Average Daily Range (ADR) Matrix
Statistical volatility benchmarks across Forex Majors, Gold, Indices, and Crypto. Select high-ADR instruments for breakout EAs and low-ADR pairs for range-bound scalping.
| Instrument | Avg Daily Range (ADR) | ADR Percentage | Volatility Level | Optimal Trading Session | Strategy Confluence | Actions |
|---|---|---|---|---|---|---|
|
US3
US30
Dow Jones 30 Index
|
380.0 pips / day | 0.95% | High |
New York Session (14:30 - 21:00 UTC)
|
Opening Range Breakout EAs | |
|
NAS
NAS100
NASDAQ 100 Index
|
210.0 pips / day | 1.25% | High |
New York Session (14:30 - 21:00 UTC)
|
Trend Momentum & Mean Reversion | |
|
SPX
SPX500
S&P 500 Index
|
54.0 pips / day | 0.90% | Moderate |
New York Session (14:30 - 21:00 UTC)
|
Systematic Trend Following EAs |
Frequently Asked Questions: Market Volatility & ADR
What is the most volatile Forex pair to trade?
Among traditional currency pairs, GBPJPY ("The Beast") has the highest Average Daily Range (approx. 145+ pips per day). Among commodities, Gold (XAUUSD) is the undisputed volatility leader with 280+ pips per session.
How should algorithmic EAs use ADR data?
Algorithmic EAs use ADR to adjust dynamic stop losses and take profits. When a market moves 80%–100% of its ADR, breakout EAs pause new entries to avoid buying the extreme top or selling the bottom of a daily cycle.
What time of day is Forex market volatility highest?
Volatility peaks during the London and New York Session Overlap (13:00 to 17:00 UTC), which accounts for over 70% of total daily global foreign exchange turnover.
How can I calculate lot size based on instrument ADR?
Use our Position Size Calculator to adapt your lot size so a 50-pip stop on Gold risks the exact same dollar amount as a 20-pip stop on EURUSD.
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