Average True Range (ATR) 指標
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分鐘 | 5分鐘 | 15分鐘 | 30分鐘 | 1小時 | 4小時 | 1天 | 1週 | 1個月 | |
---|---|---|---|---|---|---|---|---|---|
AUDCAD | 0.00021 | 0.00046 | 0.00092 | 0.00123 | 0.00151 | 0.0028 | - | - | - |
AUDCHF | 0.00018 | 0.00032 | 0.00047 | 0.00119 | 0.00142 | 0.00204 | - | - | - |
AUDJPY | 0.0335 | 0.07279 | 0.11114 | 0.22771 | 0.24914 | 0.45643 | - | - | - |
AUDNZD | 0.00019 | 0.00032 | 0.00039 | 0.00071 | 0.00126 | 0.00193 | - | - | - |
AUDSGD | 0.00022 | 0.00038 | 0.00065 | 0.00159 | 0.00203 | 0.00294 | - | - | - |
AUDUSD | 0.00026 | 0.00045 | 0.00081 | 0.00225 | 0.00232 | 0.00395 | - | - | - |
CADBGN | 0.00041 | 0.00041 | 0.00116 | 0.00163 | 0.00243 | 0.00543 | 0.01538 | 0.03924 | - |
CADCHF | 0.00018 | 0.00036 | 0.00080 | 0.00132 | 0.00127 | 0.00261 | - | - | - |
CADJPY | 0.02986 | 0.08843 | 0.17414 | 0.25936 | 0.28314 | 0.59743 | - | - | - |
CHFJPY | 0.03943 | 0.10386 | 0.13029 | 0.24071 | 0.30979 | 0.56743 | - | - | - |
CHFSGD | 0.00028 | 0.00058 | 0.00095 | 0.0019 | 0.00172 | 0.00312 | - | - | - |
EURAUD | 0.00044 | 0.00086 | 0.00109 | 0.00204 | 0.00307 | 0.00452 | - | - | - |
EURCAD | 0.00034 | 0.00079 | 0.00159 | 0.00239 | 0.0025 | 0.00531 | - | - | - |
EURCHF | 0.00015 | 0.00039 | 0.00061 | 0.00132 | 0.00116 | 0.00227 | - | - | - |
EURCNY | 0.00040 | 0.00203 | 0.00426 | 0.00676 | 0.01445 | 0.01668 | 0.04657 | 0.1194 | - |
EURCZK | 0.00314 | 0.00518 | 0.00971 | 0.01569 | 0.02451 | 0.04398 | - | - | - |
EURGBP | 0.00014 | 0.00042 | 0.00050 | 0.00084 | 0.00108 | 0.00169 | - | - | - |
EURHUF | 0.11443 | 0.23786 | 0.2445 | 0.58521 | 0.76371 | 1.10329 | - | - | - |
EURJPY | 0.03864 | 0.12907 | 0.1655 | 0.32029 | 0.368 | 0.7275 | - | - | - |
EURMXN | 0.00971 | 0.01346 | 0.0529 | 0.08111 | 0.07138 | 0.13333 | - | - | - |
EURNOK | 0.00359 | 0.00631 | 0.00905 | 0.01134 | 0.02098 | 0.03095 | - | - | - |
EURNZD | 0.00047 | 0.00086 | 0.0011 | 0.00225 | 0.00368 | 0.00505 | - | - | - |
EURPLN | 0.00092 | 0.00122 | 0.00188 | 0.00327 | 0.00621 | 0.00701 | - | - | - |
EURSEK | 0.00188 | 0.00477 | 0.00756 | 0.01061 | 0.01298 | 0.02429 | - | - | - |
EURSGD | 0.00024 | 0.00052 | 0.00089 | 0.00222 | 0.00215 | 0.00341 | - | - | - |
EURTRY | 0.01069 | 0.02132 | 0.04487 | 0.11535 | 0.12105 | 0.20223 | - | - | - |
EURUSD | 0.00027 | 0.00060 | 0.00125 | 0.00327 | 0.00285 | 0.00547 | - | - | - |
EURZAR | 0.00763 | 0.02444 | 0.02085 | 0.03828 | 0.04328 | 0.07785 | - | - | - |
GBPAUD | 0.00046 | 0.00114 | 0.00133 | 0.00267 | 0.00353 | 0.0053 | - | - | - |
GBPCAD | 0.00037 | 0.00101 | 0.0018 | 0.00308 | 0.00303 | 0.00614 | - | - | - |
GBPCHF | 0.00023 | 0.00068 | 0.00098 | 0.0017 | 0.0019 | 0.00288 | - | - | - |
GBPJPY | 0.05121 | 0.16064 | 0.21943 | 0.35707 | 0.49497 | 0.87514 | - | - | - |
GBPMXN | 0.01132 | 0.01998 | 0.0631 | 0.09797 | 0.08819 | 0.15793 | - | - | - |
GBPNOK | 0.00427 | 0.01002 | 0.01255 | 0.01856 | 0.02977 | 0.0411 | - | - | - |
GBPNZD | 0.00051 | 0.00119 | 0.00145 | 0.00284 | 0.00437 | 0.00554 | - | - | - |
GBPSEK | 0.00323 | 0.00895 | 0.01123 | 0.01868 | 0.02111 | 0.03585 | - | - | - |
GBPSGD | 0.00031 | 0.00083 | 0.00138 | 0.00266 | 0.00338 | 0.0046 | - | - | - |
GBPTRY | 0.01237 | 0.02776 | 0.06043 | 0.13365 | 0.16377 | 0.24521 | - | - | - |
GBPUSD | 0.00035 | 0.00070 | 0.0016 | 0.00364 | 0.00376 | 0.00668 | - | - | - |
GBPZAR | 0.00663 | 0.04772 | 0.07139 | 0.05186 | - | - | - | - | - |
INRUSD | 0.0 | 0.0 | 0.000010 | 0.000010 | 0.000050 | 0.00013 | 0.000030 | - | - |
NOKJPY | 0.00879 | 0.01493 | 0.02064 | 0.03714 | 0.04493 | 0.07402 | - | - | - |
NOKSEK | 0.00034 | 0.00059 | 0.00072 | 0.00094 | 0.00311 | 0.00332 | - | - | - |
NZDCAD | 0.00020 | 0.00046 | 0.00088 | 0.00119 | 0.00153 | 0.00293 | - | - | - |
NZDCHF | 0.00017 | 0.00026 | 0.00043 | 0.00105 | 0.00126 | 0.00189 | - | - | - |
NZDJPY | 0.0315 | 0.05479 | 0.09407 | 0.20671 | 0.2331 | 0.42314 | - | - | - |
NZDUSD | 0.00024 | 0.00040 | 0.00075 | 0.00201 | 0.00224 | 0.00375 | - | - | - |
SEKJPY | 0.00729 | 0.01607 | 0.02143 | 0.03836 | 0.03879 | 0.07511 | - | - | - |
SGDJPY | 0.02193 | 0.07164 | 0.11914 | 0.15443 | 0.20656 | 0.40863 | - | - | - |
USDAED | - | 0.00013 | 0.00014 | 0.00015 | 0.00031 | 0.00039 | 0.00089 | - | - |
USDBRL | 0.00562 | 0.00864 | 0.00809 | 0.01028 | 0.02589 | 0.24145 | 0.12795 | - | - |
USDCAD | 0.00040 | 0.00059 | 0.00205 | 0.00484 | 0.00414 | 0.00874 | - | - | - |
USDCHF | 0.00025 | 0.00048 | 0.00092 | 0.00204 | 0.00194 | 0.00338 | - | - | - |
USDCLP | - | 1.47143 | 1.95357 | 3.08634 | 2.94214 | 3.48286 | 13.20737 | - | - |
USDCNH | 0.00103 | 0.00234 | 0.00432 | 0.01501 | 0.01267 | 0.02622 | - | - | - |
USDCZK | 0.00748 | 0.01497 | 0.03049 | 0.08665 | 0.08281 | 0.15624 | - | - | - |
USDHKD | 0.00027 | 0.00030 | 0.00127 | 0.00173 | - | - | - | - | - |
USDHUF | 0.153 | 0.35321 | 0.53171 | 1.63379 | 1.6795 | 2.59793 | - | - | - |
USDIDR | 2.81429 | 7.0 | 13.41429 | 50.14714 | 40.39286 | 400.51 | 354.71 | - | - |
USDJPY | 0.04129 | 0.13414 | 0.17321 | 0.28857 | 0.36164 | 0.70971 | - | - | - |
USDKWD | 0.00010 | 0.000020 | 0.000020 | 0.000040 | 0.00010 | 0.000070 | 0.00057 | - | - |
USDMXN | 0.01015 | 0.01521 | 0.05262 | 0.10226 | 0.09687 | 0.16564 | - | - | - |
USDNGN | - | 5.47286 | 6.46786 | 6.01357 | 3.43214 | 8.525 | 32.74 | - | - |
USDNOK | 0.00449 | 0.0091 | 0.01833 | 0.03945 | 0.05339 | 0.08068 | - | - | - |
USDPLN | 0.00155 | 0.00284 | 0.00559 | 0.01466 | 0.0152 | 0.02555 | - | - | - |
USDRON | 0.00034 | 0.00184 | 0.00367 | - | - | - | - | - | - |
USDRUB | 0.00711 | 0.02123 | 0.04188 | - | - | - | - | - | - |
USDSEK | 0.00361 | 0.00723 | 0.01562 | 0.04107 | 0.03885 | 0.06962 | - | - | - |
USDSGD | 0.00025 | 0.00067 | 0.00112 | 0.00278 | 0.00276 | 0.00525 | - | - | - |
USDTHB | 0.01037 | 0.0193 | 0.01994 | 0.0863 | 0.08308 | 0.15804 | - | - | - |
USDTRY | 0.0016 | 0.00199 | 0.00631 | 0.01333 | 0.03211 | 0.0454 | - | - | - |
USDUAH | - | - | 0.10694 | 0.09862 | 0.03189 | 0.0603 | 0.16501 | - | - |
USDZAR | 0.00805 | 0.02561 | 0.02012 | 0.06565 | 0.07282 | 0.11476 | - | - | - |
XAGAUD | 0.058 | 0.07164 | 0.13493 | 0.24764 | 0.29493 | 0.39079 | - | - | - |
XAGEUR | 0.03764 | 0.04564 | 0.08279 | 0.14936 | 0.21146 | 0.28697 | - | - | - |
XAGUSD | 0.03957 | 0.04871 | 0.09071 | 0.13436 | 0.1641 | 0.27446 | - | - | - |
XAUAUD | 2.56429 | 4.14286 | 8.14714 | 16.14857 | 21.57214 | 31.15071 | - | - | - |
XAUEUR | 1.54357 | 2.16714 | 5.025 | 8.61357 | 11.08143 | 16.95571 | - | - | - |
XAUGBP | 1.33857 | 1.96857 | 4.47786 | 7.61286 | 8.92714 | 13.93286 | - | - | - |
XAUJPY | 222.28571 | 478.35714 | 871.5 | 1105.07143 | 1647.58571 | 2706.12857 | - | - | - |
XAUUSD | 1.58286 | 2.44286 | 4.435 | 4.70929 | 7.23286 | 14.0 | - | - | - |
XPDUSD | 1.50214 | 1.51357 | 5.41571 | 7.1 | 4.17786 | 9.61286 | - | - | - |
XPTUSD | 0.89357 | 1.17786 | 3.42 | 4.35714 | 5.19214 | 7.23214 | - | - | - |
ZARJPY | 0.00736 | 0.01371 | 0.015 | 0.026 | 0.02725 | 0.0461 | - | - | - |