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	0.00012	0.00026	0.00056	0.00104	0.00125	0.00245	0.00534	0.01481	0.03116
AUDCHF	0.00013	0.00020	0.00038	0.00062	0.00115	0.0017	0.00392	0.01324	0.03283
AUDJPY	0.02643	0.043	0.07643	0.11314	0.24857	0.37771	0.91557	3.11202	4.28964
AUDNZD	0.00014	0.00032	0.00051	0.00080	0.00107	0.00343	0.00563	0.03129	0.03465
AUDSGD	0.00012	0.00031	0.00047	0.00097	0.00132	0.00201	0.00569	0.01518	0.03894
AUDUSD	0.00013	0.00025	0.00046	0.00106	0.00125	0.00205	0.00578	0.01777	0.03767
CADCHF	0.00012	0.00011	0.00037	0.00063	0.00089	0.0016	0.00381	0.01068	0.03459
CADJPY	0.02821	0.034	0.08021	0.12536	0.20293	0.42057	0.92236	2.99722	4.53471
CHFJPY	0.04707	0.04921	0.09886	0.18414	0.24363	0.77324	1.43329	6.13093	3.79271
CHFSGD	0.00026	0.00027	0.00072	0.00147	0.00179	0.00381	0.00842	0.04679	0.05273
EURAUD	0.00028	0.00051	0.00106	0.00177	0.00328	0.00432	0.01214	0.03362	0.05919
EURCAD	0.00020	0.00027	0.00094	0.00149	0.00181	0.00419	0.00791	0.01988	0.05686
EURCHF	0.00013	0.00012	0.00039	0.00064	0.00084	0.00132	0.00313	0.01972	0.03548
EURCZK	0.00084	0.00293	0.01037	0.01443	0.01684	0.04705	0.05797	0.34364	0.54865
EURGBP	0.00017	0.00013	0.00038	0.00113	0.00137	0.00197	0.00431	0.01368	0.02818
EURHUF	0.03107	0.0185	0.19043	0.46779	0.595	1.6355	1.76443	7.59471	8.07851
EURJPY	0.04057	0.051	0.11057	0.163	0.26386	0.65593	1.14914	5.97113	5.09479
EURMXN	0.00305	0.00331	0.01451	0.02394	0.04643	0.05628	0.14704	0.32944	1.2339
EURNOK	0.00234	0.00146	0.00878	0.01847	0.02148	0.03114	0.10198	0.25213	0.33374
EURNZD	0.00028	0.00071	0.00116	0.00231	0.00314	0.00791	0.01382	0.03361	0.06988
EURPLN	0.00043	0.00013	0.00213	0.00511	0.00609	0.00654	0.01816	0.17347	0.10805
EURSEK	0.00142	0.00142	0.00761	0.00977	0.01898	0.02548	0.08122	1.06289	0.33618
EURSGD	0.00017	0.00025	0.00055	0.00119	0.00122	0.00305	0.00575	0.02378	0.04177
EURTRY	0.00798	0.0117	0.02836	0.07389	0.05959	0.15915	0.35267	1.14449	0.31272
EURUSD	0.00021	0.00024	0.00069	0.00144	0.00141	0.00356	0.00784	0.01541	0.04901
EURZAR	0.00451	0.00545	0.01731	0.03298	0.06515	0.06321	0.2034	0.59042	1.28613
GBPAUD	0.00041	0.00061	0.00126	0.00246	0.00504	0.00502	0.01569	0.05148	0.08478
GBPCAD	0.00035	0.00038	0.00106	0.00246	0.0034	0.0049	0.00993	0.03285	0.08338
GBPCHF	0.00026	0.00017	0.00062	0.00116	0.00194	0.00257	0.00663	0.02187	0.05773
GBPJPY	0.04793	0.052	0.14286	0.27729	0.46014	0.81257	1.33143	5.80025	7.44357
GBPMXN	0.00487	0.00474	0.0155	0.03841	0.06784	0.07594	0.16509	0.44087	1.55452
GBPNOK	0.00312	0.00236	0.01017	0.02544	0.02996	0.04127	0.11723	0.40567	0.52021
GBPNZD	0.00044	0.00082	0.00149	0.00284	0.00488	0.00897	0.01545	0.03961	0.08632
GBPSEK	0.00259	0.00226	0.00943	0.01601	0.02692	0.03921	0.0985	0.26644	0.772
GBPSGD	0.00031	0.00036	0.00075	0.00211	0.0028	0.00413	0.00866	0.02205	0.06693
GBPTRY	0.01221	0.0157	0.03352	0.10938	0.10889	0.18738	0.35839	1.32954	0.42241
GBPUSD	0.00030	0.00032	0.00078	0.00233	0.00262	0.00436	0.00861	0.01823	0.06246
NOKJPY	0.00807	0.00807	0.01614	0.02479	0.04337	0.08719	0.19823	0.47246	0.98049
NOKSEK	0.00024	0.00014	0.00061	0.00093	0.00176	0.00271	0.00917	0.05041	0.04113
NZDCAD	0.00011	0.00025	0.00055	0.00103	0.00102	0.00355	0.0053	0.02209	0.03778
NZDCHF	0.00011	0.00018	0.00033	0.00052	0.00086	0.00188	0.00363	0.01359	0.03041
NZDJPY	0.02379	0.0445	0.06643	0.09321	0.1815	0.46364	0.75471	3.74393	4.1585
NZDUSD	0.00012	0.00022	0.00045	0.00099	0.00092	0.00288	0.00562	0.023	0.03844
SEKJPY	0.00629	0.00871	0.01679	0.02464	0.04714	0.06971	0.15451	0.40926	0.67961
SGDJPY	0.02514	0.03236	0.0705	0.11443	0.15279	0.39583	0.89041	7.18676	2.9651
USDCAD	0.00014	0.00023	0.00047	0.00118	0.00164	0.00176	0.00657	0.03706	0.0532
USDCHF	0.00018	0.00017	0.00055	0.00106	0.00111	0.00257	0.00573	0.01993	0.03963
USDCNH	0.00057	0.00129	0.00148	0.00198	0.00252	0.00656	0.01543	0.10024	0.19199
USDCZK	0.00322	0.00367	0.01401	0.02918	0.03233	0.07884	0.15907	0.48056	1.11497
USDHUF	0.06529	0.06836	0.27964	0.62857	0.68329	1.91007	2.92729	8.27543	15.84229
USDJPY	0.03771	0.051	0.12379	0.2055	0.22564	0.5975	1.42079	3.77093	4.27207
USDMXN	0.00175	0.00339	0.01221	0.02048	0.03235	0.05865	0.14148	0.3221	1.15859
USDNOK	0.00262	0.00232	0.00844	0.02066	0.01972	0.03246	0.11821	0.55632	0.45504
USDPLN	0.00081	0.00069	0.00314	0.00717	0.00718	0.0124	0.03049	0.19152	0.20805
USDRUB	-	0.09751	0.07601	0.26442	0.18973	0.46884	2.03088	5.13321	3.92748
USDSEK	0.00187	0.00169	0.00733	0.01565	0.02021	0.03371	0.09796	0.61828	0.49427
USDSGD	0.00014	0.00021	0.00046	0.00101	0.00084	0.00215	0.00508	0.0162	0.03087
USDTHB	0.00566	0.01144	0.02172	0.04087	0.065	0.10022	0.24835	1.18857	1.36629
USDTRY	0.00172	0.00307	0.00655	0.02712	0.00571	0.03299	0.21368	0.93804	0.28396
USDZAR	0.00509	0.00407	0.01659	0.03532	0.05914	0.06404	0.19537	2.47283	1.11331
XAGAUD	0.12371	0.13364	0.33936	0.45429	0.80364	1.01221	1.13707	1.85707	3.99186
XAGEUR	0.06971	0.07607	0.19079	0.26179	0.47314	0.62536	0.67023	1.21459	2.60781
XAGUSD	0.08271	0.09086	0.2055	0.328	0.55271	0.69657	0.83346	1.50489	1.48993
XAUAUD	6.91643	10.14429	22.30857	32.62786	75.97357	43.61214	57.88929	83.85357	174.72929
XAUEUR	3.98143	5.585	12.46857	18.17929	44.00214	26.68143	30.58643	52.12143	103.20786
XAUGBP	3.545	4.85214	10.93571	16.00357	40.12857	21.85286	28.10286	45.10714	94.30714
XAUJPY	734.92857	998.42857	2238.71429	3197.5	7836.92857	5469.71429	6039.42143	9118.65714	14742.21429
XAUUSD	4.71571	6.77	13.18571	24.41929	52.52429	29.66071	41.21929	69.84	70.88857
XPDUSD	2.46357	6.22	8.81786	14.53857	23.69929	35.28929	65.13357	353.42714	886.515
XPTUSD	3.33571	5.51214	12.15571	13.96786	21.92357	30.80357	47.71714	74.32143	169.93
ZARJPY	0.00571	0.00721	0.01257	0.01964	0.03757	0.04576	0.09857	0.27277	0.64357

Terms | Privacy | Site Map | Site Map Calendar

HIGH RISK WARNING: Foreign exchange trading carries a high level of risk that may not be suitable for all investors. Leverage creates additional risk and loss exposure. Before you decide to trade foreign exchange, carefully consider your investment objectives, experience level, and risk tolerance. You could lose some or all of your initial investment. Do not invest money that you cannot afford to lose. Educate yourself on the risks associated with foreign exchange trading, and seek advice from an independent financial or tax advisor if you have any questions. Any data and information is provided 'as is' solely for informational purposes, and is not intended for trading purposes or advice. Past performance is not indicative of future results.

EURUSD	1.16633	GBPUSD	1.33221	AUDUSD	0.65597
USDJPY	151.867	USDCAD	1.39944	USDCHF	0.79367