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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 | 0.000090 | 0.00057 | 0.00079 | 0.00087 | 0.00126 | 0.002 | 0.0086 | 0.01772 | 0.03449 |
| AUDCHF | 0.000050 | 0.00026 | 0.00050 | 0.00054 | 0.00067 | 0.00141 | 0.00688 | 0.02185 | 0.03465 |
| AUDJPY | 0.01021 | 0.07057 | 0.09064 | 0.11443 | 0.15993 | 0.26407 | 1.43529 | 5.58667 | 4.79571 |
| AUDNZD | 0.000070 | 0.00027 | 0.00096 | 0.00087 | 0.00147 | 0.00192 | 0.00834 | 0.0848 | 0.02947 |
| AUDSGD | 0.000070 | 0.00045 | 0.00065 | 0.00088 | 0.00105 | 0.00176 | 0.00787 | 0.02037 | 0.03697 |
| AUDUSD | 0.000090 | 0.00056 | 0.00055 | 0.00083 | 0.00111 | 0.00199 | 0.00813 | 0.02339 | 0.03244 |
| CADCHF | 0.000050 | 0.00030 | 0.00044 | 0.00050 | 0.00051 | 0.00133 | 0.00432 | 0.0148 | 0.03471 |
| CADJPY | 0.00786 | 0.04664 | 0.0585 | 0.05436 | 0.07471 | 0.14636 | 0.86271 | 5.41307 | 5.07179 |
| CHFJPY | 0.0145 | 0.087 | 0.16014 | 0.13579 | 0.17229 | 0.45518 | 1.70979 | 12.96705 | 4.24686 |
| CHFSGD | 0.00010 | 0.00058 | 0.00111 | 0.00121 | 0.00114 | 0.00347 | 0.01105 | 0.04614 | 0.06042 |
| EURAUD | 0.00012 | 0.00075 | 0.00101 | 0.00125 | 0.00177 | 0.00265 | 0.0138 | 0.0725 | 0.06393 |
| EURCAD | 0.00013 | 0.00068 | 0.00080 | 0.00083 | 0.00102 | 0.00221 | 0.00795 | 0.02546 | 0.05736 |
| EURCHF | 0.000050 | 0.00023 | 0.00052 | 0.00060 | 0.00057 | 0.00136 | 0.00536 | 0.0176 | 0.03193 |
| EURCZK | 0.00119 | 0.00331 | 0.00742 | 0.01457 | 0.01149 | 0.0184 | 0.06866 | 0.2216 | 0.63436 |
| EURGBP | 0.000040 | 0.00019 | 0.00040 | 0.00037 | 0.00044 | 0.00113 | 0.00439 | 0.0217 | 0.0259 |
| EURHUF | 0.04043 | 0.27036 | 0.42893 | 0.7545 | 0.45857 | 1.35679 | 4.1605 | 6.123 | 8.48514 |
| EURJPY | 0.01107 | 0.05843 | 0.09293 | 0.10786 | 0.11407 | 0.2355 | 1.2835 | 5.57007 | 5.52364 |
| EURMXN | 0.00209 | 0.0117 | 0.01275 | 0.01596 | 0.02127 | 0.02775 | 0.18719 | 1.03787 | 1.42036 |
| EURNOK | 0.00062 | 0.00673 | 0.01404 | 0.01281 | 0.0129 | 0.03395 | 0.08564 | 0.34583 | 0.32896 |
| EURNZD | 0.00015 | 0.00085 | 0.00139 | 0.00176 | 0.00272 | 0.00304 | 0.01247 | 0.04363 | 0.06313 |
| EURPLN | 0.00023 | 0.00123 | 0.00141 | 0.00217 | 0.00215 | 0.0048 | 0.02307 | 0.05565 | 0.10208 |
| EURSEK | 0.00064 | 0.00578 | 0.00628 | 0.01325 | 0.01346 | 0.02642 | 0.08145 | 1.92255 | 0.36313 |
| EURSGD | 0.000080 | 0.00037 | 0.00072 | 0.00089 | 0.00098 | 0.00153 | 0.00549 | 0.02534 | 0.03924 |
| EURTRY | 0.00462 | 0.02845 | 0.03986 | 0.07222 | 0.04795 | 0.13845 | 0.36057 | 1.00137 | 0.81405 |
| EURUSD | 0.000090 | 0.00058 | 0.00057 | 0.00085 | 0.00092 | 0.0018 | 0.00838 | 0.01766 | 0.03958 |
| EURZAR | 0.00264 | 0.01793 | 0.02566 | 0.03382 | 0.03585 | 0.05901 | 0.22937 | 0.43673 | 1.36506 |
| GBPAUD | 0.00013 | 0.00095 | 0.00139 | 0.00148 | 0.00219 | 0.00339 | 0.01613 | 0.10679 | 0.08042 |
| GBPCAD | 0.00013 | 0.00085 | 0.00118 | 0.00116 | 0.00141 | 0.00371 | 0.01092 | 0.06515 | 0.06947 |
| GBPCHF | 0.000060 | 0.00034 | 0.00098 | 0.00078 | 0.00080 | 0.00168 | 0.00816 | 0.04294 | 0.05838 |
| GBPJPY | 0.01243 | 0.08157 | 0.1515 | 0.1475 | 0.17243 | 0.37064 | 1.79307 | 7.50722 | 8.13964 |
| GBPMXN | 0.00269 | 0.01417 | 0.01814 | 0.01931 | 0.02208 | 0.04473 | 0.23282 | 1.30331 | 1.67369 |
| GBPNOK | 0.00087 | 0.00891 | 0.01558 | 0.01581 | 0.01677 | 0.04562 | 0.12437 | 0.42847 | 0.40504 |
| GBPNZD | 0.00017 | 0.00104 | 0.00172 | 0.00193 | 0.00301 | 0.00462 | 0.01652 | 0.04316 | 0.08394 |
| GBPSEK | 0.001 | 0.00739 | 0.01142 | 0.01584 | 0.01807 | 0.03501 | 0.11299 | 0.29911 | 0.772 |
| GBPSGD | 0.000090 | 0.00051 | 0.00085 | 0.00119 | 0.00135 | 0.00284 | 0.00908 | 0.02624 | 0.06049 |
| GBPTRY | 0.0033 | 0.03423 | 0.04989 | 0.06242 | 0.05522 | 0.1387 | 0.43311 | 1.27997 | 0.95001 |
| GBPUSD | 0.00012 | 0.00073 | 0.00089 | 0.00112 | 0.00111 | 0.00254 | 0.01013 | 0.02402 | 0.06121 |
| NOKJPY | 0.00207 | 0.01314 | 0.018 | 0.02914 | 0.02464 | 0.06466 | 0.19679 | 0.66845 | 0.98049 |
| NOKSEK | 0.000070 | 0.00067 | 0.00105 | 0.0022 | 0.00144 | 0.00582 | 0.00916 | 0.12126 | 0.04679 |
| NZDCAD | 0.000080 | 0.00047 | 0.00075 | 0.00092 | 0.00129 | 0.00192 | 0.00663 | 0.01873 | 0.0389 |
| NZDCHF | 0.000040 | 0.00018 | 0.00046 | 0.00054 | 0.00064 | 0.00119 | 0.00453 | 0.01626 | 0.03078 |
| NZDJPY | 0.00943 | 0.05579 | 0.10336 | 0.12121 | 0.16164 | 0.2165 | 0.92071 | 6.8526 | 3.98414 |
| NZDUSD | 0.000070 | 0.00045 | 0.00071 | 0.00081 | 0.00111 | 0.0017 | 0.00671 | 0.03476 | 0.03285 |
| SEKJPY | 0.00114 | 0.01321 | 0.01757 | 0.02936 | 0.02529 | 0.06657 | 0.19179 | 0.55156 | 0.67961 |
| SGDJPY | 0.00507 | 0.02857 | 0.10364 | 0.06764 | 0.10493 | 0.15613 | 0.86157 | 10.5239 | 2.9651 |
| USDCAD | 0.000080 | 0.00057 | 0.00082 | 0.00070 | 0.00096 | 0.00205 | 0.00625 | 0.03584 | 0.04572 |
| USDCHF | 0.000070 | 0.00049 | 0.00065 | 0.00085 | 0.00089 | 0.00169 | 0.00694 | 0.01928 | 0.03782 |
| USDCNH | 0.00020 | 0.00117 | 0.00147 | 0.00234 | 0.00357 | 0.00563 | 0.03204 | 0.22779 | 0.21237 |
| USDCZK | 0.00199 | 0.01182 | 0.01201 | 0.02123 | 0.02242 | 0.04124 | 0.17716 | 0.49433 | 0.97595 |
| USDHUF | 0.04443 | 0.36286 | 0.43779 | 0.70343 | 0.48386 | 1.22807 | 5.27871 | 8.16779 | 14.13807 |
| USDJPY | 0.00829 | 0.04914 | 0.08264 | 0.06107 | 0.1005 | 0.15864 | 1.34921 | 5.633 | 4.22857 |
| USDMXN | 0.00192 | 0.01464 | 0.01135 | 0.02228 | 0.02218 | 0.03966 | 0.21237 | 0.89328 | 1.43376 |
| USDNOK | 0.00093 | 0.00855 | 0.01613 | 0.01514 | 0.01622 | 0.04847 | 0.11266 | 0.90147 | 0.40937 |
| USDPLN | 0.00040 | 0.00243 | 0.0025 | 0.00404 | 0.00426 | 0.00783 | 0.03976 | 0.08754 | 0.18974 |
| USDRUB | - | - | - | - | - | 0.49764 | 0.52104 | 3.48904 | 4.53348 |
| USDSEK | 0.00112 | 0.00925 | 0.00823 | 0.01722 | 0.01734 | 0.03654 | 0.11407 | 1.16789 | 0.44275 |
| USDSGD | 0.000050 | 0.00044 | 0.00080 | 0.00101 | 0.00119 | 0.00169 | 0.00613 | 0.02517 | 0.02977 |
| USDTHB | 0.00571 | 0.02393 | 0.02464 | 0.03614 | 0.05564 | 0.11112 | 0.28293 | 1.85864 | 1.51629 |
| USDTRY | 0.00057 | 0.00143 | 0.02458 | 0.01971 | 0.0111 | 0.08817 | 0.0948 | 0.62065 | 0.72388 |
| USDZAR | 0.00268 | 0.02036 | 0.02411 | 0.03819 | 0.03784 | 0.15335 | 0.24049 | 2.734 | 1.41335 |
| XAGAUD | 0.07936 | 0.36036 | 0.53064 | 1.16093 | 0.72564 | 1.54636 | 9.96786 | 3.56636 | 3.99186 |
| XAGEUR | 0.049 | 0.23479 | 0.336 | 0.72829 | 0.45964 | 0.95879 | 5.98343 | 2.29598 | 2.60781 |
| XAGUSD | 0.05864 | 0.29 | 0.41629 | 0.88193 | 0.55157 | 1.18697 | 7.20893 | 2.54885 | 1.28014 |
| XAUAUD | 2.69714 | 10.65714 | 22.13143 | 32.04143 | 20.935 | 34.44071 | 235.30214 | 140.23857 | 174.72929 |
| XAUEUR | 1.80857 | 7.6 | 13.705 | 21.04 | 12.61429 | 21.48714 | 139.99429 | 87.01429 | 103.20786 |
| XAUGBP | 1.52 | 6.62714 | 11.89143 | 17.78214 | 11.04786 | 18.64286 | 127.40571 | 69.79571 | 94.30714 |
| XAUJPY | 328.71429 | 1511.28571 | 2610.35714 | 4216.5 | 2528.35714 | 4369.85714 | 27316.42857 | 19597.34286 | 14742.21429 |
| XAUUSD | 2.07143 | 9.99071 | 17.70214 | 26.80643 | 16.16857 | 28.665 | 175.72643 | 94.00643 | 65.05857 |
| XPDUSD | 0.48429 | 6.70643 | 6.80214 | 9.55 | 11.36643 | 18.57286 | 96.20714 | 202.88429 | 886.515 |
| XPTUSD | 1.09357 | 7.60571 | 8.26429 | 15.755 | 12.28286 | 21.28786 | 151.99 | 72.585 | 169.93 |
| ZARJPY | 0.0015 | 0.01086 | 0.01471 | 0.02036 | 0.018 | 0.04099 | 0.1602 | 0.37725 | 0.77136 |