Average True Range (ATR) Indicator

The average true range (ATR), developed to measure volatility. Originally designed by Wilder for commodities, now used for stocks and Indices as well. In short, a stock with a higher volatility by definition will have a higher ATR and vice versa. Mostly used with 14-periods smoothing based on avg TR values.

Indicators
1 minute 5 minutes 15 minutes 30 minutes 1 hour 4 hours 1 day 1 week 1 month
AUDCAD 0.00066 0.00083 0.00098 0.00121 0.00174 0.00237 0.00448 6932018124.00344 75792449119.5855
AUDCHF 0.00075 0.00086 0.00107 0.00123 0.0017 0.00222 0.00397 49936.23605 138867.67671
AUDJPY 0.02729 0.04821 0.07843 0.11043 0.29863 0.60443 1.01486 9.71379 5.74842
AUDNZD 0.00109 0.00133 0.00149 0.00163 774564468.49293 774564468.49492 0.00674 0.10053 3103119336.36699
AUDSGD 0.00078 0.00099 0.00113 0.00134 0.00221 0.00289 0.00581 0.01305 0.02962
AUDUSD 0.00033 0.00051 0.00069 0.00087 0.0017 0.00244 0.00536 0.01602 0.03394
CADCHF 0.00060 0.00074 0.00088 0.00096 0.00108 0.0015 0.00305 0.00865 0.02407
CADJPY 0.03313 0.05062 0.07279 0.10448 0.14681 0.30161 0.71014 2.47911 5.36325
CHFJPY 0.07998 0.11531 0.16739 0.23059 0.28287 0.43754 1.00496 366131670327.17926 3064054424438.974
CHFSGD 0.00089 0.00126 0.00164 0.00177 0.00232 0.00511 0.00885 1065291835.59587 122409783291.1129
EURAUD 0.00054 0.00093 0.00149 0.0019 0.00383 0.00772 0.01028 0.02515 0.07396
EURCAD 0.00054 0.00085 0.00115 0.00141 0.00164 0.00248 0.00468 0.01331 0.05017
EURCHF 0.00031 0.00051 0.00077 0.00087 0.00097 0.00152 0.00361 0.01152 0.03263
EURCZK 0.0113 0.01926 0.02501 0.02709 0.02518 0.04993 0.10011 0.23203 0.56683
EURGBP 0.00029 0.00040 0.00060 0.00077 0.00084 0.00144 0.00294 0.01134 0.02884
EURHUF 0.07407 0.25879 0.38186 0.60314 1.20214 1.34586 2.23414 6.10521 14.77536
EURJPY 0.04521 0.07643 0.128 0.17817 0.22611 0.34205 0.80905 3.0529 7.99305
EURMXN 0.00511 0.01196 0.01883 0.02456 0.03796 - - - -
EURNOK 0.00256 0.00461 0.00887 0.01408 0.02462 0.04417 0.07052 0.2065 0.55185
EURNZD 0.001 0.00148 0.00192 0.00245 0.00327 0.00488 0.00886 0.02365 0.072
EURPLN 0.00461 0.00564 0.0065 0.00796 0.00812 0.01278 0.01829 0.04748 0.25293
EURSEK 0.00546 0.00753 0.01108 0.01458 0.02528 0.03848 0.31982 1.18468 1.80938
EURSGD 0.00082 0.00109 0.00141 0.00159 0.00182 0.00305 0.00485 0.01431 0.04397
EURTRY 0.01832 0.02753 0.03742 0.07618 0.12363 0.2658 0.4088 1.12436 2.4447
EURUSD 0.00023 0.00047 0.00076 0.001 0.00107 0.00186 0.00427 0.0129 0.03572
EURZAR 0.00569 0.0141 0.02407 0.0362 0.05074 0.08402 0.15683 0.39277 1.08759
GBPAUD 0.00057 0.00083 0.00131 0.00168 0.00505 0.00708 0.0123 0.03607 2760528884.91371
GBPCAD 0.00056 0.00088 0.00118 0.00143 0.00301 0.00525 0.00902 0.03121 0.07552
GBPCHF 0.00045 0.00063 0.00088 0.00111 0.00474 0.00558 0.00913 0.0192 0.04125
GBPJPY 0.05265 0.0841 0.1287 0.1741 0.22512 0.36983 1.0305 3.54397 130189874364.01419
GBPMXN 0.02052 0.0276 0.03642 0.04143 0.0564 0.08631 0.16568 15348236042.82205 172611718847.18906
GBPNOK 0.0065 0.00943 0.01507 0.02307 0.03195 0.0625 0.10039 9738243113.21152 47911407328.29332
GBPNZD 0.00111 0.00157 0.00193 0.00238 0.00349 0.0058 0.01024 0.02667 0.07429
GBPSEK 0.0056 0.00841 0.012 0.0166 0.02112 0.03564 0.07432 0.21271 0.6284
GBPSGD 0.00098 0.00128 0.00157 0.00173 0.00294 0.0044 0.00821 0.0186 0.04276
GBPTRY 0.0203 0.03544 0.05185 0.10332 0.1844 0.34562 10.91386 6.50199 499609722.22515
GBPUSD 0.00028 0.00050 0.00078 0.00095 0.00117 0.00216 0.00547 0.01689 0.04062
GBPZAR 0.00727 0.01637 0.02793 0.04016 0.05349 0.09757 0.23039 0.50919 1.41172
NOKJPY 0.01003 0.01799 0.03057 0.04716 0.0569 0.09135 2.21799 3.41538 2924234144.24554
NOKSEK 0.00094 0.00119 0.00148 0.00194 0.00326 0.00655 0.03352 0.07984 0.10753
NZDCAD 0.00060 0.00075 0.00091 0.00114 0.00149 0.00259 0.00496 592827960.59544 66482236037.06818
NZDCHF 0.00056 0.00070 0.00085 0.00099 0.00125 0.00212 0.00389 0.01047 0.02644
NZDJPY 0.032 0.05367 0.08031 0.12066 0.26183 0.49573 0.88621 2.88124 6.41234
NZDUSD 0.00040 0.00056 0.00073 0.00093 0.00131 0.00311 0.00535 0.01838 0.05014
SEKJPY 0.00585 0.01004 0.01574 0.02231 0.02904 0.05208 0.11458 0.37144 0.79801
SGDJPY 0.03553 0.04878 0.06515 0.09765 0.15721 0.25924 1.06786 6.18764 10.69917
USDBRL 0.00209 0.00193 0.00199 0.00299 0.00683 - - - -
USDCAD 0.00031 0.00052 0.00074 0.00091 0.00128 0.00247 0.00595 0.02755 0.06684
USDCHF 0.00037 0.00057 0.00077 0.00084 0.00111 0.00209 0.00431 0.01374 0.10613
USDCNH 0.00053 0.00102 0.00164 0.00212 0.0031 0.00469 0.0151 0.05316 0.21039
USDCZK 0.02144 0.02997 0.03924 0.04678 0.04757 0.0719 0.14768 0.41076 0.96872
USDHKD 0.00035 0.00055 0.00111 0.00136 0.00216 0.00355 0.01079 0.01932 0.03414
USDHUF 0.23607 0.43371 0.56071 0.6475 0.86557 1.32021 2.51214 7.502 20.07529
USDJPY 0.01514 0.03079 0.05793 0.10429 0.13729 0.25793 0.78607 2.74136 6.64221
USDMXN 0.01532 0.02101 0.02641 0.03317 0.03851 0.06337 0.1195 0.38771 2.04682
USDNOK 0.00341 0.00617 0.01056 0.01806 0.02608 0.06859 0.17035 0.78002 1.25469
USDPLN 0.00418 0.00551 0.00668 0.00838 0.00897 0.01446 0.02498 285156768.55664 311703260747.6044
USDRUB - - - 0.44429 0.44429 0.46857 0.49071 1.16393 16.91311
USDSEK 0.00538 0.00883 0.01268 0.01725 0.0273 0.04288 0.27974 0.73999 1.83914
USDSGD 0.00063 0.00079 0.00094 0.00106 0.00144 0.00203 0.00431 0.01252 0.03354
USDTHB 0.01721 0.03029 0.03929 0.04621 0.06871 0.09921 0.38205 1.02271 2.13143
USDTRY 0.00879 0.01455 0.01808 0.03832 0.07231 0.25238 0.38015 1.02302 3.03535
USDZAR 0.01653 0.02332 0.03243 0.04428 0.08409 0.1219 0.42014 1.07498 36.69201
XAGAUD 0.06493 0.12193 0.17979 0.25293 0.29657 0.55771 1.36379 2.79957 4.1455
XAGEUR 0.02174 0.03486 0.0704 0.12174 0.18111 0.37381 0.90689 1.72209 2.55719
XAGUSD 0.02234 0.04324 0.07756 0.12156 0.15421 0.36451 1.00619 1.85061 3.06904
XAUAUD 3.13357 4.86071 6.46357 8.65 9.70571 16.35429 38.31286 127.80714 191.335
XAUEUR 0.58214 1.32143 2.4 3.30714 4.14286 8.80714 26.15643 77.77 108.68714
XAUGBP 0.41429 0.72857 1.63571 2.47857 2.90714 6.22857 21.00357 65.13143 94.18571
XAUJPY 86.56429 187.25 391.66429 588.95714 677.22143 1363.4 4307.00714 14010.13571 16846.50714
XAUUSD 0.65357 1.34929 2.58929 3.73357 4.24214 9.17286 30.61357 84.65571 131.68357
XPDUSD 0.49 3.59143 3.37286 7.26571 9.04786 19.44 91.31214 216.65071 793.87643
XPTUSD 0.30643 1.39286 2.28929 5.17 7.47357 13.70571 36.75857 75.22643 123.115
ZARJPY 0.00299 0.00624 0.01051 0.01634 0.02688 0.04562 0.09951 0.22575 0.54456