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Average True Range (ATR) 指标
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分钟 | 5分钟 | 15分钟 | 30分钟 | 1小时 | 4小时 | 1天 | 1周 | 1个月 | |
|---|---|---|---|---|---|---|---|---|---|
| AUDCAD | 0.00024 | 0.00031 | 0.00106 | 0.00084 | 0.00143 | 0.00403 | 0.005 | 0.01481 | 0.03116 |
| AUDCHF | 0.00020 | 0.00022 | 0.00084 | 0.00067 | 0.00107 | 0.00302 | 0.0031 | 0.01324 | 0.03283 |
| AUDJPY | 0.03957 | 0.04221 | 0.1905 | 0.10671 | 0.29821 | 0.58771 | 0.75564 | 3.11202 | 4.28964 |
| AUDNZD | 0.00023 | 0.00028 | 0.00124 | 0.00073 | 0.00135 | 0.00412 | 0.00462 | 0.03129 | 0.03465 |
| AUDSGD | 0.00028 | 0.00029 | 0.00108 | 0.00086 | 0.00139 | 0.00357 | 0.00523 | 0.01518 | 0.03894 |
| AUDUSD | 0.00024 | 0.00027 | 0.00087 | 0.00068 | 0.00156 | 0.00328 | 0.00562 | 0.01777 | 0.03767 |
| CADCHF | 0.00010 | 0.00021 | 0.00039 | 0.00040 | 0.00075 | 0.00186 | 0.00335 | 0.01068 | 0.03459 |
| CADJPY | 0.02279 | 0.04171 | 0.12421 | 0.085 | 0.2885 | 0.40093 | 0.77843 | 2.99722 | 4.53471 |
| CHFJPY | 0.0275 | 0.04957 | 0.16943 | 0.193 | 0.4785 | 0.59214 | 1.29457 | 6.13093 | 3.79271 |
| CHFSGD | 0.00031 | 0.00032 | 0.00089 | 0.00119 | 0.002 | 0.00414 | 0.00812 | 0.04679 | 0.05273 |
| EURAUD | 0.00053 | 0.00051 | 0.00247 | 0.00197 | 0.00307 | 0.00795 | 0.01032 | 0.03362 | 0.05919 |
| EURCAD | 0.00020 | 0.00048 | 0.00081 | 0.001 | 0.00194 | 0.0039 | 0.0089 | 0.01988 | 0.05686 |
| EURCHF | 0.00012 | 0.00017 | 0.00034 | 0.00055 | 0.00069 | 0.00194 | 0.00318 | 0.01972 | 0.03548 |
| EURCZK | 0.00116 | 0.00248 | 0.00469 | 0.00973 | 0.01228 | 0.03551 | 0.05218 | 0.34364 | 0.54865 |
| EURGBP | 0.00013 | 0.00017 | 0.00033 | 0.00047 | 0.00087 | 0.00227 | 0.00481 | 0.01368 | 0.02818 |
| EURHUF | 0.02386 | 0.04486 | 0.13414 | 0.211 | 0.34779 | 0.96329 | 1.55971 | 7.59471 | 8.07851 |
| EURJPY | 0.033 | 0.04307 | 0.15429 | 0.15807 | 0.47679 | 0.587 | 1.16779 | 5.97113 | 5.09479 |
| EURMXN | 0.00308 | 0.01305 | 0.01591 | 0.01443 | 0.02697 | 0.0694 | 0.12694 | 0.32944 | 1.2339 |
| EURNOK | 0.00222 | 0.0022 | 0.00712 | 0.00868 | 0.01642 | 0.05018 | 0.10466 | 0.25213 | 0.33374 |
| EURNZD | 0.00054 | 0.00054 | 0.00237 | 0.00192 | 0.00308 | 0.00603 | 0.01351 | 0.03361 | 0.06988 |
| EURPLN | 0.00024 | 0.00040 | 0.00061 | 0.00186 | 0.00267 | 0.00646 | 0.01565 | 0.17347 | 0.10805 |
| EURSEK | 0.0012 | 0.002 | 0.00365 | 0.00636 | 0.00786 | 0.03841 | 0.07904 | 1.06289 | 0.33618 |
| EURSGD | 0.00023 | 0.00025 | 0.00057 | 0.00076 | 0.00169 | 0.00252 | 0.00678 | 0.02378 | 0.04177 |
| EURTRY | 0.01041 | 0.01238 | 0.03515 | 0.04406 | 0.08858 | 0.15969 | 0.40773 | 1.14449 | 0.31272 |
| EURUSD | 0.00018 | 0.00028 | 0.00060 | 0.00081 | 0.0021 | 0.00335 | 0.00872 | 0.01541 | 0.04901 |
| EURZAR | 0.00739 | 0.00666 | 0.02146 | 0.02028 | 0.0403 | 0.07968 | 0.17872 | 0.59042 | 1.28613 |
| GBPAUD | 0.00061 | 0.00059 | 0.00241 | 0.00205 | 0.0034 | 0.00893 | 0.01218 | 0.05148 | 0.08478 |
| GBPCAD | 0.00027 | 0.00061 | 0.00063 | 0.00099 | 0.0024 | 0.00589 | 0.0092 | 0.03285 | 0.08338 |
| GBPCHF | 0.00022 | 0.00027 | 0.00061 | 0.00074 | 0.00134 | 0.00352 | 0.00643 | 0.02187 | 0.05773 |
| GBPJPY | 0.04829 | 0.06364 | 0.20136 | 0.175 | 0.5985 | 0.844 | 1.06643 | 5.80025 | 7.44357 |
| GBPMXN | 0.00293 | 0.01479 | 0.01486 | 0.01516 | 0.03194 | 0.08508 | 0.1654 | 0.44087 | 1.55452 |
| GBPNOK | 0.00322 | 0.00391 | 0.00775 | 0.01271 | 0.01972 | 0.05224 | 0.12333 | 0.40567 | 0.52021 |
| GBPNZD | 0.00063 | 0.00068 | 0.00233 | 0.00208 | 0.00382 | 0.00839 | 0.01405 | 0.03961 | 0.08632 |
| GBPSEK | 0.00224 | 0.00309 | 0.00509 | 0.01046 | 0.014 | 0.04864 | 0.10824 | 0.26644 | 0.772 |
| GBPSGD | 0.00037 | 0.00038 | 0.00054 | 0.00088 | 0.00205 | 0.00482 | 0.00947 | 0.02205 | 0.06693 |
| GBPTRY | 0.01186 | 0.01559 | 0.02788 | 0.04157 | 0.08398 | 0.23287 | 0.42608 | 1.32954 | 0.42241 |
| GBPUSD | 0.00022 | 0.00039 | 0.00060 | 0.00088 | 0.00228 | 0.00527 | 0.00974 | 0.01823 | 0.06246 |
| NOKJPY | 0.00707 | 0.00914 | 0.02007 | 0.02129 | 0.04513 | 0.09482 | 0.15241 | 0.47246 | 0.98049 |
| NOKSEK | 0.00014 | 0.00027 | 0.00061 | 0.00106 | 0.00141 | 0.0036 | 0.00825 | 0.05041 | 0.04113 |
| NZDCAD | 0.00022 | 0.00029 | 0.00082 | 0.00070 | 0.00139 | 0.00251 | 0.00548 | 0.02209 | 0.03778 |
| NZDCHF | 0.00016 | 0.00018 | 0.00059 | 0.00057 | 0.00084 | 0.00265 | 0.00314 | 0.01359 | 0.03041 |
| NZDJPY | 0.03164 | 0.03693 | 0.14464 | 0.10007 | 0.27536 | 0.42007 | 0.73693 | 3.74393 | 4.1585 |
| NZDUSD | 0.00019 | 0.00023 | 0.00072 | 0.00061 | 0.00154 | 0.00239 | 0.00562 | 0.023 | 0.03844 |
| SEKJPY | 0.00664 | 0.00864 | 0.01857 | 0.02129 | 0.04994 | 0.07809 | 0.14696 | 0.40926 | 0.67961 |
| SGDJPY | 0.02786 | 0.02529 | 0.11543 | 0.08771 | 0.28014 | 0.35236 | 0.7705 | 7.18676 | 2.9651 |
| USDCAD | 0.00017 | 0.00049 | 0.00051 | 0.00065 | 0.0016 | 0.00242 | 0.00722 | 0.03706 | 0.0532 |
| USDCHF | 0.00014 | 0.00021 | 0.00058 | 0.00070 | 0.00149 | 0.00272 | 0.00574 | 0.01993 | 0.03963 |
| USDCNH | 0.00058 | 0.00046 | 0.00174 | 0.00304 | 0.00538 | 0.00808 | 0.0175 | 0.10024 | 0.19199 |
| USDCZK | 0.00337 | 0.00539 | 0.01115 | 0.01463 | 0.04167 | 0.07739 | 0.1753 | 0.48056 | 1.11497 |
| USDHUF | 0.05771 | 0.11779 | 0.2495 | 0.32114 | 0.72043 | 1.46557 | 3.02164 | 8.27543 | 15.84229 |
| USDJPY | 0.02864 | 0.03636 | 0.17107 | 0.10143 | 0.46971 | 0.55786 | 1.36907 | 3.77093 | 4.27207 |
| USDMXN | 0.00259 | 0.01188 | 0.00988 | 0.00838 | 0.03235 | 0.07203 | 0.14277 | 0.3221 | 1.15859 |
| USDNOK | 0.00259 | 0.00388 | 0.00652 | 0.00996 | 0.02056 | 0.0477 | 0.11374 | 0.55632 | 0.45504 |
| USDPLN | 0.00053 | 0.00093 | 0.00194 | 0.00286 | 0.0071 | 0.01259 | 0.03265 | 0.19152 | 0.20805 |
| USDRUB | 0.00304 | 0.06056 | 0.12922 | 0.10171 | 0.13576 | 0.26173 | 2.23385 | 5.61804 | 3.92748 |
| USDSEK | 0.00175 | 0.00296 | 0.00589 | 0.00954 | 0.02022 | 0.03917 | 0.10982 | 0.61828 | 0.49427 |
| USDSGD | 0.00024 | 0.00017 | 0.00045 | 0.00063 | 0.00153 | 0.00243 | 0.00535 | 0.0162 | 0.03087 |
| USDTHB | 0.0048 | 0.0158 | 0.02059 | 0.03158 | 0.07 | 0.14812 | 0.21459 | 1.18857 | 1.36629 |
| USDTRY | 0.00243 | 0.00261 | 0.00759 | 0.01323 | 0.02953 | 0.03149 | 0.22126 | 0.93804 | 0.28396 |
| USDZAR | 0.00727 | 0.00663 | 0.01375 | 0.01672 | 0.04675 | 0.08808 | 0.18184 | 2.47283 | 1.11331 |
| XAGAUD | 0.05921 | 0.09671 | 0.29457 | 0.31143 | 0.65714 | 1.61786 | 1.10793 | 1.85707 | 3.99186 |
| XAGEUR | 0.03493 | 0.0595 | 0.18229 | 0.18121 | 0.364 | 0.88343 | 0.66804 | 1.21459 | 2.60781 |
| XAGUSD | 0.04179 | 0.07371 | 0.2035 | 0.209 | 0.44005 | 1.05346 | 0.81348 | 1.50489 | 1.48993 |
| XAUAUD | 3.49429 | 6.49786 | 12.55286 | 21.53714 | 52.95643 | 67.61786 | 64.74571 | 83.85357 | 174.72929 |
| XAUEUR | 1.83643 | 3.88643 | 7.25214 | 12.16786 | 29.39857 | 33.97786 | 34.75929 | 52.12143 | 103.20786 |
| XAUGBP | 1.69 | 3.46214 | 6.25786 | 10.82929 | 26.54214 | 29.56 | 28.68357 | 45.10714 | 94.30714 |
| XAUJPY | 391.71429 | 725.35714 | 1516.5 | 2171.07143 | 6020.66429 | 6270.80714 | 5605.67143 | 9118.65714 | 14742.21429 |
| XAUUSD | 2.31929 | 4.68 | 8.65429 | 14.09357 | 35.85143 | 43.05786 | 48.64786 | 69.84 | 70.88857 |
| XPDUSD | 0.95571 | 1.79 | 6.59 | 9.41214 | 16.34214 | 39.88429 | 61.92214 | 353.42714 | 886.515 |
| XPTUSD | 3.47929 | 2.06714 | 7.12286 | 8.60143 | 15.16643 | 29.31857 | 45.14929 | 74.32143 | 169.93 |
| ZARJPY | 0.006 | 0.007 | 0.01657 | 0.01343 | 0.03358 | 0.05474 | 0.08891 | 0.27277 | 0.64357 |