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 | 0.00033 | 0.00027 | 0.00035 | 0.00073 | 0.001 | 0.00241 | 0.0051 | 6932018124.00323 | 75792449119.5855 |
AUDCHF | 0.00034 | 0.00023 | 0.00033 | 0.00052 | 0.00078 | 0.00182 | 0.0039 | 49936.31215 | 138867.67671 |
AUDJPY | 0.0422 | 0.02719 | 0.05307 | 0.09648 | 0.13979 | 0.3565 | 1.00366 | 9.72107 | 5.74842 |
AUDNZD | 0.00055 | 0.00034 | 0.00039 | 0.00064 | 0.00086 | 0.00204 | 0.00832 | 783811470.78726 | 3103119336.36699 |
AUDSGD | 0.00035 | 0.00022 | 0.00039 | 0.00067 | 0.001 | 0.00248 | 0.00503 | 0.01266 | 0.02962 |
AUDUSD | 0.00021 | 0.00016 | 0.00031 | 0.00067 | 0.00104 | 0.00247 | 0.00521 | 0.01535 | 0.03394 |
CADCHF | 0.00027 | 0.00022 | 0.00033 | 0.00056 | 0.00075 | 0.00147 | 0.00335 | 0.00907 | 0.02407 |
CADJPY | 0.04102 | 0.02851 | 0.05571 | 0.10319 | 0.12574 | 0.33179 | 1.034 | 2.48047 | 5.36325 |
CHFJPY | 0.2227 | 0.06576 | 0.07364 | 0.1229 | 0.19628 | 0.46646 | 122046226917.13583 | 244085443545.91354 | 3064054424438.974 |
CHFSGD | 0.00086 | 0.00040 | 0.00050 | 0.00076 | 0.00142 | 0.00306 | 1065291835.36473 | 1065291835.59613 | 122409783291.1129 |
EURAUD | 0.00038 | 0.00030 | 0.00061 | 0.00105 | 0.00158 | 0.00381 | 0.00905 | 0.02697 | 0.07396 |
EURCAD | 0.00027 | 0.00030 | 0.00048 | 0.00103 | 0.00121 | 0.00213 | 0.00566 | 0.01306 | 0.05017 |
EURCHF | 0.00027 | 0.00022 | 0.00030 | 0.00047 | 0.00078 | 0.00184 | 0.00354 | 0.01147 | 0.03263 |
EURCZK | 0.00443 | 0.00387 | 0.00262 | 0.01037 | 0.02421 | 0.04267 | 0.12116 | 0.25792 | 0.56683 |
EURGBP | 0.00025 | 0.00015 | 0.00020 | 0.00040 | 0.00057 | 0.00097 | 0.00291 | 0.01154 | 0.02884 |
EURHUF | 0.13643 | 0.16393 | 0.14493 | 0.24164 | 0.48864 | 0.71329 | 1.81393 | 6.31414 | 14.77536 |
EURJPY | 0.03729 | 0.04129 | 0.0656 | 0.12115 | 0.18629 | 0.485 | 1.38221 | 3.08684 | 7.99305 |
EURMXN | 0.00411 | 0.0052 | 0.0091 | 0.01802 | 0.0287 | 0.05259 | 0.13684 | 0.36968 | 0.9306 |
EURNOK | 0.00717 | 0.00391 | 0.00488 | 0.00792 | 0.01266 | 0.02737 | 0.07419 | 0.20931 | 0.55185 |
EURNZD | 0.00051 | 0.00042 | 0.00064 | 0.00109 | 0.00162 | 0.00394 | 0.01009 | 0.02486 | 0.072 |
EURPLN | 0.00146 | 0.00103 | 0.00098 | 0.00198 | 0.00423 | 0.00777 | 0.02219 | 0.04995 | 0.25293 |
EURSEK | 0.03972 | 0.00881 | 0.0038 | 0.00714 | 0.01253 | 0.02593 | 0.23896 | 1.15949 | 1.80938 |
EURSGD | 0.00048 | 0.00027 | 0.00037 | 0.00058 | 0.00095 | 0.00197 | 0.00428 | 0.01576 | 0.04397 |
EURTRY | 0.14271 | 0.03824 | 0.03278 | 0.0494 | 0.05895 | 0.15577 | 0.33242 | 1.18617 | 2.4447 |
EURUSD | 0.00020 | 0.00019 | 0.00030 | 0.00066 | 0.00105 | 0.00194 | 0.00474 | 0.01271 | 0.03572 |
EURZAR | 0.0194 | 0.01247 | 0.00942 | 0.02021 | 0.03583 | 0.06107 | 0.14072 | 0.39208 | 1.08759 |
GBPAUD | 0.00048 | 0.00035 | 0.00064 | 0.00129 | 0.00192 | 0.00429 | 0.01653 | 0.03692 | 2760528884.91371 |
GBPCAD | 0.00042 | 0.00033 | 0.00058 | 0.00135 | 0.00138 | 0.00248 | 0.00868 | 0.03072 | 0.07552 |
GBPCHF | 0.00042 | 0.00024 | 0.00042 | 0.00077 | 0.00117 | 0.0024 | 0.00573 | 0.0165 | 0.04125 |
GBPJPY | 0.05097 | 0.04675 | 0.08193 | 0.16193 | 0.20186 | 0.54593 | 1.7131 | 3.49561 | 130189874364.01419 |
GBPMXN | 0.00956 | 0.00814 | 0.01251 | 0.02339 | 0.03372 | 0.05888 | 1.67975 | 15348236042.81268 | 172611718847.18906 |
GBPNOK | 0.00965 | 0.00499 | 0.00693 | 0.01052 | 0.01632 | 0.03086 | 0.09546 | 9738243113.2194 | 47911407328.29332 |
GBPNZD | 0.00046 | 0.00047 | 0.00075 | 0.00133 | 0.00181 | 0.00422 | 0.01195 | 0.02875 | 0.07429 |
GBPSEK | 0.0025 | 0.00309 | 0.00456 | 0.00931 | 0.0167 | 0.03199 | 0.08712 | 0.21886 | 0.6284 |
GBPSGD | 0.00057 | 0.00040 | 0.00051 | 0.00098 | 0.00125 | 0.00265 | 0.00769 | 0.01834 | 0.04276 |
GBPTRY | 2.66774 | 2.63555 | 2.65426 | 2.67564 | 2.68057 | 10.64115 | 5.66644 | 1.39488 | 499609722.22515 |
GBPUSD | 0.00020 | 0.00022 | 0.00041 | 0.00091 | 0.00125 | 0.00262 | 0.0064 | 0.01679 | 0.04062 |
GBPZAR | 0.03164 | 0.01624 | 0.01318 | 0.02476 | 0.04325 | 0.08806 | 0.26378 | 0.50394 | 1.41172 |
NOKJPY | 0.02742 | 0.01625 | 0.01185 | 0.01991 | 0.02697 | 0.06813 | 0.20539 | 999312236.13347 | 2924234144.24554 |
NOKSEK | 0.00774 | 0.00125 | 0.00058 | 0.00104 | 0.00123 | 0.00256 | 0.01261 | 0.06612 | 0.10753 |
NZDCAD | 0.00032 | 0.00026 | 0.00034 | 0.00067 | 0.00083 | 0.00217 | 0.00513 | 1178889645.93904 | 66482236037.06818 |
NZDCHF | 0.00028 | 0.00020 | 0.00029 | 0.00047 | 0.00067 | 0.00185 | 0.00364 | 0.01044 | 0.02644 |
NZDJPY | 0.04492 | 0.0259 | 0.04561 | 0.08453 | 0.11204 | 0.30311 | 1.15465 | 3.07499 | 6.41234 |
NZDUSD | 0.00027 | 0.00016 | 0.00025 | 0.00055 | 0.00083 | 0.00222 | 0.00536 | 0.01854 | 0.05014 |
SEKJPY | 0.01073 | 0.00967 | 0.01298 | 0.01779 | 0.02484 | 0.06141 | 0.15314 | 0.37135 | 0.79801 |
SGDJPY | 0.04995 | 0.02429 | 0.04064 | 0.08076 | 0.10896 | 0.32414 | 1.99349 | 5.96699 | 10.69917 |
USDCAD | 0.00023 | 0.00021 | 0.00044 | 0.00099 | 0.0012 | 0.00239 | 0.00622 | 0.02847 | 0.06684 |
USDCHF | 0.00032 | 0.00020 | 0.00034 | 0.00064 | 0.00107 | 0.00231 | 0.005 | 0.01341 | 0.10613 |
USDCNH | 0.00511 | 0.00117 | 0.00118 | 0.00193 | 0.00397 | 0.0101 | 0.02515 | 0.05163 | 0.21039 |
USDCZK | 0.00626 | 0.00583 | 0.00707 | 0.02038 | 0.03513 | 0.06013 | 0.17309 | 0.42292 | 0.96872 |
USDHKD | 0.00307 | 0.00264 | 0.00201 | 0.00184 | 0.00197 | 0.00433 | 0.01242 | 0.01734 | 0.03414 |
USDHUF | 0.17943 | 0.13593 | 0.15171 | 0.32886 | 0.63221 | 1.05493 | 2.66786 | 7.53121 | 20.07529 |
USDJPY | 0.03121 | 0.02807 | 0.05143 | 0.1235 | 0.17093 | 0.54836 | 1.466 | 2.67293 | 6.64221 |
USDMXN | 0.00722 | 0.0066 | 0.00943 | 0.01776 | 0.02742 | 0.05395 | 0.13938 | 0.38411 | 2.04682 |
USDNOK | 0.02552 | 0.00894 | 0.00547 | 0.01071 | 0.01714 | 0.0386 | 0.15883 | 0.78239 | 1.25469 |
USDPLN | 0.0016 | 0.00124 | 0.00121 | 0.00298 | 0.00571 | 0.01112 | 0.31696 | 285156768.56115 | 311703260747.6044 |
USDRUB | - | - | - | 0.31536 | 0.31536 | 0.32679 | 0.53964 | 1.15786 | 16.91311 |
USDSEK | 0.02819 | 0.00657 | 0.00465 | 0.00979 | 0.01676 | 0.0373 | 0.14602 | 0.68231 | 1.83914 |
USDSGD | 0.00041 | 0.00019 | 0.00030 | 0.00061 | 0.00088 | 0.00237 | 0.0052 | 0.01216 | 0.03354 |
USDTHB | 0.07565 | 0.018 | 0.0193 | 0.03937 | 0.06395 | 0.12884 | 0.2674 | 0.94171 | 2.13143 |
USDTRY | 0.11738 | 0.03594 | 0.02225 | 0.03287 | 0.03464 | 0.09652 | 0.26174 | 1.13344 | 3.03535 |
USDZAR | 0.07914 | 0.02096 | 0.01202 | 0.02098 | 0.03912 | 0.07002 | 0.18952 | 0.99885 | 36.69201 |
XAGAUD | 0.05086 | 0.08393 | 0.1615 | 0.29043 | 0.34857 | 0.55679 | 0.85657 | 2.42514 | 4.1455 |
XAGEUR | 0.04734 | 0.06069 | 0.10059 | 0.18409 | 0.22074 | 0.36429 | 0.57672 | 1.48037 | 2.55719 |
XAGUSD | 0.02646 | 0.05204 | 0.10936 | 0.20379 | 0.24929 | 0.4238 | 0.64672 | 1.56274 | 3.06904 |
XAUAUD | 2.05 | 3.11857 | 4.69214 | 8.82714 | 10.66786 | 15.58214 | 38.79286 | 118.7 | 191.335 |
XAUEUR | 0.67643 | 1.71571 | 2.88071 | 5.39643 | 6.44857 | 10.08 | 23.71786 | 69.48214 | 108.68714 |
XAUGBP | 0.71571 | 1.48429 | 2.43786 | 4.78929 | 5.72429 | 8.49214 | 19.84214 | 58.03571 | 94.18571 |
XAUJPY | 197.93571 | 301.2 | 487.55714 | 888.72143 | 1076.12857 | 1748.84286 | 4891.05714 | 12620.83571 | 16846.50714 |
XAUUSD | 0.82571 | 1.84643 | 3.17071 | 6.35 | 7.65571 | 13.03714 | 29.40714 | 74.68643 | 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 | 0.01822 | 0.01084 | 0.00937 | 0.01427 | 0.02102 | 0.042 | 0.10319 | 0.21756 | 0.54456 |