A local exclusion principle is observed for identical particles obeying intermediate and fractional exchange statistics in one and two dimensions, leading to bounds for the kinetic energy in terms of the density. This has implications for models of Lieb-Liniger and Calogero-Sutherland type and implies a nontrivial lower bound for the energy of the anyon gas whenever the statistics parameter is an odd numerator fraction. We discuss whether this is actually a necessary requirement.