Volatility on Exness — Measured Daily Ranges, Gaps and Risk per Lot · Indonesia
Average daily range, volatility regime, weekend gaps and what one lot actually swings in dollars — computed from Exness’s own MT5 price history. measured 29 Aug · 14:46 WIB.
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| Instrument | ADR (14 sessions) | ADR (50 sessions) | Regime | Realized vol (ann.) | Avg weekend gap |
|---|---|---|---|---|---|
| EUR/USD | 38 pips | 43.8 pips | contracting (0.87) | 3.89% | 0.3 pips |
| GBP/USD | 49.3 pips | 60.7 pips | contracting (0.81) | 4.68% | 0.3 pips |
| USD/JPY | 70.3 pips | 91.1 pips | contracting (0.77) | 6.69% | 0.2 pips |
| AUD/USD | 34.4 pips | 37 pips | contracting (0.93) | 5.62% | 0.2 pips |
| USD/CAD | 48.2 pips | 48.1 pips | steady (1.00) | 3.54% | 0.2 pips |
| USD/CHF | 46.4 pips | 48.5 pips | steady (0.96) | 6.33% | 0.1 pips |
| NZD/USD | 35.2 pips | 36.7 pips | steady (0.96) | 6.51% | 0.2 pips |
| EUR/GBP | 16.1 pips | 21.2 pips | contracting (0.76) | 2.91% | 0.1 pips |
| EUR/JPY | 58.6 pips | 86 pips | contracting (0.68) | 5.83% | 0.3 pips |
| GBP/JPY | 72.5 pips | 111.9 pips | contracting (0.65) | 6.32% | 0.5 pips |
| AUD/JPY | 55.1 pips | 67.2 pips | contracting (0.82) | 6.98% | 0.2 pips |
| XAU/USD (Gold) | $88.62 | $82.04 | expanding (1.08) | 22.35% | $0.10 |
| XAG/USD (Silver) | $2.26 | $2.19 | steady (1.03) | 38.04% | $0.01 |
| US Oil (WTI) | $2.46 | $2.95 | contracting (0.84) | 43.56% | $0.00 |
| UK Oil (Brent) | $2.98 | $3.29 | contracting (0.91) | 53.11% | $2.06 |
| BTC/USD | $2,963.12 | $1,847.80 | expanding (1.60) | 31.07% | $1.91 |
| ETH/USD | $122.46 | $76.11 | expanding (1.61) | 47.54% | $0.09 |
| US500 (S&P 500) | 53.0 pts | 67.8 pts | contracting (0.78) | 10.22% | 0.2 pts |
| US30 (Dow) | 366.6 pts | 487.3 pts | contracting (0.75) | 9.91% | 0.9 pts |
| USTEC (Nasdaq 100) | 372.5 pts | 501.7 pts | contracting (0.74) | 20.41% | 0.6 pts |
| DE30 (DAX) | 184.4 pts | 274.0 pts | contracting (0.67) | 11.67% | 5.6 pts |
| JP225 (Nikkei 225) | 1,481.1 pts | 1,813.1 pts | contracting (0.82) | 29% | 7.3 pts |
| UK100 (FTSE 100) | 73.0 pts | 103.4 pts | contracting (0.71) | 9.18% | 10.3 pts |
ADR = average daily high–low. Regime compares the last 14 sessions to the last 50: expanding markets need wider stops and smaller size; contracting ones the opposite. Weekend gap = average Monday open vs Friday close.
Risk per lot — size by dollars, not lots
| Instrument | ADR | Value of 1 pip/pt ($/lot) | Typical daily swing per lot |
|---|---|---|---|
| XAG/USD (Silver) | $2.26 | $50.00 | $11,285 |
| XAU/USD (Gold) | $88.62 | $1.00 | $8,862 |
| UK Oil (Brent) | $2.98 | $10.00 | $2,984 |
| BTC/USD | $2,963.12 | $0.01 | $2,963 |
| US Oil (WTI) | $2.46 | $10.00 | $2,463 |
| USD/CHF | 46.4 pips | $12.35 | $573 |
| GBP/USD | 49.3 pips | $10.00 | $493 |
| GBP/JPY | 72.5 pips | $6.25 | $453 |
| USD/JPY | 70.3 pips | $6.25 | $439 |
| EUR/USD | 38 pips | $10.00 | $380 |
| USTEC (Nasdaq 100) | 372.5 pts | $0.01 | $373 |
| US30 (Dow) | 366.6 pts | $0.10 | $367 |
| EUR/JPY | 58.6 pips | $6.25 | $366 |
| NZD/USD | 35.2 pips | $10.00 | $352 |
| USD/CAD | 48.2 pips | $7.19 | $347 |
| AUD/JPY | 55.1 pips | $6.25 | $344 |
| AUD/USD | 34.4 pips | $10.00 | $344 |
| EUR/GBP | 16.1 pips | $13.53 | $218 |
| DE30 (DAX) | 184.4 pts | $0.116 | $214 |
| ETH/USD | $122.46 | $0.01 | $122 |
| UK100 (FTSE 100) | 73.0 pts | $0.0135 | $99 |
| US500 (S&P 500) | 53.0 pts | $0.01 | $53 |
| JP225 (Nikkei 225) | 1,481.1 pts | $0.00062 | $9 |
The same ‘1 lot’ carries very different risk across instruments: in this sample a lot of XAG/USD (Silver) swings about $11,285 on a typical day versus $9 for JP225 (Nikkei 225) — roughly 1,229× 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 | 43.7 pips | 57.2 pips | 54.5 pips | 54.9 pips |
| GBP/USD | 65.6 pips | 55.3 pips | 83.1 pips | 72.7 pips | 63.5 pips |
| USD/JPY | 91.2 pips | 59.9 pips | 69.4 pips | 129.7 pips | 108.7 pips |
| AUD/USD | 36.2 pips | 49 pips | 41 pips | 40.7 pips | 42.9 pips |
| USD/CAD | 51.2 pips | 54.4 pips | 58.3 pips | 52.4 pips | 55 pips |
| USD/CHF | 45.5 pips | 39.5 pips | 60.7 pips | 59.9 pips | 47.8 pips |
| NZD/USD | 34.1 pips | 43.6 pips | 44.9 pips | 42.8 pips | 37.3 pips |
| EUR/GBP | 26.2 pips | 21.3 pips | 32 pips | 20.6 pips | 21 pips |
| EUR/JPY | 102.9 pips | 71.7 pips | 79.2 pips | 111 pips | 111.7 pips |
| GBP/JPY | 138 pips | 85.5 pips | 112.9 pips | 144.7 pips | 130.8 pips |
| AUD/JPY | 72 pips | 80.9 pips | 58.5 pips | 80.4 pips | 78.1 pips |
| XAU/USD (Gold) | $74.42 | $93.78 | $127.30 | $92.04 | $88.71 |
| XAG/USD (Silver) | $2.07 | $2.91 | $3.39 | $2.64 | $2.37 |
| US Oil (WTI) | $3.50 | $3.61 | $2.97 | $3.27 | $2.78 |
| UK Oil (Brent) | $3.31 | $3.96 | $3.28 | $3.58 | $2.95 |
| BTC/USD | $2,372.03 | $1,878.41 | $2,216.10 | $1,989.81 | $2,673.78 |
| ETH/USD | $82.23 | $67.43 | $110.88 | $71.89 | $89.70 |
| US500 (S&P 500) | 74.0 pts | 85.1 pts | 80.6 pts | 91.5 pts | 67.9 pts |
| US30 (Dow) | 485.3 pts | 592.8 pts | 630.1 pts | 633.2 pts | 446.8 pts |
| USTEC (Nasdaq 100) | 561.3 pts | 677.5 pts | 597.6 pts | 694.9 pts | 461.0 pts |
| DE30 (DAX) | 277.9 pts | 339.7 pts | 325.5 pts | 352.8 pts | 296.1 pts |
| JP225 (Nikkei 225) | 1,893.3 pts | 2,568.5 pts | 2,285.6 pts | 1,957.0 pts | 1,955.5 pts |
| UK100 (FTSE 100) | 97.4 pts | 116.9 pts | 118.8 pts | 142.6 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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