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 | 0.00012 | 0.00022 | 0.00039 | 0.00055 | 0.00078 | 0.00233 | 0.00508 | 6932018124.00366 | 75792449119.5855 |
AUDCHF | 0.00012 | 0.00021 | 0.00036 | 0.00060 | 0.00071 | 0.00187 | 359.8998 | 49936.64242 | 138867.67671 |
AUDJPY | 0.01929 | 0.04493 | 0.069 | 0.09843 | 0.13107 | 0.34921 | 1.46383 | 2.50543 | 5.74842 |
AUDNZD | 0.00012 | 0.00024 | 0.00040 | 0.00063 | 0.00086 | 0.00275 | 0.01368 | 0.0255 | 3103119336.36699 |
AUDSGD | 0.00014 | 0.00024 | 0.00041 | 0.00055 | 0.00080 | 0.00248 | 0.00639 | 0.01307 | 0.02962 |
AUDUSD | 0.00012 | 0.00023 | 0.00041 | 0.00056 | 0.00079 | 0.00212 | 0.0058 | 0.01579 | 0.03394 |
CADCHF | 0.00010 | 0.00020 | 0.00031 | 0.00048 | 0.00049 | 0.00161 | 0.00385 | 0.00915 | 0.02407 |
CADJPY | 0.02 | 0.04714 | 0.07014 | 0.09107 | 0.11229 | 0.33538 | 1.37094 | 2.46818 | 5.36325 |
CADUSD | 0.000050 | 0.00044 | 0.00066 | 0.00093 | 0.00093 | 0.00172 | 0.00428 | - | - |
CHFJPY | 0.02464 | 0.06479 | 0.09829 | 0.15 | 0.1855 | 0.57868 | 121880206778.64682 | 366523771950.12787 | 3064054424438.974 |
CHFSGD | 0.00016 | 0.00037 | 0.00055 | 0.00098 | 0.00104 | 0.00305 | 0.11711 | 1065291835.59623 | 122409783291.1129 |
CHFUSD | 0.00113 | 0.00101 | 0.00126 | 0.00169 | 0.00217 | 0.0045 | 0.01118 | 807320618.3955 | - |
DKKUSD | 0.000010 | 0.000030 | 0.000050 | 0.00016 | 0.00024 | 0.00033 | 0.00089 | - | - |
EURAED | 0.00086 | 0.00086 | 0.00074 | 0.00124 | 0.00259 | 0.0066 | 0.02591 | - | - |
EURARS | 0.04926 | 0.15842 | 0.39209 | 0.43574 | 0.92233 | 2.25467 | 5.88589 | - | - |
EURAUD | 0.00021 | 0.00050 | 0.00088 | 0.00113 | 0.00156 | 0.00392 | 0.01161 | 0.02843 | 0.07396 |
EURBOB | - | - | - | 0.0175 | 0.0175 | 0.0175 | - | - | - |
EURCAD | 0.00017 | 0.00039 | 0.00059 | 0.00076 | 0.00076 | 0.00224 | 0.0058 | 0.01311 | 0.05017 |
EURCHF | 0.00012 | 0.00028 | 0.00039 | 0.00066 | 0.00060 | 0.00152 | 0.0042 | 0.01163 | 0.03263 |
EURCNY | 0.00465 | 0.00475 | 0.00661 | 0.0087 | 0.01354 | 0.02731 | 0.07741 | - | - |
EURCZK | 0.00322 | 0.0071 | 0.01196 | 0.02112 | 0.01756 | 0.04476 | 0.13163 | 0.26309 | 0.56683 |
EURGBP | 0.000090 | 0.00021 | 0.00036 | 0.00049 | 0.00046 | 0.00132 | 0.00371 | 0.01163 | 0.02884 |
EURHUF | 0.04771 | 0.13679 | 0.243 | 0.36579 | 0.38864 | 0.85414 | 2.47543 | 6.83214 | 14.77536 |
EURILS | 0.00375 | 0.00453 | 0.00579 | 0.0088 | 0.01224 | 0.01631 | 0.07702 | 0.11454 | - |
EURJPY | 0.03186 | 0.07357 | 0.103 | 0.14536 | 0.177 | 0.42286 | 1.84259 | 3.01577 | 7.99305 |
EURMXN | 0.00686 | 0.01541 | 0.01904 | 0.02646 | 0.02184 | 0.04979 | 0.18692 | 0.36854 | 0.9306 |
EURNOK | 0.00168 | 0.00423 | 0.00926 | 0.01442 | 0.01415 | 0.03109 | 0.10015 | 0.21205 | 0.55185 |
EURNZD | 0.00023 | 0.00049 | 0.00086 | 0.00134 | 0.00167 | 0.00387 | 0.01267 | 0.02572 | 0.072 |
EURPLN | 0.00041 | 0.00122 | 0.00274 | 0.00438 | 0.00423 | 0.01162 | 0.02679 | 0.05166 | 0.25293 |
EURRON | 0.000080 | 0.00018 | 0.00051 | 0.00073 | 0.0013 | 0.00172 | 0.00445 | - | - |
EURSAR | 0.0033 | 0.00322 | 0.00321 | 0.00383 | 0.00562 | 0.00819 | 0.03392 | - | - |
EURSEK | 0.00164 | 0.00534 | 0.01091 | 0.02648 | 0.02472 | 0.04369 | 0.46274 | 1.19988 | 1.80938 |
EURSGD | 0.00017 | 0.00035 | 0.00049 | 0.00063 | 0.00071 | 0.00227 | 0.00666 | 0.0166 | 0.04397 |
EURTRY | 0.00563 | 0.01395 | 0.0207 | 0.0429 | 0.06582 | 0.14777 | 0.40703 | 1.21031 | 2.4447 |
EURUAH | - | - | - | 0.06761 | 0.06761 | 0.06761 | 0.13825 | 0.47869 | - |
EURUSD | 0.00015 | 0.00033 | 0.00046 | 0.00062 | 0.00068 | 0.00161 | 0.00521 | 0.01313 | 0.03572 |
EURZAR | 0.00356 | 0.01415 | 0.0238 | 0.03014 | 0.03117 | 0.068 | 0.18009 | 0.40206 | 1.08759 |
GBPAUD | 0.00024 | 0.00059 | 0.00093 | 0.00131 | 0.00174 | 0.00478 | 0.02118 | 0.03857 | 2760528884.91371 |
GBPCAD | 0.00020 | 0.00054 | 0.00079 | 0.00104 | 0.00096 | 0.00346 | 0.01284 | 0.03203 | 0.07552 |
GBPCHF | 0.00015 | 0.00041 | 0.00067 | 0.00105 | 0.00097 | 0.00227 | 0.00696 | 0.01811 | 0.04125 |
GBPJPY | 0.03664 | 0.08736 | 0.13693 | 0.18786 | 0.21321 | 0.50803 | 2.36037 | 3.4394 | 130189874364.01419 |
GBPMXN | 0.00797 | 0.01863 | 0.02173 | 0.03224 | 0.02806 | 1.58831 | 1.74778 | 16910438599.89061 | 172611718847.18906 |
GBPNOK | 0.00192 | 0.00509 | 0.00985 | 0.01698 | 0.01755 | 0.03944 | 0.12626 | 9738243113.23239 | 47911407328.29332 |
GBPNZD | 0.00025 | 0.00059 | 0.00098 | 0.00159 | 0.00195 | 0.00416 | 0.01528 | 0.02938 | 0.07429 |
GBPSEK | 0.00168 | 0.00635 | 0.01393 | 0.03045 | 0.02737 | 0.0509 | 0.11432 | 0.22284 | 0.6284 |
GBPSGD | 0.00020 | 0.00050 | 0.00075 | 0.001 | 0.00104 | 0.00325 | 0.01076 | 0.01844 | 0.04276 |
GBPTRY | 0.0041 | 0.01217 | 0.02032 | 0.04414 | 0.06131 | 0.18797 | 0.53769 | 1.41674 | 499609722.22515 |
GBPUSD | 0.00018 | 0.00044 | 0.00069 | 0.00091 | 0.00096 | 0.0025 | 0.00682 | 0.01686 | 0.04062 |
GBPZAR | 0.00404 | 0.01503 | 0.02607 | 0.03693 | 0.05468 | 0.08863 | 0.25119 | 0.51727 | 1.41172 |
HKDUSD | 0.00013 | 0.000060 | 0.000030 | 0.000030 | 0.000040 | 0.000060 | 0.00018 | 0.00047 | - |
INRUSD | 0.0 | 0.0 | 0.0 | 0.000010 | 0.000010 | 0.000010 | 0.000050 | - | - |
NOKJPY | 0.0075 | 0.012 | 0.01707 | 0.025 | 0.02707 | 0.07189 | 0.2197 | 999312236.12806 | 2924234144.24554 |
NOKSEK | 0.00019 | 0.00050 | 0.00094 | 0.00201 | 0.0019 | 0.00487 | 0.02654 | 0.06453 | 0.10753 |
NZDCAD | 0.00011 | 0.00022 | 0.00038 | 0.00058 | 0.00078 | 0.00199 | 0.00532 | 1178889645.93931 | 66482236037.06818 |
NZDCHF | 0.00010 | 0.00018 | 0.00031 | 0.00052 | 0.00063 | 0.00151 | 0.00414 | 0.01048 | 0.02644 |
NZDJPY | 0.01579 | 0.04107 | 0.05771 | 0.09129 | 0.11271 | 0.28536 | 1.69322 | 3.0847 | 6.41234 |
NZDUSD | 0.00010 | 0.00020 | 0.00036 | 0.00055 | 0.00069 | 0.00168 | 0.00683 | 0.01893 | 0.05014 |
SEKJPY | 0.007 | 0.01343 | 0.019 | 0.034 | 0.03479 | 0.05834 | 0.19344 | 0.3607 | 0.79801 |
SGDJPY | 0.01714 | 0.03914 | 0.05921 | 0.083 | 0.11514 | 0.39151 | 3.99221 | 6.34214 | 10.69917 |
USDARS | 0.05356 | 0.15327 | 0.2096 | 0.25149 | 0.39512 | 1.02932 | - | - | - |
USDBGN | 0.00139 | 0.00142 | 0.00204 | 0.0035 | 0.00433 | 0.0062 | - | - | - |
USDBRL | 0.00016 | 0.00016 | 0.00182 | 0.00213 | 0.00765 | 0.0189 | 0.07896 | - | - |
USDCAD | 0.00015 | 0.00031 | 0.00050 | 0.00063 | 0.00080 | 0.00264 | 0.00787 | 0.02816 | 0.06684 |
USDCHF | 0.00012 | 0.00026 | 0.00040 | 0.00067 | 0.00069 | 0.00185 | 0.00557 | 0.01439 | 0.10613 |
USDCLP | 0.14286 | 0.29143 | 0.725 | 1.60571 | 4.77537 | 5.71109 | - | - | - |
USDCNH | 0.00026 | 0.00074 | 0.0016 | 0.00225 | 0.00303 | 0.00866 | 0.02456 | 0.05118 | 0.21039 |
USDCNY | - | 0.00029 | 0.00027 | 0.00028 | 0.00059 | 0.00239 | - | - | - |
USDCOP | 2.16286 | 2.09429 | 4.46071 | 10.27857 | 11.155 | 18.62143 | - | - | - |
USDCRC | - | - | 1.48318 | 1.48318 | 1.54609 | 1.60197 | - | - | - |
USDCZK | 0.00399 | 0.01037 | 0.01645 | 0.02382 | 0.02283 | 0.06869 | 0.21195 | 0.43598 | 0.96872 |
USDDOP | - | - | 0.33278 | 0.32921 | 0.32921 | 0.33278 | 0.72123 | - | - |
USDEUR | 0.00029 | 0.00063 | 0.00184 | 0.00171 | 0.00179 | 0.00226 | - | - | - |
USDGTQ | - | - | 0.01035 | 0.01035 | 0.01067 | 0.01154 | 0.02328 | - | - |
USDHKD | 0.00049 | 0.00065 | 0.00114 | 0.00176 | 0.00288 | 0.00556 | 0.01028 | 0.0163 | 0.03414 |
USDHUF | 0.06321 | 0.18114 | 0.29707 | 0.40707 | 0.41443 | 1.13636 | 3.00293 | 7.96279 | 20.07529 |
USDIDR | 15.7 | 12.37143 | 10.52143 | 13.72857 | 22.06429 | 72.85071 | - | - | - |
USDILS | 0.00092 | 0.00227 | 0.00494 | 0.00699 | 0.00828 | 0.01963 | - | - | - |
USDJPY | 0.02457 | 0.05436 | 0.09279 | 0.12529 | 0.17164 | 0.39771 | 1.76279 | 2.63864 | 6.64221 |
USDKES | - | 0.305 | 0.35857 | 0.34143 | 0.34143 | 0.46714 | - | - | - |
USDKRW | 1.205 | 2.77429 | 2.67 | 3.43214 | 4.16 | 4.88357 | - | - | - |
USDKWD | 0.000040 | 0.000040 | 0.000040 | 0.000060 | 0.000060 | 0.00019 | - | - | - |
USDKZT | - | - | 0.75036 | 0.75036 | 0.75036 | - | - | - | - |
USDLBP | - | 89.85217 | 89.85217 | 89.85217 | 89.85217 | 118.68478 | 269.74794 | - | - |
USDMXN | 0.00604 | 0.01497 | 0.01886 | 0.0269 | 0.02273 | 0.05087 | 0.19712 | 0.38127 | 2.04682 |
USDMYR | - | 0.00154 | 0.00168 | 0.00204 | 0.00319 | 0.00471 | - | - | - |
USDNGN | - | - | 10.00786 | 10.00786 | 10.57929 | 14.90286 | - | - | - |
USDNOK | 0.002 | 0.00503 | 0.01018 | 0.01555 | 0.01705 | 0.04766 | 0.21841 | 0.7119 | 1.25469 |
USDPHP | 0.01286 | 0.06243 | 0.2115 | 0.22643 | 0.27914 | 0.408 | - | - | - |
USDPKR | - | - | 0.71209 | 0.71209 | 0.79366 | 0.88316 | 1.65839 | - | - |
USDPLN | 0.00061 | 0.00164 | 0.00316 | 0.00497 | 0.00519 | 0.01415 | 0.32094 | 3157771464.94581 | 311703260747.6044 |
USDRON | 0.00074 | 0.00154 | 0.00295 | 0.00426 | 0.00857 | 0.01541 | - | - | - |
USDRUB | - | - | - | 0.40929 | 0.40929 | 0.40929 | 0.585 | 1.23286 | 16.91311 |
USDSAR | 0.00017 | 0.00016 | 0.00018 | 0.00025 | 0.00044 | 0.02027 | 0.02665 | - | - |
USDSEK | 0.00202 | 0.00602 | 0.01194 | 0.02601 | 0.02544 | 0.05108 | 0.25919 | 0.6808 | 1.83914 |
USDSGD | 0.000090 | 0.00019 | 0.00036 | 0.00049 | 0.00073 | 0.00209 | 0.00543 | 0.01219 | 0.03354 |
USDTHB | 0.00423 | 0.0091 | 0.01717 | 0.02531 | 0.03723 | 0.10193 | 0.35436 | 1.02821 | 2.13143 |
USDTRY | 0.00135 | 0.00293 | 0.00603 | 0.02586 | 0.03503 | 0.09727 | 0.3008 | 1.15104 | 3.03535 |
USDTWD | 0.01373 | 0.02084 | 0.02581 | 0.0435 | 0.04689 | 0.08662 | 0.19476 | - | - |
USDUAH | - | - | 0.06824 | 0.06824 | 0.06745 | 0.06311 | - | - | - |
USDZAR | 0.00302 | 0.01314 | 0.02383 | 0.02982 | 0.03309 | 0.07822 | 0.30208 | 0.93135 | 36.69201 |
XAGAUD | 0.03493 | 0.06286 | 0.08636 | 0.125 | 0.16857 | 0.34121 | 0.93243 | 2.24657 | 4.1455 |
XAGEUR | 0.02314 | 0.03979 | 0.054 | 0.0795 | 0.10271 | 0.21946 | 0.59099 | 1.38192 | 2.55719 |
XAGUSD | 0.02443 | 0.04507 | 0.0615 | 0.08864 | 0.11271 | 0.22769 | 0.62578 | 1.46095 | 3.06904 |
XAUAUD | 1.52429 | 3.00929 | 4.32286 | 5.92214 | 7.71929 | 16.87643 | 47.28857 | 114.94929 | 191.335 |
XAUEUR | 0.95071 | 1.88571 | 2.59929 | 3.49714 | 4.44929 | 10.06643 | 28.24786 | 67.08571 | 108.68714 |
XAUGBP | 0.81 | 1.62857 | 2.28714 | 2.95571 | 3.76 | 7.41857 | 22.76429 | 55.53571 | 94.18571 |
XAUJPY | 156.14286 | 311.92857 | 446.78571 | 613.0 | 791.07143 | 1671.94286 | 6219.72857 | 11581.3 | 16846.50714 |
XAUUSD | 1.03929 | 2.09 | 2.90643 | 3.945 | 5.06143 | 10.12357 | 32.38214 | 71.91 | 131.68357 |
XPDUSD | 1.47643 | 2.63429 | 3.38429 | - | - | - | 118.73714 | 177.56786 | 793.87643 |
XPTUSD | 1.02714 | 2.27786 | 2.81643 | - | - | - | 49.84857 | 68.69357 | 123.115 |
ZARJPY | 0.006 | 0.01043 | 0.01514 | 0.01807 | 0.01986 | 0.03508 | 0.12971 | 0.20827 | 0.54456 |