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 | 0.00033 | 0.00035 | 0.00065 | 0.00111 | 0.00227 | 0.00226 | 0.00603 | 0.0212 | 0.03713 |
AUDCHF | 0.00023 | 0.00032 | 0.00041 | 0.00088 | 0.00202 | 0.00233 | 0.00836 | 0.02861 | 0.03601 |
AUDJPY | 0.044 | 0.05636 | 0.08993 | 0.12893 | 0.61386 | 0.71331 | 2.1828 | 4.21862 | 4.38636 |
AUDNZD | 0.00023 | 0.00033 | 0.00054 | 0.00075 | 0.00727 | 0.01327 | 0.02465 | 0.06426 | 0.03973 |
AUDSGD | 0.00026 | 0.00033 | 0.00060 | 0.00102 | 0.00296 | 0.00332 | 0.00771 | 0.03254 | 0.03947 |
AUDUSD | 0.00026 | 0.00039 | 0.00071 | 0.00097 | 0.00241 | 0.00274 | 0.00709 | 0.02994 | 0.03745 |
CADCHF | 0.00023 | 0.00030 | 0.00049 | 0.00066 | 0.00136 | 0.00156 | 0.00607 | 0.01578 | 0.0326 |
CADJPY | 0.04979 | 0.05 | 0.09086 | 0.10979 | 1.17394 | 0.47093 | 2.19866 | 3.77589 | 5.21929 |
CHFJPY | 0.04364 | 0.0795 | 0.091 | 0.12943 | 0.58281 | 0.75651 | 5.4676 | 7.13045 | 4.84871 |
CHFSGD | 0.00031 | 0.00062 | 0.00077 | 0.00106 | 0.01436 | 0.00539 | 0.0174 | 0.04691 | 0.04798 |
EURAUD | 0.00054 | 0.00063 | 0.00104 | 0.0021 | 0.00271 | 0.00856 | 0.01851 | 0.05952 | 0.06877 |
EURCAD | 0.00042 | 0.00068 | 0.0012 | 0.00135 | 0.00254 | 0.00309 | 0.00846 | 0.02663 | 0.05954 |
EURCHF | 0.00023 | 0.00041 | 0.00051 | 0.00070 | 0.00121 | 0.0021 | 0.00765 | 0.02717 | 0.02426 |
EURCZK | 0.00314 | 0.00804 | 0.00685 | 0.00838 | 0.03245 | 0.04718 | 0.11991 | 0.3311 | 0.37697 |
EURGBP | 0.00018 | 0.00043 | 0.00047 | 0.00062 | 0.00107 | 0.00386 | 0.00974 | 0.03614 | 0.04482 |
EURHUF | 0.0905 | 0.33471 | 0.22293 | 0.19121 | 1.09086 | 1.09314 | 3.39714 | 13.26743 | 7.65386 |
EURJPY | 0.05686 | 0.09657 | 0.12514 | 0.14143 | 0.3846 | 0.54814 | 2.80045 | 3.89582 | 5.86679 |
EURMXN | 0.01302 | 0.02069 | 0.03908 | 0.06481 | 0.07889 | 0.1051 | 0.30968 | 0.7015 | 1.68719 |
EURNOK | 0.00295 | 0.00875 | 0.00773 | 0.0097 | 0.02691 | 0.04196 | 0.14617 | 0.30835 | 0.33348 |
EURNZD | 0.00049 | 0.00069 | 0.0013 | 0.00197 | 0.00297 | 0.00593 | 0.01757 | 0.03671 | 0.07452 |
EURPLN | 0.00076 | 0.00315 | 0.00106 | 0.00271 | 0.01029 | 0.00773 | 0.02807 | 0.14355 | 0.14245 |
EURSEK | 0.00278 | 0.00562 | 0.00565 | 0.00827 | 0.04183 | 0.05619 | 0.74997 | 1.34723 | 0.28638 |
EURSGD | 0.00028 | 0.00064 | 0.00084 | 0.00090 | 0.00326 | 0.00289 | 0.0086 | 0.02404 | 0.04813 |
EURTRY | 0.01359 | 0.02316 | 0.03579 | 0.04492 | 0.10887 | 0.11334 | 0.36849 | 0.61828 | 0.24752 |
EURUSD | 0.00033 | 0.00068 | 0.00108 | 0.00101 | 0.00193 | 0.00218 | 0.00628 | 0.02122 | 0.05177 |
EURZAR | 0.00768 | 0.02962 | 0.02778 | 0.02417 | 0.06458 | 0.09003 | 0.2342 | 0.52454 | 1.17008 |
GBPAUD | 0.00058 | 0.00084 | 0.001 | 0.00222 | 0.00597 | 0.01477 | 0.02952 | 0.08925 | 0.10303 |
GBPCAD | 0.00048 | 0.00074 | 0.00122 | 0.0018 | 0.00975 | 0.00781 | 0.02188 | 0.07086 | 0.09461 |
GBPCHF | 0.00026 | 0.00065 | 0.00070 | 0.00114 | 0.00158 | 0.0031 | 0.01666 | 0.0443 | 0.0659 |
GBPJPY | 0.06421 | 0.10157 | 0.154 | 0.16329 | 0.45029 | 0.67671 | 3.3323 | 5.8003 | 9.53393 |
GBPMXN | 0.01453 | 0.02556 | 0.04953 | 0.07862 | 0.13228 | 0.14714 | 0.39079 | 0.92381 | 2.42281 |
GBPNOK | 0.00424 | 0.01177 | 0.01235 | 0.01546 | 0.04207 | 0.04802 | 0.18947 | 0.42165 | 0.74933 |
GBPNZD | 0.00046 | 0.00097 | 0.00135 | 0.0021 | 0.00483 | 0.00623 | 0.01937 | 0.04241 | 0.10771 |
GBPSEK | 0.00333 | 0.0096 | 0.00886 | 0.01456 | 0.03019 | 0.04016 | 0.13729 | 0.48536 | 0.772 |
GBPSGD | 0.00035 | 0.00067 | 0.00105 | 0.00133 | 0.00531 | 0.00442 | 0.01037 | 0.03822 | 0.09157 |
GBPTRY | 0.01314 | 0.0229 | 0.04342 | 0.06103 | 0.13587 | 0.16948 | 0.46083 | 0.8 | 0.36835 |
GBPUSD | 0.00037 | 0.00074 | 0.00121 | 0.00141 | 0.00204 | 0.00317 | 0.00734 | 0.02852 | 0.06387 |
NOKJPY | 0.00864 | 0.01536 | 0.01979 | 0.01893 | 0.07534 | 0.0596 | 0.28583 | 0.59973 | 0.98049 |
NOKSEK | 0.00026 | 0.00069 | 0.00060 | 0.00093 | 0.00404 | 0.00407 | 0.09395 | 0.08708 | 0.04603 |
NZDCAD | 0.00026 | 0.00035 | 0.00063 | 0.00092 | 0.00231 | 0.00212 | 0.00636 | 0.02084 | 0.03935 |
NZDCHF | 0.00018 | 0.00027 | 0.00039 | 0.00070 | 0.00149 | 0.00188 | 0.00664 | 0.01844 | 0.03172 |
NZDJPY | 0.03521 | 0.04693 | 0.077 | 0.09279 | 1.40551 | 0.48036 | 2.95256 | 6.05146 | 5.04336 |
NZDUSD | 0.00022 | 0.00035 | 0.00063 | 0.00080 | 0.01244 | 0.0031 | 0.01073 | 0.0245 | 0.03887 |
SEKJPY | 0.00829 | 0.01371 | 0.01614 | 0.02007 | 0.05598 | 0.06011 | 0.25374 | 0.51774 | 0.67961 |
SGDJPY | 0.03571 | 0.04471 | 0.06329 | 0.09007 | 0.60848 | 0.45536 | 1.89053 | 6.47253 | 2.9651 |
USDCAD | 0.00039 | 0.00049 | 0.00092 | 0.00098 | 0.01968 | 0.01151 | 0.00941 | 0.02705 | 0.0586 |
USDCHF | 0.00023 | 0.00048 | 0.00077 | 0.00089 | 0.00147 | 0.00149 | 0.0078 | 0.02519 | 0.03843 |
USDCNH | 0.001 | 0.00305 | 0.00348 | 0.00392 | 0.01182 | 0.01636 | 0.04665 | 0.23436 | 0.15467 |
USDCZK | 0.00852 | 0.01923 | 0.02566 | 0.02312 | 0.07276 | 0.08554 | 0.18398 | 0.57828 | 1.26237 |
USDHUF | 0.18614 | 0.47486 | 0.46243 | 0.43736 | 1.37843 | 1.25986 | 3.93171 | 14.90286 | 16.08979 |
USDJPY | 0.05129 | 0.07071 | 0.12771 | 0.16364 | 0.33779 | 0.45786 | 2.57114 | 4.24707 | 6.16014 |
USDMXN | 0.01097 | 0.02222 | 0.04004 | 0.06711 | 0.09498 | 0.10247 | 0.31192 | 0.66333 | 1.50188 |
USDNOK | 0.00418 | 0.01037 | 0.01543 | 0.01503 | 0.04471 | 0.04376 | 0.69089 | 0.98977 | 0.47845 |
USDPLN | 0.00174 | 0.00432 | 0.00452 | 0.00524 | 0.01534 | 0.01112 | 0.03496 | 0.17246 | 0.23776 |
USDRUB | 0.00508 | 0.02391 | 0.13528 | 0.28538 | 0.38314 | 0.76015 | 1.94724 | 4.98956 | 3.79738 |
USDSEK | 0.00341 | 0.01013 | 0.01157 | 0.01338 | 0.03704 | 0.04229 | 0.81464 | 0.65231 | 0.50956 |
USDSGD | 0.00029 | 0.00047 | 0.00073 | 0.00099 | 0.01181 | 0.00213 | 0.00542 | 0.02196 | 0.04089 |
USDTHB | 0.01115 | 0.03201 | 0.02637 | 0.03743 | 0.12193 | 0.15012 | 0.75179 | 1.4885 | 1.19957 |
USDTRY | 0.00343 | 0.00467 | 0.00643 | 0.01929 | 0.03838 | 0.04985 | 0.26501 | 0.40639 | 0.24832 |
USDZAR | 0.0082 | 0.02771 | 0.03481 | 0.02926 | 0.48578 | 0.48641 | 1.13221 | 1.09397 | 1.11142 |
XAGAUD | 0.04421 | 0.11171 | 0.1515 | 0.20836 | 0.365 | 0.768 | 1.49364 | 2.19936 | 3.99186 |
XAGEUR | 0.02786 | 0.06821 | 0.09986 | 0.11964 | 0.19771 | 0.51183 | 0.96209 | 1.27539 | 2.60781 |
XAGUSD | 0.03 | 0.07786 | 0.11771 | 0.1405 | 0.19559 | 0.5492 | 1.02989 | 1.50223 | 2.39864 |
XAUAUD | 2.32714 | 6.535 | 9.17214 | 11.59357 | 17.48286 | 23.89929 | 70.08786 | 99.03857 | 174.72929 |
XAUEUR | 1.15143 | 3.94143 | 5.90571 | 5.755 | 7.775 | 15.75714 | 42.275 | 62.29143 | 103.20786 |
XAUGBP | 1.015 | 3.65143 | 4.84 | 4.87786 | 6.04286 | 11.48429 | 34.14286 | 51.91429 | 94.30714 |
XAUJPY | 238.0 | 683.35714 | 1013.85714 | 977.07143 | 1564.08571 | 2688.96429 | 7798.87143 | 8003.78571 | 14742.21429 |
XAUUSD | 1.23286 | 4.62643 | 7.09714 | 6.94143 | 7.07143 | 15.52714 | 46.50643 | 77.06143 | 89.62357 |
XPDUSD | 1.11143 | 2.81429 | 5.16571 | 7.14071 | 12.45429 | 20.32286 | 107.89143 | 235.95714 | 886.515 |
XPTUSD | 0.86429 | 2.05143 | 2.88286 | 4.72857 | 5.245 | 10.12929 | 36.31714 | 84.96143 | 169.93 |
ZARJPY | 0.0075 | 0.01636 | 0.01843 | 0.01629 | 0.04274 | 0.04963 | 0.18707 | 0.27446 | 0.631 |