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.
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 |