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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 | 0.000090 | 0.00048 | 0.00041 | 0.00122 | 0.00098 | 0.00185 | 0.0055 | 0.01727 | 0.03081 |
AUDCHF | 0.000080 | 0.00026 | 0.00067 | 0.00085 | 0.00072 | 0.00233 | 0.00414 | 0.05067 | 0.03179 |
AUDJPY | 0.01271 | 0.06207 | 0.058 | 0.13429 | 0.14907 | 0.25057 | 0.89586 | 4.49152 | 4.32264 |
AUDNZD | 0.00013 | 0.00028 | 0.00072 | 0.00265 | 0.00123 | 0.00235 | 0.00488 | 0.03178 | 0.03578 |
AUDSGD | 0.00011 | 0.00039 | 0.00064 | 0.0016 | 0.00102 | 0.00277 | 0.00459 | 0.01929 | 0.04 |
AUDUSD | 0.00010 | 0.00049 | 0.00030 | 0.00119 | 0.00082 | 0.00151 | 0.00529 | 0.02104 | 0.03809 |
CADCHF | 0.000090 | 0.00030 | 0.00075 | 0.00075 | 0.00058 | 0.0018 | 0.00453 | 0.01167 | 0.03558 |
CADJPY | 0.01286 | 0.06057 | 0.07115 | 0.137 | 0.13943 | 0.24471 | 1.03779 | 3.19753 | 4.79486 |
CHFJPY | 0.01479 | 0.08279 | 0.16186 | 0.22415 | 0.17657 | 0.50877 | 0.97343 | 7.89707 | 3.91693 |
CHFSGD | 0.00016 | 0.00071 | 0.00168 | 0.0021 | 0.00125 | 0.00458 | 0.00939 | 0.05583 | 0.05067 |
EURAUD | 0.00017 | 0.00072 | 0.00070 | 0.00214 | 0.00171 | 0.00419 | 0.0108 | 0.04019 | 0.06086 |
EURCAD | 0.00018 | 0.00081 | 0.00065 | 0.00167 | 0.00138 | 0.00312 | 0.01085 | 0.02659 | 0.05739 |
EURCHF | 0.000090 | 0.00027 | 0.00064 | 0.00074 | 0.00050 | 0.00176 | 0.00444 | 0.02208 | 0.03585 |
EURCZK | 0.00108 | 0.00665 | 0.01096 | 0.01642 | 0.01257 | 0.04614 | 0.06905 | 0.33452 | 0.56883 |
EURGBP | 0.000070 | 0.00039 | 0.00034 | 0.00072 | 0.00054 | 0.00202 | 0.00405 | 0.0172 | 0.02974 |
EURHUF | 0.01221 | 0.17171 | 0.38993 | 0.55193 | 0.39129 | 1.14136 | 1.55214 | 7.66779 | 7.39894 |
EURJPY | 0.012 | 0.082 | 0.06457 | 0.16196 | 0.14362 | 0.33435 | 1.10014 | 8.11088 | 5.33829 |
EURMXN | 0.00304 | 0.01832 | 0.01553 | 0.03262 | 0.02173 | 0.06551 | 0.15963 | 0.47935 | 1.25649 |
EURNOK | 0.00033 | 0.00811 | 0.00657 | 0.01826 | 0.0098 | 0.03876 | 0.06815 | 0.27249 | 0.34989 |
EURNZD | 0.00020 | 0.00089 | 0.00119 | 0.00482 | 0.00295 | 0.00484 | 0.01382 | 0.03992 | 0.07183 |
EURPLN | 0.00018 | 0.00111 | 0.0022 | 0.00462 | 0.00182 | 0.00984 | 0.02345 | 0.18171 | 0.10859 |
EURSEK | 0.00065 | 0.00635 | 0.00816 | 0.01427 | 0.00683 | 0.03897 | 0.06982 | 1.13564 | 0.3118 |
EURSGD | 0.00011 | 0.00055 | 0.00085 | 0.00166 | 0.00097 | 0.00315 | 0.00766 | 0.02981 | 0.04427 |
EURTRY | 0.00292 | 0.03158 | 0.04095 | 0.09016 | 0.0589 | 0.14708 | 0.43505 | 1.07906 | 0.26448 |
EURUSD | 0.00011 | 0.00075 | 0.00038 | 0.00167 | 0.0011 | 0.00279 | 0.01054 | 0.01959 | 0.0516 |
EURZAR | 0.00261 | 0.01364 | 0.01619 | 0.0387 | 0.02485 | 0.07905 | 0.15631 | 0.67841 | 1.23788 |
GBPAUD | 0.00019 | 0.00098 | 0.00102 | 0.00232 | 0.00205 | 0.00848 | 0.01096 | 0.06022 | 0.08681 |
GBPCAD | 0.00020 | 0.00091 | 0.00086 | 0.00155 | 0.00146 | 0.00456 | 0.00998 | 0.03852 | 0.08612 |
GBPCHF | 0.00013 | 0.00053 | 0.0011 | 0.00102 | 0.00081 | 0.0031 | 0.00724 | 0.0231 | 0.05704 |
GBPJPY | 0.01579 | 0.10086 | 0.11066 | 0.20471 | 0.20893 | 0.45507 | 1.62114 | 8.20601 | 7.526 |
GBPMXN | 0.00351 | 0.01889 | 0.01808 | 0.03355 | 0.02418 | 0.09305 | 0.17296 | 0.53702 | 1.57864 |
GBPNOK | 0.00083 | 0.00922 | 0.01067 | 0.02543 | 0.01725 | 0.05293 | 0.0892 | 0.43708 | 0.54045 |
GBPNZD | 0.00022 | 0.00118 | 0.00164 | 0.00514 | 0.003 | 0.00654 | 0.01583 | 0.03937 | 0.09187 |
GBPSEK | 0.00107 | 0.00718 | 0.01264 | 0.01932 | 0.01298 | 0.05144 | 0.11593 | 0.30899 | 0.772 |
GBPSGD | 0.00014 | 0.00077 | 0.00118 | 0.00304 | 0.00118 | 0.00632 | 0.0068 | 0.02578 | 0.06997 |
GBPTRY | 0.00296 | 0.0388 | 0.04817 | 0.09049 | 0.06469 | 0.17043 | 0.40347 | 1.31691 | 0.35908 |
GBPUSD | 0.00011 | 0.00094 | 0.00053 | 0.00158 | 0.00121 | 0.00296 | 0.00872 | 0.02304 | 0.06151 |
NOKJPY | 0.0035 | 0.01421 | 0.0195 | 0.03645 | 0.02679 | 0.07717 | 0.14336 | 0.51121 | 0.98049 |
NOKSEK | 0.000090 | 0.00070 | 0.0014 | 0.00221 | 0.00138 | 0.00464 | 0.00829 | 0.05538 | 0.04206 |
NZDCAD | 0.00011 | 0.00041 | 0.00057 | 0.00197 | 0.00111 | 0.00202 | 0.00661 | 0.02392 | 0.03758 |
NZDCHF | 0.000080 | 0.00024 | 0.00069 | 0.00122 | 0.00072 | 0.00182 | 0.00439 | 0.01433 | 0.03082 |
NZDJPY | 0.01093 | 0.05271 | 0.07893 | 0.21457 | 0.139 | 0.26067 | 0.87671 | 3.6048 | 4.30614 |
NZDUSD | 0.000070 | 0.00041 | 0.00040 | 0.00154 | 0.00090 | 0.00163 | 0.00594 | 0.02543 | 0.03871 |
SEKJPY | 0.00479 | 0.01407 | 0.01529 | 0.03705 | 0.024 | 0.07769 | 0.13186 | 0.47246 | 0.67961 |
SGDJPY | 0.00979 | 0.05657 | 0.08266 | 0.16705 | 0.10536 | 0.24326 | 0.93171 | 7.19112 | 2.9651 |
USDCAD | 0.00016 | 0.00060 | 0.00045 | 0.0012 | 0.00107 | 0.00217 | 0.00729 | 0.03553 | 0.05694 |
USDCHF | 0.00010 | 0.00056 | 0.00076 | 0.00108 | 0.00072 | 0.00245 | 0.0076 | 0.02191 | 0.04122 |
USDCNH | 0.00021 | 0.00101 | 0.00239 | 0.00512 | 0.00233 | 0.00754 | 0.02197 | 0.1672 | 0.17514 |
USDCZK | 0.00175 | 0.01523 | 0.01089 | 0.03624 | 0.02413 | 0.08774 | 0.22887 | 0.55806 | 1.19437 |
USDHUF | 0.0285 | 0.28943 | 0.3 | 0.85543 | 0.48893 | 1.25329 | 3.81686 | 9.48279 | 15.15993 |
USDJPY | 0.013 | 0.1065 | 0.06393 | 0.2445 | 0.161 | 0.35557 | 1.72029 | 3.8735 | 4.36021 |
USDMXN | 0.00283 | 0.01665 | 0.01149 | 0.02678 | 0.01876 | 0.05493 | 0.14253 | 0.48541 | 1.17002 |
USDNOK | 0.00065 | 0.0077 | 0.00823 | 0.02186 | 0.01296 | 0.03429 | 0.10773 | 0.66038 | 0.44732 |
USDPLN | 0.00030 | 0.00278 | 0.00278 | 0.00749 | 0.00424 | 0.01311 | 0.04351 | 0.22024 | 0.20554 |
USDRUB | 0.00252 | - | 0.21394 | 0.0994 | 0.02186 | 0.19164 | 2.13695 | 4.59429 | 3.73667 |
USDSEK | 0.00091 | 0.00904 | 0.00882 | 0.0206 | 0.01217 | 0.03439 | 0.11958 | 0.64342 | 0.48802 |
USDSGD | 0.00012 | 0.00047 | 0.00078 | 0.00146 | 0.00082 | 0.00217 | 0.00727 | 0.02014 | 0.03046 |
USDTHB | 0.00174 | 0.01938 | 0.01895 | 0.05793 | 0.0449 | 0.11968 | 0.27302 | 1.39279 | 1.37514 |
USDTRY | 0.0012 | 0.00578 | 0.02422 | 0.01982 | 0.01624 | 0.04942 | 0.1896 | 1.89148 | 0.23831 |
USDZAR | 0.00222 | 0.01513 | 0.01235 | 0.03834 | 0.02102 | 0.079 | 0.15971 | 2.57851 | 1.09677 |
XAGAUD | 0.02957 | 0.09843 | 0.07343 | 0.24964 | 0.29707 | 0.69893 | 1.33536 | 2.017 | 3.99186 |
XAGEUR | 0.01536 | 0.05829 | 0.03764 | 0.14621 | 0.19129 | 0.34421 | 0.78971 | 1.31271 | 2.60781 |
XAGUSD | 0.02121 | 0.08064 | 0.04281 | 0.1949 | 0.186 | 0.46506 | 0.96457 | 1.66014 | 1.56386 |
XAUAUD | 0.81643 | 6.44429 | 4.52929 | 16.11143 | 15.40429 | 32.43571 | 80.34429 | 76.54571 | 174.72929 |
XAUEUR | 0.59857 | 3.45214 | 2.23357 | 9.48857 | 8.45214 | 15.44214 | 38.56071 | 55.22429 | 103.20786 |
XAUGBP | 0.46786 | 2.995 | 2.13071 | 8.455 | 6.88571 | 14.21214 | 36.64 | 44.52143 | 94.30714 |
XAUJPY | 87.21429 | 546.92857 | 417.71429 | 1628.58571 | 1519.85714 | 2857.42143 | 5621.07143 | 9126.51429 | 14742.21429 |
XAUUSD | 0.69143 | 4.035 | 2.37286 | 13.14643 | 8.75357 | 21.03214 | 64.24857 | 67.16429 | 70.50357 |
XPDUSD | 0.94143 | 4.45643 | 3.46 | 7.81429 | 12.01071 | 12.44143 | 31.58071 | 723.98429 | 886.515 |
XPTUSD | 0.40714 | 4.40214 | 2.79357 | 6.93643 | 8.94643 | 19.85643 | 41.54357 | 80.59429 | 169.93 |
ZARJPY | 0.00436 | 0.00957 | 0.0114 | 0.01889 | 0.01725 | 0.04262 | 0.09636 | 0.41997 | 0.61571 |