Volatility on Exness — Measured Daily Ranges, Gaps and Risk per Lot — Nigeria
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 Nov · 08:59 WAT.
Open Exness Account →Average daily range and regime
| Instrument | ADR (14 sessions) | ADR (50 sessions) | Regime | Realized vol (ann.) | Avg weekend gap |
|---|---|---|---|---|---|
| EUR/USD | 51.5 pips | 51.8 pips | steady (0.99) | 3.89% | 0.2 pips |
| GBP/USD | 55.4 pips | 58.9 pips | steady (0.94) | 4.19% | 0.3 pips |
| USD/JPY | 78.6 pips | 95.1 pips | contracting (0.83) | 7.57% | 0.3 pips |
| AUD/USD | 34.5 pips | 38.6 pips | contracting (0.89) | 5.51% | 0.1 pips |
| USD/CAD | 50.4 pips | 48.7 pips | steady (1.03) | 3.64% | 0.2 pips |
| USD/CHF | 47.7 pips | 45 pips | steady (1.06) | 5.22% | 0.2 pips |
| NZD/USD | 35.7 pips | 37 pips | steady (0.96) | 5.52% | 0.2 pips |
| EUR/GBP | 24.6 pips | 22.8 pips | expanding (1.08) | 2.27% | 0.2 pips |
| EUR/JPY | 98.9 pips | 107.4 pips | contracting (0.92) | 6.85% | 0.3 pips |
| GBP/JPY | 101.8 pips | 118.7 pips | contracting (0.86) | 6.85% | 0.3 pips |
| AUD/JPY | 72.9 pips | 75.9 pips | steady (0.96) | 7.04% | 0.4 pips |
| XAU/USD (Gold) | $63.90 | $68.52 | steady (0.93) | 19.03% | $0.10 |
| XAG/USD (Silver) | $1.75 | $1.81 | steady (0.97) | 34.83% | $0.01 |
| US Oil (WTI) | $3.46 | $3.47 | steady (1.00) | 34.69% | $0.00 |
| UK Oil (Brent) | $4.01 | $3.86 | steady (1.04) | 37.64% | $0.94 |
| BTC/USD | $1,966.52 | $2,158.18 | contracting (0.91) | 27.91% | $1.04 |
| ETH/USD | $77.86 | $89.72 | contracting (0.87) | 32.19% | $0.07 |
| US500 (S&P 500) | 77.7 pts | 69.0 pts | expanding (1.13) | 8.59% | 0.3 pts |
| US30 (Dow) | 562.5 pts | 524.5 pts | expanding (1.07) | 8.82% | 1.3 pts |
| USTEC (Nasdaq 100) | 532.2 pts | 449.9 pts | expanding (1.18) | 16.08% | 0.3 pts |
| DE30 (DAX) | 353.4 pts | 292.0 pts | expanding (1.21) | 11.46% | 6.5 pts |
| JP225 (Nikkei 225) | 1,472.4 pts | 1,434.9 pts | steady (1.03) | 22.84% | 5.5 pts |
| UK100 (FTSE 100) | 103.2 pts | 105.4 pts | steady (0.98) | 9.37% | 5.7 pts |
ADR = average daily high–low. Regime compares the last 14 sessions to the last 50: expanding markets need wider stops and smaller size; contracting ones the opposite. Weekend gap = average Monday open vs Friday close.
Risk per lot — size by dollars, not lots
| Instrument | ADR | Value of 1 pip/pt ($/lot) | Typical daily swing per lot |
|---|---|---|---|
| XAG/USD (Silver) | $1.75 | $50.00 | $8,755 |
| XAU/USD (Gold) | $63.90 | $1.00 | $6,390 |
| UK Oil (Brent) | $4.01 | $10.00 | $4,013 |
| US Oil (WTI) | $3.46 | $10.00 | $3,457 |
| BTC/USD | $1,966.52 | $0.01 | $1,967 |
| GBP/JPY | 101.8 pips | $6.33 | $644 |
| EUR/JPY | 98.9 pips | $6.33 | $626 |
| USD/CHF | 47.7 pips | $12.25 | $585 |
| US30 (Dow) | 562.5 pts | $0.10 | $562 |
| GBP/USD | 55.4 pips | $10.00 | $554 |
| USTEC (Nasdaq 100) | 532.2 pts | $0.01 | $532 |
| EUR/USD | 51.5 pips | $10.00 | $515 |
| USD/JPY | 78.6 pips | $6.33 | $497 |
| AUD/JPY | 72.9 pips | $6.33 | $461 |
| DE30 (DAX) | 353.4 pts | $0.112 | $397 |
| USD/CAD | 50.4 pips | $7.17 | $361 |
| NZD/USD | 35.7 pips | $10.00 | $357 |
| AUD/USD | 34.5 pips | $10.00 | $345 |
| EUR/GBP | 24.6 pips | $13.48 | $332 |
| UK100 (FTSE 100) | 103.2 pts | $0.0135 | $139 |
| ETH/USD | $77.86 | $0.01 | $78 |
| US500 (S&P 500) | 77.7 pts | $0.01 | $78 |
| JP225 (Nikkei 225) | 1,472.4 pts | $0.00063 | $9 |
The same ‘1 lot’ carries very different risk across instruments: in this sample a lot of XAG/USD (Silver) swings about $8,755 on a typical day versus $9 for JP225 (Nikkei 225) — roughly 944× 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 | 55.2 pips | 47.1 pips | 62 pips | 60.2 pips | 55.9 pips |
| GBP/USD | 51.8 pips | 57.9 pips | 79.7 pips | 66.3 pips | 64 pips |
| USD/JPY | 108.7 pips | 85.7 pips | 104 pips | 128.6 pips | 122.1 pips |
| AUD/USD | 32.9 pips | 36.6 pips | 49.4 pips | 49.6 pips | 40.7 pips |
| USD/CAD | 49.7 pips | 57.7 pips | 71.9 pips | 49.3 pips | 57.3 pips |
| USD/CHF | 42.6 pips | 39.8 pips | 48.3 pips | 59.8 pips | 55.5 pips |
| NZD/USD | 33.3 pips | 42.1 pips | 57.9 pips | 39.4 pips | 39.6 pips |
| EUR/GBP | 24.6 pips | 19.1 pips | 25.8 pips | 25.4 pips | 24.7 pips |
| EUR/JPY | 115.7 pips | 98.6 pips | 103.4 pips | 146.7 pips | 135.9 pips |
| GBP/JPY | 115.8 pips | 111.5 pips | 139.1 pips | 171.2 pips | 147.6 pips |
| AUD/JPY | 77 pips | 73 pips | 74.4 pips | 111.7 pips | 85.1 pips |
| XAU/USD (Gold) | $73.84 | $78.35 | $89.35 | $83.53 | $97.95 |
| XAG/USD (Silver) | $1.66 | $2.03 | $2.36 | $2.47 | $2.37 |
| US Oil (WTI) | $3.81 | $4.26 | $3.39 | $4.15 | $3.36 |
| UK Oil (Brent) | $3.76 | $4.06 | $3.14 | $4.14 | $3.20 |
| BTC/USD | $2,654.52 | $2,141.11 | $2,425.65 | $2,645.98 | $2,836.18 |
| ETH/USD | $95.91 | $89.22 | $104.16 | $110.39 | $119.31 |
| US500 (S&P 500) | 69.3 pts | 63.8 pts | 83.3 pts | 81.4 pts | 82.0 pts |
| US30 (Dow) | 420.7 pts | 574.9 pts | 624.2 pts | 612.8 pts | 642.4 pts |
| USTEC (Nasdaq 100) | 489.6 pts | 416.4 pts | 481.5 pts | 559.0 pts | 472.2 pts |
| DE30 (DAX) | 286.3 pts | 340.4 pts | 367.2 pts | 314.4 pts | 317.1 pts |
| JP225 (Nikkei 225) | 1,342.6 pts | 1,529.7 pts | 1,696.4 pts | 1,766.5 pts | 1,646.9 pts |
| UK100 (FTSE 100) | 104.9 pts | 118.1 pts | 115.3 pts | 133.5 pts | 105.6 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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