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Average True Range (ATR) Indicator
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 hour | 4 hours | 1 day | 1 week | 1 month | |
---|---|---|---|---|---|---|---|---|---|
AUDCAD | 0.00019 | 0.00036 | 0.00071 | 0.00068 | 0.00129 | 0.0018 | 0.00547 | 0.01727 | 0.03081 |
AUDCHF | 0.00015 | 0.00021 | 0.00039 | 0.00037 | 0.00095 | 0.00132 | 0.00428 | 0.05067 | 0.03179 |
AUDJPY | 0.025 | 0.04857 | 0.066 | 0.07629 | 0.14677 | 0.25143 | 0.91643 | 4.49152 | 4.32264 |
AUDNZD | 0.00016 | 0.00038 | 0.00037 | 0.00061 | 0.00102 | 0.00201 | 0.0051 | 0.03178 | 0.03578 |
AUDSGD | 0.00020 | 0.00033 | 0.00049 | 0.00062 | 0.00112 | 0.00196 | 0.00482 | 0.01929 | 0.04 |
AUDUSD | 0.00023 | 0.00031 | 0.00058 | 0.00081 | 0.00115 | 0.00216 | 0.00555 | 0.02104 | 0.03809 |
CADCHF | 0.00015 | 0.00024 | 0.00046 | 0.00045 | 0.00085 | 0.00142 | 0.00464 | 0.01167 | 0.03558 |
CADJPY | 0.02679 | 0.05957 | 0.08707 | 0.08529 | 0.129 | 0.25936 | 1.03721 | 3.19753 | 4.79486 |
CHFJPY | 0.04007 | 0.07614 | 0.104 | 0.13479 | 0.22503 | 0.45186 | 0.97571 | 7.89707 | 3.91693 |
CHFSGD | 0.00033 | 0.00057 | 0.00083 | 0.00093 | 0.00201 | 0.00356 | 0.00956 | 0.05583 | 0.05067 |
EURAUD | 0.00035 | 0.00059 | 0.00103 | 0.00115 | 0.0021 | 0.00386 | 0.01039 | 0.04019 | 0.06086 |
EURCAD | 0.00036 | 0.00066 | 0.00126 | 0.00126 | 0.00171 | 0.00374 | 0.01074 | 0.02659 | 0.05739 |
EURCHF | 0.00015 | 0.00020 | 0.00038 | 0.00041 | 0.00087 | 0.0017 | 0.00462 | 0.02208 | 0.03585 |
EURCZK | 0.00221 | 0.0058 | 0.00963 | 0.01127 | 0.0238 | 0.02716 | 0.07108 | 0.33452 | 0.56883 |
EURGBP | 0.00014 | 0.00024 | 0.00041 | 0.00052 | 0.00075 | 0.00151 | 0.00356 | 0.0172 | 0.02974 |
EURHUF | 0.07093 | 0.21879 | 0.219 | 0.40429 | 0.36814 | 0.87636 | 1.42114 | 7.66779 | 7.39894 |
EURJPY | 0.03579 | 0.07586 | 0.0795 | 0.12714 | 0.19171 | 0.4275 | 1.10129 | 8.11088 | 5.33829 |
EURMXN | 0.00598 | 0.00785 | 0.02397 | 0.02849 | 0.0301 | 0.05836 | 0.16056 | 0.47935 | 1.25649 |
EURNOK | 0.00281 | 0.0075 | 0.00868 | 0.01201 | 0.01617 | 0.03707 | 0.06639 | 0.30346 | 0.34989 |
EURNZD | 0.00042 | 0.00069 | 0.00103 | 0.00137 | 0.00208 | 0.00536 | 0.01283 | 0.03992 | 0.07183 |
EURPLN | 0.00076 | 0.00197 | 0.00189 | 0.00268 | 0.00383 | 0.00739 | 0.02188 | 0.18171 | 0.10859 |
EURSEK | 0.00205 | 0.0039 | 0.00503 | 0.00802 | 0.01687 | 0.025 | 0.0711 | 1.13564 | 0.3118 |
EURSGD | 0.00031 | 0.00050 | 0.00062 | 0.00079 | 0.00154 | 0.00286 | 0.00709 | 0.02981 | 0.04427 |
EURTRY | 0.0146 | 0.02572 | 0.03924 | 0.05207 | 0.08146 | 0.17671 | 0.4184 | 1.07906 | 0.26448 |
EURUSD | 0.00037 | 0.00059 | 0.00085 | 0.00119 | 0.00159 | 0.00386 | 0.01008 | 0.01959 | 0.0516 |
EURZAR | 0.00705 | 0.01419 | 0.02272 | 0.02567 | 0.0386 | 0.06776 | 0.15353 | 0.67841 | 1.23788 |
GBPAUD | 0.00040 | 0.00069 | 0.00106 | 0.00134 | 0.00265 | 0.0037 | 0.01061 | 0.06022 | 0.08681 |
GBPCAD | 0.00034 | 0.00068 | 0.0014 | 0.00139 | 0.00196 | 0.00323 | 0.00963 | 0.03852 | 0.08612 |
GBPCHF | 0.00020 | 0.00030 | 0.00068 | 0.00053 | 0.00142 | 0.00227 | 0.00738 | 0.0231 | 0.05704 |
GBPJPY | 0.03871 | 0.082 | 0.11871 | 0.15786 | 0.21343 | 0.39264 | 1.62657 | 8.20601 | 7.526 |
GBPMXN | 0.0071 | 0.00932 | 0.03077 | 0.03627 | 0.04331 | 0.05951 | 0.17175 | 0.53702 | 1.57864 |
GBPNOK | 0.0037 | 0.00948 | 0.00988 | 0.01404 | 0.02526 | 0.05057 | 0.09044 | 0.43708 | 0.54045 |
GBPNZD | 0.00050 | 0.00095 | 0.00123 | 0.00162 | 0.00292 | 0.00591 | 0.01461 | 0.03937 | 0.09187 |
GBPSEK | 0.00355 | 0.00586 | 0.00794 | 0.01095 | 0.02449 | 0.03928 | 0.11294 | 0.30899 | 0.772 |
GBPSGD | 0.00026 | 0.00056 | 0.00089 | 0.00115 | 0.00185 | 0.00268 | 0.0063 | 0.02578 | 0.06997 |
GBPTRY | 0.01385 | 0.02516 | 0.04664 | 0.06414 | 0.08352 | 0.16493 | 0.39033 | 1.31691 | 0.35908 |
GBPUSD | 0.00036 | 0.00057 | 0.0011 | 0.00144 | 0.00176 | 0.00365 | 0.0086 | 0.02304 | 0.06151 |
NOKJPY | 0.00807 | 0.01443 | 0.01629 | 0.02293 | 0.04057 | 0.06207 | 0.15021 | 0.51121 | 0.98049 |
NOKSEK | 0.00021 | 0.00059 | 0.00069 | 0.00105 | 0.00177 | 0.0026 | 0.00795 | 0.05538 | 0.04206 |
NZDCAD | 0.00021 | 0.00046 | 0.00065 | 0.00060 | 0.00135 | 0.00241 | 0.00657 | 0.02392 | 0.03758 |
NZDCHF | 0.00014 | 0.00020 | 0.00031 | 0.00035 | 0.00087 | 0.00138 | 0.00434 | 0.01433 | 0.03082 |
NZDJPY | 0.02464 | 0.04193 | 0.06193 | 0.06743 | 0.14247 | 0.27379 | 0.86779 | 3.6048 | 4.30614 |
NZDUSD | 0.00024 | 0.00038 | 0.00051 | 0.00072 | 0.00118 | 0.00253 | 0.00615 | 0.02543 | 0.03871 |
SEKJPY | 0.00764 | 0.01171 | 0.01364 | 0.01986 | 0.03929 | 0.05821 | 0.13436 | 0.47246 | 0.67961 |
SGDJPY | 0.02593 | 0.04371 | 0.04929 | 0.074 | 0.12316 | 0.2565 | 0.95657 | 7.19112 | 2.9651 |
USDCAD | 0.00039 | 0.00036 | 0.00103 | 0.00122 | 0.00138 | 0.00277 | 0.00774 | 0.03553 | 0.05694 |
USDCHF | 0.00025 | 0.00039 | 0.00062 | 0.00082 | 0.00126 | 0.00278 | 0.00775 | 0.02191 | 0.04122 |
USDCNH | 0.00074 | 0.00149 | 0.00204 | 0.00224 | 0.00332 | 0.00885 | 0.02312 | 0.1672 | 0.17514 |
USDCZK | 0.00707 | 0.01166 | 0.02021 | 0.0247 | 0.03098 | 0.08065 | 0.2195 | 0.55806 | 1.19437 |
USDHUF | 0.14471 | 0.2955 | 0.31521 | 0.55857 | 0.61964 | 1.65836 | 3.48414 | 9.48279 | 15.15993 |
USDJPY | 0.04986 | 0.08793 | 0.10036 | 0.15621 | 0.175 | 0.48171 | 1.73271 | 3.8735 | 4.36021 |
USDMXN | 0.00607 | 0.0067 | 0.02201 | 0.02377 | 0.02523 | 0.05812 | 0.13607 | 0.48541 | 1.17002 |
USDNOK | 0.00411 | 0.00793 | 0.00867 | 0.01457 | 0.0224 | 0.04951 | 0.1094 | 0.66038 | 0.44732 |
USDPLN | 0.00147 | 0.00275 | 0.00326 | 0.00503 | 0.00679 | 0.01645 | 0.04009 | 0.22024 | 0.20554 |
USDRUB | - | - | 0.07199 | 0.09808 | 0.11931 | 0.3722 | 2.09321 | 4.59429 | 3.73667 |
USDSEK | 0.00368 | 0.00614 | 0.00806 | 0.01309 | 0.02195 | 0.04302 | 0.1191 | 0.64342 | 0.48802 |
USDSGD | 0.00022 | 0.00058 | 0.00055 | 0.00080 | 0.00107 | 0.00236 | 0.00724 | 0.02014 | 0.03046 |
USDTHB | 0.01038 | 0.01688 | 0.02844 | 0.0293 | 0.04248 | 0.08494 | 0.28702 | 1.39279 | 1.37514 |
USDTRY | 0.00184 | 0.00649 | 0.00776 | 0.01093 | 0.01213 | 0.02387 | 0.16448 | 1.89148 | 0.23831 |
USDZAR | 0.00726 | 0.01369 | 0.01962 | 0.02648 | 0.03694 | 0.07018 | 0.16031 | 2.57851 | 1.09677 |
XAGAUD | 0.04921 | 0.06093 | 0.16979 | 0.23179 | 0.22421 | 0.41521 | 1.23193 | 2.017 | 3.99186 |
XAGEUR | 0.02671 | 0.03521 | 0.09786 | 0.136 | 0.12564 | 0.23214 | 0.72921 | 1.31271 | 2.60781 |
XAGUSD | 0.02943 | 0.04493 | 0.12071 | 0.175 | 0.16164 | 0.30893 | 0.91457 | 1.66014 | 1.56386 |
XAUAUD | 2.34643 | 4.16143 | 11.20643 | 7.92071 | 14.65857 | 22.35143 | 77.1 | 76.54571 | 174.72929 |
XAUEUR | 1.20786 | 2.345 | 6.39214 | 4.64143 | 7.995 | 12.06429 | 39.02429 | 55.22429 | 103.20786 |
XAUGBP | 0.98857 | 2.01857 | 5.80357 | 4.02786 | 6.38714 | 9.74357 | 35.33429 | 44.52143 | 94.30714 |
XAUJPY | 207.78571 | 475.71429 | 1085.42857 | 794.42857 | 1259.78571 | 1897.42857 | 5372.64286 | 9126.51429 | 14742.21429 |
XAUUSD | 1.40714 | 3.04357 | 8.14143 | 6.36 | 10.12786 | 16.21071 | 63.20071 | 67.16429 | 70.50357 |
XPDUSD | 2.06857 | 2.58786 | 7.54286 | 11.24929 | 12.965 | 14.18143 | 29.195 | 723.98429 | 886.515 |
XPTUSD | 1.54714 | 2.32286 | 8.13643 | 7.60857 | 9.16286 | 12.49214 | 35.355 | 80.59429 | 169.93 |
ZARJPY | 0.00671 | 0.00986 | 0.01357 | 0.016 | 0.02348 | 0.03429 | 0.09964 | 0.41997 | 0.61571 |