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 | 0.00066 | 0.00084 | 0.00112 | 0.00119 | 0.0015 | 0.00199 | 0.00437 | 6932018124.00344 | 75792449119.5855 |
AUDCHF | 0.00057 | 0.00075 | 0.00114 | 0.00127 | 0.00163 | 0.00185 | 0.0037 | 49936.23605 | 138867.67671 |
AUDJPY | 0.03234 | 0.04684 | 0.23428 | 0.21983 | 0.25585 | 0.46093 | 0.90058 | 9.71379 | 5.74842 |
AUDNZD | 0.00107 | 0.0013 | 0.00251 | 0.00234 | 0.00257 | 0.0035 | 0.00604 | 0.10053 | 3103119336.36699 |
AUDSGD | 0.00075 | 0.00089 | 0.00193 | 0.00177 | 0.00194 | 0.00274 | 0.00545 | 0.01305 | 0.02962 |
AUDUSD | 0.00030 | 0.00041 | 0.00108 | 0.00121 | 0.00157 | 0.00175 | 0.00475 | 0.01602 | 0.03394 |
CADCHF | 0.00052 | 0.00066 | 0.00091 | 0.00095 | 0.00125 | 0.0015 | 0.0029 | 0.00865 | 0.02407 |
CADJPY | 0.02979 | 0.04538 | 0.11081 | 0.11811 | 0.15593 | 0.25901 | 0.68914 | 2.47911 | 5.36325 |
CHFJPY | 0.04647 | 0.0695 | 0.26942 | 0.23152 | 0.32143 | 0.42369 | 0.97294 | 366131670327.17926 | 3064054424438.974 |
CHFSGD | 0.00082 | 0.001 | 0.00218 | 0.00216 | 0.00325 | 0.00506 | 0.00817 | 1065291835.59587 | 122409783291.1129 |
EURAUD | 0.00058 | 0.00080 | 0.00247 | 0.00228 | 0.00307 | 0.00641 | 0.00926 | 0.02515 | 0.07396 |
EURCAD | 0.00055 | 0.00063 | 0.00094 | 0.00114 | 0.0015 | 0.00243 | 0.00465 | 0.01331 | 0.05017 |
EURCHF | 0.00020 | 0.00027 | 0.00055 | 0.00065 | 0.00114 | 0.0014 | 0.00338 | 0.01152 | 0.03263 |
EURCZK | 0.00612 | 0.00413 | 0.01875 | 0.02032 | 0.03115 | 0.05149 | 0.09485 | 0.23203 | 0.56683 |
EURGBP | 0.00023 | 0.00033 | 0.00063 | 0.00064 | 0.00085 | 0.00135 | 0.00282 | 0.01134 | 0.02884 |
EURHUF | 0.26943 | 1.07979 | 1.27429 | 0.99093 | 0.95486 | 1.16943 | 2.04871 | 6.10521 | 14.77536 |
EURJPY | 0.03177 | 0.05089 | 0.12964 | 0.15518 | 0.21968 | 0.28677 | 0.79098 | 3.0529 | 7.99305 |
EURMXN | 0.00113 | 0.00358 | 0.03799 | 0.04099 | 0.04823 | 0.05582 | 0.11664 | 0.38331 | 0.9306 |
EURNOK | 0.00977 | 0.01266 | 0.02224 | 0.01958 | 0.02147 | 0.03882 | 0.06794 | 0.2065 | 0.55185 |
EURNZD | 0.00094 | 0.00137 | 0.00184 | 0.00201 | 0.00266 | 0.00427 | 0.00854 | 0.02365 | 0.072 |
EURPLN | 0.00211 | 0.00273 | 0.00433 | 0.00546 | 0.00841 | 0.01175 | 0.01735 | 0.04748 | 0.25293 |
EURSEK | 0.00875 | 0.01315 | 0.02849 | 0.02491 | 0.02726 | 0.0418 | 0.31256 | 1.18468 | 1.80938 |
EURSGD | 0.00070 | 0.00088 | 0.00139 | 0.00147 | 0.00181 | 0.00298 | 0.00463 | 0.01431 | 0.04397 |
EURTRY | 0.05506 | 0.11786 | 0.115 | 0.07991 | 0.07726 | 0.28186 | 0.37571 | 1.12436 | 2.4447 |
EURUSD | 0.00020 | 0.00027 | 0.00041 | 0.00062 | 0.0011 | 0.00177 | 0.004 | 0.0129 | 0.03572 |
EURZAR | 0.00326 | 0.01508 | 0.04176 | 0.0348 | 0.04513 | 0.0796 | 0.14508 | 0.39277 | 1.08759 |
GBPAUD | 0.00038 | 0.00067 | 0.00523 | 0.00392 | 0.00454 | 0.00426 | 0.00973 | 0.03607 | 2760528884.91371 |
GBPCAD | 0.00053 | 0.00061 | 0.00363 | 0.00271 | 0.00315 | 0.00386 | 0.00772 | 0.03121 | 0.07552 |
GBPCHF | 0.00028 | 0.00039 | 0.00453 | 0.00454 | 0.00506 | 0.00185 | 0.0055 | 0.0192 | 0.04125 |
GBPJPY | 0.03829 | 0.06414 | 0.14181 | 0.16023 | 0.20117 | 0.33151 | 1.02022 | 3.54397 | 130189874364.01419 |
GBPMXN | 0.01868 | 0.02108 | 0.05616 | 0.05802 | 0.06576 | 0.08076 | 0.14774 | 15348236042.82205 | 172611718847.18906 |
GBPNOK | 0.01314 | 0.01788 | 0.03322 | 0.02986 | 0.02873 | 0.05999 | 0.09681 | 9738243113.21152 | 47911407328.29332 |
GBPNZD | 0.0011 | 0.00149 | 0.00282 | 0.00258 | 0.00298 | 0.00483 | 0.0097 | 0.02667 | 0.07429 |
GBPSEK | 0.00849 | 0.01124 | 0.0187 | 0.01726 | 0.02095 | 0.03326 | 0.06831 | 0.21271 | 0.6284 |
GBPSGD | 0.00090 | 0.00288 | 0.00442 | 0.00329 | 0.00267 | 0.0045 | 0.00787 | 0.0186 | 0.04276 |
GBPTRY | 0.08486 | 0.17518 | 0.1427 | 0.10248 | 0.09489 | 0.34223 | 10.86984 | 6.50199 | 499609722.22515 |
GBPUSD | 0.00019 | 0.00029 | 0.00069 | 0.00087 | 0.00134 | 0.00198 | 0.00524 | 0.01689 | 0.04062 |
GBPZAR | 0.00365 | 0.00837 | 0.03789 | 0.03449 | 0.05165 | 0.09871 | 0.22614 | 0.50919 | 1.41172 |
NOKJPY | 0.00801 | 0.0194 | 0.04062 | 0.05219 | 0.06168 | 0.089 | 2.22397 | 3.41538 | 2924234144.24554 |
NOKSEK | 0.00092 | 0.00121 | 0.00344 | 0.00347 | 0.00346 | 0.007 | 0.03234 | 0.07984 | 0.10753 |
NZDCAD | 0.00059 | 0.00080 | 0.00116 | 0.0011 | 0.00127 | 0.00228 | 0.00484 | 592827960.59544 | 66482236037.06818 |
NZDCHF | 0.00044 | 0.00056 | 0.00091 | 0.00094 | 0.00125 | 0.00196 | 0.00379 | 0.01047 | 0.02644 |
NZDJPY | 0.03094 | 0.06329 | 0.17879 | 0.16594 | 0.20498 | 0.36758 | 0.79356 | 2.88124 | 6.41234 |
NZDUSD | 0.00034 | 0.00046 | 0.00071 | 0.00085 | 0.00116 | 0.00289 | 0.00509 | 0.01838 | 0.05014 |
SEKJPY | 0.00665 | 0.00944 | 0.01669 | 0.019 | 0.02611 | 0.05134 | 0.11039 | 0.37144 | 0.79801 |
SGDJPY | 0.03437 | 0.05696 | 0.1666 | 0.14814 | 0.14955 | 0.21967 | 1.04529 | 6.18764 | 10.69917 |
USDBGN | 0.00362 | 0.00378 | 0.00412 | - | - | - | - | - | - |
USDBRL | 0.00122 | 0.00536 | - | - | - | - | - | - | - |
USDCAD | 0.00028 | 0.00034 | 0.00103 | 0.00113 | 0.00165 | 0.00227 | 0.00579 | 0.02755 | 0.06684 |
USDCHF | 0.00028 | 0.00036 | 0.00087 | 0.00098 | 0.0015 | 0.00186 | 0.00405 | 0.01374 | 0.10613 |
USDCNH | 0.00063 | 0.00098 | 0.00176 | 0.00184 | 0.00243 | 0.00493 | 0.01512 | 0.05316 | 0.21039 |
USDCZK | 0.01433 | 0.01634 | 0.02712 | 0.03141 | 0.04706 | 0.07538 | 0.14001 | 0.41076 | 0.96872 |
USDHKD | 0.00069 | 0.00083 | 0.00173 | 0.00144 | 0.00181 | 0.00322 | 0.01119 | 0.01932 | 0.03414 |
USDHUF | 0.23557 | 0.52879 | 0.72729 | 0.67036 | 0.96514 | 1.22021 | 2.40464 | 7.502 | 20.07529 |
USDIDR | 4.07857 | - | - | - | - | - | - | - | - |
USDINR | 0.00587 | 0.0116 | - | - | - | - | - | - | - |
USDJPY | 0.01236 | 0.03179 | 0.05929 | 0.07321 | 0.13757 | 0.22193 | 0.75257 | 2.74136 | 6.64221 |
USDMXN | 0.01436 | 0.01696 | 0.02804 | 0.03613 | 0.04531 | 0.06281 | 0.10697 | 0.38771 | 2.04682 |
USDNOK | 0.00806 | 0.01156 | 0.02594 | 0.03033 | 0.03145 | 0.09234 | 0.16694 | 0.78002 | 1.25469 |
USDPLN | 0.002 | 0.00291 | 0.00606 | 0.00649 | 0.00939 | 0.01338 | 0.02361 | 285156768.55664 | 311703260747.6044 |
USDRUB | - | - | - | 0.25071 | 0.25071 | 0.46857 | 0.47071 | 1.1425 | 16.91311 |
USDSAR | 0.00016 | 0.00020 | 0.00023 | - | - | - | - | - | - |
USDSEK | 0.00962 | 0.01261 | 0.03142 | 0.0255 | 0.03045 | 0.05451 | 0.27307 | 0.73999 | 1.83914 |
USDSGD | 0.00055 | 0.00067 | 0.00117 | 0.00125 | 0.00142 | 0.00185 | 0.00425 | 0.01252 | 0.03354 |
USDTHB | 0.02857 | 0.04229 | 0.06536 | 0.07336 | 0.07121 | 0.12371 | 0.3779 | 1.02271 | 2.13143 |
USDTRY | 0.04756 | 0.05165 | 0.05899 | 0.05122 | 0.0494 | 0.28515 | 0.35601 | 1.02302 | 3.03535 |
USDZAR | 0.02909 | 0.05007 | 0.10748 | 0.07604 | 0.07555 | 0.14209 | 0.39762 | 1.07498 | 36.69201 |
XAGAUD | 0.07307 | 0.09436 | 0.11029 | 0.17157 | 0.32557 | 0.51821 | 1.27229 | 2.79957 | 4.1455 |
XAGEUR | 0.01834 | 0.09219 | 0.12451 | 0.13326 | 0.20531 | 0.35488 | 0.84708 | 1.72209 | 2.55719 |
XAGUSD | 0.00941 | 0.02032 | 0.0378 | 0.08236 | 0.20085 | 0.34203 | 0.94371 | 1.85061 | 3.06904 |
XAUAUD | 2.85357 | 3.79357 | 4.85786 | 6.56214 | 9.82 | 15.12429 | 35.87071 | 127.80714 | 191.335 |
XAUEUR | 0.53571 | 1.61786 | 2.02857 | 2.775 | 5.1 | 8.57143 | 24.75 | 77.77 | 108.68714 |
XAUGBP | 0.23571 | 0.34286 | 0.8 | 1.83571 | 3.67143 | 5.75714 | 19.91857 | 65.13143 | 94.18571 |
XAUJPY | 46.52143 | 117.99286 | 232.18571 | 403.27857 | 798.28571 | 1288.42857 | 4058.55 | 14010.13571 | 16846.50714 |
XAUUSD | 0.45857 | 0.95643 | 1.65214 | 2.89643 | 5.55357 | 8.56429 | 29.155 | 84.65571 | 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 | 0.00354 | 0.01393 | 0.0285 | 0.02306 | 0.02424 | 0.046 | 0.09742 | 0.22575 | 0.54456 |