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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 | 0.00041 | 0.00090 | 0.00124 | 0.002 | 0.00893 | 0.00573 | 0.02067 | 0.0314 |
AUDCHF | 0.00022 | 0.00029 | 0.00085 | 0.00079 | 0.00145 | 0.01034 | 0.00416 | 0.0156 | 0.0349 |
AUDJPY | 0.03314 | 0.057 | 0.13107 | 0.14714 | 0.23743 | 1.6625 | 1.17257 | 3.23502 | 4.27693 |
AUDNZD | 0.00021 | 0.00043 | 0.00062 | 0.00067 | 0.00125 | 0.0068 | 0.00789 | 0.03721 | 0.03701 |
AUDSGD | 0.00031 | 0.00044 | 0.00094 | 0.00124 | 0.00174 | 0.00935 | 0.00597 | 0.01987 | 0.04043 |
AUDUSD | 0.00025 | 0.00038 | 0.00094 | 0.00124 | 0.00182 | 0.00812 | 0.00629 | 0.02494 | 0.03752 |
CADCHF | 0.00020 | 0.00026 | 0.00076 | 0.00098 | 0.00118 | 0.00767 | 0.00409 | 0.01255 | 0.03298 |
CADJPY | 0.025 | 0.06129 | 0.08779 | 0.12121 | 0.17971 | 1.21936 | 1.49743 | 3.46532 | 4.71571 |
CHFJPY | 0.05579 | 0.08343 | 0.21829 | 0.27207 | 0.24879 | 1.01207 | 1.42731 | 6.08286 | 4.30329 |
CHFSGD | 0.00048 | 0.00072 | 0.00189 | 0.00248 | 0.0028 | 0.01849 | 0.00834 | 0.03311 | 0.04817 |
EURAUD | 0.00074 | 0.00087 | 0.00222 | 0.00304 | 0.00381 | 0.02795 | 0.01228 | 0.04824 | 0.06784 |
EURCAD | 0.00046 | 0.00060 | 0.00142 | 0.00209 | 0.00247 | 0.01211 | 0.00853 | 0.03388 | 0.05959 |
EURCHF | 0.00027 | 0.00030 | 0.00083 | 0.00127 | 0.00156 | 0.00677 | 0.00402 | 0.01414 | 0.02689 |
EURCZK | 0.0172 | 0.0072 | 0.01276 | 0.0181 | 0.03802 | 0.08546 | 0.09 | 0.36811 | 0.46989 |
EURGBP | 0.00020 | 0.00022 | 0.00068 | 0.00124 | 0.00116 | 0.00482 | 0.0051 | 0.01517 | 0.0339 |
EURHUF | 0.08457 | 0.12429 | 0.28579 | 0.43543 | 0.58479 | 2.58193 | 2.57257 | 12.73821 | 7.5468 |
EURJPY | 0.04629 | 0.07236 | 0.16036 | 0.18729 | 0.26164 | 1.15364 | 1.64171 | 3.77381 | 5.41336 |
EURMXN | 0.00834 | 0.00888 | 0.02409 | 0.0375 | 0.04225 | 0.36911 | 0.25616 | 0.62971 | 1.64586 |
EURNOK | 0.0067 | 0.00719 | 0.02044 | 0.02666 | 0.02882 | 0.16049 | 0.07861 | 0.31621 | 0.34827 |
EURNZD | 0.00084 | 0.00082 | 0.00225 | 0.00299 | 0.00347 | 0.02722 | 0.01048 | 0.04348 | 0.07837 |
EURPLN | 0.00116 | 0.00176 | 0.00444 | 0.00491 | 0.00695 | 0.0305 | 0.01814 | 0.09441 | 0.11917 |
EURSEK | 0.00601 | 0.00548 | 0.0174 | 0.02383 | 0.02783 | 0.092 | 0.04682 | 0.85036 | 0.27967 |
EURSGD | 0.00037 | 0.00053 | 0.0011 | 0.00168 | 0.0022 | 0.0103 | 0.01053 | 0.02442 | 0.04535 |
EURTRY | 0.01509 | 0.02509 | 0.05047 | 0.08155 | 0.10964 | 0.35354 | 0.38278 | 2.02311 | 0.28961 |
EURUSD | 0.00036 | 0.00051 | 0.00122 | 0.00199 | 0.0024 | 0.00832 | 0.01098 | 0.02152 | 0.05056 |
EURZAR | 0.0098 | 0.01063 | 0.04201 | 0.03682 | 0.08618 | 0.33601 | 0.1953 | 0.83399 | 1.18616 |
GBPAUD | 0.00068 | 0.001 | 0.00233 | 0.00294 | 0.00472 | 0.02715 | 0.02297 | 0.06216 | 0.09408 |
GBPCAD | 0.00039 | 0.00048 | 0.00128 | 0.00213 | 0.00299 | 0.00964 | 0.02168 | 0.04809 | 0.09221 |
GBPCHF | 0.00031 | 0.00040 | 0.00144 | 0.00174 | 0.00213 | 0.01134 | 0.00862 | 0.02226 | 0.05383 |
GBPJPY | 0.05 | 0.09336 | 0.16214 | 0.19314 | 0.36221 | 1.84336 | 2.2255 | 4.30883 | 7.75471 |
GBPMXN | 0.00788 | 0.00622 | 0.02778 | 0.04758 | 0.04951 | 0.3409 | 0.34364 | 0.64172 | 2.03664 |
GBPNOK | 0.00707 | 0.00904 | 0.02516 | 0.03371 | 0.03876 | 0.1464 | 0.19248 | 0.47962 | 0.62671 |
GBPNZD | 0.00079 | 0.00093 | 0.00213 | 0.00323 | 0.00363 | 0.02655 | 0.01437 | 0.04353 | 0.10518 |
GBPSEK | 0.00747 | 0.00781 | 0.02669 | 0.03248 | 0.03532 | 0.08939 | 0.09537 | 0.45766 | 0.772 |
GBPSGD | 0.00034 | 0.00048 | 0.00122 | 0.00167 | 0.00208 | 0.00788 | 0.01277 | 0.02993 | 0.07063 |
GBPTRY | 0.01176 | 0.02146 | 0.04718 | 0.07297 | 0.09577 | 0.2976 | 0.53664 | 2.30728 | 0.38736 |
GBPUSD | 0.00030 | 0.00038 | 0.00115 | 0.00186 | 0.00216 | 0.00667 | 0.01469 | 0.02962 | 0.06049 |
NOKJPY | 0.0095 | 0.01329 | 0.02979 | 0.03843 | 0.04421 | 0.2465 | 0.18348 | 0.5697 | 0.98049 |
NOKSEK | 0.00052 | 0.00042 | 0.00177 | 0.00195 | 0.0022 | 0.00947 | 0.0094 | 0.07249 | 0.03656 |
NZDCAD | 0.00028 | 0.00040 | 0.00077 | 0.00115 | 0.00173 | 0.00743 | 0.00562 | 0.02392 | 0.03854 |
NZDCHF | 0.00020 | 0.00027 | 0.00077 | 0.00068 | 0.0012 | 0.00861 | 0.00384 | 0.01281 | 0.03278 |
NZDJPY | 0.03386 | 0.04821 | 0.10271 | 0.13029 | 0.2015 | 1.38193 | 1.34407 | 4.00675 | 4.54907 |
NZDUSD | 0.00024 | 0.00033 | 0.00084 | 0.00117 | 0.00141 | 0.00672 | 0.01645 | 0.02414 | 0.04171 |
SEKJPY | 0.01114 | 0.01364 | 0.03471 | 0.03907 | 0.04679 | 0.19807 | 0.16036 | 0.53646 | 0.67961 |
SGDJPY | 0.02593 | 0.06214 | 0.08429 | 0.11093 | 0.1635 | 1.14321 | 1.59229 | 4.85151 | 2.9651 |
USDCAD | 0.00028 | 0.00034 | 0.00099 | 0.00149 | 0.002 | 0.00634 | 0.01888 | 0.02827 | 0.05701 |
USDCHF | 0.00031 | 0.00043 | 0.00118 | 0.00176 | 0.00183 | 0.00947 | 0.00689 | 0.02357 | 0.04132 |
USDCNH | 0.00092 | 0.00222 | 0.0046 | 0.00286 | 0.00567 | 0.03245 | 0.02652 | 0.11148 | 0.17519 |
USDCZK | 0.02111 | 0.01232 | 0.02813 | 0.0407 | 0.05739 | 0.16966 | 0.21935 | 0.62101 | 1.21535 |
USDHUF | 0.148 | 0.19414 | 0.48621 | 0.68336 | 0.94786 | 2.94557 | 4.27864 | 13.49779 | 15.40879 |
USDJPY | 0.03714 | 0.09057 | 0.11521 | 0.208 | 0.27329 | 1.47914 | 1.30514 | 3.66443 | 4.66179 |
USDMXN | 0.00346 | 0.00375 | 0.01603 | 0.03456 | 0.02935 | 0.25359 | 0.28581 | 0.48233 | 1.38927 |
USDNOK | 0.00486 | 0.00704 | 0.02077 | 0.02865 | 0.03439 | 0.12549 | 0.15765 | 0.73291 | 0.45462 |
USDPLN | 0.00154 | 0.00223 | 0.00596 | 0.00704 | 0.0091 | 0.03232 | 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 | 0.0059 | 0.00629 | 0.02095 | 0.02636 | 0.03109 | 0.08994 | 0.12019 | 0.72538 | 0.48008 |
USDSGD | 0.00023 | 0.00040 | 0.00096 | 0.00124 | 0.00152 | 0.00516 | 0.00755 | 0.02035 | 0.0351 |
USDTHB | 0.01193 | 0.02545 | 0.03552 | 0.04865 | 0.05116 | 0.23379 | 0.36912 | 1.24579 | 1.21371 |
USDTRY | 0.00112 | 0.00936 | 0.00844 | 0.00762 | 0.02325 | 0.07017 | 0.13558 | 1.80557 | 0.25962 |
USDZAR | 0.00663 | 0.00704 | 0.03396 | 0.04084 | 0.06876 | 0.24556 | 0.24339 | 1.36841 | 1.13922 |
XAGAUD | 0.03136 | 0.06314 | 0.1295 | 0.223 | 0.27943 | 0.79521 | 1.07271 | 2.0285 | 3.99186 |
XAGEUR | 0.02279 | 0.0365 | 0.07829 | 0.11371 | 0.15064 | 0.58179 | 0.68009 | 1.36636 | 2.60781 |
XAGUSD | 0.02471 | 0.03886 | 0.09243 | 0.13121 | 0.15636 | 0.57557 | 0.71327 | 1.68209 | 1.87193 |
XAUAUD | 2.75071 | 6.43714 | 9.95429 | 18.375 | 36.69357 | 59.07071 | 66.60571 | 66.76286 | 174.72929 |
XAUEUR | 1.35857 | 3.59286 | 5.28357 | 8.90643 | 18.29357 | 38.21714 | 42.06 | 39.35286 | 103.20786 |
XAUGBP | 1.12714 | 3.12929 | 4.35357 | 7.97214 | 15.40071 | 31.175 | 39.48571 | 37.35 | 94.30714 |
XAUJPY | 212.5 | 651.85714 | 763.28571 | 1458.92857 | 2883.35714 | 6108.78571 | 5333.28571 | 6130.44286 | 14742.21429 |
XAUUSD | 1.37643 | 4.35214 | 6.03 | 10.45786 | 21.89357 | 40.52357 | 31.99786 | 44.60214 | 71.54857 |
XPDUSD | 1.13786 | 0.91214 | 2.66929 | 2.52143 | 5.15786 | 15.48429 | 23.89143 | 374.97571 | 886.515 |
XPTUSD | 0.69571 | 2.39571 | 2.87929 | 3.85286 | 4.14786 | 13.25429 | 18.67143 | 82.13929 | 169.93 |
ZARJPY | 0.00593 | 0.00821 | 0.01514 | 0.018 | 0.03757 | 0.14579 | 0.12434 | 0.34886 | 0.59486 |