Average True Range (ATR) Indicateur
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 heure | 4 heures | 1 jour | 1 semaine | 1 mois | |
---|---|---|---|---|---|---|---|---|---|
AUDCAD | 0.00064 | 0.00074 | 0.00086 | 0.00119 | 0.00176 | 0.00265 | 0.00442 | 6932018124.00322 | 75792449119.58511 |
AUDCHF | 0.00082 | 0.00075 | 0.00095 | 0.00125 | 0.00155 | 0.00219 | 0.00537 | 49936.23644 | 138867.71065 |
AUDJPY | 0.09143 | 0.054 | 0.08462 | 0.14921 | 0.22207 | 0.3704 | 1.26096 | 9.84421 | 12.66263 |
AUDNZD | 0.00145 | 0.0013 | 0.00144 | 0.00161 | 0.00193 | 0.00382 | 774564468.50195 | 774564468.59043 | 3886930807.20296 |
AUDSGD | 0.00071 | 0.00085 | 0.00107 | 0.00157 | 0.00208 | 0.00307 | 0.00662 | 0.01325 | 0.02825 |
AUDUSD | 0.00064 | 0.00042 | 0.00061 | 0.00104 | 0.00166 | 0.00246 | 0.00582 | 0.01589 | 0.03283 |
BRLEUR | 0.000090 | 0.00013 | 0.00022 | 0.00039 | 0.00038 | 0.00095 | 0.00194 | 0.00367 | - |
CADCHF | 0.00057 | 0.00065 | 0.00084 | 0.00111 | 0.00157 | 0.00228 | 0.00436 | 0.00912 | 0.02218 |
CADJPY | 0.04389 | 0.04629 | 0.08379 | 0.15011 | 0.28837 | 0.45336 | 0.88329 | 2.48591 | 5.17568 |
CADUSD | 0.00023 | 0.00033 | 0.00045 | 0.00076 | 0.00102 | 0.0015 | 0.00345 | - | - |
CHFJPY | 0.22397 | 0.09726 | 0.11946 | 0.20547 | 0.40522 | 0.72517 | 124543341742.49886 | 243926433764.7892 | 3186100651341.139 |
CHFSGD | 0.00125 | 0.00111 | 0.00137 | 0.00177 | 0.00411 | 0.00559 | 0.01222 | 1065291835.59713 | 123475075126.46707 |
DKKUSD | 0.000010 | 0.000020 | 0.000050 | 0.00010 | 0.00014 | 0.00030 | 0.00068 | - | - |
EURAUD | 0.00109 | 0.00077 | 0.00107 | 0.00167 | 0.00268 | 0.00411 | 0.01311 | 0.02674 | 0.06813 |
EURCAD | 0.00052 | 0.00075 | 0.00097 | 0.00134 | 0.00178 | 0.00301 | 0.00585 | 0.01281 | 0.0479 |
EURCHF | 0.00032 | 0.00034 | 0.00051 | 0.00083 | 0.00128 | 0.00199 | 0.00524 | 0.01223 | 0.03145 |
EURCZK | 0.00725 | 0.01186 | 0.01353 | 0.01947 | 0.03176 | 0.06288 | 0.11273 | 0.23475 | 0.56072 |
EURGBP | 0.00114 | 0.00031 | 0.00044 | 0.00061 | 0.00081 | 0.00139 | 0.00312 | 0.01101 | 0.02499 |
EURHUF | 0.62814 | 0.37743 | 0.21471 | 0.39414 | 0.79536 | 1.62721 | 3.52607 | 6.4625 | 13.34807 |
EURJPY | 0.03195 | 0.0545 | 0.09776 | 0.17957 | 0.33107 | 0.50905 | 0.992 | 3.03447 | 7.98934 |
EURMXN | 0.01945 | 0.03072 | 0.05911 | 0.12461 | 0.14556 | 0.20167 | 0.29834 | 0.40383 | 0.8628 |
EURNOK | 0.0084 | 0.00799 | 0.00685 | 0.01012 | 0.02274 | 0.03813 | 0.08627 | 0.20808 | 0.54978 |
EURNZD | 0.002 | 0.00123 | 0.00149 | 0.00228 | 0.00319 | 0.00554 | 0.01041 | 0.02307 | 0.0719 |
EURPLN | 0.00293 | 0.00395 | 0.00459 | 0.00658 | 0.00984 | 0.01445 | 0.0262 | 0.04782 | 0.25027 |
EURSEK | 0.06675 | 0.01714 | 0.0075 | 0.01275 | 0.02671 | 0.17941 | 0.27735 | 1.13938 | 1.82686 |
EURSGD | 0.00063 | 0.00089 | 0.00108 | 0.00133 | 0.00219 | 0.00294 | 0.00609 | 0.01442 | 0.04125 |
EURTRY | 0.12522 | 0.16385 | 0.12089 | 0.11593 | 0.11335 | 0.23279 | 0.47593 | 1.09985 | 2.41981 |
EURUAH | - | - | - | 0.1072 | 0.1072 | 0.1072 | 0.14777 | - | - |
EURUSD | 0.00027 | 0.00033 | 0.00052 | 0.00086 | 0.00159 | 0.00246 | 0.00502 | 0.01257 | 0.03453 |
EURZAR | 0.0142 | 0.0247 | 0.02296 | 0.03677 | 0.07192 | 0.09621 | 0.21871 | 0.39153 | 1.08888 |
GBPAUD | 0.00155 | 0.00064 | 0.00086 | 0.00174 | 0.0031 | 0.00521 | 0.01538 | 0.03759 | 2760528884.90357 |
GBPCAD | 0.00125 | 0.00080 | 0.00108 | 0.00164 | 0.00253 | 0.0039 | 0.0098 | 0.03123 | 0.07153 |
GBPCHF | 0.00044 | 0.00051 | 0.00075 | 0.00113 | 0.00164 | 0.00272 | 0.01077 | 0.0221 | 0.04242 |
GBPJPY | 0.04416 | 0.06139 | 0.12103 | 0.21193 | 0.38853 | 0.57984 | 1.18636 | 3.51994 | 130189874364.17117 |
GBPMXN | 0.03146 | 0.04587 | 0.07805 | 0.15561 | 0.17911 | 0.25091 | 1598791869.44777 | 15348236042.84073 | 172611718848.577 |
GBPNOK | 0.01505 | 0.01785 | 0.01509 | 0.01848 | 0.03151 | 0.05119 | 0.1384 | 9738243113.21984 | 47911407328.29142 |
GBPNZD | 0.00202 | 0.00135 | 0.00162 | 0.00267 | 0.00416 | 0.00604 | 0.01105 | 0.02623 | 0.07331 |
GBPSEK | 0.0033 | 0.00472 | 0.00742 | 0.01512 | 0.03106 | 0.05224 | 0.09066 | 0.21697 | 0.62339 |
GBPSGD | 0.00137 | 0.00133 | 0.00141 | 0.00184 | 0.00258 | 0.00401 | 0.00959 | 0.01856 | 0.04149 |
GBPTRY | 0.19237 | 0.19645 | 0.15404 | 0.14898 | 0.14975 | 0.28498 | 0.56787 | 6.47935 | 499609724.77203 |
GBPUSD | 0.00030 | 0.00036 | 0.00064 | 0.00109 | 0.00202 | 0.00269 | 0.00593 | 0.01682 | 0.03872 |
GBPZAR | 0.01568 | 0.03027 | 0.02723 | 0.04201 | 0.08472 | 0.12289 | 0.29729 | 0.49907 | 1.39614 |
NOKJPY | 0.03928 | 0.02242 | 0.02285 | 0.03925 | 0.06687 | 0.09483 | 1.23278 | 3.41519 | 2924234145.23434 |
NOKSEK | 0.01287 | 0.00492 | 0.00157 | 0.00179 | 0.00269 | 0.00642 | 0.02856 | 0.07131 | 0.10971 |
NZDCAD | 0.00062 | 0.00069 | 0.00087 | 0.00127 | 0.00175 | 0.00284 | 0.00556 | 592827960.59512 | 66482236037.06856 |
NZDCHF | 0.00077 | 0.00060 | 0.00078 | 0.00112 | 0.00144 | 0.00224 | 0.00456 | 0.01036 | 0.02574 |
NZDJPY | 0.07095 | 0.04927 | 0.07648 | 0.13901 | 0.18843 | 0.51979 | 1.28474 | 2.70675 | 6.39791 |
NZDUSD | 0.00048 | 0.00045 | 0.00061 | 0.00106 | 0.00154 | 0.00293 | 0.00627 | 0.01786 | 0.05046 |
SEKJPY | 0.01236 | 0.00663 | 0.01127 | 0.02156 | 0.03906 | 0.07345 | 0.14902 | 0.37186 | 0.79743 |
SGDJPY | 0.05718 | 0.05091 | 0.07066 | 0.12299 | 0.33949 | 0.8895 | 2.09717 | 6.45095 | 10.7687 |
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 | 0.00056 | 0.00049 | 0.00078 | 0.00126 | 0.00203 | 0.00305 | 0.00742 | 0.0279 | 0.06555 |
USDCHF | 0.00031 | 0.00045 | 0.00057 | 0.00092 | 0.00151 | 0.0026 | 0.00553 | 0.01415 | 0.1042 |
USDCLP | 0.195 | 0.42143 | 1.005 | 2.22714 | - | - | - | - | - |
USDCNH | 0.00403 | 0.0011 | 0.00086 | 0.00181 | 0.00395 | 0.00707 | 0.01488 | 0.05305 | 0.18724 |
USDCOP | 3.67357 | 4.33643 | 4.92 | 6.06786 | 11.27352 | - | - | - | - |
USDCRC | - | - | 0.89329 | 0.89329 | 0.91308 | 0.91308 | 1.23806 | - | - |
USDCZK | 0.01769 | 0.02366 | 0.02816 | 0.0475 | 0.06861 | 0.09462 | 0.17255 | 0.40322 | 0.94586 |
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 | - | - | - |
USDGTQ | - | - | 0.00929 | 0.00929 | 0.0094 | 0.0094 | 0.01817 | - | - |
USDHKD | 0.0032 | 0.00241 | 0.00163 | 0.00183 | 0.00201 | 0.00356 | 0.01838 | 0.02437 | 0.03892 |
USDHUF | 0.6005 | 0.39257 | 0.32743 | 0.568 | 1.0625 | 1.71229 | 3.56179 | 7.69214 | 18.75229 |
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 | 0.01893 | 0.03429 | 0.05957 | 0.16057 | 0.33471 | 0.55864 | 0.86036 | 2.7635 | 6.48914 |
USDKES | - | 0.51952 | 0.51952 | 0.68434 | 0.86154 | - | - | - | - |
USDKRW | 0.69786 | 1.11929 | 1.86 | 2.625 | 3.62857 | 6.17071 | 11.98071 | - | - |
USDKWD | 0.000070 | 0.000070 | 0.000070 | 0.000080 | 0.000090 | - | - | - | - |
USDKZT | - | - | 0.54594 | 0.54594 | - | - | - | - | - |
USDMXN | 0.02284 | 0.03601 | 0.0628 | 0.12512 | 0.14494 | 0.19977 | 0.28219 | 0.41156 | 1.99676 |
USDMYR | 0.00136 | 0.00209 | 0.00255 | 0.00282 | 0.00291 | - | - | - | - |
USDNOK | 0.08597 | 0.03229 | 0.00798 | 0.01355 | 0.02995 | 0.05166 | 0.1816 | 0.79182 | 1.21809 |
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 | 0.00309 | 0.00447 | 0.00525 | 0.00774 | 0.01211 | 0.02045 | 0.03537 | 285156768.55713 | 311703260747.8546 |
USDRON | 0.00106 | 0.00189 | 0.00333 | 0.00814 | 0.01217 | - | - | - | - |
USDRUB | 0.0062 | 0.00536 | 0.0121 | 0.05273 | 0.58714 | 0.29823 | 0.79413 | 1.30679 | 12.04596 |
USDSAR | 0.00107 | 0.00075 | 0.00073 | 0.00106 | 0.00126 | 0.00316 | - | - | - |
USDSEK | 0.06319 | 0.0167 | 0.00845 | 0.01552 | 0.03256 | 0.09446 | 0.23131 | 0.65785 | 1.81205 |
USDSGD | 0.00055 | 0.00073 | 0.00080 | 0.00112 | 0.00167 | 0.00249 | 0.00535 | 0.01323 | 0.03312 |
USDTHB | 0.10536 | 0.0765 | 0.06371 | 0.07129 | 0.13529 | 0.1815 | 0.32003 | 1.02664 | 2.13143 |
USDTRY | 0.1532 | 0.15136 | 0.10597 | 0.09882 | 0.08928 | 0.16481 | 0.42782 | 1.02519 | 3.0827 |
USDZAR | 0.05102 | 0.03507 | 0.03245 | 0.04791 | 0.0867 | 0.12656 | 0.39588 | 1.07093 | 36.75909 |
XAGAUD | 0.05979 | 0.10407 | 0.17029 | 0.30243 | 0.48886 | 0.67507 | 1.4495 | 2.93107 | 4.386 |
XAGEUR | 0.14529 | 0.09451 | 0.08014 | 0.16307 | 0.27627 | 0.42405 | 0.92499 | 1.80494 | 2.71397 |
XAGUSD | 0.0172 | 0.03483 | 0.07065 | 0.1779 | 0.32965 | 0.47019 | 0.99521 | 1.93647 | 3.22728 |
XAUAUD | 3.47571 | 5.57286 | 7.92786 | 13.35429 | 18.515 | 24.88571 | 38.58143 | 129.56714 | 184.57071 |
XAUEUR | 0.87714 | 2.12143 | 3.43929 | 6.86429 | 10.27857 | 14.42857 | 25.385 | 78.72714 | 106.33714 |
XAUGBP | 0.37857 | 1.2 | 2.21429 | 5.36429 | 8.33571 | 12.1 | 20.72714 | 66.03143 | 93.04286 |
XAUJPY | 100.36429 | 283.84286 | 492.03571 | 1102.95714 | 1785.81429 | 2581.81429 | 4707.62143 | 14073.77857 | 18067.81429 |
XAUUSD | 0.57571 | 2.115 | 3.42071 | 7.63286 | 12.38143 | 16.91786 | 29.58786 | 85.24429 | 129.60071 |
XPDUSD | 0.31 | 0.56429 | 1.72071 | 3.52071 | 8.72143 | 25.09786 | 88.54 | 194.94143 | 812.29214 |
XPTUSD | 0.16857 | 0.72571 | 1.215 | 2.47357 | 5.53714 | 16.12286 | 35.39429 | 76.015 | 128.43 |
ZARJPY | 0.01257 | 0.01231 | 0.01082 | 0.01769 | 0.03318 | 0.04928 | 0.13131 | 0.23159 | 0.54128 |