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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 | 0.00030 | 0.00047 | 0.00072 | 0.00078 | 0.00287 | 0.00485 | 0.01369 | 0.03164 |
| AUDCHF | 0.00010 | 0.00026 | 0.00058 | 0.00058 | 0.00065 | 0.00229 | 0.00378 | 0.01132 | 0.03012 |
| AUDJPY | 0.01686 | 0.05436 | 0.06414 | 0.10436 | 0.13864 | 0.39986 | 0.69429 | 2.11073 | 4.0735 |
| AUDNZD | 0.00012 | 0.00030 | 0.00114 | 0.00104 | 0.00093 | 0.00316 | 0.00542 | 0.02562 | 0.0326 |
| AUDSGD | 0.00014 | 0.00032 | 0.00076 | 0.00070 | 0.00099 | 0.0031 | 0.00528 | 0.01282 | 0.03631 |
| AUDUSD | 0.00014 | 0.00030 | 0.00033 | 0.00045 | 0.00069 | 0.0027 | 0.00549 | 0.01592 | 0.03327 |
| CADCHF | 0.000090 | 0.00027 | 0.00053 | 0.00041 | 0.00047 | 0.00168 | 0.00337 | 0.01034 | 0.03198 |
| CADJPY | 0.01629 | 0.04986 | 0.05407 | 0.09686 | 0.11214 | 0.29643 | 0.71093 | 2.38331 | 4.47593 |
| CHFJPY | 0.01336 | 0.066 | 0.1438 | 0.16391 | 0.20021 | 0.50879 | 1.01993 | 3.63171 | 3.88493 |
| CHFSGD | 0.00012 | 0.00054 | 0.00144 | 0.0013 | 0.00157 | 0.00519 | 0.0076 | 0.02648 | 0.05366 |
| EURAUD | 0.00020 | 0.00072 | 0.00097 | 0.0015 | 0.00148 | 0.00682 | 0.01052 | 0.02892 | 0.05707 |
| EURCAD | 0.00020 | 0.00056 | 0.00065 | 0.00073 | 0.00078 | 0.00257 | 0.00926 | 0.01574 | 0.05689 |
| EURCHF | 0.000080 | 0.00029 | 0.00045 | 0.00038 | 0.00055 | 0.0019 | 0.00402 | 0.01452 | 0.03577 |
| EURCZK | 0.00049 | 0.00742 | 0.00855 | 0.00792 | 0.00973 | 0.03152 | 0.07342 | 0.30827 | 0.64088 |
| EURGBP | 0.000070 | 0.00023 | 0.00035 | 0.00038 | 0.00042 | 0.00189 | 0.00367 | 0.01274 | 0.0259 |
| EURHUF | 0.01164 | 0.13243 | 0.37514 | 0.17786 | 0.2195 | 0.76207 | 2.41593 | 7.84636 | 8.75409 |
| EURJPY | 0.01221 | 0.056 | 0.106 | 0.13221 | 0.163 | 0.39043 | 0.89457 | 2.95302 | 5.19014 |
| EURMXN | 0.00182 | 0.00955 | 0.0106 | 0.01857 | 0.01134 | 0.06522 | 0.1453 | 0.33756 | 1.38476 |
| EURNOK | 0.00058 | 0.00593 | 0.0044 | 0.01024 | 0.0076 | 0.03998 | 0.09268 | 0.21794 | 0.32308 |
| EURNZD | 0.00023 | 0.00074 | 0.00196 | 0.00167 | 0.00172 | 0.00682 | 0.0144 | 0.03042 | 0.06366 |
| EURPLN | 0.00023 | 0.00083 | 0.00161 | 0.00173 | 0.00172 | 0.0077 | 0.01547 | 0.05545 | 0.11338 |
| EURSEK | 0.00085 | 0.00304 | 0.00439 | 0.00767 | 0.00591 | 0.03458 | 0.05878 | 0.98416 | 0.35847 |
| EURSGD | 0.000090 | 0.00038 | 0.00104 | 0.00077 | 0.00105 | 0.00277 | 0.00666 | 0.01563 | 0.03956 |
| EURTRY | 0.00472 | 0.01888 | 0.03996 | 0.03276 | 0.04471 | 0.13715 | 0.39172 | 1.21795 | 0.48429 |
| EURUSD | 0.00010 | 0.00044 | 0.00039 | 0.00069 | 0.00061 | 0.00212 | 0.009 | 0.01393 | 0.0464 |
| EURZAR | 0.00215 | 0.00731 | 0.00973 | 0.01473 | 0.01956 | 0.10161 | 0.13456 | 0.46689 | 1.40512 |
| GBPAUD | 0.00021 | 0.00080 | 0.00129 | 0.00147 | 0.00177 | 0.00809 | 0.01175 | 0.03507 | 0.08146 |
| GBPCAD | 0.00021 | 0.00062 | 0.00095 | 0.00085 | 0.00109 | 0.00432 | 0.00904 | 0.03092 | 0.07765 |
| GBPCHF | 0.00010 | 0.00043 | 0.00092 | 0.00066 | 0.00086 | 0.00333 | 0.00534 | 0.01907 | 0.05702 |
| GBPJPY | 0.01807 | 0.0685 | 0.11986 | 0.16943 | 0.18393 | 0.64429 | 1.03586 | 2.95885 | 7.61829 |
| GBPMXN | 0.00258 | 0.01151 | 0.01602 | 0.02048 | 0.01735 | 0.08905 | 0.18953 | 0.44438 | 1.70813 |
| GBPNOK | 0.00096 | 0.00792 | 0.01041 | 0.01552 | 0.01267 | 0.05171 | 0.11606 | 0.27382 | 0.4656 |
| GBPNZD | 0.00024 | 0.00082 | 0.00229 | 0.00184 | 0.00208 | 0.00843 | 0.01726 | 0.03437 | 0.08386 |
| GBPSEK | 0.00117 | 0.0046 | 0.00779 | 0.01047 | 0.00819 | 0.04485 | 0.09542 | 0.23064 | 0.772 |
| GBPSGD | 0.00014 | 0.00045 | 0.00144 | 0.00090 | 0.00158 | 0.00483 | 0.0082 | 0.01796 | 0.06111 |
| GBPTRY | 0.0073 | 0.02003 | 0.0423 | 0.03401 | 0.05642 | 0.2042 | 0.41854 | 1.3982 | 0.60422 |
| GBPUSD | 0.00015 | 0.00049 | 0.00058 | 0.00060 | 0.00084 | 0.00353 | 0.00912 | 0.01892 | 0.06242 |
| NOKJPY | 0.00436 | 0.01293 | 0.02007 | 0.03447 | 0.02154 | 0.07092 | 0.14383 | 0.34145 | 0.98049 |
| NOKSEK | 0.000090 | 0.00040 | 0.00081 | 0.00174 | 0.00092 | 0.00247 | 0.00818 | 0.06154 | 0.04017 |
| NZDCAD | 0.00013 | 0.00028 | 0.00050 | 0.00075 | 0.00078 | 0.00219 | 0.00554 | 0.01493 | 0.0383 |
| NZDCHF | 0.000080 | 0.00023 | 0.00059 | 0.00050 | 0.00066 | 0.00165 | 0.00419 | 0.01091 | 0.03116 |
| NZDJPY | 0.01471 | 0.04314 | 0.07129 | 0.09729 | 0.10643 | 0.34928 | 0.76329 | 2.90703 | 4.007 |
| NZDUSD | 0.00010 | 0.00028 | 0.00038 | 0.00051 | 0.00065 | 0.00209 | 0.00583 | 0.02003 | 0.03713 |
| SEKJPY | 0.00436 | 0.01114 | 0.01671 | 0.02614 | 0.02379 | 0.06627 | 0.12905 | 0.33534 | 0.67961 |
| SGDJPY | 0.00986 | 0.03793 | 0.08689 | 0.09571 | 0.11457 | 0.25621 | 0.60692 | 5.48841 | 2.9651 |
| USDCAD | 0.00017 | 0.00044 | 0.00058 | 0.00058 | 0.00072 | 0.00215 | 0.00663 | 0.02935 | 0.04668 |
| USDCHF | 0.00010 | 0.00038 | 0.00051 | 0.00058 | 0.00072 | 0.00228 | 0.00585 | 0.01803 | 0.03947 |
| USDCNH | 0.00022 | 0.00062 | 0.00114 | 0.00269 | 0.00293 | 0.00739 | 0.01776 | 0.05677 | 0.21864 |
| USDCZK | 0.00116 | 0.00994 | 0.01021 | 0.01379 | 0.01459 | 0.04858 | 0.20648 | 0.49481 | 1.07841 |
| USDHUF | 0.02671 | 0.20507 | 0.37557 | 0.27843 | 0.3045 | 0.91829 | 3.93029 | 8.83986 | 15.22471 |
| USDJPY | 0.01421 | 0.0625 | 0.07457 | 0.13386 | 0.15564 | 0.38293 | 1.224 | 2.99736 | 4.20064 |
| USDMXN | 0.00144 | 0.0065 | 0.00641 | 0.01131 | 0.01042 | 0.05689 | 0.1626 | 0.34561 | 1.30325 |
| USDNOK | 0.00072 | 0.0067 | 0.00647 | 0.00973 | 0.01011 | 0.04322 | 0.11304 | 0.64126 | 0.45304 |
| USDPLN | 0.00028 | 0.00173 | 0.00207 | 0.00253 | 0.00274 | 0.00998 | 0.03469 | 0.08349 | 0.19801 |
| USDRUB | 0.01374 | 0.07568 | 0.05487 | 0.14984 | 0.25609 | 0.49464 | 3.36674 | 5.49721 | 4.11981 |
| USDSEK | 0.00086 | 0.00456 | 0.00506 | 0.00795 | 0.00747 | 0.03976 | 0.10032 | 0.66795 | 0.4939 |
| USDSGD | 0.000080 | 0.00023 | 0.00078 | 0.00059 | 0.00092 | 0.0026 | 0.00589 | 0.01385 | 0.03101 |
| USDTHB | 0.00367 | 0.00973 | 0.01839 | 0.03254 | 0.05516 | 0.08156 | 0.20298 | 1.05236 | 1.39193 |
| USDTRY | 0.00254 | 0.00263 | 0.03587 | 0.01125 | 0.03199 | 0.0956 | 0.12354 | 1.10956 | 0.43726 |
| USDZAR | 0.00245 | 0.00758 | 0.00795 | 0.01183 | 0.01768 | 0.09411 | 0.17851 | 1.05417 | 1.18185 |
| XAGAUD | 0.08529 | 0.17057 | 0.22379 | 0.30514 | 0.94929 | 1.45879 | 1.0535 | 2.46107 | 3.99186 |
| XAGEUR | 0.04907 | 0.09293 | 0.13293 | 0.17621 | 0.5515 | 0.8535 | 0.62299 | 1.59183 | 2.60781 |
| XAGUSD | 0.06236 | 0.11907 | 0.14573 | 0.19559 | 0.61281 | 1.00743 | 0.82293 | 1.70245 | 1.53107 |
| XAUAUD | 1.80571 | 4.9 | 5.97714 | 13.86286 | 25.79857 | 73.21571 | 45.01929 | 123.57 | 174.72929 |
| XAUEUR | 1.26143 | 2.38571 | 3.27786 | 8.12429 | 13.74071 | 43.92071 | 26.39786 | 77.21571 | 103.20786 |
| XAUGBP | 1.105 | 2.87929 | 3.35071 | 6.89643 | 12.11357 | 39.26143 | 22.89714 | 63.95714 | 94.30714 |
| XAUJPY | 211.71429 | 619.5 | 676.90714 | 1506.7 | 2489.86429 | 8342.64286 | 4270.14286 | 12449.65714 | 14742.21429 |
| XAUUSD | 1.54 | 3.90571 | 3.69357 | 8.64357 | 14.37643 | 52.96714 | 36.48357 | 81.55357 | 65.32286 |
| XPDUSD | 1.40643 | 2.875 | 4.85714 | 11.905 | 16.01214 | 32.13571 | 31.23857 | 239.28286 | 886.515 |
| XPTUSD | 1.19786 | 3.385 | 5.47143 | 8.41071 | 14.685 | 30.58 | 32.60214 | 72.40071 | 169.93 |
| ZARJPY | 0.00429 | 0.00779 | 0.01032 | 0.01349 | 0.01478 | 0.05252 | 0.07834 | 0.19546 | 0.7555 |