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 | 0.00016 | 0.00032 | 0.00057 | 0.00069 | 0.00113 | 0.0032 | 0.00787 | 0.02068 | 0.03713 |
AUDCHF | 0.00012 | 0.00019 | 0.00039 | 0.00057 | 0.00088 | 0.00309 | 0.01251 | 0.02829 | 0.03601 |
AUDJPY | 0.03107 | 0.04093 | 0.101 | 0.14264 | 0.27529 | 0.65722 | 3.3698 | 4.08219 | 4.38636 |
AUDNZD | 0.00025 | 0.00023 | 0.00053 | 0.00064 | 0.00105 | 0.00586 | 0.0381 | 0.05949 | 0.03973 |
AUDSGD | 0.00017 | 0.00022 | 0.00046 | 0.00069 | 0.00108 | 0.00346 | 0.01062 | 0.03336 | 0.03947 |
AUDUSD | 0.00017 | 0.00029 | 0.00052 | 0.00072 | 0.00124 | 0.00294 | 0.01246 | 0.02963 | 0.03745 |
CADCHF | 0.000090 | 0.00020 | 0.00021 | 0.00046 | 0.00086 | 0.00265 | 0.00909 | 0.01567 | 0.0326 |
CADJPY | 0.025 | 0.04643 | 0.10707 | 0.14707 | 0.30486 | 1.67407 | 2.93564 | 3.66889 | 5.21929 |
CHFJPY | 0.032 | 0.05229 | 0.13764 | 0.17243 | 0.38157 | 1.4947 | 9.32011 | 6.35014 | 4.84871 |
CHFSGD | 0.00018 | 0.00031 | 0.00047 | 0.001 | 0.00177 | 0.01657 | 0.02013 | 0.04564 | 0.04798 |
EURAUD | 0.00030 | 0.00039 | 0.00092 | 0.0012 | 0.00231 | 0.0069 | 0.02779 | 0.0593 | 0.06877 |
EURCAD | 0.00019 | 0.00051 | 0.00041 | 0.00090 | 0.00191 | 0.00399 | 0.01123 | 0.02713 | 0.05954 |
EURCHF | 0.00013 | 0.00024 | 0.00022 | 0.00067 | 0.00083 | 0.00275 | 0.01008 | 0.02835 | 0.02426 |
EURCZK | 0.00162 | 0.00387 | 0.00549 | 0.01031 | 0.01766 | 0.05394 | 0.13164 | 0.35454 | 0.37697 |
EURGBP | 0.00011 | 0.00016 | 0.00016 | 0.00055 | 0.00103 | 0.00441 | 0.01444 | 0.03559 | 0.04482 |
EURHUF | 0.03557 | 0.08379 | 0.13093 | 0.39457 | 0.88393 | 1.36871 | 3.72621 | 13.77507 | 7.65386 |
EURJPY | 0.04329 | 0.06414 | 0.14007 | 0.2045 | 0.43164 | 0.70527 | 3.27564 | 3.7581 | 5.86679 |
EURMXN | 0.00429 | 0.01559 | 0.00893 | 0.01836 | 0.04823 | 0.12831 | 0.50219 | 0.68488 | 1.68719 |
EURNOK | 0.00179 | 0.00404 | 0.00483 | 0.00748 | 0.02281 | 0.04296 | 0.18279 | 0.31526 | 0.33348 |
EURNZD | 0.00039 | 0.00054 | 0.00087 | 0.00126 | 0.00291 | 0.00728 | 0.02198 | 0.03581 | 0.07452 |
EURPLN | 0.00053 | 0.00077 | 0.00095 | 0.00264 | 0.0077 | 0.01062 | 0.02768 | 0.14218 | 0.14245 |
EURSEK | 0.00124 | 0.00326 | 0.00315 | 0.00649 | 0.01224 | 0.16827 | 1.13967 | 1.34308 | 0.28638 |
EURSGD | 0.00019 | 0.00031 | 0.00041 | 0.00077 | 0.00179 | 0.0136 | 0.00907 | 0.02475 | 0.04813 |
EURTRY | 0.00601 | 0.01509 | 0.01904 | 0.04451 | 0.08983 | 0.1543 | 0.48943 | 0.6388 | 0.24752 |
EURUSD | 0.00020 | 0.00042 | 0.00036 | 0.00090 | 0.0017 | 0.00284 | 0.00799 | 0.02191 | 0.05177 |
EURZAR | 0.00429 | 0.01016 | 0.01043 | 0.02732 | 0.04522 | 0.08364 | 0.27373 | 0.50862 | 1.17008 |
GBPAUD | 0.00035 | 0.00048 | 0.0011 | 0.00197 | 0.00245 | 0.01727 | 0.03761 | 0.09995 | 0.10303 |
GBPCAD | 0.00019 | 0.00061 | 0.00045 | 0.00124 | 0.00171 | 0.01652 | 0.02444 | 0.06575 | 0.09461 |
GBPCHF | 0.00014 | 0.00030 | 0.00031 | 0.0011 | 0.00159 | 0.0065 | 0.02443 | 0.03879 | 0.0659 |
GBPJPY | 0.04757 | 0.07943 | 0.174 | 0.30871 | 0.53893 | 1.25324 | 4.26365 | 5.57351 | 9.53393 |
GBPMXN | 0.00498 | 0.01846 | 0.01116 | 0.02606 | 0.0488 | 0.20855 | 0.56863 | 0.88835 | 2.42281 |
GBPNOK | 0.00221 | 0.0063 | 0.00564 | 0.01274 | 0.02309 | 0.07482 | 0.2186 | 0.42904 | 0.74933 |
GBPNZD | 0.00044 | 0.00060 | 0.00107 | 0.00203 | 0.00316 | 0.00889 | 0.02455 | 0.04147 | 0.10771 |
GBPSEK | 0.00184 | 0.00501 | 0.00407 | 0.0129 | 0.01853 | 0.07589 | 0.16149 | 0.41714 | 0.772 |
GBPSGD | 0.00024 | 0.00039 | 0.00056 | 0.0012 | 0.00198 | 0.00864 | 0.01301 | 0.03803 | 0.09157 |
GBPTRY | 0.00637 | 0.03397 | 0.01809 | 0.05983 | 0.08269 | 0.28527 | 0.53973 | 0.85209 | 0.36835 |
GBPUSD | 0.00021 | 0.00051 | 0.00039 | 0.00118 | 0.00177 | 0.00705 | 0.00878 | 0.02829 | 0.06387 |
NOKJPY | 0.008 | 0.01157 | 0.01786 | 0.02571 | 0.0445 | 0.10138 | 0.38711 | 0.58681 | 0.98049 |
NOKSEK | 0.00016 | 0.00034 | 0.00036 | 0.00068 | 0.00172 | 0.00625 | 0.09369 | 0.08298 | 0.04603 |
NZDCAD | 0.00018 | 0.00031 | 0.00044 | 0.00066 | 0.00123 | 0.0031 | 0.00703 | 0.01987 | 0.03935 |
NZDCHF | 0.00013 | 0.00019 | 0.00030 | 0.00051 | 0.00089 | 0.00281 | 0.00894 | 0.01808 | 0.03172 |
NZDJPY | 0.02693 | 0.03886 | 0.08993 | 0.12393 | 0.23186 | 0.84243 | 3.12216 | 5.53467 | 5.04336 |
NZDUSD | 0.00016 | 0.00027 | 0.00039 | 0.00067 | 0.00122 | 0.00284 | 0.0112 | 0.02368 | 0.03887 |
SEKJPY | 0.00664 | 0.01136 | 0.01586 | 0.02257 | 0.03986 | 0.06842 | 0.32456 | 0.50047 | 0.67961 |
SGDJPY | 0.02779 | 0.03557 | 0.09336 | 0.14093 | 0.29093 | 0.92319 | 3.60557 | 6.13703 | 2.9651 |
USDCAD | 0.00017 | 0.00037 | 0.00038 | 0.00073 | 0.00139 | 0.01929 | 0.01011 | 0.02706 | 0.05477 |
USDCHF | 0.00013 | 0.00027 | 0.00031 | 0.00063 | 0.00124 | 0.00302 | 0.01024 | 0.02705 | 0.03843 |
USDCNH | 0.00059 | 0.00107 | 0.00197 | 0.00315 | 0.00693 | 0.02202 | 0.07576 | 0.2348 | 0.15467 |
USDCZK | 0.00571 | 0.01044 | 0.01118 | 0.02663 | 0.04527 | 0.09658 | 0.2279 | 0.6037 | 1.26237 |
USDHUF | 0.08307 | 0.17264 | 0.19064 | 0.5745 | 0.96743 | 1.75871 | 4.155 | 15.2445 | 16.08979 |
USDJPY | 0.03229 | 0.0615 | 0.15543 | 0.2125 | 0.44486 | 0.74793 | 3.05764 | 3.98143 | 6.16014 |
USDMXN | 0.00491 | 0.01676 | 0.00935 | 0.02164 | 0.04321 | 0.14026 | 0.45538 | 0.65792 | 1.50188 |
USDNOK | 0.00279 | 0.0076 | 0.00615 | 0.01239 | 0.02797 | 0.0577 | 0.54452 | 1.02187 | 0.47845 |
USDPLN | 0.00103 | 0.00214 | 0.00178 | 0.00507 | 0.01143 | 0.01588 | 0.04051 | 0.19987 | 0.23776 |
USDRUB | 0.00508 | 0.02391 | 0.13528 | 0.28538 | 0.38314 | 0.76015 | 1.94724 | 4.98956 | 3.79738 |
USDSEK | 0.00171 | 0.00657 | 0.00405 | 0.01215 | 0.0213 | 0.1237 | 0.90874 | 0.61789 | 0.50956 |
USDSGD | 0.00020 | 0.00033 | 0.00064 | 0.00096 | 0.00162 | 0.00406 | 0.00651 | 0.0197 | 0.04089 |
USDTHB | 0.01179 | 0.00674 | 0.03215 | 0.04909 | 0.06623 | 0.35964 | 0.68357 | 1.47486 | 1.19957 |
USDTRY | 0.00354 | 0.00207 | 0.00695 | 0.02917 | 0.04265 | 0.07892 | 0.36824 | 0.43356 | 0.24832 |
USDZAR | 0.0053 | 0.01051 | 0.00873 | 0.03347 | 0.04802 | 0.94535 | 1.62683 | 1.08822 | 1.11142 |
XAGAUD | 0.03171 | 0.05657 | 0.10307 | 0.12943 | 0.21279 | 0.56814 | 1.64014 | 2.269 | 3.99186 |
XAGEUR | 0.02207 | 0.03664 | 0.06586 | 0.07943 | 0.14021 | 0.36709 | 1.07424 | 1.31003 | 2.60781 |
XAGUSD | 0.02164 | 0.03921 | 0.07421 | 0.09121 | 0.15743 | 0.38371 | 1.14749 | 1.55023 | 2.39864 |
XAUAUD | 1.35429 | 2.65071 | 4.83214 | 7.02 | 13.89214 | 25.03143 | 74.8 | 100.25143 | 174.72929 |
XAUEUR | 0.875 | 1.55286 | 2.80429 | 3.83357 | 8.54643 | 13.59643 | 48.01429 | 62.83071 | 103.20786 |
XAUGBP | 0.72429 | 1.435 | 2.41857 | 3.15857 | 7.09 | 10.2 | 36.40714 | 51.37143 | 94.30714 |
XAUJPY | 169.21429 | 303.64286 | 526.92857 | 684.57143 | 1965.35714 | 3136.62143 | 9708.5 | 8039.06429 | 14742.21429 |
XAUUSD | 0.84643 | 1.67643 | 3.20929 | 4.05143 | 9.64429 | 15.15357 | 47.74357 | 78.69357 | 89.62357 |
XPDUSD | 0.66071 | 1.57857 | 2.04857 | 4.67286 | 9.07571 | 15.15786 | 100.43429 | 229.48571 | 886.515 |
XPTUSD | 0.54071 | 0.68571 | 1.48286 | 2.03143 | 5.275 | 9.55071 | 39.55 | 87.06929 | 169.93 |
ZARJPY | 0.00671 | 0.00821 | 0.01271 | 0.02014 | 0.03543 | 0.06246 | 0.21742 | 0.27463 | 0.631 |