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 | 0.00059 | 0.00075 | 0.00087 | 0.00111 | 0.00138 | 0.00234 | 0.00472 | 6932018124.00344 | 75792449119.5855 |
AUDCHF | 0.00058 | 0.00075 | 0.00092 | 0.00116 | 0.00135 | 0.00225 | 0.00366 | 49936.31234 | 138867.67671 |
AUDJPY | 0.04991 | 0.03724 | 0.05932 | 0.10525 | 0.15161 | 0.38523 | 0.71921 | 9.69443 | 5.74842 |
AUDNZD | 0.00104 | 0.00126 | 0.00146 | 0.00158 | 0.00174 | 0.00356 | 0.00677 | 783811470.86415 | 3103119336.36699 |
AUDSGD | 0.00066 | 0.00090 | 0.00105 | 0.00138 | 0.00158 | 0.00306 | 0.00511 | 0.01296 | 0.02962 |
AUDUSD | 0.00032 | 0.00037 | 0.00053 | 0.00088 | 0.0011 | 0.00244 | 0.00496 | 0.01581 | 0.03394 |
CADCHF | 0.00055 | 0.00066 | 0.00081 | 0.00099 | 0.00124 | 0.00173 | 0.00281 | 0.00887 | 0.02407 |
CADJPY | 0.04597 | 0.03982 | 0.06624 | 0.1027 | 0.13128 | 0.30224 | 0.72143 | 2.47811 | 5.36325 |
CHFJPY | 0.24887 | 0.12236 | 0.11955 | 0.18769 | 0.21217 | 0.54644 | 122046226903.89575 | 366131670436.48865 | 3064054424438.974 |
CHFSGD | 0.0016 | 0.00116 | 0.00135 | 0.00183 | 0.0021 | 0.00475 | 0.00694 | 1065291835.59688 | 122409783291.1129 |
EURAUD | 0.00087 | 0.00068 | 0.00098 | 0.0016 | 0.00208 | 0.0042 | 0.00717 | 0.02636 | 0.07396 |
EURCAD | 0.00049 | 0.00064 | 0.00089 | 0.0014 | 0.00192 | 0.00259 | 0.00497 | 0.0132 | 0.05017 |
EURCHF | 0.00033 | 0.00040 | 0.00054 | 0.00082 | 0.0011 | 0.00184 | 0.00322 | 0.01169 | 0.03263 |
EURCZK | 0.00473 | 0.00619 | 0.01367 | 0.0218 | 0.02853 | 0.0426 | 0.09091 | 0.25016 | 0.56683 |
EURGBP | 0.00045 | 0.00036 | 0.00044 | 0.00062 | 0.00089 | 0.00142 | 0.00284 | 0.01188 | 0.02884 |
EURHUF | 0.31079 | 0.11993 | 0.209 | 0.45914 | 0.64257 | 1.26386 | 1.83614 | 6.16786 | 14.77536 |
EURJPY | 0.03442 | 0.04613 | 0.07074 | 0.12534 | 0.17562 | 0.36503 | 0.85084 | 3.05834 | 7.99305 |
EURMXN | 0.00368 | 0.00803 | 0.0136 | 0.02207 | 0.03369 | 0.05164 | 0.12084 | 0.37372 | 0.9306 |
EURNOK | 0.00534 | 0.00565 | 0.00957 | 0.01329 | 0.01826 | 0.03373 | 0.05743 | 0.20679 | 0.55185 |
EURNZD | 0.00104 | 0.00125 | 0.00156 | 0.00209 | 0.00259 | 0.00451 | 0.00878 | 0.02425 | 0.072 |
EURPLN | 0.00273 | 0.00385 | 0.00448 | 0.00565 | 0.00727 | 0.01187 | 0.01852 | 0.04948 | 0.25293 |
EURSEK | 0.01585 | 0.0108 | 0.00836 | 0.01418 | 0.02045 | 0.03788 | 0.30473 | 1.24491 | 1.80938 |
EURSGD | 0.00098 | 0.00101 | 0.00107 | 0.00132 | 0.00171 | 0.00269 | 0.00391 | 0.01558 | 0.04397 |
EURTRY | 0.02235 | 0.03022 | 0.0296 | 0.04045 | 0.04646 | 0.1681 | 0.32477 | 1.1755 | 2.4447 |
EURUSD | 0.00032 | 0.00033 | 0.00042 | 0.00080 | 0.00112 | 0.0021 | 0.0041 | 0.01313 | 0.03572 |
EURZAR | 0.0382 | 0.02495 | 0.0147 | 0.02496 | 0.05028 | 0.08482 | 0.15275 | 0.38436 | 1.08759 |
GBPAUD | 0.00085 | 0.00059 | 0.00081 | 0.00158 | 0.00216 | 0.00523 | 0.00927 | 0.03679 | 2760528884.91371 |
GBPCAD | 0.00060 | 0.00070 | 0.00095 | 0.00163 | 0.00216 | 0.00383 | 0.00732 | 0.03086 | 0.07552 |
GBPCHF | 0.00059 | 0.00054 | 0.00077 | 0.00125 | 0.00163 | 0.0033 | 0.00561 | 0.0194 | 0.04125 |
GBPJPY | 0.0976 | 0.07951 | 0.11063 | 0.18514 | 0.22907 | 0.46247 | 1.07386 | 3.50961 | 130189874364.01419 |
GBPMXN | 0.01845 | 0.02388 | 0.02892 | 0.03894 | 0.05368 | 0.0778 | 0.15045 | 15348236042.81614 | 172611718847.18906 |
GBPNOK | 0.01179 | 0.01779 | 0.02385 | 0.0249 | 0.02922 | 0.04569 | 0.07785 | 9738243113.21649 | 47911407328.29332 |
GBPNZD | 0.00104 | 0.00146 | 0.0017 | 0.00231 | 0.00286 | 0.00503 | 0.00958 | 0.028 | 0.07429 |
GBPSEK | 0.00249 | 0.00546 | 0.00864 | 0.01581 | 0.02364 | 0.03899 | 0.07195 | 0.21924 | 0.6284 |
GBPSGD | 0.00095 | 0.00115 | 0.0014 | 0.00185 | 0.00223 | 0.00419 | 0.00659 | 0.01854 | 0.04276 |
GBPTRY | 0.02217 | 0.04579 | 0.05212 | 0.07087 | 0.07759 | 0.20233 | 8.17461 | 3.93464 | 499609722.22515 |
GBPUSD | 0.00032 | 0.00039 | 0.00058 | 0.00106 | 0.00148 | 0.00274 | 0.00544 | 0.01733 | 0.04062 |
GBPZAR | 0.02265 | 0.0184 | 0.01698 | 0.03135 | 0.05965 | 0.10399 | 0.23221 | 0.49052 | 1.41172 |
NOKJPY | 0.01959 | 0.02819 | 0.02931 | 0.04715 | 0.06311 | 1.13357 | 1.19238 | 2.37257 | 2924234144.24554 |
NOKSEK | 0.00665 | 0.00398 | 0.00207 | 0.00209 | 0.00251 | 0.00447 | 0.03161 | 0.07491 | 0.10753 |
NZDCAD | 0.00052 | 0.00072 | 0.00084 | 0.00103 | 0.0013 | 0.00227 | 0.00457 | 592827960.59536 | 66482236037.06818 |
NZDCHF | 0.00044 | 0.00059 | 0.00077 | 0.00101 | 0.00126 | 0.00208 | 0.0034 | 0.01053 | 0.02644 |
NZDJPY | 0.05228 | 0.04984 | 0.0777 | 0.10852 | 0.14038 | 0.30584 | 0.7382 | 2.93363 | 6.41234 |
NZDUSD | 0.00034 | 0.00044 | 0.00061 | 0.00089 | 0.00111 | 0.00211 | 0.00481 | 0.01878 | 0.05014 |
SEKJPY | 0.0155 | 0.00794 | 0.01064 | 0.02017 | 0.03092 | 0.05039 | 0.10714 | 0.37335 | 0.79801 |
SGDJPY | 0.07043 | 0.04206 | 0.05161 | 0.07411 | 0.18334 | 0.80366 | 1.09065 | 6.32421 | 10.69917 |
USDCAD | 0.00031 | 0.00039 | 0.00069 | 0.00121 | 0.00153 | 0.0034 | 0.00567 | 0.0278 | 0.06684 |
USDCHF | 0.00031 | 0.00039 | 0.00056 | 0.00097 | 0.00113 | 0.00208 | 0.00432 | 0.01418 | 0.10613 |
USDCNH | 0.00394 | 0.00138 | 0.00093 | 0.00149 | 0.00207 | 0.0053 | 0.01621 | 0.05213 | 0.21039 |
USDCZK | 0.0095 | 0.01632 | 0.02436 | 0.03358 | 0.04474 | 0.07196 | 0.13349 | 0.43059 | 0.96872 |
USDHKD | 0.00066 | 0.00144 | 0.00121 | 0.00141 | 0.00171 | 0.00414 | 0.0123 | 0.01937 | 0.03414 |
USDHUF | 0.23479 | 0.23064 | 0.31307 | 0.49657 | 0.71321 | 1.34557 | 2.30614 | 7.55214 | 20.07529 |
USDJPY | 0.02621 | 0.02407 | 0.03979 | 0.07729 | 0.09793 | 0.24721 | 0.859 | 2.75986 | 6.64221 |
USDMXN | 0.01481 | 0.01874 | 0.02323 | 0.0299 | 0.04171 | 0.06477 | 0.1188 | 0.3862 | 2.04682 |
USDNOK | 0.10723 | 0.03634 | 0.01691 | 0.0168 | 0.02319 | 0.0547 | 0.13904 | 0.79631 | 1.25469 |
USDPLN | 0.00311 | 0.00414 | 0.00501 | 0.0068 | 0.00877 | 0.01523 | 0.02541 | 285156768.843 | 311703260747.6044 |
USDRUB | - | - | - | 0.25071 | 0.25071 | 0.29429 | 0.47071 | 1.1425 | 16.91311 |
USDSEK | 0.04464 | 0.01399 | 0.0084 | 0.01565 | 0.02266 | 0.04519 | 0.26101 | 0.74418 | 1.83914 |
USDSGD | 0.00090 | 0.00079 | 0.00077 | 0.001 | 0.00119 | 0.00233 | 0.00439 | 0.01268 | 0.03354 |
USDTHB | 0.10236 | 0.078 | 0.05657 | 0.051 | 0.05779 | 0.13871 | 0.35943 | 0.99229 | 2.13143 |
USDTRY | 0.00626 | 0.02168 | 0.01941 | 0.02798 | 0.04016 | 0.10245 | 0.2318 | 1.08895 | 3.03535 |
USDZAR | 0.13399 | 0.03838 | 0.02389 | 0.03736 | 0.06067 | 0.15837 | 0.35364 | 0.99681 | 36.69201 |
XAGAUD | 0.04986 | 0.08543 | 0.12221 | 0.20021 | 0.27514 | 0.66236 | 1.26421 | 2.69586 | 4.1455 |
XAGEUR | 0.07236 | 0.05023 | 0.05737 | 0.10237 | 0.14299 | 0.39709 | 0.85477 | 1.66109 | 2.55719 |
XAGUSD | 0.02061 | 0.01589 | 0.04248 | 0.10491 | 0.14975 | 0.44813 | 0.94723 | 1.77895 | 3.06904 |
XAUAUD | 2.27286 | 3.61286 | 5.16786 | 8.31929 | 10.085 | 20.38 | 39.46143 | 121.415 | 191.335 |
XAUEUR | 1.75357 | 1.24286 | 1.73929 | 3.525 | 5.88214 | 13.775 | 26.63143 | 72.46071 | 108.68714 |
XAUGBP | 0.18571 | 0.42143 | 1.15 | 2.71429 | 3.67857 | 10.55714 | 22.325 | 59.99286 | 94.18571 |
XAUJPY | 251.42143 | 163.95 | 286.52143 | 617.12143 | 793.69286 | 2220.74286 | 4588.49286 | 13184.10714 | 16846.50714 |
XAUUSD | 0.40929 | 0.69214 | 1.59071 | 3.66143 | 5.00286 | 14.61929 | 31.92286 | 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 | 0.01016 | 0.00608 | 0.00671 | 0.01142 | 0.02144 | 0.04305 | 0.09354 | 0.22308 | 0.54456 |