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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 | 0.00017 | 0.00035 | 0.00058 | 0.00114 | 0.0016 | 0.00368 | 0.0068 | 0.02145 | 0.0319 |
AUDCHF | 0.00018 | 0.00029 | 0.00044 | 0.00074 | 0.00159 | 0.00397 | 0.00573 | 0.01701 | 0.03573 |
AUDJPY | 0.03 | 0.06393 | 0.09136 | 0.16686 | 0.26636 | 0.86571 | 1.30714 | 3.52693 | 4.08021 |
AUDNZD | 0.00014 | 0.00031 | 0.00043 | 0.00063 | 0.00084 | 0.00223 | 0.00486 | 0.03759 | 0.03729 |
AUDSGD | 0.00018 | 0.00039 | 0.00057 | 0.00099 | 0.00154 | 0.00331 | 0.0069 | 0.02246 | 0.04139 |
AUDUSD | 0.00016 | 0.00035 | 0.00067 | 0.00098 | 0.00157 | 0.00379 | 0.00629 | 0.02644 | 0.03773 |
CADCHF | 0.00017 | 0.00017 | 0.00047 | 0.00102 | 0.00154 | 0.00419 | 0.00456 | 0.01462 | 0.03291 |
CADJPY | 0.03236 | 0.04779 | 0.10129 | 0.23214 | 0.269 | 0.91693 | 1.30214 | 3.57705 | 4.52057 |
CHFJPY | 0.03657 | 0.0475 | 0.12043 | 0.21743 | 0.36671 | 0.90279 | 1.83 | 6.90945 | 4.11643 |
CHFSGD | 0.00029 | 0.00039 | 0.00084 | 0.00161 | 0.00278 | 0.00676 | 0.00767 | 0.03343 | 0.04835 |
EURAUD | 0.00035 | 0.00074 | 0.0013 | 0.00204 | 0.00318 | 0.00589 | 0.01324 | 0.04607 | 0.06777 |
EURCAD | 0.00029 | 0.00030 | 0.00107 | 0.00254 | 0.00269 | 0.00885 | 0.00887 | 0.02838 | 0.05897 |
EURCHF | 0.00021 | 0.00019 | 0.00071 | 0.00116 | 0.00202 | 0.00603 | 0.00444 | 0.0152 | 0.02584 |
EURCZK | 0.00315 | 0.00297 | 0.01174 | 0.01623 | 0.01842 | 0.06265 | 0.0741 | 0.3796 | 0.46436 |
EURGBP | 0.00022 | 0.00010 | 0.00053 | 0.00095 | 0.00103 | 0.00263 | 0.00368 | 0.01713 | 0.03502 |
EURHUF | 0.09514 | 0.09357 | 0.42364 | 0.62086 | 0.59036 | 1.44007 | 2.51029 | 11.83779 | 7.51473 |
EURJPY | 0.043 | 0.05857 | 0.16371 | 0.28229 | 0.347 | 1.32721 | 1.65636 | 4.20376 | 5.25943 |
EURMXN | 0.0066 | 0.00396 | 0.03262 | 0.04758 | 0.05366 | 0.14216 | 0.19791 | 0.59145 | 1.65131 |
EURNOK | 0.0034 | 0.00158 | 0.01069 | 0.01697 | 0.03351 | 0.04694 | 0.07772 | 0.35985 | 0.3317 |
EURNZD | 0.00033 | 0.00090 | 0.00149 | 0.00237 | 0.00341 | 0.00658 | 0.01191 | 0.04908 | 0.07988 |
EURPLN | 0.00090 | 0.00076 | 0.00341 | 0.00453 | 0.00663 | 0.01604 | 0.01883 | 0.08896 | 0.12798 |
EURSEK | 0.00346 | 0.00204 | 0.01424 | 0.01872 | 0.02564 | 0.0573 | 0.05772 | 0.73933 | 0.28658 |
EURSGD | 0.00022 | 0.00035 | 0.00084 | 0.00166 | 0.00172 | 0.00525 | 0.0056 | 0.02337 | 0.04612 |
EURTRY | 0.00746 | 0.02134 | 0.05397 | 0.14564 | 0.22159 | 0.24484 | 0.25874 | 1.95988 | 0.29658 |
EURUSD | 0.00020 | 0.00025 | 0.001 | 0.00196 | 0.0022 | 0.00606 | 0.00694 | 0.02215 | 0.05165 |
EURZAR | 0.00617 | 0.00647 | 0.02043 | 0.03473 | 0.04851 | 0.09698 | 0.18246 | 0.88601 | 1.18266 |
GBPAUD | 0.00053 | 0.00085 | 0.00135 | 0.00235 | 0.00359 | 0.00766 | 0.01521 | 0.05842 | 0.09323 |
GBPCAD | 0.00053 | 0.00028 | 0.00133 | 0.00303 | 0.00259 | 0.00881 | 0.01018 | 0.04112 | 0.09111 |
GBPCHF | 0.00038 | 0.00024 | 0.00086 | 0.00148 | 0.00279 | 0.00616 | 0.00602 | 0.0242 | 0.05462 |
GBPJPY | 0.07443 | 0.07221 | 0.18543 | 0.31607 | 0.39586 | 1.45779 | 1.98607 | 4.63297 | 7.50414 |
GBPMXN | 0.01095 | 0.00424 | 0.03743 | 0.05133 | 0.06707 | 0.18528 | 0.23885 | 0.56736 | 2.30481 |
GBPNOK | 0.00555 | 0.00255 | 0.01463 | 0.02421 | 0.0403 | 0.07446 | 0.08989 | 0.44549 | 0.6285 |
GBPNZD | 0.00054 | 0.00106 | 0.00161 | 0.00257 | 0.00421 | 0.00764 | 0.01446 | 0.04657 | 0.10652 |
GBPSEK | 0.00466 | 0.00274 | 0.01754 | 0.02638 | 0.0325 | 0.08177 | 0.08487 | 0.45851 | 0.772 |
GBPSGD | 0.00052 | 0.00037 | 0.001 | 0.00192 | 0.00197 | 0.00452 | 0.00712 | 0.02823 | 0.07556 |
GBPTRY | 0.0155 | 0.0241 | 0.05357 | 0.14155 | 0.15239 | 0.20242 | 0.31591 | 2.31161 | 0.41497 |
GBPUSD | 0.00042 | 0.00026 | 0.00119 | 0.00203 | 0.00215 | 0.00498 | 0.00883 | 0.02896 | 0.06081 |
NOKJPY | 0.00843 | 0.00914 | 0.02186 | 0.03521 | 0.05107 | 0.125 | 0.18071 | 0.56414 | 0.98049 |
NOKSEK | 0.00043 | 0.00019 | 0.00094 | 0.00183 | 0.00196 | 0.00506 | 0.00901 | 0.07107 | 0.03716 |
NZDCAD | 0.00016 | 0.00038 | 0.00057 | 0.00119 | 0.00152 | 0.00341 | 0.00547 | 0.03901 | 0.03794 |
NZDCHF | 0.00015 | 0.00031 | 0.00043 | 0.00065 | 0.00145 | 0.00308 | 0.00375 | 0.01546 | 0.03248 |
NZDJPY | 0.02536 | 0.06214 | 0.08779 | 0.15636 | 0.25436 | 0.69443 | 0.94493 | 4.57949 | 4.87993 |
NZDUSD | 0.00014 | 0.00033 | 0.00065 | 0.00099 | 0.0015 | 0.00298 | 0.0052 | 0.03416 | 0.03973 |
SEKJPY | 0.00993 | 0.01007 | 0.02493 | 0.04029 | 0.0515 | 0.14521 | 0.17157 | 0.54458 | 0.67961 |
SGDJPY | 0.02579 | 0.04329 | 0.091 | 0.14843 | 0.187 | 0.75629 | 1.10243 | 4.59731 | 2.9651 |
USDCAD | 0.00025 | 0.00029 | 0.00097 | 0.00168 | 0.00227 | 0.00711 | 0.00631 | 0.03178 | 0.05644 |
USDCHF | 0.00019 | 0.00020 | 0.00076 | 0.00137 | 0.00201 | 0.00399 | 0.00614 | 0.02354 | 0.04203 |
USDCNH | 0.00057 | 0.00157 | 0.00206 | 0.00386 | 0.00427 | 0.01768 | 0.02662 | 0.10759 | 0.16885 |
USDCZK | 0.00584 | 0.00861 | 0.02613 | 0.04856 | 0.05484 | 0.16523 | 0.1848 | 0.60714 | 1.23364 |
USDHUF | 0.13071 | 0.17393 | 0.61736 | 1.07664 | 1.10671 | 2.94579 | 3.55386 | 12.46807 | 15.81786 |
USDJPY | 0.033 | 0.05921 | 0.15379 | 0.24207 | 0.28293 | 0.98471 | 1.6095 | 4.11671 | 4.72993 |
USDMXN | 0.00486 | 0.00362 | 0.02928 | 0.03158 | 0.05511 | 0.17484 | 0.19415 | 0.43997 | 1.44322 |
USDNOK | 0.00312 | 0.00263 | 0.01417 | 0.02496 | 0.03897 | 0.08062 | 0.09777 | 0.79778 | 0.44488 |
USDPLN | 0.00115 | 0.00139 | 0.00535 | 0.00836 | 0.01222 | 0.03114 | 0.03553 | 0.12289 | 0.23006 |
USDRUB | 0.02935 | 0.00757 | 0.16055 | 0.50565 | 0.4984 | 0.75976 | 2.85122 | 3.52302 | 3.46191 |
USDSEK | 0.00373 | 0.00301 | 0.01715 | 0.02258 | 0.03502 | 0.0848 | 0.1042 | 0.72755 | 0.48448 |
USDSGD | 0.00014 | 0.00035 | 0.00074 | 0.00139 | 0.00146 | 0.00404 | 0.00616 | 0.02017 | 0.03721 |
USDTHB | 0.00587 | 0.02436 | 0.02658 | 0.0518 | 0.05765 | 0.12544 | 0.25666 | 1.15207 | 1.21964 |
USDTRY | 0.00127 | 0.01466 | 0.02031 | 0.05915 | 0.11165 | 0.04187 | 0.09975 | 1.72716 | 0.27722 |
USDZAR | 0.0055 | 0.00702 | 0.02106 | 0.03275 | 0.04851 | 0.10354 | 0.17075 | 1.4386 | 1.07351 |
XAGAUD | 0.021 | 0.05164 | 0.10014 | 0.16721 | 0.288 | 0.39979 | 1.18693 | 1.84257 | 3.99186 |
XAGEUR | 0.0155 | 0.03221 | 0.05936 | 0.10121 | 0.19021 | 0.25214 | 0.78629 | 1.29602 | 2.60781 |
XAGUSD | 0.01686 | 0.0365 | 0.07207 | 0.11343 | 0.22021 | 0.35129 | 0.78271 | 1.65633 | 1.94879 |
XAUAUD | 1.50786 | 3.725 | 6.53643 | 10.15071 | 15.3 | 30.75071 | 61.30143 | 85.47786 | 174.72929 |
XAUEUR | 0.82214 | 1.65643 | 3.55714 | 6.44929 | 9.46929 | 19.68429 | 38.80357 | 46.06357 | 103.20786 |
XAUGBP | 0.99214 | 1.38143 | 2.64 | 4.63786 | 7.36571 | 13.90286 | 28.20357 | 39.75714 | 94.30714 |
XAUJPY | 154.71429 | 274.07143 | 515.85714 | 940.64286 | 1587.5 | 4229.57143 | 6966.71429 | 6342.40714 | 14742.21429 |
XAUUSD | 0.86429 | 1.895 | 3.11357 | 6.02429 | 9.64214 | 18.64 | 36.26071 | 54.435 | 74.00214 |
XPDUSD | 0.64 | 0.675 | 2.18214 | 4.46071 | 5.63357 | 14.53 | 28.62857 | 403.11214 | 886.515 |
XPTUSD | 0.63071 | 1.68929 | 2.88571 | 5.51 | 5.695 | 10.73071 | 17.87071 | 89.26286 | 169.93 |
ZARJPY | 0.00579 | 0.00707 | 0.01371 | 0.02021 | 0.02779 | 0.07786 | 0.12229 | 0.39418 | 0.60807 |