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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 | 0.00017 | 0.00055 | 0.00051 | 0.00094 | 0.00131 | 0.00291 | 0.00589 | 0.01667 | 0.03089 |
AUDCHF | 0.00013 | 0.00044 | 0.00039 | 0.00083 | 0.00094 | 0.00252 | 0.00535 | 0.01569 | 0.03351 |
AUDJPY | 0.0205 | 0.07179 | 0.063 | 0.16064 | 0.2095 | 0.4645 | 1.19014 | 2.82081 | 4.35314 |
AUDNZD | 0.00013 | 0.00031 | 0.00054 | 0.00067 | 0.00121 | 0.0025 | 0.00434 | 0.03749 | 0.03767 |
AUDSGD | 0.00014 | 0.00053 | 0.00053 | 0.00108 | 0.00138 | 0.00283 | 0.00517 | 0.01843 | 0.04129 |
AUDUSD | 0.00017 | 0.00054 | 0.00034 | 0.00089 | 0.00118 | 0.00333 | 0.00637 | 0.01877 | 0.03755 |
CADCHF | 0.00015 | 0.00043 | 0.00044 | 0.00065 | 0.00083 | 0.00223 | 0.00546 | 0.01309 | 0.03433 |
CADJPY | 0.0285 | 0.06707 | 0.06236 | 0.13607 | 0.20579 | 0.46386 | 1.31507 | 2.74766 | 4.76957 |
CHFJPY | 0.02721 | 0.07621 | 0.1265 | 0.16993 | 0.21736 | 0.445 | 1.392 | 5.30168 | 4.19579 |
CHFSGD | 0.00024 | 0.00073 | 0.00121 | 0.00151 | 0.00164 | 0.00469 | 0.00783 | 0.03749 | 0.0512 |
EURAUD | 0.00029 | 0.00135 | 0.001 | 0.00244 | 0.00272 | 0.00533 | 0.01201 | 0.05305 | 0.06622 |
EURCAD | 0.00032 | 0.00111 | 0.00077 | 0.00132 | 0.00183 | 0.00467 | 0.01244 | 0.03387 | 0.06374 |
EURCHF | 0.00011 | 0.00041 | 0.00050 | 0.00060 | 0.00064 | 0.00293 | 0.00634 | 0.01489 | 0.03003 |
EURCZK | 0.00089 | 0.00448 | 0.00304 | 0.01223 | 0.01131 | 0.03977 | 0.1008 | 0.38756 | 0.48431 |
EURGBP | 0.00012 | 0.00040 | 0.00032 | 0.00046 | 0.00075 | 0.00195 | 0.00405 | 0.0176 | 0.03293 |
EURHUF | 0.04614 | 0.192 | 0.08629 | 0.2075 | 0.35321 | 0.88936 | 3.10214 | 10.69071 | 7.18344 |
EURJPY | 0.02386 | 0.09186 | 0.08864 | 0.15279 | 0.21843 | 0.63043 | 1.8245 | 2.80936 | 5.50729 |
EURMXN | 0.00409 | 0.02117 | 0.01872 | 0.02843 | 0.03315 | 0.09223 | 0.24917 | 0.80765 | 1.43139 |
EURNOK | 0.0017 | 0.00608 | 0.01183 | 0.02153 | 0.01322 | 0.03865 | 0.06769 | 0.31614 | 0.36074 |
EURNZD | 0.00034 | 0.00136 | 0.00108 | 0.00221 | 0.00269 | 0.00654 | 0.0135 | 0.04923 | 0.07627 |
EURPLN | 0.00034 | 0.00137 | 0.00136 | 0.00321 | 0.00314 | 0.01032 | 0.0313 | 0.10988 | 0.10495 |
EURSEK | 0.00108 | 0.00661 | 0.00797 | 0.00861 | 0.01086 | 0.03489 | 0.06523 | 0.88134 | 0.27511 |
EURSGD | 0.00019 | 0.00083 | 0.00077 | 0.00114 | 0.00135 | 0.00356 | 0.00839 | 0.02464 | 0.04566 |
EURTRY | 0.03104 | 0.04396 | 0.03283 | 0.06155 | 0.08193 | 0.21261 | 0.41121 | 1.31895 | 0.26735 |
EURUSD | 0.00018 | 0.00097 | 0.00057 | 0.00104 | 0.00146 | 0.00465 | 0.01058 | 0.01668 | 0.05277 |
EURZAR | 0.00296 | 0.01771 | 0.01446 | 0.02694 | 0.02894 | 0.08653 | 0.19398 | 0.77602 | 1.1622 |
GBPAUD | 0.00031 | 0.001 | 0.00125 | 0.00273 | 0.0028 | 0.00673 | 0.01533 | 0.06173 | 0.09395 |
GBPCAD | 0.00039 | 0.00090 | 0.00096 | 0.00167 | 0.00217 | 0.00457 | 0.01358 | 0.04762 | 0.09496 |
GBPCHF | 0.00020 | 0.00061 | 0.00068 | 0.00085 | 0.00129 | 0.00379 | 0.00771 | 0.02229 | 0.05859 |
GBPJPY | 0.03407 | 0.11429 | 0.12979 | 0.19586 | 0.34514 | 0.75207 | 1.93843 | 3.39968 | 7.78029 |
GBPMXN | 0.00458 | 0.02107 | 0.0204 | 0.03449 | 0.03799 | 0.10106 | 0.27096 | 0.84807 | 1.76886 |
GBPNOK | 0.00228 | 0.00999 | 0.01481 | 0.02119 | 0.01985 | 0.05465 | 0.10228 | 0.41907 | 0.59981 |
GBPNZD | 0.00033 | 0.00105 | 0.00136 | 0.00245 | 0.00314 | 0.00723 | 0.01848 | 0.05033 | 0.10193 |
GBPSEK | 0.00218 | 0.00986 | 0.01185 | 0.01305 | 0.01966 | 0.05282 | 0.11145 | 0.34954 | 0.772 |
GBPSGD | 0.00024 | 0.00068 | 0.00107 | 0.00153 | 0.00186 | 0.00338 | 0.00804 | 0.02765 | 0.0692 |
GBPTRY | 0.00863 | 0.03374 | 0.03034 | 0.06146 | 0.08666 | 0.2072 | 0.40829 | 1.44985 | 0.35632 |
GBPUSD | 0.00025 | 0.00088 | 0.00067 | 0.00134 | 0.00194 | 0.00423 | 0.01001 | 0.02369 | 0.06459 |
NOKJPY | 0.00657 | 0.0145 | 0.048 | 0.02807 | 0.04 | 0.08464 | 0.19121 | 0.4517 | 0.98049 |
NOKSEK | 0.00014 | 0.00069 | 0.00272 | 0.00164 | 0.00155 | 0.0035 | 0.00914 | 0.08808 | 0.04111 |
NZDCAD | 0.00018 | 0.00055 | 0.00042 | 0.00087 | 0.00146 | 0.00302 | 0.00616 | 0.02044 | 0.03696 |
NZDCHF | 0.00013 | 0.00040 | 0.00033 | 0.00073 | 0.00089 | 0.00218 | 0.0045 | 0.0155 | 0.03145 |
NZDJPY | 0.0205 | 0.06286 | 0.04843 | 0.13236 | 0.18357 | 0.40457 | 0.97171 | 3.11476 | 4.3925 |
NZDUSD | 0.00015 | 0.00051 | 0.00032 | 0.00081 | 0.00134 | 0.00316 | 0.00634 | 0.0232 | 0.03963 |
SEKJPY | 0.00621 | 0.01586 | 0.01479 | 0.02393 | 0.03393 | 0.08036 | 0.197 | 0.38219 | 0.67961 |
SGDJPY | 0.01914 | 0.0545 | 0.06607 | 0.12471 | 0.20193 | 0.40529 | 1.04957 | 6.33721 | 2.9651 |
USDCAD | 0.00030 | 0.00074 | 0.00050 | 0.00084 | 0.00132 | 0.00423 | 0.01002 | 0.03001 | 0.05635 |
USDCHF | 0.00016 | 0.00064 | 0.00052 | 0.00080 | 0.00112 | 0.00333 | 0.00678 | 0.02066 | 0.04124 |
USDCNH | 0.00049 | 0.00156 | 0.00112 | 0.0021 | 0.00324 | 0.01096 | 0.03633 | 0.09405 | 0.17615 |
USDCZK | 0.0036 | 0.0177 | 0.00974 | 0.02431 | 0.03288 | 0.10598 | 0.2981 | 0.57699 | 1.25396 |
USDHUF | 0.07979 | 0.35829 | 0.16964 | 0.38136 | 0.58464 | 1.46779 | 5.90729 | 14.54621 | 14.338 |
USDJPY | 0.02629 | 0.09786 | 0.07471 | 0.18336 | 0.27493 | 0.638 | 1.59671 | 2.66943 | 4.55007 |
USDMXN | 0.00364 | 0.01408 | 0.01479 | 0.01956 | 0.01778 | 0.06624 | 0.23887 | 0.63031 | 1.26027 |
USDNOK | 0.00113 | 0.01072 | 0.00882 | 0.02322 | 0.01975 | 0.05692 | 0.10223 | 0.63916 | 0.45135 |
USDPLN | 0.00082 | 0.00366 | 0.0023 | 0.0052 | 0.00644 | 0.01831 | 0.05785 | 0.14523 | 0.19813 |
USDRUB | 0.02935 | 0.00757 | 0.16055 | 0.50565 | 0.4984 | 0.75976 | 2.85122 | 3.52302 | 3.46191 |
USDSEK | 0.00184 | 0.01044 | 0.00928 | 0.01117 | 0.0174 | 0.05415 | 0.14147 | 0.63816 | 0.46897 |
USDSGD | 0.00018 | 0.00056 | 0.00055 | 0.00073 | 0.00102 | 0.00312 | 0.00864 | 0.0161 | 0.03209 |
USDTHB | 0.01001 | 0.01529 | 0.02229 | 0.03608 | 0.05072 | 0.16542 | 0.30808 | 1.40543 | 1.20857 |
USDTRY | 0.01922 | 0.00295 | 0.01653 | 0.03877 | 0.03712 | 0.07321 | 0.12758 | 1.37954 | 0.22386 |
USDZAR | 0.00277 | 0.01454 | 0.00945 | 0.02917 | 0.02667 | 0.09335 | 0.19273 | 1.66938 | 1.08534 |
XAGAUD | 0.02221 | 0.11821 | 0.06764 | 0.19129 | 0.28257 | 0.44307 | 1.12136 | 2.33843 | 3.99186 |
XAGEUR | 0.01507 | 0.06521 | 0.04357 | 0.09993 | 0.16236 | 0.28186 | 0.72707 | 1.41654 | 2.60781 |
XAGUSD | 0.01729 | 0.07393 | 0.04457 | 0.11243 | 0.20357 | 0.34936 | 0.80507 | 1.62717 | 1.68871 |
XAUAUD | 2.50571 | 5.41214 | 3.91929 | 19.18214 | 15.65786 | 38.71429 | 67.07643 | 105.48 | 174.72929 |
XAUEUR | 1.24 | 2.90143 | 2.58143 | 9.29857 | 7.83071 | 22.63571 | 41.66857 | 59.57571 | 103.20786 |
XAUGBP | 1.12286 | 2.43071 | 2.03071 | 8.07714 | 6.91429 | 18.39214 | 31.96071 | 56.40714 | 94.30714 |
XAUJPY | 195.64286 | 444.92857 | 414.21429 | 1450.92857 | 1288.14286 | 3098.21429 | 7204.85714 | 9767.86429 | 14742.21429 |
XAUUSD | 1.51357 | 3.46286 | 2.73071 | 11.01571 | 11.04143 | 27.95857 | 44.675 | 67.37357 | 68.28571 |
XPDUSD | 0.57714 | 2.485 | 1.67286 | 5.23143 | 7.53 | 12.89786 | 28.49786 | 347.74214 | 886.515 |
XPTUSD | 0.82571 | 3.98714 | 4.33429 | 7.77929 | 11.16643 | 12.30071 | 18.71214 | 77.695 | 169.93 |
ZARJPY | 0.0055 | 0.01043 | 0.01314 | 0.02086 | 0.02164 | 0.05264 | 0.11121 | 0.30355 | 0.58857 |