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Average True Range (ATR) 指標
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分鐘 | 5分鐘 | 15分鐘 | 30分鐘 | 1小時 | 4小時 | 1天 | 1週 | 1個月 | |
|---|---|---|---|---|---|---|---|---|---|
| AUDCAD | 0.00014 | 0.00030 | 0.00062 | 0.00139 | 0.00107 | 0.00326 | 0.0052 | 0.01442 | 0.03218 |
| AUDCHF | 0.00011 | 0.00020 | 0.00052 | 0.00109 | 0.00086 | 0.00335 | 0.00321 | 0.01301 | 0.03175 |
| AUDJPY | 0.02443 | 0.03457 | 0.13536 | 0.27729 | 0.18443 | 0.62579 | 0.73071 | 2.1211 | 4.069 |
| AUDNZD | 0.00012 | 0.00030 | 0.00055 | 0.00141 | 0.00094 | 0.0038 | 0.00441 | 0.03117 | 0.03238 |
| AUDSGD | 0.00014 | 0.00026 | 0.00061 | 0.00146 | 0.00106 | 0.00334 | 0.00538 | 0.01467 | 0.03876 |
| AUDUSD | 0.00013 | 0.00021 | 0.00056 | 0.00124 | 0.00098 | 0.00255 | 0.00588 | 0.0177 | 0.03514 |
| CADCHF | 0.000070 | 0.00018 | 0.00030 | 0.00058 | 0.00062 | 0.0023 | 0.00351 | 0.01097 | 0.0344 |
| CADJPY | 0.01814 | 0.03164 | 0.09479 | 0.17971 | 0.17886 | 0.45386 | 0.72293 | 2.80765 | 4.36729 |
| CHFJPY | 0.02521 | 0.04629 | 0.146 | 0.25236 | 0.30214 | 0.55268 | 1.29464 | 5.74324 | 3.79007 |
| CHFSGD | 0.00011 | 0.00034 | 0.00075 | 0.00121 | 0.00169 | 0.00561 | 0.00864 | 0.04581 | 0.05314 |
| EURAUD | 0.00028 | 0.00046 | 0.00136 | 0.0031 | 0.00262 | 0.0085 | 0.01107 | 0.03184 | 0.05905 |
| EURCAD | 0.00011 | 0.00042 | 0.00046 | 0.00127 | 0.00172 | 0.00401 | 0.00991 | 0.01927 | 0.05614 |
| EURCHF | 0.000060 | 0.00019 | 0.00034 | 0.00056 | 0.00082 | 0.00241 | 0.00341 | 0.02056 | 0.03748 |
| EURCZK | 0.00133 | 0.00556 | 0.00452 | 0.01014 | 0.01523 | 0.03761 | 0.0522 | 0.33392 | 0.64305 |
| EURGBP | 0.000070 | 0.00017 | 0.00032 | 0.00086 | 0.00093 | 0.00219 | 0.00513 | 0.0149 | 0.02773 |
| EURHUF | 0.00993 | 0.05893 | 0.16293 | 0.44357 | 0.41243 | 1.0215 | 2.77043 | 7.73371 | 8.53287 |
| EURJPY | 0.02507 | 0.035 | 0.13214 | 0.25921 | 0.30529 | 0.55293 | 1.22793 | 4.51603 | 5.03164 |
| EURMXN | 0.00143 | 0.00534 | 0.01167 | 0.02788 | 0.02104 | 0.08286 | 0.12366 | 0.31155 | 1.32366 |
| EURNOK | 0.00040 | 0.0029 | 0.0044 | 0.01377 | 0.01433 | 0.0465 | 0.1095 | 0.24141 | 0.31775 |
| EURNZD | 0.00029 | 0.00056 | 0.0014 | 0.00319 | 0.00308 | 0.00679 | 0.01384 | 0.03446 | 0.06831 |
| EURPLN | 0.00015 | 0.00083 | 0.00090 | 0.002 | 0.0032 | 0.00739 | 0.01641 | 0.17167 | 0.10996 |
| EURSEK | 0.00030 | 0.00315 | 0.0036 | 0.00936 | 0.00994 | 0.03422 | 0.07953 | 1.05599 | 0.34392 |
| EURSGD | 0.000080 | 0.00025 | 0.00038 | 0.00088 | 0.00139 | 0.00243 | 0.00789 | 0.02289 | 0.04005 |
| EURTRY | 0.01644 | 0.02457 | 0.02569 | 0.05337 | 0.06481 | 0.17483 | 0.45237 | 1.22936 | 0.33783 |
| EURUSD | 0.000070 | 0.00022 | 0.00039 | 0.00108 | 0.00138 | 0.00294 | 0.00993 | 0.01483 | 0.04709 |
| EURZAR | 0.00124 | 0.00547 | 0.01977 | 0.03525 | 0.0337 | 0.07955 | 0.17347 | 0.54915 | 1.33836 |
| GBPAUD | 0.00028 | 0.00058 | 0.00134 | 0.00349 | 0.00248 | 0.00891 | 0.01214 | 0.05101 | 0.08313 |
| GBPCAD | 0.00013 | 0.00046 | 0.00072 | 0.00207 | 0.00151 | 0.00457 | 0.00874 | 0.03507 | 0.07975 |
| GBPCHF | 0.00010 | 0.00030 | 0.00058 | 0.00129 | 0.00107 | 0.00395 | 0.00654 | 0.02184 | 0.05776 |
| GBPJPY | 0.02943 | 0.05221 | 0.18486 | 0.37614 | 0.3485 | 0.82736 | 1.05336 | 3.85518 | 7.48621 |
| GBPMXN | 0.0016 | 0.00602 | 0.01094 | 0.03052 | 0.03191 | 0.09951 | 0.16644 | 0.43396 | 1.66219 |
| GBPNOK | 0.00079 | 0.00485 | 0.00749 | 0.0167 | 0.01887 | 0.05114 | 0.12599 | 0.38376 | 0.49979 |
| GBPNZD | 0.00029 | 0.00064 | 0.00129 | 0.00351 | 0.00295 | 0.0075 | 0.01445 | 0.03978 | 0.08406 |
| GBPSEK | 0.00054 | 0.00507 | 0.00756 | 0.01417 | 0.01808 | 0.04422 | 0.11317 | 0.27203 | 0.772 |
| GBPSGD | 0.00013 | 0.00033 | 0.00054 | 0.00176 | 0.00168 | 0.00407 | 0.00935 | 0.02159 | 0.06366 |
| GBPTRY | 0.00182 | 0.01013 | 0.0317 | 0.07558 | 0.08034 | 0.2145 | 0.42523 | 1.39598 | 0.44365 |
| GBPUSD | 0.00012 | 0.00026 | 0.00057 | 0.00175 | 0.00169 | 0.00379 | 0.00972 | 0.01851 | 0.06157 |
| NOKJPY | 0.00429 | 0.00764 | 0.01836 | 0.03379 | 0.03486 | 0.09091 | 0.15419 | 0.43591 | 0.98049 |
| NOKSEK | 0.00011 | 0.00043 | 0.00062 | 0.00101 | 0.00135 | 0.00327 | 0.00864 | 0.05571 | 0.04077 |
| NZDCAD | 0.00012 | 0.00027 | 0.00053 | 0.0012 | 0.00108 | 0.00225 | 0.00558 | 0.02224 | 0.03771 |
| NZDCHF | 0.00010 | 0.00023 | 0.00043 | 0.00086 | 0.00076 | 0.00241 | 0.00312 | 0.01351 | 0.03046 |
| NZDJPY | 0.01993 | 0.03486 | 0.10871 | 0.22336 | 0.16671 | 0.44736 | 0.74029 | 3.38741 | 4.204 |
| NZDUSD | 0.00010 | 0.00021 | 0.00046 | 0.00106 | 0.00097 | 0.00203 | 0.00587 | 0.02316 | 0.03908 |
| SEKJPY | 0.00571 | 0.00929 | 0.01714 | 0.0315 | 0.03707 | 0.0776 | 0.15546 | 0.36326 | 0.67961 |
| SGDJPY | 0.01821 | 0.02964 | 0.09336 | 0.16971 | 0.17371 | 0.39511 | 0.72114 | 7.23686 | 2.9651 |
| USDCAD | 0.000090 | 0.00025 | 0.00038 | 0.00082 | 0.00124 | 0.00213 | 0.00726 | 0.03761 | 0.04819 |
| USDCHF | 0.000080 | 0.00019 | 0.00040 | 0.00085 | 0.001 | 0.00326 | 0.00632 | 0.02048 | 0.03867 |
| USDCNH | 0.00033 | 0.00049 | 0.00125 | 0.00254 | 0.00328 | 0.00724 | 0.01757 | 0.10272 | 0.21301 |
| USDCZK | 0.00101 | 0.00582 | 0.0077 | 0.01998 | 0.03252 | 0.06337 | 0.1978 | 0.48139 | 1.06971 |
| USDHUF | 0.01686 | 0.086 | 0.17714 | 0.519 | 0.60479 | 1.24014 | 3.492 | 8.29529 | 15.56879 |
| USDJPY | 0.02186 | 0.03064 | 0.12621 | 0.231 | 0.2505 | 0.6375 | 1.35043 | 3.70293 | 4.26479 |
| USDMXN | 0.0011 | 0.00405 | 0.0092 | 0.02357 | 0.01836 | 0.05819 | 0.14963 | 0.3081 | 1.26255 |
| USDNOK | 0.00047 | 0.00273 | 0.00516 | 0.01515 | 0.01435 | 0.03826 | 0.11402 | 0.59526 | 0.4547 |
| USDPLN | 0.00020 | 0.00101 | 0.00142 | 0.00392 | 0.0051 | 0.01084 | 0.03783 | 0.18774 | 0.20057 |
| USDRUB | - | - | 0.13642 | 0.30571 | 0.46551 | 0.24271 | 2.04248 | 5.60325 | 4.11981 |
| USDSEK | 0.00047 | 0.00358 | 0.00491 | 0.01275 | 0.01586 | 0.03449 | 0.11568 | 0.66658 | 0.49779 |
| USDSGD | 0.000080 | 0.00016 | 0.00042 | 0.00074 | 0.00079 | 0.0021 | 0.00571 | 0.01674 | 0.03201 |
| USDTHB | 0.00294 | 0.00922 | 0.01288 | 0.02665 | 0.04666 | 0.13202 | 0.20545 | 1.21293 | 1.36621 |
| USDTRY | 0.00408 | 0.00621 | 0.01247 | 0.01051 | 0.02985 | 0.04063 | 0.22095 | 1.03286 | 0.30133 |
| USDZAR | 0.00101 | 0.00461 | 0.01698 | 0.02802 | 0.03049 | 0.07095 | 0.17646 | 2.50483 | 1.14186 |
| XAGAUD | 0.06993 | 0.06479 | 0.19664 | 0.42836 | 0.55121 | 1.38464 | 0.98607 | 1.75129 | 3.99186 |
| XAGEUR | 0.04071 | 0.03857 | 0.11614 | 0.27336 | 0.31193 | 0.67857 | 0.61832 | 1.13709 | 2.60781 |
| XAGUSD | 0.05007 | 0.05093 | 0.13321 | 0.31907 | 0.35736 | 0.84661 | 0.72955 | 1.3956 | 1.51193 |
| XAUAUD | 2.19429 | 4.41929 | 10.23714 | 18.31357 | 30.97929 | 94.08786 | 63.24786 | 75.98929 | 174.72929 |
| XAUEUR | 1.14214 | 2.49214 | 6.84 | 10.58571 | 18.07571 | 44.83071 | 35.145 | 47.07857 | 103.20786 |
| XAUGBP | 1.03286 | 2.34357 | 5.725 | 9.39643 | 15.60071 | 41.07214 | 27.29643 | 41.57857 | 94.30714 |
| XAUJPY | 207.78571 | 460.35714 | 1477.92857 | 2132.21429 | 3280.85714 | 7988.5 | 5238.81429 | 8055.44286 | 14742.21429 |
| XAUUSD | 1.33286 | 3.025 | 8.01857 | 12.73929 | 20.84286 | 57.78 | 48.42429 | 62.72357 | 71.12214 |
| XPDUSD | 1.62571 | 1.45214 | 4.99429 | 9.58214 | 17.33714 | 40.94571 | 56.44643 | 358.81 | 886.515 |
| XPTUSD | 1.56286 | 1.90929 | 5.45714 | 10.70714 | 15.895 | 33.20714 | 43.82071 | 75.14286 | 169.93 |
| ZARJPY | 0.0045 | 0.00693 | 0.01636 | 0.02614 | 0.02243 | 0.05166 | 0.08563 | 0.19677 | 0.71764 |