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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 | 0.00014 | 0.00043 | 0.00055 | 0.00086 | 0.00123 | 0.00351 | 0.0052 | 0.01442 | 0.03218 |
| AUDCHF | 0.00012 | 0.00031 | 0.00044 | 0.00071 | 0.00092 | 0.00292 | 0.00321 | 0.01301 | 0.03175 |
| AUDJPY | 0.02043 | 0.07407 | 0.08957 | 0.14336 | 0.18843 | 0.53329 | 0.73071 | 2.1211 | 4.069 |
| AUDNZD | 0.00013 | 0.00043 | 0.00052 | 0.00057 | 0.00121 | 0.00372 | 0.00441 | 0.03117 | 0.03238 |
| AUDSGD | 0.00013 | 0.00040 | 0.00042 | 0.00081 | 0.00122 | 0.00325 | 0.00538 | 0.01467 | 0.03876 |
| AUDUSD | 0.00014 | 0.00037 | 0.00053 | 0.00087 | 0.00132 | 0.00277 | 0.00588 | 0.0177 | 0.03514 |
| CADCHF | 0.00011 | 0.00014 | 0.00045 | 0.00069 | 0.00088 | 0.00205 | 0.00351 | 0.01097 | 0.0344 |
| CADJPY | 0.0185 | 0.04779 | 0.07771 | 0.12393 | 0.1645 | 0.40357 | 0.72293 | 2.80765 | 4.36729 |
| CHFJPY | 0.02664 | 0.06221 | 0.14143 | 0.21029 | 0.3025 | 0.5652 | 1.29464 | 5.74324 | 3.79007 |
| CHFSGD | 0.00022 | 0.00031 | 0.0011 | 0.0016 | 0.00194 | 0.00444 | 0.00864 | 0.04581 | 0.05314 |
| EURAUD | 0.00021 | 0.00095 | 0.00128 | 0.00186 | 0.00277 | 0.00728 | 0.01107 | 0.03184 | 0.05905 |
| EURCAD | 0.00021 | 0.00030 | 0.00111 | 0.00151 | 0.00228 | 0.00391 | 0.00991 | 0.01927 | 0.05614 |
| EURCHF | 0.00014 | 0.00014 | 0.00041 | 0.00078 | 0.00082 | 0.00208 | 0.00341 | 0.02056 | 0.03748 |
| EURCZK | 0.0012 | 0.00143 | 0.01249 | 0.01447 | 0.0204 | 0.03617 | 0.0522 | 0.33392 | 0.64305 |
| EURGBP | 0.000080 | 0.00015 | 0.00058 | 0.00077 | 0.00109 | 0.00204 | 0.00513 | 0.0149 | 0.02773 |
| EURHUF | 0.02921 | 0.02129 | 0.2195 | 0.23993 | 0.40214 | 1.02286 | 2.77043 | 7.73371 | 8.53287 |
| EURJPY | 0.02364 | 0.06629 | 0.12986 | 0.17643 | 0.30571 | 0.54143 | 1.22793 | 4.51603 | 5.03164 |
| EURMXN | 0.00264 | 0.00621 | 0.03316 | 0.02643 | 0.03684 | 0.06532 | 0.12366 | 0.31155 | 1.32366 |
| EURNOK | 0.00164 | 0.00184 | 0.0086 | 0.01366 | 0.02289 | 0.04395 | 0.1095 | 0.24141 | 0.31775 |
| EURNZD | 0.00025 | 0.00063 | 0.00131 | 0.00197 | 0.00309 | 0.00608 | 0.01384 | 0.03446 | 0.06831 |
| EURPLN | 0.00017 | 0.00022 | 0.00156 | 0.00225 | 0.00344 | 0.00673 | 0.01641 | 0.17167 | 0.10996 |
| EURSEK | 0.00169 | 0.00236 | 0.00746 | 0.00893 | 0.01298 | 0.03891 | 0.07953 | 1.05599 | 0.34392 |
| EURSGD | 0.00015 | 0.00025 | 0.00085 | 0.00104 | 0.00164 | 0.00251 | 0.00789 | 0.02289 | 0.04005 |
| EURTRY | 0.00578 | 0.0164 | 0.0399 | 0.04327 | 0.10036 | 0.1631 | 0.45237 | 1.22936 | 0.33783 |
| EURUSD | 0.00015 | 0.00024 | 0.00096 | 0.00104 | 0.00208 | 0.00316 | 0.00993 | 0.01483 | 0.04709 |
| EURZAR | 0.00477 | 0.00895 | 0.0226 | 0.02496 | 0.04124 | 0.06435 | 0.17347 | 0.54915 | 1.33836 |
| GBPAUD | 0.00024 | 0.00103 | 0.00137 | 0.00254 | 0.00317 | 0.00805 | 0.01214 | 0.05101 | 0.08313 |
| GBPCAD | 0.00024 | 0.00042 | 0.00133 | 0.00231 | 0.00318 | 0.00508 | 0.00874 | 0.03507 | 0.07975 |
| GBPCHF | 0.00019 | 0.00024 | 0.00086 | 0.00132 | 0.0016 | 0.00343 | 0.00654 | 0.02184 | 0.05776 |
| GBPJPY | 0.0275 | 0.08043 | 0.18371 | 0.27271 | 0.44429 | 0.745 | 1.05336 | 3.85518 | 7.48621 |
| GBPMXN | 0.00358 | 0.00761 | 0.03826 | 0.03222 | 0.04787 | 0.09151 | 0.16644 | 0.43396 | 1.66219 |
| GBPNOK | 0.00213 | 0.00285 | 0.00976 | 0.0191 | 0.02586 | 0.05141 | 0.12599 | 0.38376 | 0.49979 |
| GBPNZD | 0.00028 | 0.00072 | 0.0015 | 0.00273 | 0.00368 | 0.00752 | 0.01445 | 0.03978 | 0.08406 |
| GBPSEK | 0.00259 | 0.00367 | 0.01115 | 0.01452 | 0.01923 | 0.05214 | 0.11317 | 0.27203 | 0.772 |
| GBPSGD | 0.00017 | 0.00035 | 0.00111 | 0.00182 | 0.00252 | 0.00433 | 0.00935 | 0.02159 | 0.06366 |
| GBPTRY | 0.00551 | 0.01791 | 0.04811 | 0.06774 | 0.12439 | 0.21555 | 0.42523 | 1.39598 | 0.44365 |
| GBPUSD | 0.00018 | 0.00033 | 0.00118 | 0.00163 | 0.00273 | 0.00438 | 0.00972 | 0.01851 | 0.06157 |
| NOKJPY | 0.00636 | 0.00986 | 0.01779 | 0.02907 | 0.0336 | 0.08345 | 0.15419 | 0.43591 | 0.98049 |
| NOKSEK | 0.00018 | 0.00023 | 0.00067 | 0.00124 | 0.00172 | 0.0036 | 0.00864 | 0.05571 | 0.04077 |
| NZDCAD | 0.00015 | 0.00025 | 0.00042 | 0.00074 | 0.00116 | 0.00241 | 0.00558 | 0.02224 | 0.03771 |
| NZDCHF | 0.00011 | 0.00018 | 0.00037 | 0.00059 | 0.00080 | 0.0026 | 0.00312 | 0.01351 | 0.03046 |
| NZDJPY | 0.01743 | 0.05236 | 0.06529 | 0.12643 | 0.18129 | 0.4005 | 0.74029 | 3.38741 | 4.204 |
| NZDUSD | 0.00012 | 0.00022 | 0.00038 | 0.00076 | 0.00129 | 0.00217 | 0.00587 | 0.02316 | 0.03908 |
| SEKJPY | 0.00664 | 0.01143 | 0.02014 | 0.02293 | 0.03934 | 0.07592 | 0.15546 | 0.36326 | 0.67961 |
| SGDJPY | 0.01636 | 0.04914 | 0.073 | 0.08321 | 0.15664 | 0.32829 | 0.72114 | 7.23686 | 2.9651 |
| USDCAD | 0.00015 | 0.00021 | 0.00057 | 0.00126 | 0.00181 | 0.00233 | 0.00726 | 0.03761 | 0.04819 |
| USDCHF | 0.00014 | 0.00019 | 0.00075 | 0.00098 | 0.0015 | 0.003 | 0.00632 | 0.02048 | 0.03867 |
| USDCNH | 0.00038 | 0.00069 | 0.00148 | 0.00162 | 0.00365 | 0.00723 | 0.01757 | 0.10272 | 0.21301 |
| USDCZK | 0.00292 | 0.00402 | 0.02217 | 0.02174 | 0.0456 | 0.07085 | 0.1978 | 0.48139 | 1.06971 |
| USDHUF | 0.05243 | 0.07043 | 0.3985 | 0.38093 | 0.78443 | 1.43593 | 3.492 | 8.29529 | 15.56879 |
| USDJPY | 0.023 | 0.06657 | 0.10764 | 0.11136 | 0.26486 | 0.58379 | 1.35043 | 3.70293 | 4.26479 |
| USDMXN | 0.0028 | 0.00518 | 0.02671 | 0.02163 | 0.04055 | 0.06352 | 0.14963 | 0.3081 | 1.26255 |
| USDNOK | 0.00209 | 0.00267 | 0.01021 | 0.01536 | 0.02286 | 0.0386 | 0.11402 | 0.59526 | 0.4547 |
| USDPLN | 0.00044 | 0.00071 | 0.00385 | 0.00405 | 0.00793 | 0.01206 | 0.03783 | 0.18774 | 0.20057 |
| USDRUB | - | - | 0.13642 | 0.30571 | 0.46551 | 0.24461 | 2.02483 | 5.60325 | 4.11981 |
| USDSEK | 0.00216 | 0.00292 | 0.01156 | 0.01059 | 0.02166 | 0.03787 | 0.11568 | 0.66658 | 0.49779 |
| USDSGD | 0.00011 | 0.00021 | 0.00057 | 0.00066 | 0.00124 | 0.00224 | 0.00571 | 0.01674 | 0.03201 |
| USDTHB | 0.00324 | 0.00745 | 0.02623 | 0.02816 | 0.06751 | 0.12963 | 0.20545 | 1.21293 | 1.36621 |
| USDTRY | 0.00147 | 0.00641 | 0.00285 | 0.00658 | 0.02114 | 0.02806 | 0.22095 | 1.03286 | 0.30133 |
| USDZAR | 0.00408 | 0.00742 | 0.02498 | 0.02545 | 0.04889 | 0.07108 | 0.17646 | 2.50483 | 1.14186 |
| XAGAUD | 0.03157 | 0.11857 | 0.26207 | 0.34093 | 0.64143 | 1.43614 | 0.98607 | 1.75129 | 3.99186 |
| XAGEUR | 0.01971 | 0.07079 | 0.14936 | 0.20071 | 0.34871 | 0.76543 | 0.61832 | 1.13709 | 2.60781 |
| XAGUSD | 0.02321 | 0.08307 | 0.16929 | 0.23443 | 0.41566 | 0.94024 | 0.72955 | 1.3956 | 1.51193 |
| XAUAUD | 2.17571 | 5.70071 | 11.18857 | 21.245 | 46.78786 | 68.39357 | 63.24786 | 75.98929 | 174.72929 |
| XAUEUR | 1.28214 | 3.20714 | 6.365 | 11.80786 | 24.95571 | 33.18071 | 35.145 | 47.07857 | 103.20786 |
| XAUGBP | 1.12786 | 2.87857 | 5.72786 | 10.915 | 22.98571 | 30.39857 | 27.29643 | 41.57857 | 94.30714 |
| XAUJPY | 228.28571 | 683.0 | 1232.71429 | 2067.14286 | 5094.88571 | 5761.55 | 5238.81429 | 8055.44286 | 14742.21429 |
| XAUUSD | 1.39 | 3.73286 | 7.315 | 13.47 | 31.01214 | 42.69643 | 48.42429 | 62.72357 | 71.12214 |
| XPDUSD | 0.87714 | 2.69857 | 7.05214 | 13.14714 | 21.06357 | 39.33571 | 56.44643 | 358.81 | 886.515 |
| XPTUSD | 1.11857 | 3.18643 | 7.59071 | 13.14071 | 18.21571 | 31.29143 | 43.82071 | 75.14286 | 169.93 |
| ZARJPY | 0.00557 | 0.00957 | 0.01579 | 0.01893 | 0.02451 | 0.04595 | 0.08563 | 0.19677 | 0.71764 |