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 0.00064 0.00084 0.00119 0.00125 0.00139 0.00209 0.0047 6932018124.00344 75792449119.5855
AUDCHF 0.00067 0.00077 0.00109 0.00115 0.00123 0.00179 0.0036 49936.31234 138867.67671
AUDJPY 0.02787 0.05233 0.11292 0.15815 0.17757 0.33415 0.71029 9.69443 5.74842
AUDNZD 0.00109 0.00132 0.00166 0.00223 0.00211 0.00247 0.00641 783811470.86415 3103119336.36699
AUDSGD 0.00076 0.00098 0.0014 0.00189 0.00185 0.0024 0.00473 0.01296 0.02962
AUDUSD 0.00032 0.00050 0.00088 0.00088 0.00099 0.00197 0.00472 0.01581 0.03394
CADCHF 0.00057 0.00063 0.00073 0.00080 0.00093 0.00126 0.00298 0.00887 0.02407
CADJPY 0.02829 0.04323 0.07039 0.1195 0.14483 0.28386 0.6775 2.47811 5.36325
CHFJPY 0.05384 0.07419 0.10874 0.2374 0.26786 0.51903 122046226915.916 366131670436.48865 3064054424438.974
CHFSGD 0.00090 0.0011 0.00137 0.00189 0.00208 0.00322 0.00698 1065291835.59688 122409783291.1129
EURAUD 0.00053 0.00095 0.00173 0.00184 0.00197 0.00347 0.00701 0.02636 0.07396
EURCAD 0.00055 0.00065 0.00083 0.00094 0.00116 0.00183 0.00513 0.0132 0.05017
EURCHF 0.00021 0.00032 0.00047 0.00060 0.00076 0.00145 0.00299 0.01169 0.03263
EURCZK 0.00706 0.00936 0.00969 0.01399 0.01994 0.0409 0.0971 0.25016 0.56683
EURGBP 0.00024 0.00027 0.00037 0.00059 0.00062 0.00105 0.00282 0.01188 0.02884
EURHUF 0.24393 0.23821 0.28321 0.57743 0.47721 0.96543 1.62243 6.16786 14.77536
EURJPY 0.03659 0.05048 0.07942 0.11171 0.14422 0.35263 0.87564 3.05834 7.99305
EURMXN 0.00156 0.00441 0.00742 0.02079 0.02854 0.04515 0.12124 0.37372 0.9306
EURNOK 0.00289 0.00372 0.00763 0.01514 0.01668 0.02481 0.06259 0.20679 0.55185
EURNZD 0.00106 0.00149 0.00204 0.0028 0.00292 0.0044 0.00773 0.02425 0.072
EURPLN 0.00338 0.004 0.00454 0.00473 0.00602 0.00835 0.0196 0.04948 0.25293
EURSEK 0.00577 0.00706 0.01339 0.0492 0.04155 0.26218 0.43457 1.24491 1.80938
EURSGD 0.00086 0.00101 0.00122 0.0014 0.00149 0.00222 0.00391 0.01558 0.04397
EURTRY 0.0452 0.03575 0.06109 0.09428 0.07877 0.16666 0.33781 1.1755 2.4447
EURUSD 0.00023 0.00033 0.00047 0.00056 0.00076 0.00161 0.00412 0.01313 0.03572
EURZAR 0.00294 0.00504 0.01138 0.02929 0.03691 0.0665 0.12755 0.38436 1.08759
GBPAUD 0.00039 0.00083 0.00176 0.002 0.00214 0.00394 0.00921 0.03679 2760528884.91371
GBPCAD 0.00050 0.00064 0.00084 0.0013 0.00167 0.00244 0.00701 0.03086 0.07552
GBPCHF 0.00035 0.00044 0.00057 0.00094 0.00122 0.00211 0.00508 0.0194 0.04125
GBPJPY 0.03726 0.06033 0.10553 0.14341 0.19342 0.40579 1.11543 3.50961 130189874364.01419
GBPMXN 0.01761 0.01994 0.02331 0.03169 0.04059 0.05324 1.65175 15348236042.81614 172611718847.18906
GBPNOK 0.00732 0.0077 0.01173 0.01979 0.02373 0.03398 0.07903 9738243113.21649 47911407328.29332
GBPNZD 0.00105 0.0015 0.00207 0.0025 0.00278 0.00418 0.0092 0.028 0.07429
GBPSEK 0.00287 0.00478 0.00761 0.01614 0.01677 0.03099 0.07524 0.21924 0.6284
GBPSGD 0.00098 0.00108 0.00133 0.00297 0.00257 0.00284 0.00656 0.01854 0.04276
GBPTRY 0.03332 0.03264 0.05473 0.10386 0.09389 5.38237 8.21133 3.93464 499609722.22515
GBPUSD 0.00022 0.00034 0.00055 0.00068 0.00099 0.00193 0.00581 0.01733 0.04062
GBPZAR 0.00353 0.00599 0.01259 0.035 0.04357 0.07904 0.23211 0.49052 1.41172
NOKJPY 0.02251 0.04177 0.04011 0.05178 0.05492 1.10698 0.16473 2.37257 2924234144.24554
NOKSEK 0.00059 0.00083 0.00111 0.0091 0.00925 0.02527 0.02763 0.07491 0.10753
NZDCAD 0.00056 0.00078 0.00097 0.00121 0.0013 0.00186 0.0044 592827960.59536 66482236037.06818
NZDCHF 0.00050 0.00064 0.00081 0.00111 0.00114 0.00158 0.00333 0.01053 0.02644
NZDJPY 0.03712 0.05902 0.09734 0.17155 0.18469 0.30315 0.7427 2.93363 6.41234
NZDUSD 0.00038 0.00057 0.00081 0.00094 0.00106 0.00186 0.00471 0.01878 0.05014
SEKJPY 0.00299 0.00621 0.01033 0.02613 0.02787 0.05147 0.11599 0.37335 0.79801
SGDJPY 0.02496 0.03924 0.06214 0.11999 0.13039 0.2535 1.09544 6.32421 10.69917
USDCAD 0.00028 0.00043 0.00065 0.00073 0.00101 0.00188 0.00542 0.0278 0.06684
USDCHF 0.00032 0.00037 0.00053 0.00078 0.00096 0.0018 0.00425 0.01418 0.10613
USDCNH 0.00048 0.0016 0.00214 0.00305 0.00329 0.00984 0.02356 0.05213 0.21039
USDCZK 0.01561 0.01906 0.02376 0.02536 0.03301 0.05746 0.14145 0.43059 0.96872
USDHKD 0.00032 0.00052 0.00133 0.00201 0.00223 0.00499 0.01322 0.01937 0.03414
USDHUF 0.19293 0.24507 0.30593 0.48314 0.51743 1.01343 2.39143 7.55214 20.07529
USDJPY 0.00879 0.02757 0.05379 0.07914 0.10536 0.29579 0.9395 2.75986 6.64221
USDMXN 0.01354 0.01519 0.01836 0.02196 0.02925 0.04509 0.12324 0.3862 2.04682
USDNOK 0.00399 0.0041 0.0081 0.02148 0.02565 0.05577 0.15496 0.79631 1.25469
USDPLN 0.00342 0.00425 0.00512 0.00578 0.00701 0.01038 0.31296 285156768.843 311703260747.6044
USDRUB - - - 0.31536 0.31536 0.36571 0.53964 1.15786 16.91311
USDSEK 0.00544 0.00757 0.01241 0.07193 0.06782 0.20752 0.25596 0.74418 1.83914
USDSGD 0.00060 0.00075 0.00099 0.00108 0.00122 0.00204 0.00454 0.01268 0.03354
USDTHB 0.02036 0.03407 0.04564 0.09871 0.11021 0.26901 0.3404 0.99229 2.13143
USDTRY 0.01476 0.01307 0.01857 0.03988 0.03362 0.13683 0.27852 1.08895 3.03535
USDZAR 0.01189 0.01459 0.02088 0.1603 0.18135 0.22097 0.19802 0.99681 36.69201
XAGAUD 0.05943 0.15764 0.39364 0.39207 0.53729 0.94971 0.95914 2.69586 4.1455
XAGEUR 0.02369 0.07816 0.23127 0.25419 0.32019 0.61008 0.65101 1.66109 2.55719
XAGUSD 0.01792 0.07988 0.27375 0.25186 0.33639 0.65681 0.70584 1.77895 3.06904
XAUAUD 3.43286 5.25214 8.63071 8.82357 11.38214 21.41143 36.71214 121.415 191.335
XAUEUR 1.35357 2.50714 5.13214 5.40714 6.22143 13.14 22.86429 72.46071 108.68714
XAUGBP 0.28571 1.37857 3.12143 3.33571 4.62143 10.87857 18.44929 59.99286 94.18571
XAUJPY 52.54286 275.58571 729.7 793.95 1109.92143 2301.52143 3968.76429 13184.10714 16846.50714
XAUUSD 0.33429 2.18214 4.96429 5.285 6.80714 15.44786 27.345 78.90143 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 0.00274 0.00482 0.00785 0.02632 0.02872 0.04413 0.07934 0.22308 0.54456