 pts |
| DE30 (DAX) | 168.0 pts | 273.9 pts | contracting (0.61) | 11.71% | 5.6 pts |
| JP225 (Nikkei 225) | 1,326.6 pts | 1,813.3 pts | contracting (0.73) | 29.36% | 7.3 pts |
| UK100 (FTSE 100) | 66.0 pts | 102.3 pts | contracting (0.64) | 9.23% | 10.3 pts |
ADR = average daily high–low. Regime compares the last 14 sessions to the last 50: expanding markets need wider stops and smaller size; contracting ones the opposite. Weekend gap = average Monday open vs Friday close.
Risk per lot — size by dollars, not lots
| Instrument | ADR | Value of 1 pip/pt ($/lot) | Typical daily swing per lot |
|---|---|---|---|
| XAG/USD (Silver) | $2.19 | $50.00 | $10,935 |
| XAU/USD (Gold) | $83.42 | $1.00 | $8,342 |
| UK Oil (Brent) | $2.72 | $10.00 | $2,722 |
| BTC/USD | $2,443.86 | $0.01 | $2,444 |
| US Oil (WTI) | $2.18 | $10.00 | $2,183 |
| USD/CHF | 44.6 pips | $12.44 | $555 |
| GBP/JPY | 81.4 pips | $6.27 | $511 |
| USD/JPY | 78 pips | $6.27 | $489 |
| GBP/USD | 46.4 pips | $10.00 | $464 |
| EUR/JPY | 64.5 pips | $6.27 | $405 |
| AUD/JPY | 57.9 pips | $6.27 | $363 |
| EUR/USD | 35.6 pips | $10.00 | $356 |
| US30 (Dow) | 339.6 pts | $0.10 | $340 |
| USTEC (Nasdaq 100) | 335.0 pts | $0.01 | $335 |
| AUD/USD | 33.2 pips | $10.00 | $332 |
| NZD/USD | 32 pips | $10.00 | $320 |
| USD/CAD | 43.9 pips | $7.21 | $317 |
| EUR/GBP | 16.2 pips | $13.64 | $221 |
| DE30 (DAX) | 168.0 pts | $0.117 | $196 |
| ETH/USD | $104.12 | $0.01 | $104 |
| UK100 (FTSE 100) | 66.0 pts | $0.0136 | $90 |
| US500 (S&P 500) | 47.7 pts | $0.01 | $48 |
| JP225 (Nikkei 225) | 1,326.6 pts | $0.00063 | $8 |
The same ‘1 lot’ carries very different risk across instruments: in this sample a lot of XAG/USD (Silver) swings about $10,935 on a typical day versus $8 for JP225 (Nikkei 225) — roughly 1,308× 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 pips | 45.4 pips | 67.5 pips | 59.9 pips | 54.9 pips |
| GBP/USD | 65.6 pips | 57.3 pips | 94.1 pips | 82.8 pips | 63.5 pips |
| USD/JPY | 91.2 pips | 60.1 pips | 70.6 pips | 139 pips | 108.7 pips |
| AUD/USD | 36.2 pips | 49.6 pips | 46.1 pips | 42.5 pips | 42.9 pips |
| USD/CAD | 51.2 pips | 54.1 pips | 65.8 pips | 53.6 pips | 55 pips |
| USD/CHF | 45.5 pips | 39.9 pips | 66.5 pips | 64.7 pips | 47.8 pips |
| NZD/USD | 34.1 pips | 44.8 pips | 48.7 pips | 45.8 pips | 37.3 pips |
| EUR/GBP | 26.2 pips | 20.9 pips | 31.4 pips | 22.9 pips | 21 pips |
| EUR/JPY | 102.9 pips | 76.6 pips | 91.3 pips | 118.3 pips | 111.7 pips |
| GBP/JPY | 138 pips | 90.5 pips | 125.8 pips | 156.4 pips | 130.8 pips |
| AUD/JPY | 72 pips | 84.4 pips | 63.2 pips | 84 pips | 78.1 pips |
| XAU/USD (Gold) | $74.42 | $89.42 | $134.86 | $98.54 | $88.71 |
| XAG/USD (Silver) | $2.07 | $2.87 | $3.64 | $2.91 | $2.37 |
| US Oil (WTI) | $3.50 | $3.61 | $3.13 | $3.25 | $2.78 |
| UK Oil (Brent) | $3.31 | $3.72 | $3.19 | $3.55 | $2.95 |
| BTC/USD | $2,322.50 | $1,683.88 | $2,290.81 | $1,948.58 | $2,428.49 |
| ETH/USD | $82.85 | $60.95 | $114.30 | $70.18 | $84.44 |
| US500 (S&P 500) | 74.0 pts | 85.6 pts | 87.4 pts | 91.2 pts | 67.9 pts |
| US30 (Dow) | 485.3 pts | 611.0 pts | 681.0 pts | 633.9 pts | 446.8 pts |
| USTEC (Nasdaq 100) | 561.3 pts | 707.2 pts | 607.2 pts | 714.2 pts | 461.0 pts |
| DE30 (DAX) | 277.9 pts | 351.8 pts | 320.2 pts | 364.3 pts | 296.1 pts |
| JP225 (Nikkei 225) | 1,893.3 pts | 2,520.7 pts | 2,297.7 pts | 2,003.0 pts | 1,955.5 pts |
| UK100 (FTSE 100) | 97.4 pts | 120.6 pts | 121.0 pts | 143.8 pts | 118.7 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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