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 | 0.00011 | 0.00021 | 0.00050 | 0.00060 | 0.00096 | 0.00214 | 0.00414 | 6932018124.00344 | 75792449119.5855 |
AUDCHF | 0.00011 | 0.00027 | 0.00054 | 0.00063 | 0.00087 | 0.00279 | 0.00467 | 49936.23605 | 138867.67671 |
AUDJPY | 0.01929 | 0.03993 | 0.09964 | 0.12407 | 0.17496 | 0.44635 | 1.04225 | 9.71379 | 5.74842 |
AUDNZD | 0.00012 | 0.00019 | 0.00038 | 0.00053 | 0.00087 | 0.00371 | 774564468.49828 | 0.10053 | 3103119336.36699 |
AUDSGD | 0.00012 | 0.00024 | 0.00051 | 0.00068 | 0.00123 | 0.00302 | 0.00609 | 0.01305 | 0.02962 |
AUDUSD | 0.00012 | 0.00027 | 0.00055 | 0.00066 | 0.00097 | 0.00272 | 0.00529 | 0.01602 | 0.03394 |
BRLEUR | 0.000090 | 0.00013 | 0.00022 | 0.00039 | 0.00038 | 0.00095 | 0.00194 | 0.00367 | - |
CADCHF | 0.00011 | 0.00027 | 0.00045 | 0.00048 | 0.00073 | 0.00217 | 0.00343 | 0.00865 | 0.02407 |
CADJPY | 0.02036 | 0.03593 | 0.07736 | 0.10714 | 0.19279 | 0.41336 | 0.65407 | 2.47911 | 5.36325 |
CHFJPY | 0.03071 | 0.06236 | 0.1275 | 0.15386 | 0.64564 | 1.04736 | 1.59514 | 366131670327.17926 | 3064054424438.974 |
CHFSGD | 0.00019 | 0.00050 | 0.00088 | 0.00096 | 0.00223 | 0.00706 | 0.01089 | 1065291835.59587 | 122409783291.1129 |
DKKUSD | 0.000010 | 0.000020 | 0.000050 | 0.00010 | 0.00014 | 0.00030 | 0.00068 | - | - |
EURAUD | 0.00019 | 0.00044 | 0.00096 | 0.00124 | 0.00211 | 0.00515 | 0.012 | 0.02515 | 0.07396 |
EURCAD | 0.00016 | 0.00031 | 0.00067 | 0.00083 | 0.00135 | 0.00312 | 0.00494 | 0.01331 | 0.05017 |
EURCHF | 0.00014 | 0.00037 | 0.00070 | 0.00074 | 0.00124 | 0.00283 | 0.00428 | 0.01152 | 0.03263 |
EURCZK | 0.00159 | 0.00622 | 0.01334 | 0.01874 | 0.02386 | 0.04719 | 0.08967 | 0.23203 | 0.56683 |
EURGBP | 0.000080 | 0.00023 | 0.00042 | 0.00041 | 0.00067 | 0.00161 | 0.00314 | 0.01134 | 0.02884 |
EURHUF | 0.08236 | 0.16479 | 0.36829 | 0.46443 | 0.62907 | 1.58529 | 2.80207 | 6.10521 | 14.77536 |
EURJPY | 0.0295 | 0.05529 | 0.13821 | 0.16829 | 0.23139 | 0.49933 | 0.71919 | 3.0529 | 7.99305 |
EURMXN | 0.00753 | 0.0301 | 0.06709 | 0.06724 | 0.07572 | 0.09819 | 0.14067 | 0.38331 | 0.9306 |
EURNOK | 0.00171 | 0.00454 | 0.00918 | 0.01259 | 0.01944 | 0.03747 | 0.0729 | 0.2065 | 0.55185 |
EURNZD | 0.00018 | 0.00048 | 0.00106 | 0.00151 | 0.00226 | 0.0053 | 0.00868 | 0.02365 | 0.072 |
EURPLN | 0.00076 | 0.00172 | 0.00373 | 0.00337 | 0.00479 | 0.01408 | 0.02017 | 0.04748 | 0.25293 |
EURSEK | 0.00195 | 0.00506 | 0.00862 | 0.01018 | 0.02602 | 0.05449 | 0.35216 | 1.18468 | 1.80938 |
EURSGD | 0.00015 | 0.00029 | 0.00060 | 0.00072 | 0.00156 | 0.00345 | 0.00577 | 0.01431 | 0.04397 |
EURTRY | 0.00501 | 0.01288 | 0.02582 | 0.0353 | 0.09 | 0.18416 | 0.42521 | 1.12436 | 2.4447 |
EURUAH | - | - | - | 0.1072 | 0.1072 | 0.1072 | 0.14777 | - | - |
EURUSD | 0.00016 | 0.00032 | 0.00065 | 0.00071 | 0.00105 | 0.0023 | 0.00432 | 0.0129 | 0.03572 |
EURZAR | 0.01174 | 0.02867 | 0.05507 | 0.06076 | 0.06603 | 0.1465 | 0.18515 | 0.39277 | 1.08759 |
GBPAUD | 0.00022 | 0.00057 | 0.00118 | 0.00137 | 0.00207 | 0.00588 | 0.01361 | 0.03607 | 2760528884.91371 |
GBPCAD | 0.00020 | 0.00047 | 0.00083 | 0.00092 | 0.00167 | 0.00409 | 0.00911 | 0.03121 | 0.07552 |
GBPCHF | 0.00018 | 0.00051 | 0.00089 | 0.00091 | 0.0013 | 0.00283 | 0.00943 | 0.0192 | 0.04125 |
GBPJPY | 0.03571 | 0.079 | 0.18529 | 0.20964 | 0.281 | 0.57692 | 0.89955 | 3.54397 | 130189874364.01419 |
GBPMXN | 0.00994 | 0.036 | 0.07847 | 0.07998 | 0.08211 | 0.12171 | 0.17109 | 15348236042.82205 | 172611718847.18906 |
GBPNOK | 0.00254 | 0.00601 | 0.01278 | 0.01681 | 0.0364 | 0.06539 | 0.11655 | 9738243113.21152 | 47911407328.29332 |
GBPNZD | 0.00019 | 0.00064 | 0.00128 | 0.00159 | 0.00218 | 0.00504 | 0.00958 | 0.02667 | 0.07429 |
GBPSEK | 0.00254 | 0.00642 | 0.01187 | 0.01327 | 0.01782 | 0.04581 | 0.07946 | 0.21271 | 0.6284 |
GBPSGD | 0.00021 | 0.00049 | 0.00089 | 0.00092 | 0.00171 | 0.00369 | 0.00858 | 0.0186 | 0.04276 |
GBPTRY | 0.0048 | 0.01558 | 0.03227 | 0.04081 | 0.09188 | 0.19854 | 5.6961 | 6.50199 | 499609722.22515 |
GBPUSD | 0.00020 | 0.00048 | 0.00089 | 0.00090 | 0.00112 | 0.00265 | 0.00501 | 0.01689 | 0.04062 |
GBPZAR | 0.02246 | 0.01777 | 0.02102 | 0.04744 | 0.09204 | 0.16482 | 0.2469 | 0.50919 | 1.41172 |
NOKJPY | 0.00836 | 0.01264 | 0.02057 | 0.0265 | 0.04288 | 0.09285 | 2.2331 | 3.41538 | 2924234144.24554 |
NOKSEK | 0.00017 | 0.00039 | 0.00077 | 0.00106 | 0.00368 | 0.00676 | 0.03696 | 0.07984 | 0.10753 |
NZDCAD | 0.00011 | 0.00022 | 0.00048 | 0.00067 | 0.00099 | 0.00278 | 0.00495 | 592827960.59544 | 66482236037.06818 |
NZDCHF | 0.00011 | 0.00025 | 0.00048 | 0.00059 | 0.00089 | 0.00232 | 0.00396 | 0.01047 | 0.02644 |
NZDJPY | 0.01943 | 0.03771 | 0.08721 | 0.11629 | 0.16713 | 0.4446 | 0.93927 | 2.88124 | 6.41234 |
NZDUSD | 0.00011 | 0.00025 | 0.00049 | 0.00066 | 0.00089 | 0.00272 | 0.00516 | 0.01838 | 0.05014 |
SEKJPY | 0.00743 | 0.01329 | 0.02264 | 0.02514 | 0.03317 | 0.07021 | 0.12308 | 0.37144 | 0.79801 |
SGDJPY | 0.01686 | 0.02936 | 0.07486 | 0.08993 | 0.13429 | 0.93065 | 1.50639 | 6.18764 | 10.69917 |
USDARS | 0.0501 | 0.17108 | 0.4923 | 0.56689 | 0.60813 | 1.20494 | - | - | - |
USDBGN | 0.00209 | 0.00228 | 0.00228 | 0.00325 | 0.00417 | 0.00601 | - | - | - |
USDBRL | 0.00304 | 0.00022 | 0.00031 | 0.00329 | 0.01015 | 0.01684 | - | - | - |
USDCAD | 0.00016 | 0.00036 | 0.00060 | 0.00072 | 0.00161 | 0.00326 | 0.00672 | 0.02755 | 0.06684 |
USDCHF | 0.00015 | 0.00034 | 0.00059 | 0.00062 | 0.00095 | 0.00277 | 0.00456 | 0.01374 | 0.10613 |
USDCLP | 0.195 | 0.42143 | 1.005 | 2.22714 | - | - | - | - | - |
USDCNH | 0.00044 | 0.00074 | 0.00142 | 0.00195 | 0.00586 | 0.01178 | 0.01552 | 0.05316 | 0.21039 |
USDCOP | 3.67357 | 4.33643 | 4.92 | 6.06786 | 11.27352 | - | - | - | - |
USDCRC | - | - | 0.89329 | 0.89329 | 0.91308 | 0.91308 | 1.23806 | - | - |
USDCZK | 0.00367 | 0.0093 | 0.01981 | 0.02349 | 0.02796 | 0.07656 | 0.14297 | 0.41076 | 0.96872 |
USDDOP | - | 4.77561 | 4.77649 | 4.77649 | 4.77981 | 4.77998 | 2.89171 | - | - |
USDEUR | 0.00022 | 0.00034 | 0.00055 | 0.00094 | 0.00137 | 0.00209 | - | - | - |
USDHKD | 0.00756 | 0.00508 | 0.00239 | 0.00302 | 0.00288 | 0.00429 | 0.00937 | 0.01932 | 0.03414 |
USDHUF | 0.09364 | 0.19829 | 0.40386 | 0.47921 | 0.59414 | 1.76264 | 2.917 | 7.502 | 20.07529 |
USDIDR | 7.8 | 19.64286 | 22.31429 | 20.52857 | 28.57857 | 57.23571 | - | - | - |
USDINR | 0.00873 | 0.01354 | 0.02596 | 0.04293 | 0.06196 | 0.11836 | - | - | - |
USDJPY | 0.01979 | 0.03979 | 0.08129 | 0.11107 | 0.16557 | 0.40164 | 0.61543 | 2.74136 | 6.64221 |
USDKES | - | 0.51952 | 0.51952 | 0.68434 | 0.86154 | - | - | - | - |
USDKWD | 0.000070 | 0.000070 | 0.000070 | 0.000080 | 0.000090 | - | - | - | - |
USDMXN | 0.00666 | 0.02937 | 0.06704 | 0.06724 | 0.06925 | 0.10279 | 0.13702 | 0.38771 | 2.04682 |
USDMYR | 0.00136 | 0.00209 | 0.00255 | 0.00282 | 0.00291 | - | - | - | - |
USDNOK | 0.00233 | 0.00608 | 0.011 | 0.0147 | 0.03372 | 0.0646 | 0.18799 | 0.78002 | 1.25469 |
USDPEN | - | 0.02528 | 0.02528 | 0.02528 | 0.02951 | 0.0295 | 0.07496 | - | - |
USDPHP | 0.01364 | 0.03736 | 0.08671 | 0.1335 | 0.17507 | - | - | - | - |
USDPKR | - | 0.51405 | 0.51405 | 0.51405 | 0.56909 | 0.48433 | - | - | - |
USDPLN | 0.001 | 0.00209 | 0.00479 | 0.0041 | 0.00503 | 0.01801 | 0.02735 | 285156768.55664 | 311703260747.6044 |
USDRON | 0.00106 | 0.00189 | 0.00333 | 0.00814 | 0.01217 | - | - | - | - |
USDRUB | - | - | - | 0.51179 | 0.51179 | 0.55286 | 0.64214 | 1.16393 | 16.91311 |
USDSAR | 0.00107 | 0.00075 | 0.00073 | 0.00106 | 0.00126 | 0.00316 | - | - | - |
USDSEK | 0.00227 | 0.00624 | 0.01107 | 0.01256 | 0.02599 | 0.0557 | 0.301 | 0.73999 | 1.83914 |
USDSGD | 0.00013 | 0.00027 | 0.00050 | 0.00058 | 0.00104 | 0.00327 | 0.00491 | 0.01252 | 0.03354 |
USDTHB | 0.00238 | 0.00696 | 0.02208 | 0.03559 | 0.09505 | 0.17475 | 0.40796 | 1.02271 | 2.13143 |
USDTRY | 0.0014 | 0.00608 | 0.01187 | 0.01791 | 0.06205 | 0.10553 | 0.38587 | 1.02302 | 3.03535 |
USDZAR | 0.01133 | 0.02851 | 0.0527 | 0.0602 | 0.0866 | 0.1695 | 0.4819 | 1.07498 | 36.69201 |
XAGAUD | 0.025 | 0.05471 | 0.15243 | 0.23043 | 0.31329 | 0.65914 | 1.50279 | 2.79957 | 4.1455 |
XAGEUR | 0.01807 | 0.03621 | 0.09886 | 0.14871 | 0.20626 | 0.40191 | 0.97924 | 1.72209 | 2.55719 |
XAGUSD | 0.01836 | 0.04021 | 0.10614 | 0.16307 | 0.21625 | 0.44029 | 1.03769 | 1.85061 | 3.06904 |
XAUAUD | 0.79643 | 2.07857 | 4.63357 | 6.25071 | 7.88286 | 16.90357 | 36.36857 | 127.80714 | 191.335 |
XAUEUR | 0.50429 | 1.21357 | 3.04857 | 4.10714 | 5.06857 | 10.08 | 24.97429 | 77.77 | 108.68714 |
XAUGBP | 0.47 | 1.13714 | 2.71857 | 3.60786 | 4.03571 | 8.10286 | 20.03429 | 65.13143 | 94.18571 |
XAUJPY | 97.42857 | 195.78571 | 468.42857 | 694.71429 | 845.26429 | 1796.83571 | 4313.01429 | 14010.13571 | 16846.50714 |
XAUUSD | 0.53286 | 1.25 | 3.08 | 4.475 | 5.41143 | 11.47071 | 28.89286 | 84.65571 | 131.68357 |
XPDUSD | 0.67643 | 3.02429 | 4.92357 | 5.505 | 14.58857 | 19.44 | 88.54 | 194.94143 | 793.87643 |
XPTUSD | 0.70143 | 1.79429 | 3.19786 | 3.975 | 8.98 | 13.70571 | 35.39429 | 76.015 | 123.115 |
ZARJPY | 0.00829 | 0.01657 | 0.028 | 0.03136 | 0.03287 | 0.0679 | 0.10974 | 0.22575 | 0.54456 |