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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 | 0.00032 | 0.00075 | 0.00090 | 0.00138 | 0.00156 | 0.00282 | 0.00577 | 0.02152 | 0.0314 |
AUDCHF | 0.00034 | 0.00086 | 0.00085 | 0.00126 | 0.00158 | 0.00257 | 0.00473 | 0.01623 | 0.0349 |
AUDJPY | 0.06007 | 0.14264 | 0.15743 | 0.20643 | 0.29057 | 0.52786 | 0.87929 | 3.36237 | 4.27693 |
AUDNZD | 0.00025 | 0.00048 | 0.00077 | 0.00118 | 0.00186 | 0.00191 | 0.00377 | 0.03835 | 0.03701 |
AUDSGD | 0.00029 | 0.00081 | 0.00085 | 0.0015 | 0.00162 | 0.00293 | 0.00513 | 0.02177 | 0.04043 |
AUDUSD | 0.00029 | 0.00067 | 0.00089 | 0.00135 | 0.00138 | 0.00257 | 0.00476 | 0.02587 | 0.03752 |
CADCHF | 0.00039 | 0.00078 | 0.00081 | 0.00123 | 0.00159 | 0.00221 | 0.00534 | 0.01273 | 0.03298 |
CADJPY | 0.06636 | 0.12493 | 0.15321 | 0.18636 | 0.29286 | 0.55807 | 0.92379 | 3.48727 | 4.71571 |
CHFJPY | 0.08436 | 0.15336 | 0.1845 | 0.308 | 0.35679 | 0.65993 | 1.38214 | 6.08183 | 4.30329 |
CHFSGD | 0.00088 | 0.00164 | 0.002 | 0.00304 | 0.0034 | 0.00306 | 0.01016 | 0.03289 | 0.04817 |
EURAUD | 0.00093 | 0.00228 | 0.00204 | 0.00379 | 0.00355 | 0.00737 | 0.01039 | 0.05002 | 0.06784 |
EURCAD | 0.00077 | 0.00153 | 0.00144 | 0.00283 | 0.00269 | 0.0059 | 0.01002 | 0.03377 | 0.05959 |
EURCHF | 0.00038 | 0.00066 | 0.00079 | 0.00114 | 0.00176 | 0.00279 | 0.01079 | 0.0143 | 0.02689 |
EURCZK | 0.00307 | 0.00927 | 0.01584 | 0.01456 | 0.02193 | 0.0402 | 0.08623 | 0.36146 | 0.46989 |
EURGBP | 0.00041 | 0.00047 | 0.00050 | 0.00113 | 0.00117 | 0.00173 | 0.00899 | 0.0155 | 0.0339 |
EURHUF | 0.0345 | 0.12136 | 0.22086 | 0.32464 | 0.3385 | 1.12964 | 2.50057 | 12.37629 | 7.5468 |
EURJPY | 0.09686 | 0.11064 | 0.16 | 0.25486 | 0.3395 | 0.89043 | 1.53371 | 3.85252 | 5.41336 |
EURMXN | 0.01034 | 0.03771 | 0.02844 | 0.05246 | 0.04978 | 0.13199 | 0.27381 | 0.60557 | 1.64586 |
EURNOK | 0.00531 | 0.01399 | 0.01203 | 0.02272 | 0.02312 | 0.04091 | 0.08126 | 0.33846 | 0.34827 |
EURNZD | 0.00106 | 0.00193 | 0.00232 | 0.00417 | 0.00377 | 0.00833 | 0.01075 | 0.04382 | 0.07837 |
EURPLN | 0.00031 | 0.00149 | 0.0015 | 0.00665 | 0.00559 | 0.00955 | 0.01764 | 0.08893 | 0.11917 |
EURSEK | 0.01303 | 0.01066 | 0.01464 | 0.02602 | 0.02898 | 0.03657 | 0.08286 | 0.85014 | 0.27967 |
EURSGD | 0.00066 | 0.00095 | 0.00107 | 0.0026 | 0.00186 | 0.00384 | 0.00749 | 0.0244 | 0.04535 |
EURTRY | 0.03191 | 0.02815 | 0.04159 | 0.11135 | 0.12081 | 0.15186 | 0.29529 | 2.23046 | 0.28961 |
EURUSD | 0.00066 | 0.00096 | 0.00121 | 0.00265 | 0.0023 | 0.00376 | 0.008 | 0.02158 | 0.05056 |
EURZAR | 0.02694 | 0.01791 | 0.03622 | 0.05239 | 0.04581 | 0.15724 | 0.21611 | 0.87659 | 1.18616 |
GBPAUD | 0.00084 | 0.00219 | 0.00211 | 0.00379 | 0.00379 | 0.00787 | 0.01795 | 0.06114 | 0.09408 |
GBPCAD | 0.00069 | 0.00136 | 0.00096 | 0.00201 | 0.00232 | 0.0062 | 0.01641 | 0.04802 | 0.09221 |
GBPCHF | 0.00073 | 0.00106 | 0.00121 | 0.00199 | 0.00259 | 0.00323 | 0.00755 | 0.02311 | 0.05383 |
GBPJPY | 0.13029 | 0.15671 | 0.2125 | 0.28514 | 0.4855 | 0.95943 | 2.36845 | 4.28384 | 7.75471 |
GBPMXN | 0.00972 | 0.03563 | 0.0228 | 0.04109 | 0.0483 | 0.14336 | 0.39069 | 0.59525 | 2.03664 |
GBPNOK | 0.01447 | 0.01271 | 0.01606 | 0.03387 | 0.03022 | 0.05275 | 0.14481 | 0.49852 | 0.62671 |
GBPNZD | 0.00096 | 0.00178 | 0.00234 | 0.00412 | 0.00499 | 0.0086 | 0.02211 | 0.0443 | 0.10518 |
GBPSEK | 0.02868 | 0.01605 | 0.01796 | 0.02851 | 0.03803 | 0.04873 | 0.09665 | 0.4736 | 0.772 |
GBPSGD | 0.00061 | 0.00084 | 0.00086 | 0.00224 | 0.00191 | 0.00448 | 0.01159 | 0.03126 | 0.07063 |
GBPTRY | 0.02646 | 0.04013 | 0.03613 | 0.08282 | 0.11145 | 0.1808 | 0.47327 | 2.57232 | 0.38736 |
GBPUSD | 0.00059 | 0.00092 | 0.00092 | 0.00208 | 0.00203 | 0.00431 | 0.01762 | 0.02948 | 0.06049 |
NOKJPY | 0.01929 | 0.01993 | 0.02321 | 0.039 | 0.05314 | 0.10057 | 0.17113 | 0.59484 | 0.98049 |
NOKSEK | 0.00262 | 0.00102 | 0.00118 | 0.00232 | 0.00287 | 0.0041 | 0.00855 | 0.07178 | 0.03656 |
NZDCAD | 0.00039 | 0.00055 | 0.00093 | 0.00156 | 0.00178 | 0.00286 | 0.00539 | 0.02434 | 0.03854 |
NZDCHF | 0.00035 | 0.00069 | 0.00079 | 0.00122 | 0.00123 | 0.00225 | 0.00329 | 0.01289 | 0.03278 |
NZDJPY | 0.06093 | 0.11064 | 0.14507 | 0.1945 | 0.24814 | 0.45221 | 1.22693 | 4.08715 | 4.54907 |
NZDUSD | 0.00032 | 0.00051 | 0.00089 | 0.00148 | 0.00159 | 0.00251 | 0.00675 | 0.02379 | 0.04171 |
SEKJPY | 0.03993 | 0.01779 | 0.02421 | 0.04064 | 0.06036 | 0.09929 | 0.16863 | 0.54457 | 0.67961 |
SGDJPY | 0.05843 | 0.0865 | 0.14436 | 0.1855 | 0.28121 | 0.45286 | 1.70457 | 4.83316 | 2.9651 |
USDCAD | 0.00032 | 0.00073 | 0.00079 | 0.00114 | 0.00181 | 0.00406 | 0.00795 | 0.02911 | 0.05701 |
USDCHF | 0.00054 | 0.00099 | 0.00122 | 0.00203 | 0.00225 | 0.00214 | 0.00773 | 0.02328 | 0.04132 |
USDCNH | 0.00091 | 0.00227 | 0.00462 | 0.00447 | 0.00761 | 0.00755 | 0.02818 | 0.10975 | 0.17519 |
USDCZK | 0.01259 | 0.02088 | 0.03265 | 0.05778 | 0.05662 | 0.10017 | 0.20004 | 0.5963 | 1.21535 |
USDHUF | 0.29957 | 0.33007 | 0.49443 | 0.856 | 0.85729 | 1.96343 | 4.09929 | 13.01579 | 15.40879 |
USDJPY | 0.09071 | 0.13993 | 0.214 | 0.30786 | 0.40329 | 0.61893 | 1.77686 | 3.71307 | 4.66179 |
USDMXN | 0.00384 | 0.02171 | 0.01615 | 0.02208 | 0.02765 | 0.1054 | 0.27461 | 0.47202 | 1.38927 |
USDNOK | 0.00862 | 0.01362 | 0.01456 | 0.0286 | 0.0303 | 0.04823 | 0.09293 | 0.76916 | 0.45462 |
USDPLN | 0.00217 | 0.0035 | 0.00453 | 0.01225 | 0.01053 | 0.01934 | 0.04224 | 0.137 | 0.2201 |
USDRUB | 0.02935 | 0.00757 | 0.16055 | 0.50565 | 0.4984 | 0.75976 | 2.85122 | 3.52302 | 3.46191 |
USDSEK | 0.01822 | 0.01127 | 0.01433 | 0.02585 | 0.03658 | 0.05171 | 0.10149 | 0.73731 | 0.48008 |
USDSGD | 0.00039 | 0.00051 | 0.00087 | 0.00156 | 0.00193 | 0.00225 | 0.0078 | 0.02025 | 0.0351 |
USDTHB | 0.00745 | 0.02094 | 0.04487 | 0.0653 | 0.079 | 0.09266 | 0.28051 | 1.11629 | 1.21371 |
USDTRY | 0.00343 | 0.01067 | 0.00573 | 0.03451 | 0.01722 | 0.07379 | 0.13889 | 1.99301 | 0.25962 |
USDZAR | 0.0094 | 0.01278 | 0.02763 | 0.04357 | 0.04197 | 0.13853 | 0.33451 | 1.36824 | 1.13922 |
XAGAUD | 0.05514 | 0.16786 | 0.12364 | 0.17736 | 0.22564 | 0.62193 | 0.74014 | 1.99457 | 3.99186 |
XAGEUR | 0.03771 | 0.09429 | 0.07429 | 0.12914 | 0.13007 | 0.34814 | 0.48064 | 1.36494 | 2.60781 |
XAGUSD | 0.03921 | 0.11071 | 0.09143 | 0.123 | 0.14086 | 0.38957 | 0.51357 | 1.67532 | 1.87193 |
XAUAUD | 5.26071 | 18.08429 | 19.11143 | 20.60571 | 23.97357 | 40.72214 | 52.07643 | 73.56071 | 174.72929 |
XAUEUR | 3.15071 | 8.89286 | 10.61143 | 10.73786 | 11.61786 | 21.775 | 34.59786 | 41.19214 | 103.20786 |
XAUGBP | 2.515 | 7.595 | 9.32786 | 8.26643 | 9.68929 | 17.81143 | 32.23429 | 38.1 | 94.30714 |
XAUJPY | 496.57143 | 1384.78571 | 1679.64286 | 1558.42857 | 1867.07143 | 3760.14286 | 5291.14286 | 6225.75714 | 14742.21429 |
XAUUSD | 3.49286 | 10.77286 | 13.18786 | 12.64214 | 14.03571 | 23.15571 | 25.60571 | 46.06643 | 71.54857 |
XPDUSD | 1.00143 | 2.57929 | 4.16929 | 4.62929 | 6.43 | 11.80357 | 23.22286 | 381.66714 | 886.515 |
XPTUSD | 1.06357 | 1.44214 | 3.15357 | 3.59929 | 3.24286 | 10.235 | 20.63857 | 82.85357 | 169.93 |
ZARJPY | 0.01007 | 0.01136 | 0.0245 | 0.0265 | 0.03579 | 0.06579 | 0.115 | 0.36717 | 0.59486 |