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 | 0.00061 | 0.00059 | 0.00151 | 0.00114 | 0.00242 | 0.00637 | 0.02 | 0.03595 |
AUDCHF | 0.00010 | 0.00035 | 0.00045 | 0.00102 | 0.00082 | 0.00191 | 0.00704 | 0.01923 | 0.03563 |
AUDJPY | 0.01879 | 0.058 | 0.08686 | 0.26421 | 0.16307 | 0.57186 | 2.13008 | 3.57805 | 4.48086 |
AUDNZD | 0.00011 | 0.00025 | 0.00062 | 0.00227 | 0.00105 | 0.00233 | 0.01978 | 0.04486 | 0.03874 |
AUDSGD | 0.00013 | 0.00050 | 0.00068 | 0.00173 | 0.0011 | 0.0026 | 0.00698 | 0.0263 | 0.04039 |
AUDUSD | 0.00013 | 0.00054 | 0.00046 | 0.00187 | 0.00098 | 0.00261 | 0.00717 | 0.02378 | 0.03784 |
CADCHF | 0.00011 | 0.00042 | 0.00048 | 0.00087 | 0.00082 | 0.0017 | 0.00546 | 0.01699 | 0.03281 |
CADJPY | 0.02157 | 0.08693 | 0.08757 | 0.19629 | 0.15343 | 0.59414 | 2.80979 | 3.27785 | 5.311 |
CHFJPY | 0.02371 | 0.11479 | 0.11964 | 0.34571 | 0.25721 | 0.77507 | 4.4937 | 5.37955 | 4.856 |
CHFSGD | 0.00017 | 0.00097 | 0.00087 | 0.00201 | 0.00167 | 0.0029 | 0.02924 | 0.03952 | 0.04818 |
EURAUD | 0.00023 | 0.00067 | 0.00090 | 0.00294 | 0.00201 | 0.00399 | 0.02751 | 0.05734 | 0.0708 |
EURCAD | 0.00022 | 0.00113 | 0.00082 | 0.0024 | 0.00136 | 0.00372 | 0.01008 | 0.02849 | 0.05954 |
EURCHF | 0.00013 | 0.00049 | 0.00045 | 0.00125 | 0.00101 | 0.00218 | 0.00642 | 0.01967 | 0.02426 |
EURCZK | 0.00159 | 0.00638 | 0.00591 | 0.00641 | 0.01095 | 0.02728 | 0.08509 | 0.35667 | 0.39696 |
EURGBP | 0.00011 | 0.00061 | 0.00039 | 0.00074 | 0.00068 | 0.00157 | 0.00857 | 0.02632 | 0.04482 |
EURHUF | 0.027 | 0.2215 | 0.25507 | 0.49171 | 0.2635 | 1.5535 | 2.31136 | 13.54736 | 7.43086 |
EURJPY | 0.03007 | 0.10393 | 0.11071 | 0.38929 | 0.22814 | 0.84036 | 1.89993 | 4.19298 | 5.86679 |
EURMXN | 0.00609 | 0.02882 | 0.02512 | 0.04642 | 0.02909 | 0.12897 | 0.47284 | 0.65203 | 1.68719 |
EURNOK | 0.00271 | 0.00703 | 0.00629 | 0.0131 | 0.01227 | 0.03803 | 0.13619 | 0.31828 | 0.33348 |
EURNZD | 0.00028 | 0.00078 | 0.00084 | 0.00442 | 0.00223 | 0.00456 | 0.01957 | 0.04525 | 0.07452 |
EURPLN | 0.00043 | 0.00152 | 0.00202 | 0.00338 | 0.00202 | 0.00984 | 0.02785 | 0.09585 | 0.14245 |
EURSEK | 0.00097 | 0.00535 | 0.00377 | 0.01125 | 0.00804 | 0.02477 | 0.74446 | 1.0701 | 0.28638 |
EURSGD | 0.00018 | 0.00072 | 0.00064 | 0.00234 | 0.00132 | 0.00316 | 0.0158 | 0.02835 | 0.04813 |
EURTRY | 0.0062 | 0.03062 | 0.03215 | 0.09929 | 0.04928 | 0.13361 | 0.56411 | 0.6214 | 0.24752 |
EURUSD | 0.00020 | 0.00084 | 0.00042 | 0.00268 | 0.00125 | 0.00373 | 0.00762 | 0.0233 | 0.05177 |
EURZAR | 0.00574 | 0.01819 | 0.02096 | 0.03312 | 0.02674 | 0.07933 | 0.22164 | 0.52128 | 1.17008 |
GBPAUD | 0.00030 | 0.00167 | 0.00112 | 0.00334 | 0.00239 | 0.00479 | 0.03822 | 0.08287 | 0.10303 |
GBPCAD | 0.00025 | 0.00165 | 0.00106 | 0.00233 | 0.00178 | 0.00454 | 0.03199 | 0.05288 | 0.09461 |
GBPCHF | 0.00018 | 0.00094 | 0.00075 | 0.00145 | 0.00156 | 0.00322 | 0.01154 | 0.02626 | 0.0659 |
GBPJPY | 0.03821 | 0.18364 | 0.15671 | 0.42357 | 0.26421 | 0.997 | 2.49415 | 4.55316 | 9.53393 |
GBPMXN | 0.00754 | 0.03716 | 0.02992 | 0.05047 | 0.0388 | 0.1709 | 0.5876 | 0.83668 | 2.42281 |
GBPNOK | 0.00319 | 0.0148 | 0.00811 | 0.02382 | 0.01973 | 0.04621 | 0.18401 | 0.42759 | 0.74933 |
GBPNZD | 0.00036 | 0.0019 | 0.00102 | 0.00544 | 0.00274 | 0.00535 | 0.01684 | 0.04084 | 0.10771 |
GBPSEK | 0.00195 | 0.01168 | 0.00659 | 0.02163 | 0.0155 | 0.03594 | 0.10987 | 0.30956 | 0.772 |
GBPSGD | 0.00025 | 0.00122 | 0.00094 | 0.00266 | 0.00167 | 0.00445 | 0.01109 | 0.03783 | 0.09157 |
GBPTRY | 0.00731 | 0.04065 | 0.0444 | 0.10023 | 0.05758 | 0.16816 | 0.72558 | 0.81929 | 0.36835 |
GBPUSD | 0.00022 | 0.00116 | 0.00072 | 0.00279 | 0.00143 | 0.00471 | 0.00932 | 0.02665 | 0.06387 |
NOKJPY | 0.00736 | 0.01479 | 0.017 | 0.04057 | 0.03436 | 0.09657 | 0.2364 | 0.52914 | 0.98049 |
NOKSEK | 0.00022 | 0.00064 | 0.00063 | 0.00126 | 0.00144 | 0.00414 | 0.06526 | 0.07569 | 0.04603 |
NZDCAD | 0.00015 | 0.00058 | 0.00051 | 0.00209 | 0.00116 | 0.00236 | 0.00778 | 0.01906 | 0.03935 |
NZDCHF | 0.00010 | 0.00032 | 0.00042 | 0.00142 | 0.00088 | 0.00168 | 0.00596 | 0.01789 | 0.03172 |
NZDJPY | 0.02021 | 0.05 | 0.0745 | 0.28964 | 0.15914 | 0.44571 | 2.62862 | 4.06331 | 5.04336 |
NZDUSD | 0.00013 | 0.00049 | 0.00038 | 0.00208 | 0.00103 | 0.00231 | 0.01366 | 0.02247 | 0.03887 |
SEKJPY | 0.0065 | 0.01329 | 0.01679 | 0.04257 | 0.0285 | 0.07864 | 0.18921 | 0.49678 | 0.67961 |
SGDJPY | 0.019 | 0.06943 | 0.07264 | 0.21386 | 0.14029 | 0.46629 | 4.37593 | 5.82164 | 2.9651 |
USDCAD | 0.00020 | 0.00071 | 0.00070 | 0.00246 | 0.00123 | 0.00333 | 0.01559 | 0.04119 | 0.05477 |
USDCHF | 0.00013 | 0.00074 | 0.00047 | 0.00175 | 0.00114 | 0.0026 | 0.00777 | 0.02188 | 0.03843 |
USDCNH | 0.00040 | 0.0024 | 0.00186 | 0.0074 | 0.00388 | 0.01389 | 0.14447 | 0.16782 | 0.15467 |
USDCZK | 0.00391 | 0.02406 | 0.01364 | 0.06661 | 0.02652 | 0.08624 | 0.20589 | 0.60408 | 1.26237 |
USDHUF | 0.07914 | 0.44407 | 0.25443 | 1.20579 | 0.55414 | 2.57821 | 3.35029 | 14.72379 | 16.08979 |
USDJPY | 0.02893 | 0.12786 | 0.08914 | 0.307 | 0.18936 | 0.80729 | 2.16164 | 3.45986 | 6.16014 |
USDMXN | 0.00529 | 0.02505 | 0.02217 | 0.04881 | 0.02258 | 0.11867 | 0.41968 | 0.60023 | 1.50188 |
USDNOK | 0.00264 | 0.01107 | 0.01009 | 0.03393 | 0.01809 | 0.06174 | 0.51055 | 1.10514 | 0.47845 |
USDPLN | 0.00096 | 0.0041 | 0.00245 | 0.01144 | 0.0057 | 0.01748 | 0.03661 | 0.15707 | 0.23776 |
USDRUB | 0.00508 | 0.02391 | 0.13528 | 0.28538 | 0.38314 | 0.76015 | 1.94724 | 4.98956 | 3.79738 |
USDSEK | 0.00242 | 0.01068 | 0.00739 | 0.03519 | 0.01463 | 0.05164 | 0.43706 | 0.61314 | 0.50956 |
USDSGD | 0.00014 | 0.00060 | 0.00064 | 0.00213 | 0.00111 | 0.00348 | 0.01576 | 0.01843 | 0.04089 |
USDTHB | 0.00244 | 0.02208 | 0.03922 | 0.07797 | 0.05373 | 0.1193 | 1.03957 | 1.16707 | 1.19957 |
USDTRY | 0.00192 | 0.00523 | 0.0223 | 0.01727 | 0.02133 | 0.04055 | 0.32501 | 0.43506 | 0.24832 |
USDZAR | 0.00554 | 0.01829 | 0.02447 | 0.05201 | 0.02407 | 0.08319 | 0.99611 | 1.18445 | 1.11142 |
XAGAUD | 0.02229 | 0.11864 | 0.09264 | 0.27021 | 0.1635 | 0.4955 | 1.1515 | 2.07764 | 3.99186 |
XAGEUR | 0.01671 | 0.07286 | 0.05771 | 0.17221 | 0.09657 | 0.30136 | 0.74434 | 1.30401 | 2.60781 |
XAGUSD | 0.0175 | 0.07643 | 0.0645 | 0.22793 | 0.11857 | 0.33857 | 0.90136 | 1.62814 | 2.39864 |
XAUAUD | 0.92 | 5.56714 | 3.95071 | 11.88357 | 9.56143 | 28.52143 | 41.49857 | 103.32929 | 174.72929 |
XAUEUR | 0.59643 | 3.24286 | 2.47929 | 7.66929 | 5.33857 | 16.755 | 25.27643 | 60.30714 | 103.20786 |
XAUGBP | 0.495 | 2.66714 | 2.02929 | 6.395 | 4.83643 | 14.72357 | 20.39929 | 49.44286 | 94.30714 |
XAUJPY | 109.28571 | 519.07143 | 483.0 | 1618.21429 | 834.42857 | 2621.42857 | 5314.65 | 7785.8 | 14742.21429 |
XAUUSD | 0.605 | 3.39429 | 2.78143 | 12.18143 | 5.135 | 17.06 | 30.37357 | 76.85714 | 89.62357 |
XPDUSD | 0.39286 | 4.88071 | 1.69071 | 8.16857 | 6.26929 | 13.01286 | 94.86286 | 451.45643 | 886.515 |
XPTUSD | 0.50429 | 3.43857 | 1.35929 | 5.48857 | 5.09143 | 7.94643 | 33.12071 | 89.81143 | 169.93 |
ZARJPY | 0.00664 | 0.01321 | 0.01264 | 0.02821 | 0.01671 | 0.05057 | 0.14269 | 0.27798 | 0.631 |