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Average True Range (ATR) Indicator
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 hour | 4 hours | 1 day | 1 week | 1 month | |
---|---|---|---|---|---|---|---|---|---|
AUDCAD | 0.00013 | 0.00030 | 0.00044 | 0.00078 | 0.00111 | 0.00169 | 0.00539 | 0.01727 | 0.03081 |
AUDCHF | 0.00010 | 0.00024 | 0.00033 | 0.00051 | 0.00063 | 0.00143 | 0.00408 | 0.05067 | 0.03179 |
AUDJPY | 0.01671 | 0.04921 | 0.0655 | 0.11071 | 0.14643 | 0.2305 | 0.87664 | 4.49152 | 4.32264 |
AUDNZD | 0.00021 | 0.00068 | 0.00045 | 0.00090 | 0.00088 | 0.00141 | 0.00494 | 0.03178 | 0.03578 |
AUDSGD | 0.00015 | 0.00042 | 0.00039 | 0.00072 | 0.00093 | 0.00173 | 0.00451 | 0.01929 | 0.04 |
AUDUSD | 0.00014 | 0.00026 | 0.00043 | 0.00074 | 0.00109 | 0.00194 | 0.00517 | 0.02104 | 0.03809 |
CADCHF | 0.000080 | 0.00022 | 0.00029 | 0.00042 | 0.00063 | 0.00146 | 0.00451 | 0.01167 | 0.03558 |
CADJPY | 0.01364 | 0.04436 | 0.05307 | 0.10707 | 0.15336 | 0.23586 | 1.01757 | 3.19753 | 4.79486 |
CHFJPY | 0.02643 | 0.09436 | 0.09914 | 0.16671 | 0.19307 | 0.46186 | 0.96886 | 7.89707 | 3.91693 |
CHFSGD | 0.00023 | 0.00076 | 0.00080 | 0.00101 | 0.00122 | 0.00391 | 0.00921 | 0.05583 | 0.05067 |
EURAUD | 0.00022 | 0.00060 | 0.00102 | 0.00154 | 0.00214 | 0.00333 | 0.00991 | 0.04019 | 0.06086 |
EURCAD | 0.00013 | 0.00038 | 0.00063 | 0.00122 | 0.00185 | 0.00294 | 0.01036 | 0.02659 | 0.05739 |
EURCHF | 0.00011 | 0.00027 | 0.00041 | 0.00043 | 0.00061 | 0.00196 | 0.00431 | 0.02208 | 0.03585 |
EURCZK | 0.00219 | 0.00968 | 0.00945 | 0.0119 | 0.02031 | 0.03733 | 0.06861 | 0.33452 | 0.56883 |
EURGBP | 0.000080 | 0.00027 | 0.00044 | 0.00048 | 0.00077 | 0.00154 | 0.00367 | 0.0172 | 0.02974 |
EURHUF | 0.02721 | 0.17393 | 0.289 | 0.35986 | 0.67779 | 0.69893 | 1.50136 | 7.66779 | 7.39894 |
EURJPY | 0.02071 | 0.05164 | 0.08207 | 0.16457 | 0.21864 | 0.36771 | 1.06164 | 8.11088 | 5.33829 |
EURMXN | 0.00201 | 0.00983 | 0.01316 | 0.01837 | 0.02637 | 0.0532 | 0.15703 | 0.47935 | 1.25649 |
EURNOK | 0.00070 | 0.01551 | 0.00806 | 0.01386 | 0.01912 | 0.03232 | 0.06671 | 0.27249 | 0.34989 |
EURNZD | 0.00042 | 0.00116 | 0.00135 | 0.00184 | 0.00239 | 0.00426 | 0.0123 | 0.03992 | 0.07183 |
EURPLN | 0.00013 | 0.00066 | 0.00289 | 0.003 | 0.00429 | 0.00744 | 0.02313 | 0.18171 | 0.10859 |
EURSEK | 0.00087 | 0.00565 | 0.00542 | 0.00812 | 0.01241 | 0.02404 | 0.07004 | 1.13564 | 0.3118 |
EURSGD | 0.00016 | 0.00059 | 0.00068 | 0.00088 | 0.00113 | 0.00237 | 0.00693 | 0.02981 | 0.04427 |
EURTRY | 0.00496 | 0.01856 | 0.02646 | 0.0516 | 0.09077 | 0.1421 | 0.40868 | 1.07906 | 0.26448 |
EURUSD | 0.00013 | 0.00034 | 0.00066 | 0.00118 | 0.0017 | 0.00307 | 0.00976 | 0.01959 | 0.0516 |
EURZAR | 0.00291 | 0.01534 | 0.01869 | 0.02818 | 0.03394 | 0.07501 | 0.15064 | 0.67841 | 1.23788 |
GBPAUD | 0.00024 | 0.00082 | 0.00098 | 0.00171 | 0.00205 | 0.00379 | 0.01059 | 0.06022 | 0.08681 |
GBPCAD | 0.00016 | 0.00053 | 0.00083 | 0.00131 | 0.00202 | 0.00353 | 0.00958 | 0.03852 | 0.08612 |
GBPCHF | 0.00015 | 0.00046 | 0.00055 | 0.00066 | 0.00086 | 0.00247 | 0.00704 | 0.0231 | 0.05704 |
GBPJPY | 0.02479 | 0.08893 | 0.11786 | 0.16557 | 0.24293 | 0.36993 | 1.57079 | 8.20601 | 7.526 |
GBPMXN | 0.00201 | 0.01105 | 0.01319 | 0.02164 | 0.03008 | 0.06279 | 0.16728 | 0.53702 | 1.57864 |
GBPNOK | 0.00137 | 0.01966 | 0.01172 | 0.01736 | 0.02229 | 0.0441 | 0.08817 | 0.43708 | 0.54045 |
GBPNZD | 0.00047 | 0.00143 | 0.00138 | 0.00212 | 0.00229 | 0.00519 | 0.01483 | 0.03937 | 0.09187 |
GBPSEK | 0.00107 | 0.00815 | 0.00884 | 0.01092 | 0.01717 | 0.0389 | 0.11347 | 0.30899 | 0.772 |
GBPSGD | 0.00019 | 0.00067 | 0.00074 | 0.00104 | 0.00143 | 0.00286 | 0.00641 | 0.02578 | 0.06997 |
GBPTRY | 0.00635 | 0.04092 | 0.02541 | 0.05338 | 0.09548 | 0.16806 | 0.37961 | 1.31691 | 0.35908 |
GBPUSD | 0.00016 | 0.00037 | 0.00077 | 0.00122 | 0.00193 | 0.00362 | 0.00826 | 0.02304 | 0.06151 |
NOKJPY | 0.00564 | 0.024 | 0.01614 | 0.02529 | 0.03236 | 0.05493 | 0.1425 | 0.51121 | 0.98049 |
NOKSEK | 0.00011 | 0.00133 | 0.00081 | 0.00124 | 0.0016 | 0.00262 | 0.00812 | 0.05538 | 0.04206 |
NZDCAD | 0.00019 | 0.00046 | 0.00050 | 0.00083 | 0.001 | 0.00184 | 0.00648 | 0.02392 | 0.03758 |
NZDCHF | 0.00014 | 0.00031 | 0.00035 | 0.00049 | 0.00056 | 0.00144 | 0.0043 | 0.01433 | 0.03082 |
NZDJPY | 0.02457 | 0.06864 | 0.06371 | 0.08843 | 0.10807 | 0.2295 | 0.85436 | 3.6048 | 4.30614 |
NZDUSD | 0.00016 | 0.00037 | 0.00044 | 0.00079 | 0.00096 | 0.00204 | 0.00584 | 0.02543 | 0.03871 |
SEKJPY | 0.00521 | 0.015 | 0.01379 | 0.02021 | 0.02871 | 0.054 | 0.13007 | 0.47246 | 0.67961 |
SGDJPY | 0.01721 | 0.06764 | 0.05771 | 0.08607 | 0.13786 | 0.23864 | 0.93429 | 7.19112 | 2.9651 |
USDCAD | 0.000090 | 0.00025 | 0.00051 | 0.00071 | 0.00117 | 0.00271 | 0.00697 | 0.03553 | 0.05694 |
USDCHF | 0.00010 | 0.00033 | 0.00048 | 0.00077 | 0.00108 | 0.00244 | 0.00739 | 0.02191 | 0.04122 |
USDCNH | 0.00036 | 0.00098 | 0.00161 | 0.00263 | 0.00386 | 0.01124 | 0.02145 | 0.1672 | 0.17514 |
USDCZK | 0.00205 | 0.00798 | 0.0169 | 0.02241 | 0.03951 | 0.06977 | 0.21172 | 0.55806 | 1.19437 |
USDHUF | 0.04471 | 0.20371 | 0.30943 | 0.49264 | 0.94586 | 1.26579 | 3.48957 | 9.48279 | 15.15993 |
USDJPY | 0.02093 | 0.06486 | 0.09207 | 0.16229 | 0.25543 | 0.43121 | 1.68814 | 3.8735 | 4.36021 |
USDMXN | 0.00153 | 0.00874 | 0.00922 | 0.01185 | 0.02788 | 0.0544 | 0.13051 | 0.48541 | 1.17002 |
USDNOK | 0.00077 | 0.01382 | 0.0101 | 0.01435 | 0.02024 | 0.04025 | 0.10695 | 0.66038 | 0.44732 |
USDPLN | 0.00039 | 0.00152 | 0.00296 | 0.00466 | 0.00792 | 0.01356 | 0.04068 | 0.22024 | 0.20554 |
USDRUB | 0.01299 | - | 0.21394 | 0.13393 | 0.0696 | 0.32009 | 2.04103 | 4.59429 | 3.73667 |
USDSEK | 0.00119 | 0.00562 | 0.00782 | 0.01173 | 0.01988 | 0.03537 | 0.11487 | 0.64342 | 0.48802 |
USDSGD | 0.00012 | 0.00038 | 0.00046 | 0.00097 | 0.00125 | 0.0022 | 0.00701 | 0.02014 | 0.03046 |
USDTHB | 0.00394 | 0.0212 | 0.02559 | 0.0393 | 0.04222 | 0.08483 | 0.26759 | 1.39279 | 1.37514 |
USDTRY | 0.00092 | 0.00868 | 0.00614 | 0.01405 | 0.01191 | 0.03076 | 0.17399 | 1.89148 | 0.23831 |
USDZAR | 0.00317 | 0.01148 | 0.01971 | 0.02567 | 0.03401 | 0.07436 | 0.15344 | 2.57851 | 1.09677 |
XAGAUD | 0.02079 | 0.04636 | 0.15521 | 0.19943 | 0.41714 | 0.40136 | 1.29 | 2.017 | 3.99186 |
XAGEUR | 0.01043 | 0.02271 | 0.09036 | 0.11836 | 0.23057 | 0.22521 | 0.75614 | 1.31271 | 2.60781 |
XAGUSD | 0.01157 | 0.03566 | 0.10886 | 0.11686 | 0.28357 | 0.31023 | 0.93929 | 1.66014 | 1.56386 |
XAUAUD | 1.095 | 4.83143 | 6.15929 | 9.70357 | 13.71571 | 22.34143 | 74.44571 | 76.54571 | 174.72929 |
XAUEUR | 0.54786 | 2.36643 | 3.40429 | 5.53286 | 6.78 | 11.18071 | 37.39714 | 55.22429 | 103.20786 |
XAUGBP | 0.49786 | 2.32857 | 3.08143 | 4.43929 | 6.02643 | 10.32786 | 34.68 | 44.52143 | 94.30714 |
XAUJPY | 111.28571 | 468.07857 | 656.07143 | 974.14286 | 1283.92857 | 2093.07143 | 5256.07143 | 9126.51429 | 14742.21429 |
XAUUSD | 0.55214 | 2.87 | 4.80786 | 6.35071 | 9.14857 | 15.82786 | 60.74429 | 67.16429 | 70.50357 |
XPDUSD | 0.67786 | 3.995 | 5.06071 | 5.40071 | 9.215 | 11.31071 | 30.31929 | 723.98429 | 886.515 |
XPTUSD | 0.60357 | 4.32929 | 3.15143 | 3.80286 | 7.52357 | 13.31929 | 38.10429 | 80.59429 | 169.93 |
ZARJPY | 0.00407 | 0.00993 | 0.01136 | 0.01521 | 0.02114 | 0.03601 | 0.09643 | 0.41997 | 0.61571 |