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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 | 0.00016 | 0.00030 | 0.00053 | 0.00096 | 0.00149 | 0.00225 | 0.00972 | 0.01674 | 0.03128 |
AUDCHF | 0.00010 | 0.00022 | 0.00051 | 0.00071 | 0.00092 | 0.00207 | 0.00932 | 0.05061 | 0.03308 |
AUDJPY | 0.01843 | 0.05264 | 0.08907 | 0.17407 | 0.16286 | 0.30194 | 1.45393 | 4.57657 | 4.3 |
AUDNZD | 0.00012 | 0.00040 | 0.00067 | 0.00070 | 0.00082 | 0.00277 | 0.00727 | 0.03077 | 0.03625 |
AUDSGD | 0.00016 | 0.00039 | 0.00057 | 0.00088 | 0.00127 | 0.00254 | 0.00853 | 0.0191 | 0.04107 |
AUDUSD | 0.00016 | 0.00029 | 0.00049 | 0.00107 | 0.0015 | 0.002 | 0.00924 | 0.0185 | 0.0371 |
CADCHF | 0.00010 | 0.00021 | 0.00051 | 0.00062 | 0.00105 | 0.00172 | 0.00929 | 0.01329 | 0.03548 |
CADJPY | 0.01857 | 0.05414 | 0.08236 | 0.18157 | 0.18493 | 0.30336 | 1.32871 | 2.72202 | 4.75586 |
CHFJPY | 0.02929 | 0.07486 | 0.18514 | 0.324 | 0.37536 | 0.48344 | 1.87593 | 6.47606 | 4.19871 |
CHFSGD | 0.00021 | 0.00059 | 0.00124 | 0.00141 | 0.00272 | 0.00327 | 0.02296 | 0.04334 | 0.05284 |
EURAUD | 0.00032 | 0.00067 | 0.00139 | 0.00223 | 0.00294 | 0.00422 | 0.02601 | 0.05009 | 0.06538 |
EURCAD | 0.00033 | 0.00054 | 0.00108 | 0.00175 | 0.00313 | 0.00288 | 0.01742 | 0.02767 | 0.06172 |
EURCHF | 0.00016 | 0.00022 | 0.00069 | 0.00057 | 0.001 | 0.00152 | 0.00844 | 0.01542 | 0.03294 |
EURCZK | 0.00102 | 0.00615 | 0.00933 | 0.01313 | 0.02024 | 0.03402 | 0.10901 | 0.3833 | 0.50767 |
EURGBP | 0.00013 | 0.00025 | 0.00047 | 0.00077 | 0.00155 | 0.00194 | 0.00823 | 0.01952 | 0.03145 |
EURHUF | 0.03536 | 0.3065 | 0.26886 | 0.36236 | 0.61314 | 0.82429 | 3.39079 | 8.72464 | 6.90416 |
EURJPY | 0.03614 | 0.07579 | 0.1225 | 0.33864 | 0.41036 | 0.43 | 1.37986 | 6.16593 | 5.738 |
EURMXN | 0.00417 | 0.00877 | 0.01337 | 0.02426 | 0.04428 | 0.06887 | 0.4724 | 0.71976 | 1.35386 |
EURNOK | 0.00096 | 0.00745 | 0.00787 | 0.01271 | 0.01436 | 0.04944 | 0.18594 | 0.32293 | 0.3631 |
EURNZD | 0.00042 | 0.00101 | 0.00145 | 0.0024 | 0.00325 | 0.00539 | 0.02637 | 0.04876 | 0.07293 |
EURPLN | 0.00036 | 0.00077 | 0.00197 | 0.00303 | 0.00489 | 0.01144 | 0.03157 | 0.09972 | 0.10308 |
EURSEK | 0.00116 | 0.00576 | 0.00557 | 0.01106 | 0.01683 | 0.03381 | 0.15021 | 1.29019 | 0.30045 |
EURSGD | 0.00028 | 0.00064 | 0.00079 | 0.00135 | 0.00291 | 0.00267 | 0.01395 | 0.0256 | 0.04662 |
EURTRY | 0.01129 | 0.02647 | 0.03309 | 0.08356 | 0.12527 | 0.17761 | 0.67036 | 1.12581 | 0.257 |
EURUSD | 0.00030 | 0.00055 | 0.00080 | 0.00166 | 0.0031 | 0.00248 | 0.01653 | 0.0182 | 0.05392 |
EURZAR | 0.00465 | 0.02444 | 0.0201 | 0.03975 | 0.05051 | 0.08216 | 0.43089 | 0.67659 | 1.19282 |
GBPAUD | 0.00027 | 0.00058 | 0.00152 | 0.00207 | 0.00324 | 0.00488 | 0.0218 | 0.05922 | 0.08962 |
GBPCAD | 0.00021 | 0.00043 | 0.00134 | 0.00178 | 0.00256 | 0.00446 | 0.01664 | 0.03924 | 0.08974 |
GBPCHF | 0.00013 | 0.00028 | 0.00081 | 0.00093 | 0.00193 | 0.00245 | 0.01571 | 0.02189 | 0.05828 |
GBPJPY | 0.03064 | 0.08857 | 0.168 | 0.32279 | 0.32371 | 0.52079 | 2.09479 | 7.17492 | 7.85129 |
GBPMXN | 0.00321 | 0.0075 | 0.01558 | 0.02667 | 0.04184 | 0.07773 | 0.40195 | 0.78328 | 1.68407 |
GBPNOK | 0.00231 | 0.01221 | 0.01306 | 0.01674 | 0.02945 | 0.05464 | 0.19269 | 0.35432 | 0.56539 |
GBPNZD | 0.00032 | 0.00098 | 0.0017 | 0.00237 | 0.00322 | 0.0059 | 0.02217 | 0.04238 | 0.09552 |
GBPSEK | 0.00227 | 0.00825 | 0.00998 | 0.01792 | 0.0286 | 0.03729 | 0.19303 | 0.28872 | 0.772 |
GBPSGD | 0.00023 | 0.00062 | 0.00098 | 0.0014 | 0.00185 | 0.00563 | 0.0117 | 0.02596 | 0.06668 |
GBPTRY | 0.00753 | 0.02541 | 0.03794 | 0.0763 | 0.10079 | 0.20411 | 0.56692 | 1.31941 | 0.34927 |
GBPUSD | 0.00024 | 0.00044 | 0.00094 | 0.00175 | 0.00229 | 0.00342 | 0.01325 | 0.02558 | 0.06278 |
NOKJPY | 0.00629 | 0.01471 | 0.01707 | 0.03171 | 0.0365 | 0.0873 | 0.28307 | 0.43267 | 0.98049 |
NOKSEK | 0.00016 | 0.00125 | 0.00090 | 0.00139 | 0.00185 | 0.00484 | 0.01452 | 0.08334 | 0.04219 |
NZDCAD | 0.00016 | 0.00043 | 0.00058 | 0.00096 | 0.00129 | 0.00228 | 0.0102 | 0.01723 | 0.0374 |
NZDCHF | 0.00011 | 0.00026 | 0.00044 | 0.00062 | 0.00085 | 0.00179 | 0.00842 | 0.01612 | 0.03122 |
NZDJPY | 0.01836 | 0.05957 | 0.08329 | 0.14829 | 0.13021 | 0.27952 | 1.22693 | 2.99011 | 4.39214 |
NZDUSD | 0.00014 | 0.00036 | 0.00048 | 0.00101 | 0.00129 | 0.00194 | 0.00947 | 0.02259 | 0.03858 |
SEKJPY | 0.00657 | 0.01971 | 0.01743 | 0.03793 | 0.04393 | 0.06631 | 0.24471 | 0.46793 | 0.67961 |
SGDJPY | 0.01764 | 0.06493 | 0.07529 | 0.18093 | 0.15686 | 0.27446 | 1.1335 | 6.15715 | 2.9651 |
USDCAD | 0.00019 | 0.00035 | 0.00066 | 0.00114 | 0.00181 | 0.00247 | 0.01128 | 0.02667 | 0.05654 |
USDCHF | 0.00014 | 0.00032 | 0.00070 | 0.00108 | 0.00193 | 0.00173 | 0.01568 | 0.02225 | 0.04212 |
USDCNH | 0.00047 | 0.00146 | 0.00183 | 0.003 | 0.00344 | 0.00501 | 0.03825 | 0.12754 | 0.17093 |
USDCZK | 0.00403 | 0.0125 | 0.01833 | 0.03555 | 0.05599 | 0.05588 | 0.34153 | 0.60621 | 1.27229 |
USDHUF | 0.10307 | 0.57071 | 0.35514 | 0.69836 | 1.12557 | 1.00764 | 5.5075 | 13.082 | 14.07593 |
USDJPY | 0.02486 | 0.08371 | 0.11 | 0.2755 | 0.27864 | 0.36464 | 2.03821 | 2.70764 | 4.39921 |
USDMXN | 0.00245 | 0.00517 | 0.01361 | 0.02102 | 0.03448 | 0.05853 | 0.27918 | 0.66967 | 1.18245 |
USDNOK | 0.00274 | 0.01033 | 0.0109 | 0.01939 | 0.02992 | 0.04529 | 0.17532 | 0.6844 | 0.44405 |
USDPLN | 0.00084 | 0.00198 | 0.00362 | 0.0064 | 0.01132 | 0.01271 | 0.05919 | 0.14901 | 0.19064 |
USDRUB | 0.00452 | 0.07051 | 0.03752 | 0.08752 | 0.03617 | 0.909 | 2.13392 | 3.62629 | 3.71313 |
USDSEK | 0.00286 | 0.0069 | 0.00955 | 0.01828 | 0.02947 | 0.03225 | 0.18015 | 0.70168 | 0.47797 |
USDSGD | 0.00014 | 0.00035 | 0.00049 | 0.00119 | 0.00141 | 0.00165 | 0.0109 | 0.0166 | 0.03031 |
USDTHB | 0.00394 | 0.01472 | 0.02171 | 0.03808 | 0.06766 | 0.10163 | 0.44472 | 1.52543 | 1.34814 |
USDTRY | 0.00062 | 0.00596 | 0.00277 | 0.00554 | 0.01393 | 0.07537 | 0.17588 | 2.03675 | 0.21371 |
USDZAR | 0.00273 | 0.02587 | 0.01817 | 0.03356 | 0.04509 | 0.08271 | 0.29895 | 1.46427 | 1.08455 |
XAGAUD | 0.022 | 0.04271 | 0.15014 | 0.1725 | 0.136 | 0.7375 | 1.3845 | 2.59414 | 3.99186 |
XAGEUR | 0.01364 | 0.02379 | 0.08407 | 0.106 | 0.08814 | 0.43356 | 0.90264 | 1.56262 | 2.60781 |
XAGUSD | 0.01443 | 0.02743 | 0.103 | 0.11371 | 0.12607 | 0.48499 | 1.01243 | 1.80892 | 1.569 |
XAUAUD | 1.44071 | 3.47143 | 6.70929 | 11.62071 | 12.25429 | 27.83286 | 142.075 | 123.94857 | 174.72929 |
XAUEUR | 0.855 | 1.89071 | 3.34929 | 6.43143 | 7.75143 | 14.67 | 80.20643 | 77.25929 | 103.20786 |
XAUGBP | 0.665 | 1.65214 | 3.29857 | 5.37643 | 6.18714 | 14.28214 | 75.23214 | 64.72143 | 94.30714 |
XAUJPY | 139.07143 | 338.85714 | 581.57143 | 1275.07143 | 1306.71429 | 2798.88571 | 13590.28571 | 12262.88571 | 14742.21429 |
XAUUSD | 0.82286 | 2.14571 | 3.97643 | 6.435 | 8.98143 | 18.51 | 110.44714 | 85.81143 | 68.10929 |
XPDUSD | 0.89 | 1.80714 | 5.99571 | 12.51929 | 10.56071 | 36.86143 | 29.27286 | 695.49071 | 886.515 |
XPTUSD | 0.89214 | 3.45143 | 9.12571 | 9.555 | 11.52 | 20.81143 | 17.80143 | 81.36071 | 169.93 |
ZARJPY | 0.00557 | 0.02293 | 0.01321 | 0.01929 | 0.02107 | 0.04746 | 0.168 | 0.44431 | 0.59943 |