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 | 0.00012 | 0.00032 | 0.00050 | 0.00056 | 0.00073 | 0.00169 | 0.00539 | 6932018124.00366 | 75792449119.5855 |
AUDCHF | 0.00011 | 0.00027 | 0.00040 | 0.00043 | 0.00055 | 0.00137 | 359.9 | 49936.64242 | 138867.67671 |
AUDJPY | 0.01736 | 0.04979 | 0.07464 | 0.08836 | 0.10836 | 0.23437 | 8.79101 | 2.50543 | 5.74842 |
AUDNZD | 0.00012 | 0.00029 | 0.00052 | 0.00066 | 0.00084 | 0.00179 | 0.01413 | 0.0255 | 3103119336.36699 |
AUDSGD | 0.00013 | 0.00035 | 0.00047 | 0.00054 | 0.00070 | 0.00173 | 0.00651 | 0.01307 | 0.02962 |
AUDUSD | 0.00014 | 0.00035 | 0.00051 | 0.00058 | 0.00071 | 0.00176 | 0.00618 | 0.01579 | 0.03394 |
CADCHF | 0.00011 | 0.00021 | 0.00028 | 0.00031 | 0.00042 | 0.00103 | 0.00373 | 0.00907 | 0.02407 |
CADJPY | 0.01221 | 0.0325 | 0.056 | 0.07057 | 0.09493 | 0.22993 | 1.41243 | 2.46818 | 5.36325 |
CHFJPY | 0.02243 | 0.05871 | 0.08514 | 0.09536 | 0.12536 | 12.61832 | 121880206790.61751 | 366523771950.12787 | 3064054424438.974 |
CHFSGD | 0.00020 | 0.00048 | 0.00063 | 0.00068 | 0.00096 | 0.00192 | 1065291835.4734 | 1065291835.59623 | 122409783291.1129 |
EURAUD | 0.00023 | 0.00054 | 0.00084 | 0.00106 | 0.00129 | 0.00309 | 0.01213 | 0.02843 | 0.07396 |
EURCAD | 0.00018 | 0.00034 | 0.00049 | 0.00053 | 0.00070 | 0.00201 | 0.00613 | 0.01311 | 0.05017 |
EURCHF | 0.00015 | 0.00026 | 0.00037 | 0.00037 | 0.00041 | 0.00113 | 0.0042 | 0.01163 | 0.03263 |
EURCZK | 0.00307 | 0.00952 | 0.01451 | 0.01288 | 0.01389 | 0.03894 | 0.13307 | 0.26309 | 0.56683 |
EURGBP | 0.00010 | 0.00026 | 0.00040 | 0.00039 | 0.00041 | 0.00122 | 0.00404 | 0.01163 | 0.02884 |
EURHUF | 0.11157 | 0.16029 | 0.23407 | 0.24414 | 0.25036 | 0.60121 | 2.54929 | 6.83214 | 14.77536 |
EURJPY | 0.02436 | 0.05943 | 0.09264 | 0.10579 | 0.13636 | 0.33029 | 1.91338 | 3.01577 | 7.99305 |
EURMXN | 0.00324 | 0.00832 | 0.01202 | 0.01177 | 0.02278 | 0.04694 | 0.18577 | 0.36854 | 0.9306 |
EURNOK | 0.00146 | 0.00366 | 0.00909 | 0.00819 | 0.0102 | 0.02381 | 0.10609 | 0.21105 | 0.55185 |
EURNZD | 0.00025 | 0.00060 | 0.00109 | 0.00137 | 0.0017 | 0.00352 | 0.01262 | 0.02572 | 0.072 |
EURPLN | 0.00091 | 0.00187 | 0.00305 | 0.00271 | 0.00281 | 0.00774 | 0.02733 | 0.05156 | 0.25293 |
EURSEK | 0.0019 | 0.00546 | 0.00905 | 0.00954 | 0.01162 | 0.0308 | 0.47045 | 1.19988 | 1.80938 |
EURSGD | 0.00017 | 0.00039 | 0.00053 | 0.00057 | 0.00071 | 0.00155 | 0.00649 | 0.0166 | 0.04397 |
EURTRY | 0.0071 | 0.02047 | 0.03465 | 0.05171 | 0.08564 | 0.13722 | 0.41568 | 1.21031 | 2.4447 |
EURUSD | 0.00017 | 0.00038 | 0.00052 | 0.00048 | 0.00059 | 0.00172 | 0.00524 | 0.01313 | 0.03572 |
EURZAR | 0.00278 | 0.00715 | 0.01505 | 0.01751 | 0.02027 | 0.06456 | 0.1884 | 0.40206 | 1.08759 |
GBPAUD | 0.00026 | 0.00058 | 0.00104 | 0.00126 | 0.0015 | 0.00387 | 0.02128 | 0.03857 | 2760528884.91371 |
GBPCAD | 0.00021 | 0.00050 | 0.00080 | 0.00080 | 0.00094 | 0.00282 | 0.01263 | 0.03203 | 0.07552 |
GBPCHF | 0.00017 | 0.00039 | 0.00065 | 0.00064 | 0.00085 | 0.00202 | 0.00678 | 0.01811 | 0.04125 |
GBPJPY | 0.02871 | 0.08129 | 0.12386 | 0.14564 | 0.18514 | 0.44136 | 2.41667 | 3.4394 | 130189874364.01419 |
GBPMXN | 0.00388 | 0.01127 | 0.01654 | 0.01717 | 0.0324 | 0.06416 | 1.73969 | 16910438599.89061 | 172611718847.18906 |
GBPNOK | 0.00188 | 0.00486 | 0.01202 | 0.01123 | 0.01267 | 0.03167 | 0.12876 | 9738243113.23153 | 47911407328.29332 |
GBPNZD | 0.00028 | 0.00069 | 0.00132 | 0.00155 | 0.00191 | 0.00422 | 0.01516 | 0.02896 | 0.07429 |
GBPSEK | 0.00241 | 0.00667 | 0.01282 | 0.01287 | 0.01411 | 0.03988 | 0.11524 | 0.22284 | 0.6284 |
GBPSGD | 0.00021 | 0.00057 | 0.00084 | 0.00088 | 0.001 | 0.00263 | 0.01022 | 0.01833 | 0.04276 |
GBPTRY | 0.00571 | 0.02265 | 0.04189 | 0.06402 | 0.09471 | 0.16965 | 0.55515 | 1.41427 | 499609722.22515 |
GBPUSD | 0.00020 | 0.00052 | 0.00077 | 0.00077 | 0.00086 | 0.00265 | 0.00688 | 0.01686 | 0.04062 |
GBPZAR | 0.00755 | 0.02152 | 0.03163 | 0.03912 | 0.04689 | 0.09771 | 0.26224 | 0.51474 | 1.41172 |
NOKJPY | 0.00743 | 0.01193 | 0.01921 | 0.01921 | 0.05057 | 0.08144 | 0.23215 | 999312236.12806 | 2924234144.24554 |
NOKSEK | 0.00020 | 0.00044 | 0.00096 | 0.00096 | 0.00117 | 0.00284 | 0.03021 | 0.06453 | 0.10753 |
NZDCAD | 0.00012 | 0.00029 | 0.00053 | 0.00063 | 0.00082 | 0.00165 | 0.0054 | 1178889645.93931 | 66482236037.06818 |
NZDCHF | 0.00011 | 0.00024 | 0.00039 | 0.00046 | 0.00062 | 0.00126 | 0.00413 | 0.01048 | 0.02644 |
NZDJPY | 0.01686 | 0.04264 | 0.06793 | 0.07886 | 0.10186 | 0.21252 | 1.73944 | 3.0847 | 6.41234 |
NZDUSD | 0.00011 | 0.00028 | 0.00051 | 0.00059 | 0.00074 | 0.00161 | 0.00696 | 0.01893 | 0.05014 |
SEKJPY | 0.00686 | 0.01264 | 0.01707 | 0.01793 | 0.021 | 0.04996 | 0.19936 | 0.35815 | 0.79801 |
SGDJPY | 0.01257 | 0.04021 | 0.05857 | 0.07293 | 0.09086 | 0.20314 | 3.99186 | 6.34214 | 10.69917 |
USDCAD | 0.00012 | 0.00030 | 0.00044 | 0.00053 | 0.00068 | 0.00208 | 0.00797 | 0.02816 | 0.06684 |
USDCHF | 0.00014 | 0.00035 | 0.00044 | 0.00047 | 0.00060 | 0.00145 | 0.00576 | 0.01439 | 0.10613 |
USDCNH | 0.00023 | 0.00072 | 0.0013 | 0.00157 | 0.00263 | 0.00604 | 0.02692 | 0.05118 | 0.21039 |
USDCZK | 0.00498 | 0.01291 | 0.0188 | 0.01508 | 0.01853 | 0.05626 | 0.21206 | 0.43598 | 0.96872 |
USDHKD | 0.00029 | 0.00059 | 0.00116 | 0.00147 | 0.0022 | 0.00547 | 0.01164 | 0.0163 | 0.03414 |
USDHUF | 0.12093 | 0.19729 | 0.294 | 0.27614 | 0.316 | 0.85843 | 3.02093 | 7.96279 | 20.07529 |
USDJPY | 0.01521 | 0.04286 | 0.0815 | 0.10186 | 0.134 | 0.33593 | 1.86993 | 2.63864 | 6.64221 |
USDMXN | 0.00269 | 0.00723 | 0.01071 | 0.01134 | 0.02117 | 0.0497 | 0.19331 | 0.38127 | 2.04682 |
USDNOK | 0.00179 | 0.00543 | 0.0105 | 0.00887 | 0.01096 | 0.03382 | 0.31575 | 0.7119 | 1.25469 |
USDPLN | 0.00105 | 0.00246 | 0.00377 | 0.00307 | 0.00331 | 0.01088 | 0.32195 | 3157771464.94581 | 311703260747.6044 |
USDRUB | - | - | - | 0.34643 | 0.34643 | 0.40786 | 0.60929 | 1.23286 | 16.91311 |
USDSEK | 0.00222 | 0.00671 | 0.00999 | 0.00985 | 0.01216 | 0.03966 | 0.26066 | 0.6808 | 1.83914 |
USDSGD | 0.00011 | 0.00034 | 0.00052 | 0.00064 | 0.00071 | 0.00167 | 0.00568 | 0.01219 | 0.03354 |
USDTHB | 0.00523 | 0.01303 | 0.02643 | 0.03229 | 0.03701 | 0.07989 | 0.3679 | 1.02821 | 2.13143 |
USDTRY | 0.00304 | 0.01243 | 0.01616 | 0.01481 | 0.0295 | 0.0669 | 0.31173 | 1.1356 | 3.03535 |
USDZAR | 0.00236 | 0.00672 | 0.01593 | 0.01852 | 0.02133 | 0.07022 | 0.38081 | 0.93135 | 36.69201 |
XAGAUD | 0.022 | 0.06171 | 0.09843 | 0.13586 | 0.1575 | 0.37321 | 0.82 | 2.24657 | 4.1455 |
XAGEUR | 0.01471 | 0.04107 | 0.06243 | 0.08714 | 0.10021 | 0.23509 | 0.52714 | 1.38192 | 2.55719 |
XAGUSD | 0.01371 | 0.04421 | 0.06864 | 0.09614 | 0.11043 | 0.25967 | 0.56855 | 1.46095 | 3.06904 |
XAUAUD | 0.80357 | 2.59714 | 4.70786 | 5.79929 | 7.55071 | 17.48786 | 41.92429 | 114.94929 | 191.335 |
XAUEUR | 0.48429 | 1.52786 | 2.84857 | 3.67143 | 4.81 | 10.60357 | 25.75929 | 67.08571 | 108.68714 |
XAUGBP | 0.42071 | 1.23714 | 2.37071 | 3.00643 | 4.08643 | 8.93929 | 20.57429 | 55.53571 | 94.18571 |
XAUJPY | 73.64286 | 245.92857 | 494.85714 | 629.0 | 813.71429 | 1878.04286 | 5882.96429 | 11581.3 | 16846.50714 |
XAUUSD | 0.49857 | 1.61286 | 3.14929 | 4.14 | 5.34357 | 12.29571 | 29.97 | 71.91 | 131.68357 |
XPDUSD | 0.75857 | 1.98929 | 3.15571 | 3.66857 | 7.95643 | 12.99786 | 113.58571 | 216.65071 | 812.29214 |
XPTUSD | 0.47857 | 1.28857 | 1.68929 | 1.87357 | 4.40929 | 11.63571 | 48.21714 | 75.22643 | 128.43 |
ZARJPY | 0.00571 | 0.00843 | 0.012 | 0.01271 | 0.01629 | 0.03673 | 0.13462 | 0.2072 | 0.54456 |