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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 | 0.00019 | 0.00034 | 0.00064 | 0.00124 | 0.00143 | 0.00351 | 0.00595 | 0.0182 | 0.03139 |
AUDCHF | 0.00014 | 0.00027 | 0.00042 | 0.00075 | 0.00141 | 0.00304 | 0.00445 | 0.01536 | 0.03395 |
AUDJPY | 0.01921 | 0.0495 | 0.07236 | 0.14579 | 0.25436 | 0.51457 | 1.19786 | 2.8732 | 4.3505 |
AUDNZD | 0.00014 | 0.00031 | 0.00041 | 0.00082 | 0.00121 | 0.00237 | 0.0039 | 0.04183 | 0.03827 |
AUDSGD | 0.00018 | 0.00031 | 0.00050 | 0.00101 | 0.00156 | 0.00316 | 0.00629 | 0.01816 | 0.04171 |
AUDUSD | 0.00021 | 0.00035 | 0.00054 | 0.00107 | 0.00136 | 0.00283 | 0.00726 | 0.02075 | 0.03685 |
CADCHF | 0.00014 | 0.00029 | 0.00060 | 0.00091 | 0.00139 | 0.00292 | 0.00551 | 0.01362 | 0.0325 |
CADJPY | 0.02007 | 0.05029 | 0.10764 | 0.16043 | 0.24614 | 0.49214 | 1.55693 | 3.11471 | 4.77171 |
CHFJPY | 0.02871 | 0.08043 | 0.09593 | 0.21086 | 0.32136 | 0.58464 | 1.46378 | 5.58588 | 4.307 |
CHFSGD | 0.00027 | 0.00061 | 0.00097 | 0.00181 | 0.00311 | 0.00665 | 0.00916 | 0.03588 | 0.05096 |
EURAUD | 0.00036 | 0.00070 | 0.0012 | 0.00174 | 0.00335 | 0.00769 | 0.00914 | 0.04552 | 0.06612 |
EURCAD | 0.00040 | 0.00065 | 0.00137 | 0.00164 | 0.0027 | 0.00511 | 0.01197 | 0.03476 | 0.061 |
EURCHF | 0.00017 | 0.00033 | 0.00055 | 0.00085 | 0.00123 | 0.00322 | 0.00581 | 0.01468 | 0.02748 |
EURCZK | 0.00148 | 0.00323 | 0.00466 | 0.01032 | 0.01595 | 0.0438 | 0.07775 | 0.37901 | 0.47569 |
EURGBP | 0.00013 | 0.00031 | 0.00040 | 0.00062 | 0.00093 | 0.00214 | 0.004 | 0.016 | 0.03318 |
EURHUF | 0.05193 | 0.12714 | 0.12671 | 0.21957 | 0.82743 | 1.2155 | 2.37664 | 12.75207 | 7.48159 |
EURJPY | 0.03021 | 0.08329 | 0.09179 | 0.1645 | 0.27143 | 0.57207 | 1.8205 | 3.0003 | 5.36371 |
EURMXN | 0.00608 | 0.01209 | 0.02508 | 0.03081 | 0.06018 | 0.10789 | 0.31014 | 0.66774 | 1.46456 |
EURNOK | 0.00311 | 0.00672 | 0.00735 | 0.01092 | 0.01479 | 0.05496 | 0.06814 | 0.33277 | 0.3523 |
EURNZD | 0.00035 | 0.00077 | 0.0011 | 0.00215 | 0.00339 | 0.00731 | 0.00944 | 0.0435 | 0.07684 |
EURPLN | 0.00030 | 0.00184 | 0.00163 | 0.00311 | 0.00569 | 0.01246 | 0.02271 | 0.10186 | 0.11238 |
EURSEK | 0.0033 | 0.00826 | 0.00685 | 0.01241 | 0.01724 | 0.05582 | 0.04654 | 0.73159 | 0.26855 |
EURSGD | 0.00031 | 0.00055 | 0.00076 | 0.00114 | 0.00214 | 0.00419 | 0.0098 | 0.02225 | 0.0447 |
EURTRY | 0.01189 | 0.02102 | 0.03995 | 0.06745 | 0.08766 | 0.17731 | 0.43455 | 1.76114 | 0.28363 |
EURUSD | 0.00033 | 0.00056 | 0.00087 | 0.00153 | 0.00194 | 0.00471 | 0.01123 | 0.01977 | 0.05001 |
EURZAR | 0.00673 | 0.01354 | 0.02248 | 0.03278 | 0.0495 | 0.1198 | 0.21272 | 0.77969 | 1.18065 |
GBPAUD | 0.00045 | 0.00076 | 0.0013 | 0.00219 | 0.00383 | 0.00845 | 0.01592 | 0.06144 | 0.09203 |
GBPCAD | 0.00036 | 0.00063 | 0.00145 | 0.00189 | 0.00273 | 0.0054 | 0.01884 | 0.04975 | 0.09155 |
GBPCHF | 0.00017 | 0.00044 | 0.00069 | 0.00129 | 0.00198 | 0.0043 | 0.00821 | 0.02216 | 0.05541 |
GBPJPY | 0.03036 | 0.08986 | 0.11207 | 0.26057 | 0.39143 | 0.69029 | 1.99079 | 3.42817 | 7.51636 |
GBPMXN | 0.00673 | 0.01594 | 0.02922 | 0.03911 | 0.06617 | 0.12066 | 0.39591 | 0.67873 | 1.77629 |
GBPNOK | 0.00428 | 0.00798 | 0.00961 | 0.01789 | 0.02235 | 0.06658 | 0.18697 | 0.47009 | 0.61823 |
GBPNZD | 0.00047 | 0.00080 | 0.00122 | 0.00235 | 0.00406 | 0.00775 | 0.01221 | 0.04818 | 0.10329 |
GBPSEK | 0.00464 | 0.01058 | 0.01134 | 0.01878 | 0.02689 | 0.06947 | 0.07702 | 0.48559 | 0.772 |
GBPSGD | 0.00028 | 0.00052 | 0.00079 | 0.00184 | 0.00218 | 0.00428 | 0.00924 | 0.02826 | 0.06884 |
GBPTRY | 0.01088 | 0.02545 | 0.04643 | 0.07555 | 0.09599 | 0.18317 | 0.51798 | 1.94555 | 0.37002 |
GBPUSD | 0.00030 | 0.00058 | 0.00083 | 0.00159 | 0.00181 | 0.00479 | 0.01367 | 0.02759 | 0.05938 |
NOKJPY | 0.0075 | 0.012 | 0.01379 | 0.02421 | 0.04157 | 0.1035 | 0.18256 | 0.50588 | 0.98049 |
NOKSEK | 0.00020 | 0.00069 | 0.00067 | 0.00112 | 0.00208 | 0.0056 | 0.00764 | 0.07731 | 0.04095 |
NZDCAD | 0.00021 | 0.00035 | 0.00062 | 0.00133 | 0.00156 | 0.00307 | 0.00627 | 0.02372 | 0.03688 |
NZDCHF | 0.00014 | 0.00022 | 0.00034 | 0.00075 | 0.00122 | 0.00252 | 0.00458 | 0.0138 | 0.03253 |
NZDJPY | 0.01986 | 0.04457 | 0.06379 | 0.14593 | 0.21236 | 0.43686 | 1.2665 | 3.64587 | 4.34607 |
NZDUSD | 0.00018 | 0.00032 | 0.00048 | 0.00122 | 0.00129 | 0.0025 | 0.01259 | 0.02464 | 0.04085 |
SEKJPY | 0.00786 | 0.01636 | 0.01721 | 0.02771 | 0.04479 | 0.106 | 0.19271 | 0.49652 | 0.67961 |
SGDJPY | 0.01879 | 0.05157 | 0.0695 | 0.13764 | 0.22893 | 0.41136 | 1.66086 | 5.1004 | 2.9651 |
USDCAD | 0.00024 | 0.00040 | 0.00097 | 0.00125 | 0.00159 | 0.00335 | 0.01782 | 0.02872 | 0.05579 |
USDCHF | 0.00020 | 0.00043 | 0.00075 | 0.0014 | 0.00193 | 0.00444 | 0.0069 | 0.02356 | 0.04056 |
USDCNH | 0.00066 | 0.00148 | 0.00138 | 0.00336 | 0.00841 | 0.01062 | 0.04926 | 0.11149 | 0.17891 |
USDCZK | 0.0064 | 0.01227 | 0.01856 | 0.03528 | 0.04254 | 0.10825 | 0.26968 | 0.61954 | 1.18819 |
USDHUF | 0.11929 | 0.22379 | 0.30136 | 0.50221 | 0.96336 | 1.95521 | 5.47636 | 14.013 | 14.60357 |
USDJPY | 0.03243 | 0.08043 | 0.12136 | 0.25164 | 0.34364 | 0.67564 | 1.41079 | 3.42714 | 4.52957 |
USDMXN | 0.0054 | 0.01163 | 0.02042 | 0.0207 | 0.04744 | 0.05937 | 0.39172 | 0.4911 | 1.25473 |
USDNOK | 0.00422 | 0.00678 | 0.00847 | 0.01983 | 0.0215 | 0.06493 | 0.13499 | 0.66007 | 0.45774 |
USDPLN | 0.00119 | 0.00267 | 0.00345 | 0.00677 | 0.00869 | 0.01887 | 0.04843 | 0.14256 | 0.20879 |
USDRUB | 0.02935 | 0.00757 | 0.16055 | 0.50565 | 0.4984 | 0.75976 | 2.85122 | 3.52302 | 3.46191 |
USDSEK | 0.00418 | 0.00918 | 0.01106 | 0.01873 | 0.02308 | 0.06613 | 0.13566 | 0.67472 | 0.48317 |
USDSGD | 0.00018 | 0.00039 | 0.00061 | 0.00147 | 0.0016 | 0.00294 | 0.01025 | 0.01881 | 0.0332 |
USDTHB | 0.00503 | 0.01851 | 0.02137 | 0.03981 | 0.05194 | 0.15073 | 0.47453 | 1.36086 | 1.17579 |
USDTRY | 0.00069 | 0.00607 | 0.01554 | 0.01932 | 0.01741 | 0.05826 | 0.17216 | 1.63466 | 0.23873 |
USDZAR | 0.00449 | 0.0133 | 0.0195 | 0.02317 | 0.03927 | 0.12011 | 0.27186 | 1.46657 | 1.0874 |
XAGAUD | 0.0325 | 0.05671 | 0.10736 | 0.21236 | 0.33429 | 0.50179 | 1.09814 | 2.0685 | 3.99186 |
XAGEUR | 0.02021 | 0.03043 | 0.06043 | 0.12357 | 0.18307 | 0.28657 | 0.72099 | 1.33529 | 2.60781 |
XAGUSD | 0.02343 | 0.03857 | 0.07671 | 0.14079 | 0.2405 | 0.32521 | 0.73857 | 1.6548 | 1.74164 |
XAUAUD | 2.75214 | 4.76571 | 10.15214 | 18.99714 | 23.74429 | 57.81857 | 57.65857 | 66.56714 | 174.72929 |
XAUEUR | 1.64714 | 2.5 | 5.565 | 10.36357 | 11.59786 | 32.06143 | 34.13643 | 38.63214 | 103.20786 |
XAUGBP | 1.345 | 2.33429 | 4.59357 | 8.61929 | 10.44286 | 26.505 | 29.00643 | 36.70714 | 94.30714 |
XAUJPY | 252.71429 | 521.5 | 872.07143 | 1649.14286 | 1817.85714 | 4839.35714 | 6399.47857 | 6472.36429 | 14742.21429 |
XAUUSD | 1.875 | 3.37857 | 6.92571 | 12.72786 | 16.09286 | 38.73286 | 35.10929 | 47.90929 | 68.27 |
XPDUSD | 0.54 | 1.33429 | 2.70286 | 6.37143 | 6.97214 | 9.27214 | 32.63714 | 400.16286 | 886.515 |
XPTUSD | 0.47714 | 1.20714 | 1.88643 | 3.49 | 4.43214 | 9.63857 | 16.76857 | 83.72643 | 169.93 |
ZARJPY | 0.00543 | 0.01007 | 0.01207 | 0.01964 | 0.02957 | 0.058 | 0.12734 | 0.30801 | 0.59457 |