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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 | 0.00016 | 0.00030 | 0.00043 | 0.00098 | 0.0018 | 0.00362 | 0.00521 | 0.01481 | 0.03116 |
| AUDCHF | 0.00012 | 0.00024 | 0.00037 | 0.00078 | 0.0014 | 0.00272 | 0.00354 | 0.01324 | 0.03283 |
| AUDJPY | 0.02686 | 0.04879 | 0.0545 | 0.10993 | 0.30129 | 0.52121 | 0.84071 | 3.11202 | 4.28964 |
| AUDNZD | 0.00012 | 0.00030 | 0.00046 | 0.00079 | 0.00173 | 0.00346 | 0.00511 | 0.03129 | 0.03465 |
| AUDSGD | 0.00016 | 0.00027 | 0.00048 | 0.00072 | 0.00172 | 0.00326 | 0.00568 | 0.01518 | 0.03894 |
| AUDUSD | 0.00016 | 0.00031 | 0.00032 | 0.00059 | 0.00214 | 0.0031 | 0.00568 | 0.01777 | 0.03767 |
| CADCHF | 0.00010 | 0.00025 | 0.00028 | 0.00070 | 0.00103 | 0.0017 | 0.00336 | 0.01068 | 0.03459 |
| CADJPY | 0.01664 | 0.04993 | 0.03557 | 0.087 | 0.2645 | 0.36243 | 0.83493 | 2.99722 | 4.53471 |
| CHFJPY | 0.0255 | 0.09064 | 0.08567 | 0.20285 | 0.3902 | 0.55057 | 1.33764 | 6.13093 | 3.79271 |
| CHFSGD | 0.00016 | 0.00063 | 0.00096 | 0.00131 | 0.00257 | 0.00375 | 0.00826 | 0.04679 | 0.05273 |
| EURAUD | 0.00034 | 0.00077 | 0.00071 | 0.0013 | 0.00588 | 0.00729 | 0.0111 | 0.03362 | 0.05919 |
| EURCAD | 0.00016 | 0.00060 | 0.00054 | 0.0011 | 0.00208 | 0.00383 | 0.00832 | 0.01988 | 0.05686 |
| EURCHF | 0.000090 | 0.00028 | 0.00033 | 0.00076 | 0.00074 | 0.00168 | 0.0031 | 0.01972 | 0.03548 |
| EURCZK | 0.00196 | 0.00805 | 0.00625 | 0.01364 | 0.01548 | 0.03432 | 0.05354 | 0.34364 | 0.54865 |
| EURGBP | 0.00011 | 0.00035 | 0.00037 | 0.00065 | 0.00087 | 0.00219 | 0.00469 | 0.01368 | 0.02818 |
| EURHUF | 0.02021 | 0.12843 | 0.09971 | 0.32957 | 0.50129 | 0.94279 | 1.58214 | 7.59471 | 8.07851 |
| EURJPY | 0.02207 | 0.08957 | 0.05814 | 0.12364 | 0.34586 | 0.53793 | 1.14714 | 5.97113 | 5.09479 |
| EURMXN | 0.00418 | 0.01651 | 0.01499 | 0.0227 | 0.03472 | 0.07231 | 0.13433 | 0.32944 | 1.2339 |
| EURNOK | 0.00078 | 0.00524 | 0.00833 | 0.01192 | 0.0138 | 0.04879 | 0.10537 | 0.25213 | 0.33374 |
| EURNZD | 0.00030 | 0.00068 | 0.00084 | 0.00153 | 0.00309 | 0.00599 | 0.01402 | 0.03361 | 0.06988 |
| EURPLN | 0.00011 | 0.00080 | 0.00107 | 0.00332 | 0.00361 | 0.0066 | 0.01591 | 0.17347 | 0.10805 |
| EURSEK | 0.00125 | 0.00328 | 0.0049 | 0.00774 | 0.01384 | 0.03688 | 0.07946 | 1.06289 | 0.33618 |
| EURSGD | 0.00010 | 0.00052 | 0.00066 | 0.00137 | 0.00184 | 0.00247 | 0.00628 | 0.02378 | 0.04177 |
| EURTRY | 0.00393 | 0.02103 | 0.02597 | 0.04127 | 0.11455 | 0.15331 | 0.3835 | 1.14449 | 0.31272 |
| EURUSD | 0.00015 | 0.00053 | 0.00038 | 0.00074 | 0.0023 | 0.00315 | 0.00813 | 0.01541 | 0.04901 |
| EURZAR | 0.00527 | 0.01462 | 0.0106 | 0.023 | 0.04298 | 0.07887 | 0.18828 | 0.59042 | 1.28613 |
| GBPAUD | 0.00039 | 0.00090 | 0.00089 | 0.00183 | 0.0052 | 0.00846 | 0.01396 | 0.05148 | 0.08478 |
| GBPCAD | 0.00024 | 0.00072 | 0.00080 | 0.00295 | 0.00253 | 0.00578 | 0.00983 | 0.03285 | 0.08338 |
| GBPCHF | 0.00015 | 0.00043 | 0.00057 | 0.00126 | 0.00134 | 0.00305 | 0.00663 | 0.02187 | 0.05773 |
| GBPJPY | 0.03021 | 0.11043 | 0.08264 | 0.1815 | 0.43961 | 0.77364 | 1.101 | 5.80025 | 7.44357 |
| GBPMXN | 0.00521 | 0.02196 | 0.0154 | 0.02963 | 0.04116 | 0.09106 | 0.17197 | 0.44087 | 1.55452 |
| GBPNOK | 0.00156 | 0.00668 | 0.01155 | 0.01547 | 0.02195 | 0.05467 | 0.12565 | 0.40567 | 0.52021 |
| GBPNZD | 0.00041 | 0.00095 | 0.00109 | 0.00215 | 0.0037 | 0.00846 | 0.01516 | 0.03961 | 0.08632 |
| GBPSEK | 0.00178 | 0.00622 | 0.00799 | 0.01202 | 0.02068 | 0.04748 | 0.10645 | 0.26644 | 0.772 |
| GBPSGD | 0.00020 | 0.00065 | 0.00085 | 0.00136 | 0.00227 | 0.00466 | 0.01026 | 0.02205 | 0.06693 |
| GBPTRY | 0.00766 | 0.02506 | 0.03269 | 0.04375 | 0.13091 | 0.22084 | 0.43609 | 1.32954 | 0.42241 |
| GBPUSD | 0.00023 | 0.00063 | 0.00053 | 0.00105 | 0.00274 | 0.005 | 0.01003 | 0.01823 | 0.06246 |
| NOKJPY | 0.00514 | 0.01236 | 0.01786 | 0.02761 | 0.04591 | 0.08946 | 0.17355 | 0.47246 | 0.98049 |
| NOKSEK | 0.000060 | 0.00037 | 0.00067 | 0.00275 | 0.00197 | 0.00348 | 0.00841 | 0.05041 | 0.04113 |
| NZDCAD | 0.00013 | 0.00023 | 0.00044 | 0.00078 | 0.00154 | 0.00237 | 0.00549 | 0.02209 | 0.03778 |
| NZDCHF | 0.000090 | 0.00021 | 0.00031 | 0.00087 | 0.00108 | 0.00254 | 0.00347 | 0.01359 | 0.03041 |
| NZDJPY | 0.02 | 0.03836 | 0.04736 | 0.23386 | 0.25257 | 0.38371 | 0.78229 | 3.74393 | 4.1585 |
| NZDUSD | 0.00012 | 0.00024 | 0.00031 | 0.00089 | 0.00163 | 0.00223 | 0.00558 | 0.023 | 0.03844 |
| SEKJPY | 0.00557 | 0.01236 | 0.01543 | 0.0252 | 0.0488 | 0.07759 | 0.14604 | 0.40926 | 0.67961 |
| SGDJPY | 0.01507 | 0.0475 | 0.04098 | 0.08757 | 0.30079 | 0.32243 | 0.83626 | 7.18676 | 2.9651 |
| USDCAD | 0.00017 | 0.00037 | 0.00040 | 0.00090 | 0.00176 | 0.00232 | 0.00735 | 0.03706 | 0.0532 |
| USDCHF | 0.00011 | 0.00043 | 0.00035 | 0.00079 | 0.00185 | 0.00237 | 0.00564 | 0.01993 | 0.03963 |
| USDCNH | 0.00027 | 0.00093 | 0.00068 | 0.0034 | 0.00549 | 0.00788 | 0.01683 | 0.10024 | 0.19199 |
| USDCZK | 0.00225 | 0.0126 | 0.00772 | 0.02736 | 0.04278 | 0.07697 | 0.16272 | 0.48056 | 1.11497 |
| USDHUF | 0.036 | 0.2205 | 0.15071 | 0.38821 | 0.874 | 1.41207 | 2.74386 | 8.27543 | 15.84229 |
| USDJPY | 0.02007 | 0.07064 | 0.0395 | 0.10679 | 0.44957 | 0.50879 | 1.43064 | 3.77093 | 4.27207 |
| USDMXN | 0.00387 | 0.01541 | 0.00913 | 0.01614 | 0.03248 | 0.07654 | 0.13404 | 0.3221 | 1.15859 |
| USDNOK | 0.001 | 0.00498 | 0.00774 | 0.01085 | 0.02883 | 0.04706 | 0.11374 | 0.55632 | 0.45504 |
| USDPLN | 0.00040 | 0.00195 | 0.00155 | 0.0033 | 0.00825 | 0.01223 | 0.03061 | 0.19152 | 0.20805 |
| USDRUB | 0.00394 | 0.06056 | 0.12922 | 0.10171 | 0.13576 | 0.25633 | 2.18081 | 5.61804 | 3.92748 |
| USDSEK | 0.00166 | 0.00477 | 0.0051 | 0.02586 | 0.02565 | 0.03737 | 0.10913 | 0.61828 | 0.49427 |
| USDSGD | 0.00011 | 0.00032 | 0.00045 | 0.00077 | 0.00173 | 0.00233 | 0.00521 | 0.0162 | 0.03087 |
| USDTHB | 0.00972 | 0.01209 | 0.01956 | 0.04501 | 0.06566 | 0.14133 | 0.23393 | 1.18857 | 1.36629 |
| USDTRY | 0.00093 | 0.00156 | 0.01307 | 0.01939 | 0.04092 | 0.036 | 0.22753 | 0.93804 | 0.28396 |
| USDZAR | 0.00516 | 0.01365 | 0.00758 | 0.04019 | 0.0603 | 0.08673 | 0.18552 | 2.47283 | 1.11331 |
| XAGAUD | 0.05836 | 0.152 | 0.17186 | 0.35257 | 0.53886 | 1.72043 | 1.27293 | 1.85707 | 3.99186 |
| XAGEUR | 0.03914 | 0.08721 | 0.09636 | 0.21229 | 0.31121 | 0.94643 | 0.77106 | 1.21459 | 2.60781 |
| XAGUSD | 0.04393 | 0.1005 | 0.11414 | 0.24984 | 0.38703 | 1.1166 | 0.94996 | 1.50489 | 1.48993 |
| XAUAUD | 3.92 | 8.17643 | 9.99214 | 26.16714 | 40.54786 | 69.79786 | 67.95214 | 83.85357 | 174.72929 |
| XAUEUR | 2.32786 | 4.26214 | 5.65571 | 15.28357 | 24.34214 | 35.42 | 36.12857 | 52.12143 | 103.20786 |
| XAUGBP | 1.96214 | 3.93571 | 5.01714 | 13.48571 | 22.21786 | 30.91929 | 31.78571 | 45.10714 | 94.30714 |
| XAUJPY | 434.5 | 791.64286 | 1037.57143 | 2656.65 | 4686.09286 | 6458.66429 | 6264.56429 | 9118.65714 | 14742.21429 |
| XAUUSD | 2.86786 | 5.30214 | 6.83643 | 18.19143 | 29.91429 | 44.50143 | 50.23071 | 69.84 | 70.88857 |
| XPDUSD | 1.07857 | 4.26643 | 3.77214 | 13.24714 | 11.83571 | 41.93857 | 67.03714 | 353.42714 | 886.515 |
| XPTUSD | 1.12714 | 4.44643 | 4.66786 | 8.78143 | 12.99857 | 32.43071 | 46.63643 | 74.32143 | 169.93 |
| ZARJPY | 0.0055 | 0.01007 | 0.00844 | 0.01516 | 0.03266 | 0.05098 | 0.09159 | 0.27277 | 0.64357 |