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 | 0.00017 | 0.00057 | 0.00098 | 0.00129 | 0.00169 | 0.00219 | 0.00451 | 6932018124.00344 | 75792449119.5855 |
AUDCHF | 0.00012 | 0.00045 | 0.00094 | 0.00116 | 0.00172 | 0.00299 | 0.00485 | 49936.23605 | 138867.67671 |
AUDJPY | 0.01779 | 0.06969 | 0.09573 | 0.13081 | 0.21093 | 0.44247 | 1.09151 | 9.71379 | 5.74842 |
AUDNZD | 0.00018 | 0.00068 | 0.00128 | 0.00155 | 0.00204 | 0.00439 | 774564468.49859 | 0.10053 | 3103119336.36699 |
AUDSGD | 0.00020 | 0.00058 | 0.00115 | 0.00163 | 0.00212 | 0.0032 | 0.00619 | 0.01305 | 0.02962 |
AUDUSD | 0.000090 | 0.00035 | 0.00067 | 0.00094 | 0.00153 | 0.00273 | 0.00577 | 0.01602 | 0.03394 |
BRLEUR | 0.000090 | 0.00013 | 0.00022 | 0.00039 | 0.00038 | 0.00095 | 0.00194 | 0.00367 | - |
CADCHF | 0.00010 | 0.00041 | 0.00082 | 0.00109 | 0.00161 | 0.0023 | 0.00345 | 0.00865 | 0.02407 |
CADJPY | 0.01571 | 0.09891 | 0.13478 | 0.1672 | 0.24715 | 0.36614 | 0.73643 | 2.47911 | 5.36325 |
CHFJPY | 0.05371 | 0.55661 | 0.58151 | 0.61538 | 0.74617 | 0.80727 | 1.29157 | 366131670327.17926 | 3064054424438.974 |
CHFSGD | 0.00057 | 0.00172 | 0.00201 | 0.00258 | 0.00342 | 0.00704 | 0.01093 | 1065291835.59587 | 122409783291.1129 |
DKKUSD | 0.000010 | 0.000020 | 0.000050 | 0.00010 | 0.00014 | 0.00030 | 0.00068 | - | - |
EURAUD | 0.00024 | 0.00112 | 0.00153 | 0.00191 | 0.00276 | 0.00599 | 0.01238 | 0.02515 | 0.07396 |
EURCAD | 0.00013 | 0.00072 | 0.00124 | 0.00166 | 0.00247 | 0.00293 | 0.00481 | 0.01331 | 0.05017 |
EURCHF | 0.00010 | 0.00074 | 0.00097 | 0.00115 | 0.00193 | 0.00279 | 0.00419 | 0.01152 | 0.03263 |
EURCZK | 0.0031 | 0.01001 | 0.01687 | 0.02158 | 0.03192 | 0.04418 | 0.09503 | 0.23203 | 0.56683 |
EURGBP | 0.00010 | 0.00039 | 0.00058 | 0.00080 | 0.0013 | 0.00159 | 0.00303 | 0.01134 | 0.02884 |
EURHUF | 0.038 | 0.28386 | 0.41121 | 0.4995 | 0.92207 | 1.68971 | 2.61086 | 6.10521 | 14.77536 |
EURJPY | 0.024 | 0.09502 | 0.11372 | 0.15193 | 0.28558 | 0.49435 | 0.81255 | 3.0529 | 7.99305 |
EURMXN | 0.00175 | 0.02178 | 0.02819 | 0.03975 | 0.05222 | 0.08036 | 0.14089 | 0.38331 | 0.9306 |
EURNOK | 0.01072 | 0.01059 | 0.0132 | 0.01747 | 0.02221 | 0.03757 | 0.07484 | 0.2065 | 0.55185 |
EURNZD | 0.00025 | 0.00129 | 0.00192 | 0.00229 | 0.00353 | 0.00532 | 0.00914 | 0.02365 | 0.072 |
EURPLN | 0.00061 | 0.00237 | 0.00491 | 0.00677 | 0.00999 | 0.01495 | 0.0195 | 0.04748 | 0.25293 |
EURSEK | 0.00033 | 0.02058 | 0.02104 | 0.02426 | 0.03418 | 0.06499 | 0.34438 | 1.18468 | 1.80938 |
EURSGD | 0.00017 | 0.00090 | 0.00147 | 0.0019 | 0.00249 | 0.00353 | 0.00542 | 0.01431 | 0.04397 |
EURTRY | 0.00471 | 0.04122 | 0.08856 | 0.08951 | 0.11844 | 0.19136 | 0.42271 | 1.12436 | 2.4447 |
EURUAH | - | - | - | 0.1072 | 0.1072 | 0.1072 | 0.14777 | - | - |
EURUSD | 0.000080 | 0.00047 | 0.00075 | 0.00106 | 0.00171 | 0.00244 | 0.00447 | 0.0129 | 0.03572 |
EURZAR | 0.00242 | 0.01539 | 0.02897 | 0.04044 | 0.08231 | 0.14395 | 0.1822 | 0.39277 | 1.08759 |
GBPAUD | 0.00027 | 0.00080 | 0.00118 | 0.00168 | 0.00292 | 0.00626 | 0.01379 | 0.03607 | 2760528884.91371 |
GBPCAD | 0.00014 | 0.00106 | 0.00152 | 0.00216 | 0.00342 | 0.00388 | 0.00891 | 0.03121 | 0.07552 |
GBPCHF | 0.00014 | 0.00070 | 0.00101 | 0.00137 | 0.00211 | 0.00311 | 0.00969 | 0.0192 | 0.04125 |
GBPJPY | 0.03079 | 0.10371 | 0.14518 | 0.20897 | 0.30811 | 0.57413 | 1.00919 | 3.54397 | 130189874364.01419 |
GBPMXN | 0.0254 | 0.03231 | 0.03879 | 0.06029 | 0.07209 | 0.11623 | 0.17504 | 15348236042.82205 | 172611718847.18906 |
GBPNOK | 0.02231 | 0.01961 | 0.02617 | 0.02955 | 0.03606 | 0.05624 | 0.10567 | 9738243113.21152 | 47911407328.29332 |
GBPNZD | 0.00027 | 0.00097 | 0.0016 | 0.00213 | 0.00317 | 0.00535 | 0.00992 | 0.02667 | 0.07429 |
GBPSEK | 0.00511 | 0.00596 | 0.0089 | 0.02041 | 0.03187 | 0.05015 | 0.08157 | 0.21271 | 0.6284 |
GBPSGD | 0.00013 | 0.00088 | 0.00149 | 0.00195 | 0.00277 | 0.00411 | 0.00865 | 0.0186 | 0.04276 |
GBPTRY | 0.06534 | 0.08227 | 0.09021 | 0.10444 | 0.12861 | 0.2084 | 10.9298 | 6.50199 | 499609722.22515 |
GBPUSD | 0.000090 | 0.00042 | 0.00067 | 0.00114 | 0.00195 | 0.00282 | 0.00556 | 0.01689 | 0.04062 |
GBPZAR | 0.02246 | 0.01777 | 0.02102 | 0.04744 | 0.09204 | 0.16482 | 0.2469 | 0.50919 | 1.41172 |
NOKJPY | 0.007 | 0.03399 | 0.04298 | 0.05373 | 0.07047 | 0.09888 | 2.22812 | 3.41538 | 2924234144.24554 |
NOKSEK | 0.00656 | 0.00484 | 0.00423 | 0.00439 | 0.00507 | 0.00579 | 0.03507 | 0.07984 | 0.10753 |
NZDCAD | 0.00011 | 0.00067 | 0.00101 | 0.00119 | 0.0019 | 0.00273 | 0.00506 | 592827960.59544 | 66482236037.06818 |
NZDCHF | 0.00013 | 0.00053 | 0.00085 | 0.001 | 0.00167 | 0.0024 | 0.00425 | 0.01047 | 0.02644 |
NZDJPY | 0.02864 | 0.09143 | 0.10513 | 0.13045 | 0.22086 | 0.47297 | 0.97121 | 2.88124 | 6.41234 |
NZDUSD | 0.000070 | 0.00045 | 0.00066 | 0.00090 | 0.00162 | 0.00273 | 0.00554 | 0.01838 | 0.05014 |
SEKJPY | 0.005 | 0.01805 | 0.01918 | 0.024 | 0.0427 | 0.07086 | 0.1281 | 0.37144 | 0.79801 |
SGDJPY | 0.00243 | 0.03171 | 0.0648 | 0.08934 | 0.55419 | 0.94406 | 1.24625 | 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 | 0.000060 | 0.00088 | 0.00128 | 0.00165 | 0.00233 | 0.00281 | 0.00644 | 0.02755 | 0.06684 |
USDCHF | 0.00011 | 0.00054 | 0.00071 | 0.001 | 0.00163 | 0.00282 | 0.00489 | 0.01374 | 0.10613 |
USDCLP | 0.195 | 0.42143 | 1.005 | 2.22714 | - | - | - | - | - |
USDCNH | 0.00014 | 0.00366 | 0.00368 | 0.00455 | 0.00641 | 0.00976 | 0.01643 | 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 | 0.00337 | 0.01004 | 0.02793 | 0.04147 | 0.05708 | 0.09425 | 0.15173 | 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 | 0.04329 | 0.24029 | 0.39293 | 0.5745 | 1.1575 | 1.91143 | 2.79057 | 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 | 0.0185 | 0.05986 | 0.06921 | 0.09686 | 0.20164 | 0.40129 | 0.85164 | 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 | 0.00142 | 0.01712 | 0.02646 | 0.04424 | 0.06204 | 0.09968 | 0.14322 | 0.38771 | 2.04682 |
USDMYR | 0.00136 | 0.00209 | 0.00255 | 0.00282 | 0.00291 | - | - | - | - |
USDNOK | 0.06028 | 0.02847 | 0.02678 | 0.03645 | 0.04444 | 0.05594 | 0.18129 | 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 | 0.00071 | 0.0026 | 0.00521 | 0.00827 | 0.01304 | 0.01997 | 0.02691 | 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 | 0.00052 | 0.01933 | 0.01988 | 0.02461 | 0.0362 | 0.06802 | 0.29999 | 0.73999 | 1.83914 |
USDSGD | 0.000090 | 0.00038 | 0.00079 | 0.00123 | 0.00169 | 0.00377 | 0.0054 | 0.01252 | 0.03354 |
USDTHB | 0.015 | 0.08489 | 0.1355 | 0.13503 | 0.14403 | 0.15171 | 0.40369 | 1.02271 | 2.13143 |
USDTRY | 0.05431 | 0.05325 | 0.05072 | 0.04918 | 0.06723 | 0.11146 | 0.39073 | 1.02302 | 3.03535 |
USDZAR | 0.00234 | 0.04466 | 0.06798 | 0.07731 | 0.11199 | 0.17468 | 0.46429 | 1.07498 | 36.69201 |
XAGAUD | 0.05271 | 0.09929 | 0.16757 | 0.33936 | 0.403 | 0.73321 | 1.48036 | 2.79957 | 4.1455 |
XAGEUR | 0.11701 | 0.05192 | 0.07594 | 0.17771 | 0.21719 | 0.44361 | 0.97693 | 1.72209 | 2.55719 |
XAGUSD | 0.01281 | 0.03569 | 0.07611 | 0.2009 | 0.2491 | 0.47345 | 1.05097 | 1.85061 | 3.06904 |
XAUAUD | 2.56 | 4.49714 | 6.56143 | 10.56286 | 12.12 | 17.75643 | 36.43643 | 127.80714 | 191.335 |
XAUEUR | 1.70714 | 1.55 | 2.46429 | 4.95714 | 5.75357 | 10.22857 | 25.68714 | 77.77 | 108.68714 |
XAUGBP | 0.33571 | 0.86429 | 1.87143 | 4.05714 | 5.18571 | 8.17857 | 20.30143 | 65.13143 | 94.18571 |
XAUJPY | 283.80714 | 247.77143 | 409.77857 | 865.07857 | 1086.17143 | 1838.5 | 4302.81429 | 14010.13571 | 16846.50714 |
XAUUSD | 0.80143 | 1.6 | 2.77286 | 6.00214 | 7.40143 | 11.48429 | 30.42786 | 84.65571 | 131.68357 |
XPDUSD | 0.49 | 3.59143 | 3.37286 | 7.26571 | 9.04786 | 19.44 | 91.31214 | 216.65071 | 793.87643 |
XPTUSD | 0.30643 | 1.39286 | 2.28929 | 5.17 | 7.47357 | 13.70571 | 36.75857 | 75.22643 | 123.115 |
ZARJPY | 0.00386 | 0.01028 | 0.01197 | 0.01738 | 0.03354 | 0.06617 | 0.115 | 0.22575 | 0.54456 |