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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 | 0.00013 | 0.00034 | 0.00070 | 0.00074 | 0.00172 | 0.00323 | 0.00586 | 0.01682 | 0.03089 |
AUDCHF | 0.000090 | 0.00028 | 0.00047 | 0.00063 | 0.00117 | 0.00264 | 0.00443 | 0.05117 | 0.03351 |
AUDJPY | 0.01429 | 0.03807 | 0.07071 | 0.09579 | 0.26436 | 0.4145 | 1.23193 | 2.59367 | 4.35314 |
AUDNZD | 0.00011 | 0.00025 | 0.00058 | 0.00097 | 0.00154 | 0.0023 | 0.00505 | 0.03551 | 0.03767 |
AUDSGD | 0.00016 | 0.00030 | 0.00057 | 0.00069 | 0.00188 | 0.00306 | 0.00609 | 0.01899 | 0.04129 |
AUDUSD | 0.00016 | 0.00033 | 0.00053 | 0.00066 | 0.00185 | 0.00343 | 0.00562 | 0.01865 | 0.03755 |
CADCHF | 0.000090 | 0.00030 | 0.00045 | 0.00063 | 0.00073 | 0.00185 | 0.00418 | 0.01341 | 0.03433 |
CADJPY | 0.01479 | 0.04036 | 0.07086 | 0.09564 | 0.199 | 0.39807 | 1.14821 | 2.60709 | 4.76957 |
CHFJPY | 0.0195 | 0.07686 | 0.09736 | 0.15636 | 0.2505 | 0.7185 | 1.57693 | 4.45629 | 4.19579 |
CHFSGD | 0.00018 | 0.00064 | 0.001 | 0.00141 | 0.00192 | 0.00424 | 0.00822 | 0.04092 | 0.0512 |
EURAUD | 0.00021 | 0.00064 | 0.00112 | 0.00155 | 0.00351 | 0.00766 | 0.01357 | 0.05054 | 0.06622 |
EURCAD | 0.00023 | 0.00060 | 0.00079 | 0.00122 | 0.00215 | 0.00442 | 0.0116 | 0.03263 | 0.06374 |
EURCHF | 0.00010 | 0.00033 | 0.00057 | 0.00053 | 0.0011 | 0.0025 | 0.00497 | 0.01326 | 0.03003 |
EURCZK | 0.00066 | 0.00456 | 0.00612 | 0.01572 | 0.01004 | 0.03409 | 0.08539 | 0.36686 | 0.48431 |
EURGBP | 0.000090 | 0.00054 | 0.00029 | 0.00051 | 0.00093 | 0.00188 | 0.00348 | 0.01815 | 0.03293 |
EURHUF | 0.04571 | 0.1345 | 0.09686 | 0.27507 | 0.35329 | 0.92936 | 2.70614 | 8.88964 | 7.18344 |
EURJPY | 0.0205 | 0.06029 | 0.06536 | 0.13436 | 0.34664 | 0.66914 | 1.63457 | 2.55956 | 5.50729 |
EURMXN | 0.0044 | 0.01427 | 0.01479 | 0.02683 | 0.04008 | 0.09448 | 0.2329 | 0.78528 | 1.43139 |
EURNOK | 0.00212 | 0.00428 | 0.0046 | 0.01884 | 0.01342 | 0.06011 | 0.09548 | 0.29903 | 0.36074 |
EURNZD | 0.00023 | 0.00071 | 0.00087 | 0.00228 | 0.00313 | 0.00799 | 0.01555 | 0.04384 | 0.07627 |
EURPLN | 0.00030 | 0.00179 | 0.00102 | 0.00214 | 0.00267 | 0.0086 | 0.02309 | 0.10369 | 0.10495 |
EURSEK | 0.00125 | 0.00681 | 0.00457 | 0.00757 | 0.01291 | 0.03556 | 0.07797 | 1.17722 | 0.27511 |
EURSGD | 0.00019 | 0.00046 | 0.00050 | 0.001 | 0.00236 | 0.00366 | 0.0079 | 0.02549 | 0.04566 |
EURTRY | 0.00886 | 0.01992 | 0.03211 | 0.04205 | 0.1044 | 0.16756 | 0.71434 | 1.31328 | 0.26735 |
EURUSD | 0.00021 | 0.00052 | 0.00046 | 0.00105 | 0.00228 | 0.00404 | 0.00752 | 0.01836 | 0.05277 |
EURZAR | 0.00336 | 0.01746 | 0.02025 | 0.02755 | 0.05411 | 0.08464 | 0.2413 | 0.67742 | 1.1622 |
GBPAUD | 0.00030 | 0.0011 | 0.00114 | 0.00152 | 0.00367 | 0.00772 | 0.0146 | 0.06322 | 0.09395 |
GBPCAD | 0.00025 | 0.00109 | 0.00102 | 0.0013 | 0.00183 | 0.0055 | 0.01192 | 0.04818 | 0.09496 |
GBPCHF | 0.00012 | 0.00080 | 0.00066 | 0.00107 | 0.00113 | 0.00347 | 0.00592 | 0.02089 | 0.05859 |
GBPJPY | 0.02107 | 0.1185 | 0.08364 | 0.17336 | 0.34464 | 0.81107 | 1.8515 | 3.09997 | 7.78029 |
GBPMXN | 0.00483 | 0.01968 | 0.01879 | 0.03092 | 0.04007 | 0.10103 | 0.26772 | 0.83599 | 1.76886 |
GBPNOK | 0.003 | 0.00881 | 0.0082 | 0.02153 | 0.01763 | 0.06757 | 0.10898 | 0.39566 | 0.59981 |
GBPNZD | 0.00029 | 0.00123 | 0.00115 | 0.00249 | 0.00276 | 0.00856 | 0.01763 | 0.04434 | 0.10193 |
GBPSEK | 0.00177 | 0.01026 | 0.00803 | 0.01124 | 0.0175 | 0.0448 | 0.10228 | 0.32169 | 0.772 |
GBPSGD | 0.00024 | 0.00102 | 0.00070 | 0.00108 | 0.00209 | 0.00442 | 0.00852 | 0.02747 | 0.0692 |
GBPTRY | 0.00801 | 0.03675 | 0.02767 | 0.0757 | 0.10004 | 0.21487 | 0.9506 | 1.51455 | 0.35632 |
GBPUSD | 0.00024 | 0.00093 | 0.00065 | 0.00105 | 0.00215 | 0.00519 | 0.00805 | 0.02596 | 0.06459 |
NOKJPY | 0.007 | 0.00971 | 0.01679 | 0.06807 | 0.04136 | 0.08521 | 0.2115 | 0.39813 | 0.98049 |
NOKSEK | 0.00012 | 0.00051 | 0.00061 | 0.00295 | 0.00163 | 0.00469 | 0.00995 | 0.08728 | 0.04111 |
NZDCAD | 0.00014 | 0.00036 | 0.00051 | 0.00093 | 0.00122 | 0.00315 | 0.00614 | 0.01612 | 0.03696 |
NZDCHF | 0.00010 | 0.00025 | 0.00037 | 0.00066 | 0.00080 | 0.00233 | 0.00421 | 0.01582 | 0.03145 |
NZDJPY | 0.01443 | 0.03686 | 0.0485 | 0.1065 | 0.18843 | 0.37429 | 1.10521 | 2.99436 | 4.3925 |
NZDUSD | 0.00014 | 0.00033 | 0.00034 | 0.00079 | 0.00141 | 0.0033 | 0.00565 | 0.0213 | 0.03963 |
SEKJPY | 0.00671 | 0.01407 | 0.01643 | 0.02129 | 0.04264 | 0.08086 | 0.2005 | 0.41506 | 0.67961 |
SGDJPY | 0.01321 | 0.03821 | 0.05279 | 0.10529 | 0.17057 | 0.36443 | 1.02593 | 5.90859 | 2.9651 |
USDCAD | 0.00022 | 0.00034 | 0.00061 | 0.00078 | 0.00172 | 0.00323 | 0.00849 | 0.0251 | 0.05635 |
USDCHF | 0.00012 | 0.00039 | 0.00053 | 0.00087 | 0.00112 | 0.0028 | 0.00551 | 0.02166 | 0.04124 |
USDCNH | 0.00048 | 0.00081 | 0.00096 | 0.00169 | 0.00342 | 0.00816 | 0.02127 | 0.12598 | 0.17615 |
USDCZK | 0.00384 | 0.01005 | 0.01017 | 0.02504 | 0.04451 | 0.0881 | 0.17669 | 0.62931 | 1.25396 |
USDHUF | 0.08121 | 0.18486 | 0.1485 | 0.34164 | 0.78243 | 1.50629 | 3.85257 | 13.3525 | 14.338 |
USDJPY | 0.02229 | 0.06586 | 0.066 | 0.14893 | 0.26229 | 0.63357 | 1.4065 | 2.25121 | 4.55007 |
USDMXN | 0.00251 | 0.0112 | 0.01339 | 0.02286 | 0.03232 | 0.0808 | 0.20648 | 0.71358 | 1.26027 |
USDNOK | 0.0027 | 0.00551 | 0.00688 | 0.01812 | 0.02189 | 0.06208 | 0.10856 | 0.70993 | 0.45135 |
USDPLN | 0.00075 | 0.002 | 0.00202 | 0.00467 | 0.00795 | 0.01513 | 0.03725 | 0.15729 | 0.19813 |
USDRUB | 0.00169 | 0.00533 | 0.01098 | 0.02829 | 0.28196 | 0.68397 | 2.63992 | 3.5372 | 3.42093 |
USDSEK | 0.00227 | 0.00703 | 0.00615 | 0.00992 | 0.02196 | 0.04758 | 0.10699 | 0.73138 | 0.46897 |
USDSGD | 0.00011 | 0.00027 | 0.00034 | 0.00068 | 0.00131 | 0.00299 | 0.00541 | 0.01733 | 0.03209 |
USDTHB | 0.00515 | 0.01138 | 0.0173 | 0.0334 | 0.06294 | 0.13514 | 0.22123 | 1.5365 | 1.20857 |
USDTRY | 0.00056 | 0.00205 | 0.01514 | 0.01763 | 0.02561 | 0.04354 | 0.59249 | 2.26925 | 0.22386 |
USDZAR | 0.00256 | 0.01489 | 0.0166 | 0.02685 | 0.05012 | 0.09105 | 0.21809 | 1.48012 | 1.08534 |
XAGAUD | 0.0555 | 0.11836 | 0.09429 | 0.1205 | 0.19007 | 0.5775 | 1.00657 | 2.46736 | 3.99186 |
XAGEUR | 0.03207 | 0.06707 | 0.06071 | 0.06179 | 0.0945 | 0.30557 | 0.60929 | 1.44377 | 2.60781 |
XAGUSD | 0.03907 | 0.07579 | 0.07064 | 0.07149 | 0.08849 | 0.31864 | 0.67357 | 1.66576 | 1.68871 |
XAUAUD | 2.055 | 4.61 | 4.21071 | 6.79357 | 17.25857 | 44.27286 | 70.035 | 110.54357 | 174.72929 |
XAUEUR | 1.08929 | 2.61571 | 2.395 | 3.83786 | 8.06214 | 21.23786 | 33.09643 | 66.13071 | 103.20786 |
XAUGBP | 0.90143 | 2.53 | 2.14714 | 3.445 | 6.68429 | 18.57857 | 26.54429 | 60.39286 | 94.30714 |
XAUJPY | 172.64286 | 448.57143 | 417.35714 | 664.43571 | 1326.92857 | 3789.07143 | 6313.92857 | 9988.70714 | 14742.21429 |
XAUUSD | 1.13714 | 2.94143 | 2.68357 | 4.99429 | 7.91 | 21.48571 | 38.14143 | 71.67143 | 68.28571 |
XPDUSD | 1.03571 | 4.32357 | 5.37143 | 5.39786 | 10.46714 | 14.94357 | 20.66571 | 581.96571 | 886.515 |
XPTUSD | 0.205 | 5.51429 | 3.95714 | 8.82643 | 13.31643 | 28.11357 | 16.82786 | 82.78786 | 169.93 |
ZARJPY | 0.00479 | 0.00986 | 0.01114 | 0.01664 | 0.02664 | 0.05457 | 0.13636 | 0.28738 | 0.58857 |