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Average True Range (ATR) Indicateur
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 heure | 4 heures | 1 jour | 1 semaine | 1 mois | |
---|---|---|---|---|---|---|---|---|---|
AUDCAD | 0.00016 | 0.00041 | 0.00114 | 0.00101 | 0.00164 | 0.00878 | 0.00573 | 0.02067 | 0.0314 |
AUDCHF | 0.00015 | 0.00030 | 0.00114 | 0.00115 | 0.00125 | 0.01059 | 0.00416 | 0.0156 | 0.0349 |
AUDJPY | 0.02207 | 0.0625 | 0.17229 | 0.15079 | 0.18364 | 1.66007 | 1.17257 | 3.23502 | 4.27693 |
AUDNZD | 0.00016 | 0.00052 | 0.00076 | 0.00069 | 0.00115 | 0.00688 | 0.00789 | 0.03721 | 0.03701 |
AUDSGD | 0.00017 | 0.00037 | 0.00114 | 0.00106 | 0.00131 | 0.00914 | 0.00597 | 0.01987 | 0.04043 |
AUDUSD | 0.00018 | 0.00039 | 0.00107 | 0.00112 | 0.00142 | 0.00802 | 0.00629 | 0.02494 | 0.03752 |
CADCHF | 0.00014 | 0.00023 | 0.001 | 0.00142 | 0.00127 | 0.00839 | 0.00409 | 0.01255 | 0.03298 |
CADJPY | 0.02029 | 0.03921 | 0.13829 | 0.16307 | 0.18186 | 1.25379 | 1.49743 | 3.46532 | 4.71571 |
CHFJPY | 0.033 | 0.06336 | 0.22629 | 0.29771 | 0.24243 | 1.11079 | 1.42731 | 6.08286 | 4.30329 |
CHFSGD | 0.00028 | 0.00052 | 0.00206 | 0.00328 | 0.00277 | 0.02027 | 0.00834 | 0.03311 | 0.04817 |
EURAUD | 0.00042 | 0.001 | 0.00342 | 0.00274 | 0.00305 | 0.02759 | 0.01228 | 0.04824 | 0.06784 |
EURCAD | 0.00026 | 0.00050 | 0.00217 | 0.00273 | 0.00245 | 0.01289 | 0.00853 | 0.03388 | 0.05959 |
EURCHF | 0.00014 | 0.00029 | 0.00087 | 0.00147 | 0.00155 | 0.00733 | 0.00402 | 0.01414 | 0.02689 |
EURCZK | 0.00073 | 0.00593 | 0.01149 | 0.01569 | 0.03887 | 0.08453 | 0.09 | 0.36811 | 0.46989 |
EURGBP | 0.00011 | 0.00021 | 0.00080 | 0.00096 | 0.00108 | 0.00535 | 0.0051 | 0.01517 | 0.0339 |
EURHUF | 0.03629 | 0.08557 | 0.46293 | 0.39193 | 0.55864 | 2.7085 | 2.57257 | 12.73821 | 7.5468 |
EURJPY | 0.02771 | 0.06293 | 0.16486 | 0.17179 | 0.23157 | 1.14871 | 1.64171 | 3.77381 | 5.41336 |
EURMXN | 0.00404 | 0.00837 | 0.03625 | 0.06039 | 0.04575 | 0.39653 | 0.25616 | 0.62971 | 1.64586 |
EURNOK | 0.00356 | 0.00376 | 0.01815 | 0.02831 | 0.02597 | 0.17429 | 0.07861 | 0.31621 | 0.34827 |
EURNZD | 0.00039 | 0.00117 | 0.00336 | 0.00314 | 0.00277 | 0.02656 | 0.01048 | 0.04348 | 0.07837 |
EURPLN | 0.00048 | 0.00104 | 0.00343 | 0.00563 | 0.00674 | 0.03112 | 0.01814 | 0.09441 | 0.11917 |
EURSEK | 0.00334 | 0.00466 | 0.01931 | 0.02303 | 0.02584 | 0.09593 | 0.04682 | 0.85036 | 0.27967 |
EURSGD | 0.00019 | 0.00048 | 0.00155 | 0.00189 | 0.00214 | 0.01088 | 0.01053 | 0.02442 | 0.04535 |
EURTRY | 0.00798 | 0.02831 | 0.05737 | 0.07549 | 0.0928 | 0.35899 | 0.38278 | 2.02311 | 0.28961 |
EURUSD | 0.00022 | 0.00050 | 0.00171 | 0.00226 | 0.00227 | 0.0091 | 0.01098 | 0.02152 | 0.05056 |
EURZAR | 0.00586 | 0.01117 | 0.02794 | 0.04347 | 0.09208 | 0.36294 | 0.1953 | 0.83399 | 1.18616 |
GBPAUD | 0.00044 | 0.00117 | 0.00318 | 0.00246 | 0.00363 | 0.02633 | 0.02297 | 0.06216 | 0.09408 |
GBPCAD | 0.00030 | 0.00048 | 0.00162 | 0.00237 | 0.00313 | 0.01019 | 0.02168 | 0.04809 | 0.09221 |
GBPCHF | 0.00021 | 0.00032 | 0.00145 | 0.00218 | 0.00219 | 0.01272 | 0.00862 | 0.02226 | 0.05383 |
GBPJPY | 0.0285 | 0.06336 | 0.19643 | 0.22014 | 0.34864 | 1.92314 | 2.2255 | 4.30883 | 7.75471 |
GBPMXN | 0.00499 | 0.00814 | 0.03247 | 0.07374 | 0.05313 | 0.35765 | 0.34364 | 0.64172 | 2.03664 |
GBPNOK | 0.00431 | 0.00515 | 0.02267 | 0.03066 | 0.03615 | 0.15296 | 0.19248 | 0.47962 | 0.62671 |
GBPNZD | 0.00045 | 0.00144 | 0.00304 | 0.00304 | 0.00264 | 0.02554 | 0.01437 | 0.04353 | 0.10518 |
GBPSEK | 0.00446 | 0.00594 | 0.01947 | 0.02863 | 0.03437 | 0.09707 | 0.09537 | 0.45766 | 0.772 |
GBPSGD | 0.00023 | 0.00054 | 0.00113 | 0.00169 | 0.0022 | 0.00804 | 0.01277 | 0.02993 | 0.07063 |
GBPTRY | 0.00982 | 0.03588 | 0.04771 | 0.08157 | 0.10017 | 0.29041 | 0.53664 | 2.30728 | 0.38736 |
GBPUSD | 0.00025 | 0.00048 | 0.0012 | 0.00199 | 0.00224 | 0.00681 | 0.01469 | 0.02962 | 0.06049 |
NOKJPY | 0.00786 | 0.01 | 0.02643 | 0.03507 | 0.04129 | 0.25829 | 0.18348 | 0.5697 | 0.98049 |
NOKSEK | 0.00040 | 0.00035 | 0.00157 | 0.0017 | 0.00236 | 0.01034 | 0.0094 | 0.07249 | 0.03656 |
NZDCAD | 0.00016 | 0.00047 | 0.00095 | 0.00105 | 0.00154 | 0.00731 | 0.00562 | 0.02392 | 0.03854 |
NZDCHF | 0.00013 | 0.00034 | 0.00096 | 0.00106 | 0.00109 | 0.00876 | 0.00384 | 0.01281 | 0.03278 |
NZDJPY | 0.021 | 0.06071 | 0.14436 | 0.15136 | 0.16986 | 1.36579 | 1.34407 | 4.00675 | 4.54907 |
NZDUSD | 0.00015 | 0.00041 | 0.00089 | 0.00117 | 0.00115 | 0.00669 | 0.01645 | 0.02414 | 0.04171 |
SEKJPY | 0.00814 | 0.01321 | 0.03564 | 0.036 | 0.04479 | 0.20036 | 0.16036 | 0.53646 | 0.67961 |
SGDJPY | 0.01943 | 0.04636 | 0.11657 | 0.13257 | 0.16057 | 1.17093 | 1.59229 | 4.85151 | 2.9651 |
USDCAD | 0.00017 | 0.00029 | 0.00114 | 0.00171 | 0.00209 | 0.0064 | 0.01888 | 0.02827 | 0.05701 |
USDCHF | 0.00019 | 0.00038 | 0.0015 | 0.00234 | 0.00188 | 0.01078 | 0.00689 | 0.02357 | 0.04132 |
USDCNH | 0.00049 | 0.00214 | 0.00292 | 0.00323 | 0.00497 | 0.03478 | 0.02652 | 0.11148 | 0.17519 |
USDCZK | 0.00402 | 0.0116 | 0.031 | 0.04161 | 0.06107 | 0.18718 | 0.21935 | 0.62101 | 1.21535 |
USDHUF | 0.07229 | 0.20043 | 0.72943 | 0.75493 | 0.92086 | 3.00207 | 4.27864 | 13.49779 | 15.40879 |
USDJPY | 0.03057 | 0.05536 | 0.19086 | 0.26371 | 0.26457 | 1.57579 | 1.30514 | 3.66443 | 4.66179 |
USDMXN | 0.00173 | 0.00272 | 0.02454 | 0.0461 | 0.03116 | 0.26131 | 0.28581 | 0.48233 | 1.38927 |
USDNOK | 0.00403 | 0.00351 | 0.02014 | 0.02913 | 0.03363 | 0.12609 | 0.15765 | 0.73291 | 0.45462 |
USDPLN | 0.00099 | 0.00232 | 0.00634 | 0.00867 | 0.00859 | 0.03425 | 0.04566 | 0.14341 | 0.2201 |
USDRUB | 0.02935 | 0.00757 | 0.16055 | 0.50565 | 0.4984 | 0.75976 | 2.85122 | 3.52302 | 3.46191 |
USDSEK | 0.00375 | 0.00462 | 0.02044 | 0.02723 | 0.02827 | 0.09434 | 0.12019 | 0.72538 | 0.48008 |
USDSGD | 0.00015 | 0.00050 | 0.00107 | 0.00136 | 0.00136 | 0.00545 | 0.00755 | 0.02035 | 0.0351 |
USDTHB | 0.00465 | 0.02186 | 0.03645 | 0.06387 | 0.04752 | 0.24015 | 0.36912 | 1.24579 | 1.21371 |
USDTRY | 0.00080 | 0.00456 | 0.008 | 0.0222 | 0.01882 | 0.07331 | 0.13558 | 1.80557 | 0.25962 |
USDZAR | 0.00456 | 0.0097 | 0.02268 | 0.03876 | 0.08205 | 0.25057 | 0.24339 | 1.36841 | 1.13922 |
XAGAUD | 0.04257 | 0.08629 | 0.20421 | 0.25379 | 0.27279 | 0.80014 | 1.07271 | 2.0285 | 3.99186 |
XAGEUR | 0.02529 | 0.04593 | 0.11679 | 0.14386 | 0.14686 | 0.60971 | 0.68009 | 1.36636 | 2.60781 |
XAGUSD | 0.02729 | 0.051 | 0.13807 | 0.157 | 0.156 | 0.58464 | 0.71327 | 1.68209 | 1.87193 |
XAUAUD | 3.15929 | 4.96214 | 14.32571 | 21.86571 | 27.78786 | 63.01357 | 66.60571 | 66.76286 | 174.72929 |
XAUEUR | 1.71643 | 2.85786 | 5.995 | 11.19786 | 15.09214 | 41.255 | 42.06 | 39.35286 | 103.20786 |
XAUGBP | 1.44571 | 2.31857 | 5.21786 | 9.92571 | 12.47786 | 31.90143 | 39.48571 | 37.35 | 94.30714 |
XAUJPY | 255.42857 | 465.85714 | 965.21429 | 1814.35714 | 2411.78571 | 6974.35714 | 5333.28571 | 6130.44286 | 14742.21429 |
XAUUSD | 2.05857 | 3.29357 | 7.055 | 13.64071 | 17.21786 | 41.95786 | 31.99786 | 44.60214 | 71.54857 |
XPDUSD | 0.73143 | 0.82 | 3.53214 | 4.22714 | 5.95714 | 15.15857 | 23.89143 | 374.97571 | 886.515 |
XPTUSD | 2.285 | 0.39071 | 3.11571 | 4.80786 | 4.60429 | 12.52714 | 18.67143 | 82.13929 | 169.93 |
ZARJPY | 0.00571 | 0.00907 | 0.01636 | 0.0195 | 0.03714 | 0.15386 | 0.12434 | 0.34886 | 0.59486 |