So, nickel primer on sizing:
Misses sizing is the standard off which everything else is sized. Jr. is , shorter, shorter-waisted, tighter in the bust and arms, and has a flatter hip-to-waist ratio than Misses, smaller by about 1.5" in almost every measurement. Womens, or Plus sizing (identified by that cursed "X") is the opposite, larger by about 1.5" than the corresponding Misses size. (And btw, the corresponding Jr. size to Misses steps downward, so a Jr. 5 is closer to a Misses 6 than a Misses 4).
Where the largest difference comes in is that Jr. sizing assumes a flatter bust to waist ratio. In Jr. sizing the waist is normally ~6 inches smaller than the bust, whereas in Misses sizing it is ~8 inches smaller. For that reason, most girls who are curvy will never find Junior sizes that really fit.
Average height in Misses is defined as 5'4" to 5'7", Petite is under 5'3" (yes, I know, there is a missing inch there!), and Tall is over 5'7". Like Girl's sizes, Junior actually varies the length; the smaller junior sizes are a couple of inches shorter than the larger junior sizes.
This page has a pretty good set of size charts:
https://www.liveabout.com/us-womens-apparel-size-charts-4078100#:~:text=The sizes for juniors are,style for a few seasons.
((IMPORTANT: US female sizing is not standardized!

Though the ratios generally hold between sizes, the actual measurements will vary all over the place from brand to brand, so look at each brand's charts to see where they are on the sizing spectrum. My DD is pretty much a textbook size 4 in most charts, but at OldNavy, where there is major vanity sizing, she is a size 0 (though at Gap, owned by the same company, she's a 4 again.) Knowing most chain stores sizing quirks will help IMMENSELY to save time and frustration, especially if your daughter likes thrift-shopping.))
Also, note that dance sizing is NOT equivalent to street clothing sizing; it is sized at least 2 sizes smaller. Any kind of dancewear is going to require sizing way up. Be sure that your dancers, gymnasts and skaters know this, so they won't be confused or dismayed by it. (I've had athletes break into tears at costume fittings because their slim but muscular bodies required a "Large" costume.)