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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 | 0.00029 | 0.00059 | 0.00079 | 0.0016 | 0.00147 | 0.00269 | 0.00631 | 0.01687 | 0.03089 |
AUDCHF | 0.00015 | 0.00049 | 0.00046 | 0.00082 | 0.00108 | 0.00279 | 0.00665 | 0.05173 | 0.03351 |
AUDJPY | 0.02957 | 0.07921 | 0.10186 | 0.12829 | 0.19436 | 0.52907 | 1.23471 | 2.89124 | 4.35314 |
AUDNZD | 0.00017 | 0.00040 | 0.00048 | 0.00059 | 0.00096 | 0.00278 | 0.00362 | 0.03741 | 0.03767 |
AUDSGD | 0.00024 | 0.00065 | 0.00076 | 0.00124 | 0.00159 | 0.00286 | 0.0059 | 0.01862 | 0.04129 |
AUDUSD | 0.00036 | 0.00055 | 0.00078 | 0.00138 | 0.00144 | 0.00262 | 0.00675 | 0.01908 | 0.03755 |
CADCHF | 0.00024 | 0.00031 | 0.00049 | 0.00080 | 0.00104 | 0.00295 | 0.0067 | 0.01291 | 0.03433 |
CADJPY | 0.04921 | 0.04636 | 0.09057 | 0.16779 | 0.18879 | 0.55486 | 1.40693 | 2.72316 | 4.76957 |
CHFJPY | 0.04471 | 0.0985 | 0.1145 | 0.1925 | 0.22193 | 0.49264 | 1.37271 | 5.35611 | 4.19579 |
CHFSGD | 0.00048 | 0.00089 | 0.00090 | 0.00166 | 0.00238 | 0.00471 | 0.01044 | 0.0395 | 0.0512 |
CHFZAR | - | 0.02598 | 0.08371 | 0.07262 | 0.05671 | 0.13223 | 0.32573 | 0.88512 | - |
EURAUD | 0.00046 | 0.00125 | 0.00145 | 0.00212 | 0.00295 | 0.00741 | 0.01573 | 0.05431 | 0.06622 |
EURCAD | 0.00065 | 0.00052 | 0.00121 | 0.00273 | 0.00191 | 0.00611 | 0.0172 | 0.0332 | 0.06374 |
EURCHF | 0.00022 | 0.00046 | 0.00055 | 0.00112 | 0.00123 | 0.00211 | 0.00889 | 0.01566 | 0.03003 |
EURCZK | 0.00281 | 0.00656 | 0.00887 | 0.01645 | 0.01816 | 0.03078 | 0.12788 | 0.37944 | 0.48431 |
EURGBP | 0.00025 | 0.00041 | 0.00055 | 0.00079 | 0.00076 | 0.00237 | 0.0048 | 0.01757 | 0.03293 |
EURHUF | 0.05914 | 0.23264 | 0.19993 | 0.52964 | 0.65443 | 0.80607 | 3.26457 | 10.37564 | 7.18344 |
EURJPY | 0.05629 | 0.08614 | 0.1275 | 0.20664 | 0.26129 | 0.53257 | 1.86843 | 2.76334 | 5.50729 |
EURMXN | 0.01271 | 0.00919 | 0.0149 | 0.03713 | 0.04126 | 0.11612 | 0.26511 | 0.81828 | 1.43139 |
EURNOK | 0.00288 | 0.00758 | 0.00835 | 0.01707 | 0.01908 | 0.03929 | 0.07942 | 0.31311 | 0.36074 |
EURNZD | 0.00047 | 0.00129 | 0.00147 | 0.00201 | 0.00316 | 0.00774 | 0.01679 | 0.04831 | 0.07627 |
EURPLN | 0.00038 | 0.00195 | 0.00188 | 0.00314 | 0.0042 | 0.01038 | 0.03484 | 0.1077 | 0.10495 |
EURSEK | 0.0026 | 0.00631 | 0.0099 | 0.015 | 0.01098 | 0.02864 | 0.08633 | 1.02663 | 0.27511 |
EURSGD | 0.00050 | 0.00060 | 0.00076 | 0.00202 | 0.00174 | 0.00355 | 0.01052 | 0.02582 | 0.04566 |
EURTRY | 0.02695 | 0.0193 | 0.04008 | 0.08537 | 0.08348 | 0.21943 | 0.46514 | 1.27935 | 0.26735 |
EURUSD | 0.00068 | 0.00047 | 0.00095 | 0.00248 | 0.00173 | 0.00513 | 0.01213 | 0.01651 | 0.05277 |
EURZAR | 0.01142 | 0.01832 | 0.02948 | 0.04641 | 0.03661 | 0.11302 | 0.22731 | 0.75663 | 1.1622 |
GBPAUD | 0.00062 | 0.00142 | 0.00201 | 0.00246 | 0.00326 | 0.00666 | 0.01756 | 0.06302 | 0.09395 |
GBPCAD | 0.00057 | 0.00085 | 0.00172 | 0.00298 | 0.00219 | 0.00484 | 0.01629 | 0.0462 | 0.09496 |
GBPCHF | 0.00034 | 0.00075 | 0.00085 | 0.00131 | 0.00174 | 0.00421 | 0.00875 | 0.02278 | 0.05859 |
GBPJPY | 0.07443 | 0.13821 | 0.15193 | 0.22807 | 0.32021 | 0.77064 | 2.08836 | 3.42438 | 7.78029 |
GBPMXN | 0.01367 | 0.01337 | 0.02485 | 0.04084 | 0.05468 | 0.10077 | 0.27623 | 0.85252 | 1.76886 |
GBPNOK | 0.00441 | 0.00948 | 0.01213 | 0.0228 | 0.02297 | 0.05396 | 0.12637 | 0.41433 | 0.59981 |
GBPNZD | 0.00068 | 0.00161 | 0.00197 | 0.00245 | 0.00344 | 0.00779 | 0.01908 | 0.04956 | 0.10193 |
GBPSEK | 0.00492 | 0.00922 | 0.01801 | 0.02446 | 0.01834 | 0.05672 | 0.14112 | 0.34194 | 0.772 |
GBPSGD | 0.00048 | 0.00099 | 0.00109 | 0.00199 | 0.00224 | 0.00347 | 0.00766 | 0.02665 | 0.0692 |
GBPTRY | 0.02599 | 0.03292 | 0.06063 | 0.08255 | 0.0986 | 0.19585 | 0.40832 | 1.43005 | 0.35632 |
GBPUSD | 0.00068 | 0.00080 | 0.00115 | 0.00248 | 0.00196 | 0.00379 | 0.01039 | 0.02366 | 0.06459 |
GBPZAR | 0.00755 | 0.0237 | 0.04429 | 0.06166 | 0.05657 | 0.11337 | 0.25246 | 0.71138 | - |
NOKJPY | 0.00843 | 0.016 | 0.01807 | 0.02529 | 0.03643 | 0.06357 | 0.20507 | 0.43118 | 0.98049 |
NOKSEK | 0.00028 | 0.00076 | 0.00109 | 0.00182 | 0.00192 | 0.00349 | 0.01072 | 0.0908 | 0.04111 |
NZDCAD | 0.00031 | 0.00058 | 0.00072 | 0.00154 | 0.00146 | 0.00307 | 0.00629 | 0.02007 | 0.03696 |
NZDCHF | 0.00014 | 0.00045 | 0.00040 | 0.00074 | 0.00112 | 0.00246 | 0.00544 | 0.01588 | 0.03145 |
NZDJPY | 0.0275 | 0.07414 | 0.08507 | 0.11407 | 0.19293 | 0.45486 | 1.11064 | 3.10453 | 4.3925 |
NZDUSD | 0.00037 | 0.00051 | 0.00070 | 0.00136 | 0.00133 | 0.00276 | 0.00639 | 0.0232 | 0.03963 |
SEKJPY | 0.00986 | 0.01471 | 0.02214 | 0.03293 | 0.02993 | 0.06571 | 0.24014 | 0.38594 | 0.67961 |
SGDJPY | 0.041 | 0.06493 | 0.06971 | 0.15371 | 0.18871 | 0.42493 | 1.1045 | 6.26086 | 2.9651 |
USDCAD | 0.00048 | 0.00038 | 0.00106 | 0.00225 | 0.00141 | 0.00389 | 0.01226 | 0.03066 | 0.05635 |
USDCHF | 0.00048 | 0.00042 | 0.00068 | 0.0013 | 0.00166 | 0.00422 | 0.00758 | 0.02061 | 0.04124 |
USDCNH | 0.00089 | 0.00132 | 0.00176 | 0.00275 | 0.00355 | 0.01095 | 0.03448 | 0.11038 | 0.17615 |
USDCZK | 0.01469 | 0.01176 | 0.02129 | 0.05297 | 0.04285 | 0.10803 | 0.33316 | 0.5789 | 1.25396 |
USDHKD | 0.00040 | 0.00036 | 0.00147 | 0.00176 | 0.00162 | 0.00387 | 0.0081 | 0.02423 | - |
USDHUF | 0.23729 | 0.28143 | 0.38764 | 0.96229 | 0.96914 | 1.74336 | 6.28843 | 14.16336 | 14.338 |
USDJPY | 0.08764 | 0.06386 | 0.11343 | 0.25379 | 0.30679 | 0.77943 | 1.59557 | 2.46764 | 4.55007 |
USDMXN | 0.00567 | 0.00796 | 0.01463 | 0.03573 | 0.04286 | 0.0707 | 0.25037 | 0.6731 | 1.26027 |
USDNOK | 0.00569 | 0.00818 | 0.01018 | 0.02298 | 0.02126 | 0.05584 | 0.12969 | 0.69057 | 0.45135 |
USDPLN | 0.0024 | 0.0024 | 0.00395 | 0.00912 | 0.00775 | 0.02087 | 0.06497 | 0.14529 | 0.19813 |
USDRUB | 0.02935 | 0.00757 | 0.16055 | 0.50565 | 0.4984 | 0.75976 | 2.85122 | 3.52302 | 3.46191 |
USDSEK | 0.00612 | 0.00712 | 0.0138 | 0.02831 | 0.01997 | 0.05877 | 0.16701 | 0.68015 | 0.46897 |
USDSGD | 0.00042 | 0.00051 | 0.00059 | 0.00124 | 0.00129 | 0.00391 | 0.0086 | 0.01705 | 0.03209 |
USDTHB | 0.01836 | 0.02015 | 0.01894 | 0.04171 | 0.03745 | 0.1508 | 0.32815 | 1.41457 | 1.20857 |
USDTRY | 0.00146 | 0.00693 | 0.00532 | 0.01728 | 0.027 | 0.07594 | 0.12902 | 1.27851 | 0.22386 |
USDZAR | 0.00824 | 0.01693 | 0.02914 | 0.04887 | 0.04065 | 0.10754 | 0.21868 | 1.62048 | 1.08534 |
XAGAUD | 0.04157 | 0.09807 | 0.14214 | 0.24707 | 0.29193 | 0.44964 | 0.91936 | 2.36229 | 3.99186 |
XAGEUR | 0.02421 | 0.05743 | 0.07714 | 0.14514 | 0.16036 | 0.28164 | 0.60379 | 1.42761 | 2.60781 |
XAGUSD | 0.03657 | 0.065 | 0.09571 | 0.15114 | 0.17864 | 0.31207 | 0.77321 | 1.62411 | 1.68871 |
XAUAUD | 2.79857 | 6.39071 | 8.14643 | 15.845 | 27.82929 | 41.92643 | 65.05357 | 107.15643 | 174.72929 |
XAUEUR | 1.59 | 3.13286 | 3.76714 | 9.11286 | 15.25214 | 20.57 | 40.22214 | 60.76 | 103.20786 |
XAUGBP | 1.37143 | 2.995 | 3.48643 | 7.82143 | 12.48429 | 17.96429 | 29.02857 | 57.00714 | 94.30714 |
XAUJPY | 273.35714 | 481.64286 | 730.07143 | 1267.92857 | 2266.71429 | 3218.21429 | 7019.64286 | 9701.1 | 14742.21429 |
XAUUSD | 2.21286 | 3.58071 | 4.87643 | 8.49 | 14.47714 | 29.90643 | 42.57357 | 68.35929 | 68.28571 |
XPDUSD | 1.26429 | 1.81929 | 3.12429 | 4.74857 | 7.71643 | 10.26714 | 28.04071 | 364.04214 | 886.515 |
XPTUSD | 2.30929 | 3.34214 | 7.14071 | 9.62714 | 11.10214 | 11.81143 | 18.52071 | 73.26571 | 169.93 |
ZARJPY | 0.00779 | 0.01171 | 0.01407 | 0.02236 | 0.02171 | 0.04921 | 0.11643 | 0.30123 | 0.58857 |