Average True Range (ATR) Indicateur
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 heure | 4 heures | 1 jour | 1 semaine | 1 mois | |
---|---|---|---|---|---|---|---|---|---|
AUDCAD | 0.00011 | 0.00020 | 0.00041 | 0.00055 | 0.00082 | 0.00209 | 0.00537 | 6932018124.00366 | 75792449119.5855 |
AUDCHF | 0.000090 | 0.00016 | 0.00033 | 0.00042 | 0.00058 | 0.0017 | 359.89994 | 49936.64242 | 138867.67671 |
AUDJPY | 0.01436 | 0.03207 | 0.06929 | 0.10171 | 0.13043 | 0.37529 | 1.51791 | 2.50543 | 5.74842 |
AUDNZD | 0.00011 | 0.00021 | 0.00038 | 0.00060 | 0.00079 | 0.00245 | 0.01409 | 0.0255 | 3103119336.36699 |
AUDSGD | 0.00011 | 0.00020 | 0.00046 | 0.00056 | 0.00074 | 0.00229 | 0.00645 | 0.01307 | 0.02962 |
AUDUSD | 0.00011 | 0.00020 | 0.00044 | 0.00056 | 0.00076 | 0.0021 | 0.00616 | 0.01579 | 0.03394 |
CADCHF | 0.000070 | 0.00011 | 0.00018 | 0.00028 | 0.00047 | 0.00132 | 0.00369 | 0.00915 | 0.02407 |
CADJPY | 0.00936 | 0.023 | 0.04779 | 0.10121 | 0.12357 | 0.3425 | 1.406 | 2.46818 | 5.36325 |
CADUSD | 0.000050 | 0.00044 | 0.00066 | 0.00093 | 0.00093 | 0.00172 | 0.00428 | - | - |
CHFJPY | 0.01443 | 0.031 | 0.0705 | 0.13343 | 0.16736 | 0.56746 | 121880206778.64772 | 366523771950.12787 | 3064054424438.974 |
CHFSGD | 0.00012 | 0.00025 | 0.00043 | 0.00055 | 0.00083 | 0.00249 | 1065291835.47325 | 1065291835.59623 | 122409783291.1129 |
CHFUSD | 0.00113 | 0.00101 | 0.00126 | 0.00169 | 0.00217 | 0.0045 | 0.01118 | 807320618.3955 | - |
DKKUSD | 0.000010 | 0.000030 | 0.000050 | 0.00016 | 0.00024 | 0.00033 | 0.00089 | - | - |
EURAED | 0.00086 | 0.00086 | 0.00074 | 0.00124 | 0.00259 | 0.0066 | 0.02591 | - | - |
EURARS | 0.04926 | 0.15842 | 0.39209 | 0.43574 | 0.92233 | 2.25467 | 5.88589 | - | - |
EURAUD | 0.00016 | 0.00031 | 0.00082 | 0.00106 | 0.00134 | 0.0038 | 0.01209 | 0.02843 | 0.07396 |
EURBOB | - | - | - | 0.0175 | 0.0175 | 0.0175 | - | - | - |
EURCAD | 0.00010 | 0.00016 | 0.00029 | 0.00045 | 0.00079 | 0.00221 | 0.00615 | 0.01311 | 0.05017 |
EURCHF | 0.000070 | 0.00013 | 0.00021 | 0.00031 | 0.00053 | 0.00132 | 0.00416 | 0.01163 | 0.03263 |
EURCNY | 0.00465 | 0.00475 | 0.00661 | 0.0087 | 0.01354 | 0.02731 | 0.07741 | - | - |
EURCZK | 0.00284 | 0.00408 | 0.00571 | 0.0114 | 0.01316 | 0.03512 | 0.13028 | 0.26309 | 0.56683 |
EURGBP | 0.000040 | 0.000090 | 0.00015 | 0.00019 | 0.00033 | 0.00121 | 0.00372 | 0.01163 | 0.02884 |
EURHUF | 0.04636 | 0.04536 | 0.04557 | 0.1215 | 0.15293 | 0.65779 | 2.46571 | 6.83214 | 14.77536 |
EURILS | 0.00375 | 0.00453 | 0.00579 | 0.0088 | 0.01224 | 0.01631 | 0.07702 | 0.11454 | - |
EURJPY | 0.0155 | 0.03357 | 0.07036 | 0.13521 | 0.16514 | 0.41916 | 1.91174 | 3.01577 | 7.99305 |
EURMXN | 0.00106 | 0.00238 | 0.00516 | 0.00972 | 0.01847 | 0.04656 | 0.18566 | 0.36854 | 0.9306 |
EURNOK | 0.00067 | 0.00222 | 0.00426 | 0.00586 | 0.00895 | 0.02863 | 0.10177 | 0.21205 | 0.55185 |
EURNZD | 0.00014 | 0.00032 | 0.00067 | 0.00115 | 0.00159 | 0.00339 | 0.01253 | 0.02572 | 0.072 |
EURPLN | 0.000090 | 0.00028 | 0.00042 | 0.00076 | 0.00166 | 0.00864 | 0.02705 | 0.05166 | 0.25293 |
EURRON | 0.000080 | 0.00018 | 0.00051 | 0.00073 | 0.0013 | 0.00172 | 0.00445 | - | - |
EURSAR | 0.0033 | 0.00322 | 0.00321 | 0.00383 | 0.00562 | 0.00819 | 0.03392 | - | - |
EURSEK | 0.00119 | 0.0023 | 0.00395 | 0.00589 | 0.00925 | 0.03675 | 0.46715 | 1.19988 | 1.80938 |
EURSGD | 0.00012 | 0.00022 | 0.00037 | 0.00046 | 0.00067 | 0.00183 | 0.0064 | 0.0166 | 0.04397 |
EURTRY | 0.00546 | 0.00963 | 0.05014 | 0.07481 | 0.07264 | 0.13721 | 0.40514 | 1.21031 | 2.4447 |
EURUAH | - | - | - | 0.06761 | 0.06761 | 0.06761 | 0.13825 | 0.47869 | - |
EURUSD | 0.000090 | 0.00016 | 0.00026 | 0.00035 | 0.00061 | 0.0015 | 0.00522 | 0.01313 | 0.03572 |
EURZAR | 0.00245 | 0.0054 | 0.0075 | 0.01336 | 0.01988 | 0.0609 | 0.18774 | 0.40206 | 1.08759 |
GBPAUD | 0.00019 | 0.00038 | 0.00088 | 0.00115 | 0.00158 | 0.00478 | 0.02105 | 0.03857 | 2760528884.91371 |
GBPCAD | 0.00011 | 0.00020 | 0.00033 | 0.00051 | 0.00098 | 0.00325 | 0.01234 | 0.03203 | 0.07552 |
GBPCHF | 0.000090 | 0.00017 | 0.00027 | 0.00041 | 0.00074 | 0.00213 | 0.00675 | 0.01811 | 0.04125 |
GBPJPY | 0.01514 | 0.03821 | 0.08057 | 0.15836 | 0.20329 | 0.53112 | 2.41394 | 3.4394 | 130189874364.01419 |
GBPMXN | 0.00123 | 0.00301 | 0.00578 | 0.01072 | 0.02058 | 0.06171 | 1.73869 | 16910438599.89061 | 172611718847.18906 |
GBPNOK | 0.00058 | 0.00261 | 0.00539 | 0.00699 | 0.01106 | 0.03604 | 0.12426 | 9738243113.23239 | 47911407328.29332 |
GBPNZD | 0.00017 | 0.00040 | 0.00081 | 0.00136 | 0.00177 | 0.00388 | 0.01505 | 0.02938 | 0.07429 |
GBPSEK | 0.0012 | 0.0024 | 0.00468 | 0.00699 | 0.01134 | 0.04347 | 0.11387 | 0.22284 | 0.6284 |
GBPSGD | 0.00013 | 0.00029 | 0.00043 | 0.00058 | 0.00097 | 0.00291 | 0.00999 | 0.01844 | 0.04276 |
GBPTRY | 0.0236 | 0.07558 | 0.101 | 0.07406 | 0.08197 | 0.17716 | 0.52397 | 1.41674 | 499609722.22515 |
GBPUSD | 0.00011 | 0.00019 | 0.00030 | 0.00047 | 0.00086 | 0.00233 | 0.00687 | 0.01686 | 0.04062 |
GBPZAR | 0.00404 | 0.01503 | 0.02607 | 0.03693 | 0.05468 | 0.0888 | 0.25119 | 0.51727 | 1.41172 |
HKDUSD | 0.00013 | 0.000060 | 0.000030 | 0.000030 | 0.000040 | 0.000060 | 0.00018 | 0.00047 | - |
INRUSD | 0.0 | 0.0 | 0.0 | 0.000010 | 0.000010 | 0.000020 | 0.000050 | - | - |
NOKJPY | 0.00621 | 0.00864 | 0.01307 | 0.01886 | 0.028 | 0.06842 | 0.22606 | 999312236.12806 | 2924234144.24554 |
NOKSEK | 0.00010 | 0.00028 | 0.00042 | 0.00064 | 0.00103 | 0.00438 | 0.02621 | 0.06453 | 0.10753 |
NZDCAD | 0.000090 | 0.00018 | 0.00030 | 0.00052 | 0.00078 | 0.00167 | 0.00535 | 1178889645.93931 | 66482236037.06818 |
NZDCHF | 0.000070 | 0.00014 | 0.00025 | 0.00039 | 0.00055 | 0.0013 | 0.0041 | 0.01048 | 0.02644 |
NZDJPY | 0.01193 | 0.02836 | 0.05157 | 0.08921 | 0.10936 | 0.29648 | 1.72366 | 3.0847 | 6.41234 |
NZDUSD | 0.000070 | 0.00016 | 0.00031 | 0.00050 | 0.00070 | 0.00149 | 0.00694 | 0.01893 | 0.05014 |
SEKJPY | 0.00457 | 0.00729 | 0.01179 | 0.01814 | 0.02279 | 0.056 | 0.19911 | 0.3607 | 0.79801 |
SGDJPY | 0.01014 | 0.02364 | 0.04529 | 0.09321 | 0.11064 | 0.38995 | 3.97379 | 6.34214 | 10.69917 |
USDARS | 0.05356 | 0.15327 | 0.2096 | 0.25149 | 0.39512 | 1.02932 | - | - | - |
USDBBD | - | - | 0.00268 | 0.00268 | 0.00294 | 0.00302 | 0.00504 | - | - |
USDBGN | 0.00139 | 0.00142 | 0.00204 | 0.0035 | 0.00433 | 0.0062 | - | - | - |
USDBRL | 0.00016 | 0.00016 | 0.00182 | 0.00213 | 0.00765 | 0.0189 | 0.07896 | - | - |
USDCAD | 0.00010 | 0.00018 | 0.00036 | 0.00053 | 0.00092 | 0.00279 | 0.00794 | 0.02816 | 0.06684 |
USDCHF | 0.000080 | 0.00015 | 0.00024 | 0.00036 | 0.00062 | 0.00164 | 0.00576 | 0.01439 | 0.10613 |
USDCLP | 0.14286 | 0.29143 | 0.725 | 1.60571 | 4.77537 | 5.71109 | - | - | - |
USDCNH | 0.00025 | 0.00074 | 0.00158 | 0.00191 | 0.0024 | 0.00584 | 0.02471 | 0.05118 | 0.21039 |
USDCNY | - | 0.00029 | 0.00027 | 0.00028 | 0.00059 | 0.00239 | - | - | - |
USDCOP | 2.16286 | 2.09429 | 4.46071 | 10.27857 | 11.155 | 18.62143 | - | - | - |
USDCRC | - | - | 1.48318 | 1.48318 | 1.54609 | 1.60197 | - | - | - |
USDCZK | 0.0043 | 0.00574 | 0.00849 | 0.01501 | 0.01932 | 0.05507 | 0.20828 | 0.43598 | 0.96872 |
USDDOP | - | - | 0.33278 | 0.32921 | 0.32921 | 0.33278 | 0.72123 | - | - |
USDEUR | 0.00016 | 0.00030 | 0.00051 | 0.00111 | 0.00168 | 0.00252 | 0.00548 | - | - |
USDGTQ | - | - | 0.01035 | 0.01035 | 0.01067 | 0.01154 | 0.02328 | - | - |
USDHKD | 0.00049 | 0.00065 | 0.00114 | 0.00176 | 0.00288 | 0.00563 | 0.01028 | 0.0163 | 0.03414 |
USDHUF | 0.05007 | 0.0595 | 0.08971 | 0.15871 | 0.26557 | 0.86407 | 2.98079 | 7.96279 | 20.07529 |
USDIDR | 15.7 | 12.37143 | 10.52143 | 13.72857 | 22.06429 | 72.85071 | - | - | - |
USDILS | 0.00092 | 0.00227 | 0.00494 | 0.00699 | 0.00828 | 0.01963 | - | - | - |
USDJPY | 0.01193 | 0.02964 | 0.06257 | 0.12936 | 0.16679 | 0.40664 | 1.86943 | 2.63864 | 6.64221 |
USDKES | - | 0.305 | 0.35857 | 0.34143 | 0.34143 | 0.46714 | - | - | - |
USDKRW | 1.205 | 2.77429 | 2.67 | 3.43214 | 4.16 | 4.88357 | - | - | - |
USDKWD | 0.000040 | 0.000040 | 0.000040 | 0.000060 | 0.000060 | 0.00019 | - | - | - |
USDKZT | - | - | 0.75036 | 0.75036 | 0.75036 | - | - | - | - |
USDLBP | - | 89.85217 | 89.85217 | 89.85217 | 89.85217 | 118.68478 | 269.74794 | - | - |
USDMXN | 0.00092 | 0.00222 | 0.00525 | 0.00985 | 0.01777 | 0.04624 | 0.19247 | 0.38127 | 2.04682 |
USDMYR | - | 0.00154 | 0.00168 | 0.00204 | 0.00319 | 0.00471 | - | - | - |
USDNGN | - | - | 10.00786 | 10.00786 | 10.57929 | 14.90286 | - | - | - |
USDNOK | 0.00079 | 0.00256 | 0.00526 | 0.00682 | 0.01164 | 0.0453 | 0.22144 | 0.7119 | 1.25469 |
USDPEN | - | 0.04409 | 0.04409 | 0.04409 | 0.04424 | 0.04336 | 0.08794 | - | - |
USDPHP | 0.01286 | 0.06243 | 0.2115 | 0.22643 | 0.27914 | 0.408 | - | - | - |
USDPKR | - | - | 0.71209 | 0.71209 | 0.79366 | 0.88316 | 1.65839 | - | - |
USDPLN | 0.00027 | 0.00055 | 0.00092 | 0.00142 | 0.00273 | 0.01159 | 0.32167 | 3157771464.94581 | 311703260747.6044 |
USDQAR | - | - | - | 0.00024 | 0.00024 | 0.00028 | 0.00036 | - | - |
USDRON | 0.00074 | 0.00154 | 0.00295 | 0.00426 | 0.00857 | 0.01541 | - | - | - |
USDRUB | - | - | - | 0.40929 | 0.40929 | 0.40929 | 0.585 | 1.23286 | 16.91311 |
USDSAR | 0.00017 | 0.00016 | 0.00018 | 0.00025 | 0.00044 | 0.02027 | 0.02665 | - | - |
USDSEK | 0.00142 | 0.00263 | 0.00492 | 0.00719 | 0.01132 | 0.0453 | 0.25597 | 0.6808 | 1.83914 |
USDSGD | 0.00010 | 0.00021 | 0.00039 | 0.00053 | 0.00064 | 0.00179 | 0.00558 | 0.01219 | 0.03354 |
USDTHB | 0.00316 | 0.00774 | 0.01694 | 0.02587 | 0.02672 | 0.08693 | 0.34876 | 1.02821 | 2.13143 |
USDTRY | 0.00066 | 0.00175 | 0.00978 | 0.02271 | 0.02554 | 0.0711 | 0.29133 | 1.15104 | 3.03535 |
USDTWD | 0.01373 | 0.02084 | 0.02581 | 0.0435 | 0.04689 | 0.08662 | 0.19476 | - | - |
USDUAH | - | - | 0.06824 | 0.06824 | 0.06745 | 0.06311 | - | - | - |
USDZAR | 0.00256 | 0.00544 | 0.00821 | 0.01491 | 0.02022 | 0.06787 | 0.27924 | 0.93135 | 36.69201 |
XAGAUD | 0.01536 | 0.03264 | 0.06686 | 0.08843 | 0.13871 | 0.29729 | 0.81729 | 2.24657 | 4.1455 |
XAGEUR | 0.011 | 0.02079 | 0.04136 | 0.05621 | 0.09114 | 0.19866 | 0.52776 | 1.38192 | 2.55719 |
XAGUSD | 0.01186 | 0.02279 | 0.04414 | 0.05943 | 0.09914 | 0.20973 | 0.56925 | 1.46095 | 3.06904 |
XAUAUD | 1.00929 | 1.69071 | 3.19786 | 3.98429 | 6.07857 | 14.91286 | 41.83286 | 114.94929 | 191.335 |
XAUEUR | 0.59571 | 0.89357 | 1.645 | 2.015 | 3.59357 | 8.93786 | 25.75214 | 67.08571 | 108.68714 |
XAUGBP | 0.51214 | 0.81 | 1.48 | 1.79214 | 2.92643 | 6.78571 | 20.63429 | 55.53571 | 94.18571 |
XAUJPY | 95.21429 | 157.42857 | 288.5 | 433.57143 | 666.64286 | 1578.50714 | 5887.26429 | 11581.3 | 16846.50714 |
XAUUSD | 0.645 | 0.95643 | 1.85429 | 2.31071 | 4.0 | 9.16286 | 30.01643 | 71.91 | 131.68357 |
XPDUSD | 0.27214 | 0.88786 | 1.95857 | - | - | - | 113.58571 | 177.56786 | 793.87643 |
XPTUSD | 0.37714 | 0.59357 | 1.10857 | - | - | - | 48.21714 | 68.69357 | 123.115 |
ZARJPY | 0.0055 | 0.0075 | 0.00964 | 0.01679 | 0.01986 | 0.03694 | 0.1293 | 0.20827 | 0.54456 |