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 | 0.00056 | 0.00081 | 0.00096 | 0.00113 | 0.00164 | 0.00242 | 0.00502 | 6932018124.00265 | 75792449119.58673 |
AUDCHF | 0.00076 | 0.00094 | 0.00109 | 0.0013 | 0.00173 | 0.00259 | 4254.22798 | 49541.25886 | 98123.01029 |
AUDJPY | 0.0503 | 0.08243 | 0.10496 | 0.13903 | 0.25218 | 0.373 | 0.89309 | 2.02886 | 5.51249 |
AUDNZD | 0.00094 | 0.00133 | 0.00147 | 0.00169 | 0.00278 | 0.00339 | 0.0102 | 2303378282.15922 | 3103119336.3669 |
AUDSGD | 0.00068 | 0.00090 | 0.00106 | 0.00127 | 0.0018 | 0.00298 | 0.00662 | 0.01164 | 0.03043 |
AUDUSD | 0.00029 | 0.00044 | 0.00060 | 0.00081 | 0.0014 | 0.00238 | 0.0061 | 0.01545 | 0.03585 |
CADCHF | 0.00061 | 0.00075 | 0.00084 | 0.001 | 0.00106 | 0.00185 | 0.0042 | 0.00896 | 0.02357 |
CADJPY | 0.03243 | 0.049 | 0.06172 | 0.08471 | 0.10198 | 0.24738 | 0.78079 | 2.17502 | 5.19239 |
CHFJPY | 0.07549 | 0.11508 | 0.13365 | 0.1959 | 0.24262 | 0.51128 | 25.92702 | 487978039916.29065 | 2942174217675.928 |
CHFSGD | 0.00082 | 0.00122 | 0.00135 | 0.00175 | 0.00202 | 0.00454 | 0.01552 | 112616413289.64526 | 122409783291.00748 |
EURAUD | 0.00060 | 0.00098 | 0.00131 | 0.00165 | 0.00299 | 0.00506 | 0.01225 | 0.02873 | 0.07532 |
EURCAD | 0.00048 | 0.00079 | 0.001 | 0.00116 | 0.00143 | 0.003 | 0.00531 | 0.01346 | 0.05156 |
EURCHF | 0.00029 | 0.00049 | 0.00065 | 0.00091 | 0.00098 | 0.00205 | 0.0055 | 0.01167 | 0.03206 |
EURCLP | - | - | - | 4.02714 | 4.02714 | 4.02714 | 6.13 | - | - |
EURCZK | 0.00849 | 0.01431 | 0.01712 | 0.02244 | 0.02399 | 0.05404 | 0.11342 | 0.25614 | 0.56276 |
EURDOP | - | - | - | 0.11143 | 0.11143 | 0.11143 | - | - | - |
EURGBP | 0.00022 | 0.00039 | 0.00051 | 0.00061 | 0.00078 | 0.00174 | 0.00404 | 0.01207 | 0.03085 |
EURHUF | 0.08271 | 0.165 | 0.27821 | 0.39714 | 0.53264 | 0.93714 | 2.92879 | 7.04171 | 15.54386 |
EURJPY | 0.04187 | 0.06425 | 0.09779 | 0.13128 | 0.1816 | 0.46222 | 1.06237 | 2.55036 | 7.75113 |
EURMXN | 0.0052 | 0.01081 | 0.01663 | 0.02032 | 0.02089 | 0.07099 | 0.23444 | 0.27137 | 0.92151 |
EURNOK | 0.00233 | 0.00593 | 0.01095 | 0.01509 | 0.0379 | 0.05617 | 0.11082 | 0.20093 | 0.55123 |
EURNZD | 0.00116 | 0.00157 | 0.00184 | 0.00225 | 0.0031 | 0.00556 | 0.01086 | 0.02588 | 0.07357 |
EURPLN | 0.00385 | 0.00491 | 0.00599 | 0.00733 | 0.00675 | 0.01291 | 0.03393 | 0.05039 | 0.25694 |
EURSEK | 0.00483 | 0.00865 | 0.01321 | 0.01558 | 0.02713 | 0.03918 | 0.26384 | 0.97587 | 1.82378 |
EURSGD | 0.00064 | 0.00098 | 0.00119 | 0.00132 | 0.00152 | 0.00317 | 0.00892 | 0.01521 | 0.04224 |
EURTRY | 0.02046 | 0.04332 | 0.05176 | 0.06935 | 0.09152 | 0.16224 | 0.54125 | 1.18119 | 2.3851 |
EURUSD | 0.00021 | 0.00040 | 0.00056 | 0.00079 | 0.00093 | 0.00242 | 0.00618 | 0.01254 | 0.0371 |
EURZAR | 0.0047 | 0.01127 | 0.01918 | 0.02784 | 0.03445 | 0.06818 | 0.18783 | 0.40387 | 1.11903 |
GBPAUD | 0.00042 | 0.00082 | 0.00119 | 0.00167 | 0.00345 | 0.00644 | 0.01629 | 0.03482 | 2760528884.91537 |
GBPCAD | 0.00057 | 0.00089 | 0.00117 | 0.00145 | 0.00191 | 0.00493 | 0.01247 | 0.02924 | 0.076 |
GBPCHF | 0.00046 | 0.00073 | 0.00092 | 0.00131 | 0.00135 | 0.00314 | 0.00892 | 0.01625 | 0.04095 |
GBPJPY | 0.04064 | 0.08181 | 0.12528 | 0.1762 | 0.20341 | 0.57788 | 1.30807 | 2.74066 | 130189874363.92456 |
GBPMXN | 0.02017 | 0.02684 | 0.03414 | 0.03958 | 0.04339 | 0.1072 | 0.29905 | 16910438599.79001 | 172611718847.15594 |
GBPNOK | 0.00741 | 0.01132 | 0.01791 | 0.0234 | 0.04649 | 0.06559 | 0.13094 | 9738243113.21516 | 38173164216.33119 |
GBPNZD | 0.00116 | 0.00157 | 0.00193 | 0.00237 | 0.00351 | 0.00643 | 0.01279 | 0.02986 | 0.07732 |
GBPSEK | 0.00493 | 0.00901 | 0.01392 | 0.01663 | 0.02406 | 0.04721 | 0.10081 | 0.1993 | 0.63264 |
GBPSGD | 0.00095 | 0.0013 | 0.00161 | 0.00188 | 0.00312 | 0.00525 | 0.01124 | 0.0172 | 0.04483 |
GBPTRY | 0.03475 | 0.05921 | 0.07166 | 0.11603 | 0.18035 | 0.23376 | 0.68194 | 1.35364 | 499609722.14281 |
GBPUSD | 0.00023 | 0.00051 | 0.00077 | 0.00102 | 0.00117 | 0.00353 | 0.008 | 0.01584 | 0.04115 |
GBPZAR | 0.0059 | 0.01334 | 0.02373 | 0.03384 | 0.0422 | 0.09611 | 0.26044 | 0.51165 | 1.46845 |
NOKJPY | 0.01944 | 0.02939 | 0.04472 | 0.04913 | 0.05876 | 0.09104 | 0.16399 | 999312238.0684 | 2924234144.23842 |
NOKSEK | 0.00099 | 0.00129 | 0.00171 | 0.00196 | 0.00635 | 0.00734 | 0.02833 | 0.06046 | 0.11092 |
NZDCAD | 0.00048 | 0.00070 | 0.00086 | 0.00103 | 0.0014 | 0.0022 | 0.06324 | 1178889645.93923 | 66482236037.01178 |
NZDCHF | 0.00041 | 0.00056 | 0.00071 | 0.00088 | 0.00113 | 0.00203 | 0.00502 | 0.0096 | 0.02636 |
NZDJPY | 0.05278 | 0.08063 | 0.10384 | 0.13494 | 0.22492 | 0.33261 | 1.2354 | 2.76656 | 6.18398 |
NZDUSD | 0.00034 | 0.00048 | 0.00063 | 0.00083 | 0.00106 | 0.00197 | 0.00954 | 0.01858 | 0.04873 |
SEKJPY | 0.00397 | 0.00985 | 0.01565 | 0.01985 | 0.02849 | 0.06227 | 0.15582 | 0.30976 | 0.8092 |
SGDJPY | 0.03341 | 0.04783 | 0.05718 | 0.07528 | 0.10466 | 0.26954 | 1.16765 | 5.64792 | 10.21717 |
USDARS | 0.05293 | 0.14553 | 0.24582 | 0.3341 | 0.32604 | 1.28812 | - | - | - |
USDBGN | 0.00172 | 0.00182 | 0.00238 | 0.0029 | 0.00473 | 0.00772 | - | - | - |
USDBRL | 0.00332 | 0.00716 | 0.00765 | 0.00685 | 0.00712 | 0.01418 | - | - | - |
USDCAD | 0.00030 | 0.00048 | 0.00066 | 0.00087 | 0.00118 | 0.0027 | 0.00861 | 0.0273 | 0.06708 |
USDCHF | 0.00039 | 0.00057 | 0.00063 | 0.00095 | 0.00095 | 0.00215 | 0.00519 | 0.01525 | 0.10734 |
USDCLP | 0.19143 | 0.53357 | 1.31857 | 2.40214 | 3.46301 | 5.58684 | - | - | - |
USDCNH | 0.00052 | 0.00094 | 0.00179 | 0.00215 | 0.00373 | 0.00615 | 0.01935 | 0.0542 | 0.23733 |
USDCNY | 0.00021 | 0.00037 | 0.00047 | 0.00049 | 0.00055 | 0.00149 | - | - | - |
USDCOP | 2.76643 | 2.94929 | 5.28857 | 8.40786 | 12.13214 | 20.66643 | - | - | - |
USDCZK | 0.01829 | 0.02533 | 0.03011 | 0.03705 | 0.03901 | 0.09128 | 0.19181 | 0.41169 | 0.98701 |
USDEUR | 0.00048 | 0.00037 | 0.00059 | 0.00094 | 0.00147 | 0.00298 | - | - | - |
USDHKD | 0.00045 | 0.00064 | 0.00112 | 0.0013 | 0.00241 | 0.00314 | 0.0071 | 0.01729 | 0.03447 |
USDHUF | 0.20029 | 0.34464 | 0.45714 | 0.59036 | 0.65157 | 1.2965 | 3.97136 | 7.93686 | 20.28229 |
USDIDR | 7.62143 | 15.60714 | 30.83571 | 32.75 | 37.82143 | 41.31429 | - | - | - |
USDILS | 0.00090 | 0.00273 | 0.00528 | 0.0071 | 0.00813 | 0.01731 | - | - | - |
USDINR | 0.0125 | 0.03614 | 0.03954 | 0.04379 | 0.05448 | 0.09321 | - | - | - |
USDJPY | 0.0115 | 0.01971 | 0.03264 | 0.05807 | 0.06764 | 0.16907 | 0.64571 | 2.28807 | 6.60493 |
USDKES | - | 0.63094 | 0.63094 | 0.63094 | 0.6988 | 0.76418 | - | - | - |
USDKWD | 0.000080 | 0.000080 | 0.000080 | 0.000060 | 0.000060 | 0.000080 | - | - | - |
USDMXN | 0.0158 | 0.02075 | 0.02573 | 0.03069 | 0.03052 | 0.08811 | 0.26742 | 0.29307 | 1.99055 |
USDMYR | - | 0.00338 | 0.00356 | 0.00327 | 0.00386 | 0.00469 | - | - | - |
USDNGN | - | 6.97214 | 11.37286 | 11.37286 | 11.37286 | 16.02143 | - | - | - |
USDNOK | 0.00295 | 0.00722 | 0.01277 | 0.01877 | 0.08608 | 0.11205 | 0.32004 | 0.6158 | 1.27235 |
USDPEN | - | 0.0273 | 0.0273 | 0.0273 | 0.0273 | 0.02842 | 0.07899 | - | - |
USDPHP | 0.06343 | 0.06607 | 0.07029 | 0.11007 | 0.14807 | 0.53929 | - | - | - |
USDPLN | 0.00359 | 0.00502 | 0.0064 | 0.00809 | 0.00838 | 0.01683 | 0.04588 | 3157771464.65896 | 311703260747.60626 |
USDRON | 0.00036 | 0.00106 | 0.00256 | 0.00584 | 0.01064 | 0.01662 | - | - | - |
USDRUB | - | - | - | - | 0.10143 | 0.275 | 0.28714 | 1.15786 | 17.30331 |
USDSEK | 0.00448 | 0.00902 | 0.01352 | 0.01673 | 0.02743 | 0.04818 | 0.21685 | 0.62071 | 1.8211 |
USDSGD | 0.00048 | 0.00072 | 0.00087 | 0.001 | 0.00129 | 0.00243 | 0.00574 | 0.0113 | 0.03514 |
USDTHB | 0.01479 | 0.02757 | 0.04029 | 0.049 | 0.10357 | 0.15493 | 0.36171 | 1.00143 | 2.244 |
USDTRY | 0.00749 | 0.01486 | 0.0246 | 0.03646 | 0.05103 | 0.10688 | 0.49873 | 1.09775 | 2.90139 |
USDUAH | - | - | 0.08274 | 0.08274 | 0.08274 | 0.08645 | - | - | - |
USDZAR | 0.01606 | 0.02209 | 0.03179 | 0.03952 | 0.04959 | 0.10002 | 0.58011 | 1.05099 | 36.77769 |
XAGAUD | 0.06407 | 0.1155 | 0.15357 | 0.20757 | 0.24171 | 0.56014 | 1.41779 | 1.91886 | 3.81379 |
XAGEUR | 0.01084 | 0.02469 | 0.05264 | 0.08871 | 0.12559 | 0.31183 | 0.86119 | 1.22683 | 2.39397 |
XAGUSD | 0.00848 | 0.02335 | 0.05133 | 0.08808 | 0.10756 | 0.33944 | 0.90371 | 1.33434 | 2.96969 |
XAUAUD | 3.76071 | 6.09929 | 8.22286 | 10.21214 | 12.21143 | 29.395 | 71.74857 | 88.88357 | 172.6 |
XAUEUR | 0.35 | 0.99286 | 2.43214 | 3.68571 | 5.10714 | 15.29286 | 42.25 | 56.23214 | 99.17929 |
XAUGBP | 0.31429 | 0.79286 | 1.95714 | 2.58571 | 3.62857 | 12.65714 | 34.33571 | 46.25714 | 88.55714 |
XAUJPY | 61.67857 | 173.81429 | 394.81429 | 563.29286 | 717.34286 | 2584.20714 | 6574.37143 | 9038.76429 | 15032.58571 |
XAUUSD | 0.46643 | 1.31714 | 2.75714 | 3.80071 | 4.75071 | 17.25 | 43.81929 | 62.96929 | 128.23571 |
XPDUSD | 1.52786 | - | - | - | - | - | 78.48214 | 177.56786 | 793.87643 |
XPTUSD | 0.86786 | - | - | - | - | - | 37.45429 | 68.69357 | 123.115 |
ZARJPY | 0.00226 | 0.00518 | 0.00915 | 0.01286 | 0.01862 | 0.03869 | 0.10247 | 0.18058 | 0.52439 |