Advertisement
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 | 0.00014 | 0.00030 | 0.00098 | 0.00121 | 0.0017 | 0.0098 | 0.0061 | 0.02067 | 0.0314 |
AUDCHF | 0.00010 | 0.00032 | 0.00067 | 0.00082 | 0.00139 | 0.01083 | 0.00421 | 0.0156 | 0.0349 |
AUDJPY | 0.02371 | 0.05036 | 0.10971 | 0.1495 | 0.26293 | 1.76436 | 1.18536 | 3.23502 | 4.27693 |
AUDNZD | 0.00015 | 0.00025 | 0.00075 | 0.00086 | 0.0013 | 0.00737 | 0.00785 | 0.03721 | 0.03701 |
AUDSGD | 0.00018 | 0.00034 | 0.00087 | 0.00112 | 0.00195 | 0.01008 | 0.00601 | 0.01987 | 0.04043 |
AUDUSD | 0.00014 | 0.00042 | 0.00103 | 0.00113 | 0.00165 | 0.00892 | 0.00589 | 0.02494 | 0.03752 |
CADCHF | 0.00011 | 0.00036 | 0.00066 | 0.00080 | 0.00112 | 0.00758 | 0.00415 | 0.01255 | 0.03298 |
CADJPY | 0.02579 | 0.053 | 0.10664 | 0.14321 | 0.18621 | 1.2445 | 1.24836 | 3.46532 | 4.71571 |
CHFJPY | 0.02986 | 0.062 | 0.11193 | 0.19 | 0.28336 | 1.03764 | 1.47089 | 6.08286 | 4.30329 |
CHFSGD | 0.00028 | 0.00073 | 0.00125 | 0.00151 | 0.00246 | 0.01782 | 0.00724 | 0.03311 | 0.04817 |
EURAUD | 0.00032 | 0.00076 | 0.00179 | 0.00258 | 0.00405 | 0.02933 | 0.01365 | 0.04824 | 0.06784 |
EURCAD | 0.00026 | 0.00069 | 0.00157 | 0.00186 | 0.00236 | 0.01198 | 0.00928 | 0.03388 | 0.05959 |
EURCHF | 0.00010 | 0.00030 | 0.00057 | 0.00070 | 0.00141 | 0.00699 | 0.00388 | 0.01414 | 0.02689 |
EURCZK | 0.00214 | 0.00962 | 0.00424 | 0.0152 | 0.02942 | 0.08463 | 0.08899 | 0.36811 | 0.46989 |
EURGBP | 0.00010 | 0.00026 | 0.00047 | 0.00061 | 0.00099 | 0.00479 | 0.0046 | 0.01517 | 0.0339 |
EURHUF | 0.05357 | 0.10914 | 0.19529 | 0.33243 | 0.50571 | 2.30393 | 2.82264 | 12.73821 | 7.5468 |
EURJPY | 0.031 | 0.0615 | 0.08371 | 0.19879 | 0.27021 | 1.25157 | 1.72079 | 3.77381 | 5.41336 |
EURMXN | 0.00372 | 0.01507 | 0.02015 | 0.02898 | 0.04749 | 0.35784 | 0.26445 | 0.62971 | 1.64586 |
EURNOK | 0.00334 | 0.00623 | 0.00731 | 0.01591 | 0.0306 | 0.15353 | 0.07914 | 0.31621 | 0.34827 |
EURNZD | 0.00032 | 0.00080 | 0.00221 | 0.0026 | 0.00396 | 0.02742 | 0.01165 | 0.04348 | 0.07837 |
EURPLN | 0.00092 | 0.00106 | 0.00142 | 0.00241 | 0.00534 | 0.02804 | 0.01673 | 0.09441 | 0.11917 |
EURSEK | 0.00277 | 0.00425 | 0.00775 | 0.01241 | 0.02252 | 0.0983 | 0.0463 | 0.85036 | 0.27967 |
EURSGD | 0.00022 | 0.00054 | 0.00086 | 0.00126 | 0.00201 | 0.00981 | 0.00752 | 0.02442 | 0.04535 |
EURTRY | 0.01114 | 0.02363 | 0.07256 | 0.06599 | 0.1123 | 0.33438 | 0.36005 | 2.02311 | 0.28961 |
EURUSD | 0.00022 | 0.00071 | 0.0013 | 0.0017 | 0.00232 | 0.00807 | 0.01012 | 0.02152 | 0.05056 |
EURZAR | 0.00509 | 0.01315 | 0.02034 | 0.03017 | 0.07068 | 0.31987 | 0.19927 | 0.83399 | 1.18616 |
GBPAUD | 0.00033 | 0.00082 | 0.0022 | 0.00252 | 0.00485 | 0.02831 | 0.01951 | 0.06216 | 0.09408 |
GBPCAD | 0.00020 | 0.00065 | 0.0014 | 0.00151 | 0.00219 | 0.01021 | 0.01731 | 0.04809 | 0.09221 |
GBPCHF | 0.00014 | 0.00045 | 0.00079 | 0.00106 | 0.00182 | 0.0114 | 0.00815 | 0.02226 | 0.05383 |
GBPJPY | 0.04164 | 0.07443 | 0.10629 | 0.21993 | 0.3465 | 1.93386 | 2.3265 | 4.30883 | 7.75471 |
GBPMXN | 0.00272 | 0.014 | 0.01522 | 0.02257 | 0.04714 | 0.33516 | 0.3513 | 0.64172 | 2.03664 |
GBPNOK | 0.00424 | 0.00676 | 0.01467 | 0.0221 | 0.04347 | 0.14258 | 0.10378 | 0.47962 | 0.62671 |
GBPNZD | 0.00039 | 0.00084 | 0.00275 | 0.00275 | 0.00431 | 0.02668 | 0.0151 | 0.04353 | 0.10518 |
GBPSEK | 0.00386 | 0.0092 | 0.01316 | 0.01995 | 0.02942 | 0.10008 | 0.09519 | 0.45766 | 0.772 |
GBPSGD | 0.00024 | 0.00042 | 0.00096 | 0.00111 | 0.00192 | 0.00799 | 0.01295 | 0.02993 | 0.07063 |
GBPTRY | 0.01489 | 0.02495 | 0.05884 | 0.08375 | 0.10407 | 0.34177 | 0.52139 | 2.30728 | 0.38736 |
GBPUSD | 0.00016 | 0.00059 | 0.00105 | 0.00155 | 0.00189 | 0.0072 | 0.01321 | 0.02962 | 0.06049 |
NOKJPY | 0.00829 | 0.01164 | 0.01693 | 0.02636 | 0.07114 | 0.24757 | 0.176 | 0.5697 | 0.98049 |
NOKSEK | 0.00025 | 0.00025 | 0.00058 | 0.00135 | 0.00304 | 0.00979 | 0.00812 | 0.07249 | 0.03656 |
NZDCAD | 0.00015 | 0.00027 | 0.00099 | 0.00118 | 0.00159 | 0.00745 | 0.00558 | 0.02392 | 0.03854 |
NZDCHF | 0.00010 | 0.00032 | 0.00071 | 0.00073 | 0.00128 | 0.00875 | 0.0036 | 0.01281 | 0.03278 |
NZDJPY | 0.02107 | 0.04707 | 0.11936 | 0.135 | 0.22557 | 1.44621 | 1.09829 | 4.00675 | 4.54907 |
NZDUSD | 0.00012 | 0.00036 | 0.00107 | 0.00108 | 0.00145 | 0.00703 | 0.00974 | 0.02414 | 0.04171 |
SEKJPY | 0.008 | 0.01171 | 0.01729 | 0.03943 | 0.04193 | 0.21471 | 0.15671 | 0.53646 | 0.67961 |
SGDJPY | 0.02243 | 0.04779 | 0.07436 | 0.12064 | 0.18679 | 1.12693 | 0.91521 | 4.85151 | 2.9651 |
USDCAD | 0.00011 | 0.00062 | 0.0015 | 0.00093 | 0.00143 | 0.00734 | 0.01812 | 0.02827 | 0.05701 |
USDCHF | 0.00015 | 0.00054 | 0.00096 | 0.00137 | 0.00171 | 0.00894 | 0.00631 | 0.02357 | 0.04132 |
USDCNH | 0.00072 | 0.00108 | 0.00515 | 0.00441 | 0.00593 | 0.03144 | 0.02512 | 0.11148 | 0.17519 |
USDCZK | 0.00498 | 0.01499 | 0.02612 | 0.03643 | 0.05088 | 0.17624 | 0.21833 | 0.62101 | 1.21535 |
USDHUF | 0.07757 | 0.23893 | 0.46729 | 0.63129 | 0.88821 | 3.13364 | 4.3545 | 13.49779 | 15.40879 |
USDJPY | 0.03371 | 0.08586 | 0.15 | 0.24979 | 0.30207 | 1.39071 | 1.25021 | 3.66443 | 4.66179 |
USDMXN | 0.00129 | 0.01 | 0.01233 | 0.01192 | 0.02567 | 0.26673 | 0.28382 | 0.48233 | 1.38927 |
USDNOK | 0.00339 | 0.00738 | 0.01574 | 0.01906 | 0.03304 | 0.13683 | 0.1532 | 0.73291 | 0.45462 |
USDPLN | 0.00098 | 0.00249 | 0.00511 | 0.00651 | 0.00892 | 0.03296 | 0.04585 | 0.14341 | 0.2201 |
USDRUB | 0.02935 | 0.00757 | 0.16055 | 0.50565 | 0.4984 | 0.75976 | 2.85122 | 3.52302 | 3.46191 |
USDSEK | 0.00294 | 0.00834 | 0.01369 | 0.01775 | 0.02692 | 0.09615 | 0.11727 | 0.72538 | 0.48008 |
USDSGD | 0.00018 | 0.00045 | 0.00116 | 0.00138 | 0.00156 | 0.00525 | 0.00754 | 0.02035 | 0.0351 |
USDTHB | 0.00893 | 0.00759 | 0.04979 | 0.08051 | 0.06473 | 0.25372 | 0.26655 | 1.24579 | 1.21371 |
USDTRY | 0.0025 | 0.00208 | 0.02191 | 0.02282 | 0.0292 | 0.0887 | 0.10716 | 1.80557 | 0.25962 |
USDZAR | 0.00398 | 0.00602 | 0.02023 | 0.03463 | 0.04936 | 0.25306 | 0.24232 | 1.36841 | 1.13922 |
XAGAUD | 0.02857 | 0.07214 | 0.09693 | 0.15379 | 0.26243 | 1.11271 | 1.04571 | 2.0285 | 3.99186 |
XAGEUR | 0.01614 | 0.03886 | 0.06036 | 0.08886 | 0.142 | 0.757 | 0.65821 | 1.36636 | 2.60781 |
XAGUSD | 0.0185 | 0.04814 | 0.07707 | 0.11921 | 0.14714 | 0.768 | 0.685 | 1.68209 | 1.87193 |
XAUAUD | 2.62643 | 6.10286 | 13.22857 | 22.41786 | 39.21286 | 63.85071 | 66.50714 | 385.83929 | 174.72929 |
XAUEUR | 1.25643 | 2.64929 | 6.77 | 12.18857 | 19.03429 | 39.085 | 42.52214 | 39.35286 | 103.20786 |
XAUGBP | 1.07429 | 2.42143 | 5.85071 | 10.59214 | 16.77 | 29.86071 | 39.17071 | 37.35 | 94.30714 |
XAUJPY | 220.64286 | 408.21429 | 1129.71429 | 1987.21429 | 3125.0 | 6659.78571 | 5440.07143 | 6130.44286 | 14742.21429 |
XAUUSD | 1.495 | 3.46929 | 8.95214 | 15.94214 | 23.86571 | 39.79286 | 31.29143 | 44.60214 | 71.54857 |
XPDUSD | 0.32714 | 1.82429 | 3.05929 | 3.08857 | 5.33 | 20.92643 | 23.63714 | 374.97571 | 886.515 |
XPTUSD | 0.26429 | 1.25857 | 2.86429 | 2.87857 | 3.92 | 18.27429 | 19.84 | 82.13929 | 169.93 |
ZARJPY | 0.006 | 0.00864 | 0.01214 | 0.01686 | 0.03329 | 0.14579 | 0.12121 | 0.34886 | 0.59486 |