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 | 0.00064 | 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 |