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 | 0.000080 | 0.00017 | 0.00032 | 0.00068 | 0.00096 | 0.00237 | 0.00508 | 6932018124.00329 | 75792449119.5855 |
AUDCHF | 0.00010 | 0.00014 | 0.00028 | 0.00048 | 0.00072 | 0.00177 | 0.00391 | 49936.2765 | 138867.67671 |
AUDJPY | 0.01114 | 0.02471 | 0.05157 | 0.09514 | 0.13821 | 0.35493 | 8.27525 | 9.71907 | 5.74842 |
AUDNZD | 0.00013 | 0.00019 | 0.00032 | 0.00056 | 0.00079 | 0.00195 | 0.00672 | 0.02391 | 3103119336.36699 |
AUDSGD | 0.00011 | 0.00015 | 0.00033 | 0.00061 | 0.00095 | 0.00243 | 0.00504 | 0.01266 | 0.02962 |
AUDUSD | 0.000080 | 0.00013 | 0.00029 | 0.00065 | 0.00101 | 0.00245 | 0.00517 | 0.01535 | 0.03394 |
CADCHF | 0.000080 | 0.00014 | 0.00028 | 0.00052 | 0.00070 | 0.00143 | 0.00337 | 0.00907 | 0.02407 |
CADJPY | 0.0105 | 0.02507 | 0.0545 | 0.10171 | 0.12357 | 0.33021 | 1.03914 | 2.48368 | 5.36325 |
CHFJPY | 0.01814 | 0.03943 | 0.0695 | 0.11893 | 0.19164 | 0.45434 | 26.46038 | 244085443545.91293 | 3064054424438.974 |
CHFSGD | 0.00021 | 0.00026 | 0.00043 | 0.00070 | 0.00134 | 0.00298 | 1065291835.36467 | 1065291835.596 | 122409783291.1129 |
EURAUD | 0.00014 | 0.00024 | 0.00057 | 0.00102 | 0.00155 | 0.00378 | 0.00905 | 0.02626 | 0.07396 |
EURCAD | 0.00010 | 0.00023 | 0.00045 | 0.00098 | 0.00118 | 0.0021 | 0.00546 | 0.01306 | 0.05017 |
EURCHF | 0.00011 | 0.00016 | 0.00028 | 0.00046 | 0.00076 | 0.0018 | 0.00351 | 0.01147 | 0.03263 |
EURCZK | 0.00121 | 0.00201 | 0.00203 | 0.00957 | 0.02332 | 0.04165 | 0.12282 | 0.25549 | 0.56683 |
EURGBP | 0.000080 | 0.00012 | 0.00020 | 0.00038 | 0.00055 | 0.00095 | 0.0032 | 0.01131 | 0.02884 |
EURHUF | 0.02 | 0.08 | 0.116 | 0.24371 | 0.48621 | 0.70686 | 1.85614 | 6.32529 | 14.77536 |
EURJPY | 0.01793 | 0.0355 | 0.06429 | 0.11886 | 0.18471 | 0.4835 | 1.38321 | 3.08706 | 7.99305 |
EURMXN | 0.002 | 0.00426 | 0.00878 | 0.01781 | 0.02832 | 0.05243 | 0.13617 | 0.3696 | 0.9306 |
EURNOK | 0.00084 | 0.00332 | 0.00447 | 0.00776 | 0.01205 | 0.02679 | 0.07751 | 0.20931 | 0.55185 |
EURNZD | 0.00016 | 0.00029 | 0.00058 | 0.00102 | 0.00154 | 0.00386 | 0.01003 | 0.02478 | 0.072 |
EURPLN | 0.00025 | 0.00062 | 0.00076 | 0.00162 | 0.00387 | 0.00745 | 0.02241 | 0.0497 | 0.25293 |
EURSEK | 0.00081 | 0.00194 | 0.00305 | 0.00698 | 0.01231 | 0.02566 | 0.24034 | 1.09945 | 1.80938 |
EURSGD | 0.00014 | 0.00019 | 0.00032 | 0.00053 | 0.00090 | 0.00191 | 0.00441 | 0.01576 | 0.04397 |
EURTRY | 0.02132 | 0.01863 | 0.02787 | 0.04553 | 0.05601 | 0.15422 | 0.34267 | 1.18617 | 2.4447 |
EURUSD | 0.000080 | 0.00016 | 0.00028 | 0.00065 | 0.00104 | 0.00193 | 0.00475 | 0.01271 | 0.03572 |
EURZAR | 0.0084 | 0.00785 | 0.00933 | 0.01914 | 0.03522 | 0.06057 | 0.13928 | 0.39361 | 1.08759 |
GBPAUD | 0.00016 | 0.00029 | 0.00062 | 0.00126 | 0.00189 | 0.00427 | 0.01655 | 0.03692 | 2760528884.91371 |
GBPCAD | 0.00013 | 0.00026 | 0.00055 | 0.00132 | 0.00134 | 0.00245 | 0.00868 | 0.03081 | 0.07552 |
GBPCHF | 0.00012 | 0.00021 | 0.00040 | 0.00075 | 0.00114 | 0.00238 | 0.00566 | 0.0165 | 0.04125 |
GBPJPY | 0.01786 | 0.04321 | 0.0805 | 0.15993 | 0.19979 | 0.54507 | 1.71426 | 3.49547 | 130189874364.01419 |
GBPMXN | 0.0023 | 0.00537 | 0.01132 | 0.02177 | 0.03253 | 0.0577 | 1.67963 | 15348236042.81268 | 172611718847.18906 |
GBPNOK | 0.00184 | 0.00384 | 0.00604 | 0.01016 | 0.01552 | 0.03004 | 0.09752 | 9738243113.2194 | 47911407328.29332 |
GBPNZD | 0.00020 | 0.00035 | 0.00069 | 0.00125 | 0.00174 | 0.00416 | 0.01198 | 0.02828 | 0.07429 |
GBPSEK | 0.00099 | 0.00246 | 0.00447 | 0.00904 | 0.01646 | 0.03175 | 0.08793 | 0.21886 | 0.6284 |
GBPSGD | 0.00016 | 0.00025 | 0.00045 | 0.00090 | 0.00119 | 0.00259 | 0.0078 | 0.01832 | 0.04276 |
GBPTRY | 0.02576 | 0.01877 | 0.02596 | 0.04548 | 0.05437 | 8.02367 | 5.71388 | 1.39488 | 499609722.22515 |
GBPUSD | 0.000090 | 0.00020 | 0.00039 | 0.00090 | 0.00122 | 0.00261 | 0.0064 | 0.01679 | 0.04062 |
GBPZAR | - | - | 0.03624 | 0.04665 | 0.04516 | 0.09452 | 0.26327 | 0.50394 | 1.41172 |
NOKJPY | 0.00536 | 0.00886 | 0.01143 | 0.01714 | 0.02414 | 0.06558 | 0.20097 | 999312236.13639 | 2924234144.24554 |
NOKSEK | 0.00016 | 0.00038 | 0.00047 | 0.00070 | 0.00109 | 0.00243 | 0.01481 | 0.06608 | 0.10753 |
NZDCAD | 0.00010 | 0.00018 | 0.00031 | 0.00062 | 0.00080 | 0.00213 | 0.00514 | 1178889645.93905 | 66482236037.06818 |
NZDCHF | 0.000080 | 0.00013 | 0.00025 | 0.00044 | 0.00063 | 0.00181 | 0.00366 | 0.01044 | 0.02644 |
NZDJPY | 0.00921 | 0.02079 | 0.04357 | 0.08086 | 0.11029 | 0.30029 | 1.11836 | 3.07456 | 6.41234 |
NZDUSD | 0.000070 | 0.00012 | 0.00023 | 0.00052 | 0.00080 | 0.0022 | 0.00494 | 0.01855 | 0.05014 |
SEKJPY | 0.00407 | 0.00793 | 0.01157 | 0.01657 | 0.02379 | 0.05964 | 0.15267 | 0.36799 | 0.79801 |
SGDJPY | 0.01036 | 0.02093 | 0.03986 | 0.079 | 0.10643 | 0.32186 | 1.91592 | 5.85964 | 10.69917 |
USDCAD | 0.000070 | 0.00018 | 0.00043 | 0.00098 | 0.00119 | 0.00238 | 0.00624 | 0.02847 | 0.06684 |
USDCHF | 0.000090 | 0.00016 | 0.00032 | 0.00061 | 0.00105 | 0.00229 | 0.00498 | 0.01341 | 0.10613 |
USDCNH | 0.00029 | 0.00064 | 0.00113 | 0.00184 | 0.00393 | 0.01005 | 0.02527 | 0.05177 | 0.21039 |
USDCZK | 0.00188 | 0.00365 | 0.00634 | 0.01876 | 0.03387 | 0.05839 | 0.17492 | 0.42108 | 0.96872 |
USDHKD | - | - | 0.00164 | 0.00209 | 0.00271 | 0.00564 | 0.0123 | 0.01734 | 0.03414 |
USDHUF | 0.02329 | 0.086 | 0.14 | 0.31586 | 0.62614 | 1.04879 | 2.70079 | 7.53679 | 20.07529 |
USDJPY | 0.0125 | 0.02636 | 0.05129 | 0.12336 | 0.17086 | 0.54807 | 1.46564 | 2.67293 | 6.64221 |
USDMXN | 0.00187 | 0.00456 | 0.00828 | 0.01661 | 0.02649 | 0.05306 | 0.13862 | 0.38367 | 2.04682 |
USDNOK | 0.00092 | 0.003 | 0.00478 | 0.01058 | 0.01664 | 0.03814 | 0.22394 | 0.78239 | 1.25469 |
USDPLN | 0.00037 | 0.00079 | 0.00101 | 0.0026 | 0.0054 | 0.01085 | 0.31692 | 285156768.2775 | 311703260747.6044 |
USDRUB | - | - | - | 0.34643 | 0.34643 | 0.40786 | 0.60929 | 1.15786 | 16.91311 |
USDSEK | 0.00077 | 0.00199 | 0.00398 | 0.00956 | 0.01654 | 0.0371 | 0.14721 | 0.67767 | 1.83914 |
USDSGD | 0.00010 | 0.00013 | 0.00027 | 0.00057 | 0.00084 | 0.00233 | 0.00527 | 0.01216 | 0.03354 |
USDTHB | 0.00415 | 0.00572 | 0.01437 | 0.0343 | 0.05688 | 0.1222 | 0.28205 | 0.92557 | 2.13143 |
USDTRY | 0.0059 | 0.00743 | 0.01857 | 0.02961 | 0.03243 | 0.09243 | 0.27703 | 1.13344 | 3.03535 |
USDZAR | 0.00701 | 0.00657 | 0.00835 | 0.02018 | 0.03755 | 0.06901 | 0.28288 | 0.99885 | 36.69201 |
XAGAUD | 0.02914 | 0.07729 | 0.15936 | 0.28707 | 0.3445 | 0.55321 | 0.85671 | 2.42579 | 4.1455 |
XAGEUR | 0.0205 | 0.04993 | 0.10171 | 0.18329 | 0.22164 | 0.36414 | 0.54215 | 1.4803 | 2.55719 |
XAGUSD | 0.02264 | 0.05307 | 0.1115 | 0.20486 | 0.2505 | 0.42371 | 0.64709 | 1.56265 | 3.06904 |
XAUAUD | 1.10429 | 2.70643 | 4.66857 | 8.62214 | 10.50571 | 15.40214 | 38.75643 | 118.75714 | 191.335 |
XAUEUR | 0.68714 | 1.64571 | 2.91214 | 5.38357 | 6.50071 | 10.11429 | 23.74 | 69.53429 | 108.68714 |
XAUGBP | 0.59286 | 1.39857 | 2.49 | 4.70714 | 5.68286 | 8.53714 | 19.84571 | 58.19571 | 94.18571 |
XAUJPY | 119.0 | 285.28571 | 491.42857 | 888.14286 | 1084.42857 | 1755.07143 | 4889.5 | 12629.12143 | 16846.50714 |
XAUUSD | 0.75214 | 1.79286 | 3.16786 | 6.35643 | 7.715 | 13.06857 | 29.39357 | 74.72286 | 131.68357 |
XPDUSD | 0.48357 | 3.28857 | 3.49571 | 7.11143 | 9.13357 | 19.39571 | 87.70786 | 200.03143 | 812.29214 |
XPTUSD | 0.29429 | 1.29714 | 2.21929 | 4.98571 | 7.37571 | 13.94929 | 34.92429 | 76.855 | 128.43 |
ZARJPY | 0.00829 | 0.00814 | 0.00914 | 0.01443 | 0.02129 | 0.04218 | 0.10806 | 0.21738 | 0.54456 |