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 | 0.00022 | 0.00039 | 0.00055 | 0.00117 | 0.00131 | 0.0033 | 0.0075 | 0.02068 | 0.03713 |
AUDCHF | 0.00019 | 0.00029 | 0.00046 | 0.00093 | 0.00102 | 0.00285 | 0.01193 | 0.02829 | 0.03601 |
AUDJPY | 0.0665 | 0.085 | 0.08964 | 0.33836 | 0.335 | 0.54326 | 3.28916 | 4.08219 | 4.38636 |
AUDNZD | 0.00016 | 0.00032 | 0.00037 | 0.00073 | 0.00089 | 0.00549 | 0.03192 | 0.05949 | 0.03973 |
AUDSGD | 0.00020 | 0.00037 | 0.00050 | 0.00097 | 0.00124 | 0.00337 | 0.01038 | 0.03336 | 0.03947 |
AUDUSD | 0.00023 | 0.00036 | 0.00065 | 0.00115 | 0.00139 | 0.0028 | 0.01234 | 0.02963 | 0.03745 |
CADCHF | 0.00014 | 0.00018 | 0.00046 | 0.00081 | 0.00114 | 0.00249 | 0.00862 | 0.01567 | 0.0326 |
CADJPY | 0.06486 | 0.08536 | 0.08186 | 0.32807 | 0.38764 | 0.58393 | 2.67436 | 3.66889 | 5.21929 |
CHFJPY | 0.089 | 0.11914 | 0.09814 | 0.3875 | 0.46379 | 1.06003 | 8.80659 | 6.35014 | 4.84871 |
CHFSGD | 0.00027 | 0.00040 | 0.00106 | 0.00177 | 0.00187 | 0.01612 | 0.01945 | 0.04564 | 0.04798 |
EURAUD | 0.00039 | 0.00059 | 0.00112 | 0.00191 | 0.00228 | 0.00646 | 0.02778 | 0.0593 | 0.06877 |
EURCAD | 0.00030 | 0.00032 | 0.00108 | 0.00257 | 0.00203 | 0.0039 | 0.01115 | 0.02713 | 0.05954 |
EURCHF | 0.00019 | 0.00020 | 0.00079 | 0.00174 | 0.00128 | 0.00266 | 0.00922 | 0.02835 | 0.02426 |
EURCZK | 0.00436 | 0.00672 | 0.01543 | 0.02338 | 0.01657 | 0.05837 | 0.13213 | 0.35454 | 0.37697 |
EURGBP | 0.00013 | 0.00013 | 0.00050 | 0.00105 | 0.00143 | 0.00468 | 0.01277 | 0.03559 | 0.04482 |
EURHUF | 0.10586 | 0.08957 | 0.45543 | 0.73736 | 0.82071 | 1.65371 | 3.61657 | 13.77507 | 7.65386 |
EURJPY | 0.09979 | 0.12393 | 0.16086 | 0.61443 | 0.51286 | 0.76766 | 3.13452 | 3.7581 | 5.86679 |
EURMXN | 0.00667 | 0.0077 | 0.02722 | 0.05101 | 0.05407 | 0.10478 | 0.46843 | 0.68488 | 1.68719 |
EURNOK | 0.00349 | 0.00388 | 0.01047 | 0.01774 | 0.02416 | 0.04451 | 0.18002 | 0.31526 | 0.33348 |
EURNZD | 0.00041 | 0.00066 | 0.00121 | 0.00234 | 0.00244 | 0.00792 | 0.02177 | 0.03581 | 0.07452 |
EURPLN | 0.00175 | 0.00105 | 0.00407 | 0.00789 | 0.00525 | 0.01196 | 0.02718 | 0.14218 | 0.14245 |
EURSEK | 0.00147 | 0.00293 | 0.00671 | 0.01498 | 0.01425 | 0.1064 | 1.1895 | 1.34308 | 0.28638 |
EURSGD | 0.00023 | 0.00030 | 0.00086 | 0.00178 | 0.00165 | 0.01403 | 0.00942 | 0.02475 | 0.04813 |
EURTRY | 0.00797 | 0.01475 | 0.04628 | 0.0762 | 0.08559 | 0.15545 | 0.44416 | 0.6388 | 0.24752 |
EURUSD | 0.00026 | 0.00027 | 0.00104 | 0.00222 | 0.00223 | 0.00266 | 0.00818 | 0.02191 | 0.05177 |
EURZAR | 0.0096 | 0.00787 | 0.03591 | 0.0553 | 0.06158 | 0.08776 | 0.2653 | 0.50862 | 1.17008 |
GBPAUD | 0.00039 | 0.00074 | 0.00134 | 0.00209 | 0.00334 | 0.01109 | 0.0428 | 0.09995 | 0.10303 |
GBPCAD | 0.00023 | 0.00035 | 0.00116 | 0.00242 | 0.0028 | 0.00814 | 0.02655 | 0.06575 | 0.09461 |
GBPCHF | 0.00025 | 0.00026 | 0.00097 | 0.00186 | 0.00232 | 0.00592 | 0.01991 | 0.03879 | 0.0659 |
GBPJPY | 0.11679 | 0.14536 | 0.18936 | 0.687 | 0.78014 | 1.25438 | 4.06944 | 5.57351 | 9.53393 |
GBPMXN | 0.00794 | 0.00838 | 0.03482 | 0.05799 | 0.07278 | 0.17056 | 0.54041 | 0.88835 | 2.42281 |
GBPNOK | 0.00458 | 0.00447 | 0.01371 | 0.02801 | 0.0377 | 0.0687 | 0.21886 | 0.42904 | 0.74933 |
GBPNZD | 0.00041 | 0.00075 | 0.00145 | 0.00243 | 0.00403 | 0.01058 | 0.02481 | 0.04147 | 0.10771 |
GBPSEK | 0.00232 | 0.00397 | 0.01039 | 0.02694 | 0.0294 | 0.0683 | 0.16239 | 0.41714 | 0.772 |
GBPSGD | 0.00026 | 0.00041 | 0.00121 | 0.00183 | 0.00314 | 0.00896 | 0.01295 | 0.03803 | 0.09157 |
GBPTRY | 0.00803 | 0.03086 | 0.05512 | 0.06844 | 0.10212 | 0.29971 | 0.49413 | 0.85209 | 0.36835 |
GBPUSD | 0.00027 | 0.00033 | 0.00114 | 0.00197 | 0.00257 | 0.00604 | 0.00901 | 0.02829 | 0.06387 |
NOKJPY | 0.01264 | 0.01386 | 0.023 | 0.05657 | 0.05043 | 0.10657 | 0.36533 | 0.58681 | 0.98049 |
NOKSEK | 0.00027 | 0.00033 | 0.00075 | 0.00128 | 0.0019 | 0.00689 | 0.09987 | 0.08298 | 0.04603 |
NZDCAD | 0.00021 | 0.00034 | 0.00055 | 0.00099 | 0.00119 | 0.00332 | 0.00707 | 0.01987 | 0.03935 |
NZDCHF | 0.00017 | 0.00024 | 0.00045 | 0.00076 | 0.00080 | 0.00279 | 0.00841 | 0.01808 | 0.03172 |
NZDJPY | 0.05929 | 0.07286 | 0.08779 | 0.28143 | 0.25171 | 0.75377 | 3.35858 | 5.53467 | 5.04336 |
NZDUSD | 0.00020 | 0.00031 | 0.00059 | 0.00098 | 0.00124 | 0.0028 | 0.01137 | 0.02368 | 0.03887 |
SEKJPY | 0.01164 | 0.01414 | 0.01893 | 0.06107 | 0.04721 | 0.07747 | 0.30472 | 0.50047 | 0.67961 |
SGDJPY | 0.061 | 0.08179 | 0.09064 | 0.33507 | 0.31093 | 0.85344 | 2.84881 | 6.13703 | 2.9651 |
USDCAD | 0.00020 | 0.00031 | 0.00075 | 0.00136 | 0.00191 | 0.00294 | 0.01036 | 0.02706 | 0.05477 |
USDCHF | 0.00020 | 0.00024 | 0.00071 | 0.00114 | 0.00151 | 0.0025 | 0.00966 | 0.02705 | 0.03843 |
USDCNH | 0.00083 | 0.00219 | 0.00297 | 0.00537 | 0.00748 | 0.01229 | 0.07614 | 0.2348 | 0.15467 |
USDCZK | 0.0089 | 0.01026 | 0.03167 | 0.05969 | 0.05416 | 0.09541 | 0.22709 | 0.6037 | 1.26237 |
USDHUF | 0.17586 | 0.12779 | 0.7105 | 1.26536 | 1.34771 | 1.92621 | 4.18286 | 15.2445 | 16.08979 |
USDJPY | 0.0925 | 0.11971 | 0.12529 | 0.45936 | 0.50371 | 0.69979 | 2.95857 | 3.98143 | 6.16014 |
USDMXN | 0.00646 | 0.00689 | 0.02984 | 0.05531 | 0.06463 | 0.10566 | 0.43028 | 0.65792 | 1.50188 |
USDNOK | 0.00477 | 0.00502 | 0.01542 | 0.02905 | 0.03342 | 0.04932 | 0.57846 | 1.02187 | 0.47845 |
USDPLN | 0.00236 | 0.00168 | 0.00632 | 0.01461 | 0.01143 | 0.01495 | 0.04064 | 0.19987 | 0.23776 |
USDRUB | 0.00508 | 0.02391 | 0.13528 | 0.28538 | 0.38314 | 0.76015 | 1.94724 | 4.98956 | 3.79738 |
USDSEK | 0.00298 | 0.00406 | 0.01307 | 0.02991 | 0.02862 | 0.15621 | 0.94692 | 0.61789 | 0.50956 |
USDSGD | 0.00025 | 0.00040 | 0.00102 | 0.00157 | 0.00203 | 0.00396 | 0.0066 | 0.0197 | 0.04089 |
USDTHB | 0.0073 | 0.0208 | 0.03751 | 0.05029 | 0.09201 | 0.28086 | 0.68193 | 1.47486 | 1.19957 |
USDTRY | 0.00176 | 0.01035 | 0.02323 | 0.01556 | 0.01986 | 0.08145 | 0.34566 | 0.43356 | 0.24832 |
USDZAR | 0.01067 | 0.0082 | 0.03878 | 0.06971 | 0.06302 | 0.25594 | 1.60419 | 1.08822 | 1.11142 |
XAGAUD | 0.02264 | 0.07707 | 0.10836 | 0.19464 | 0.25436 | 0.63143 | 1.679 | 2.269 | 3.99186 |
XAGEUR | 0.01686 | 0.0465 | 0.06736 | 0.12714 | 0.16157 | 0.41147 | 1.07379 | 1.31003 | 2.60781 |
XAGUSD | 0.01886 | 0.04907 | 0.0765 | 0.12379 | 0.18707 | 0.41111 | 1.16952 | 1.55023 | 2.39864 |
XAUAUD | 1.53857 | 3.91143 | 5.60357 | 10.34071 | 8.77643 | 26.78786 | 77.32643 | 100.25143 | 174.72929 |
XAUEUR | 0.96 | 1.99429 | 3.46429 | 6.57214 | 5.21429 | 14.33929 | 49.00714 | 62.83071 | 103.20786 |
XAUGBP | 0.71857 | 1.66429 | 3.29143 | 5.355 | 4.82071 | 10.38571 | 37.57857 | 51.37143 | 94.30714 |
XAUJPY | 281.28571 | 470.0 | 580.0 | 1023.78571 | 1194.0 | 3210.18571 | 9390.31429 | 8039.06429 | 14742.21429 |
XAUUSD | 0.94786 | 2.02786 | 3.76929 | 5.52429 | 6.50643 | 14.34286 | 49.80286 | 78.69357 | 89.62357 |
XPDUSD | 0.65286 | 1.29571 | 2.87357 | 5.44214 | 9.06643 | 13.23429 | 104.36429 | 229.48571 | 886.515 |
XPTUSD | 0.57357 | 1.24714 | 2.39357 | 3.81571 | 5.66571 | 9.56 | 37.76 | 87.06929 | 169.93 |
ZARJPY | 0.00979 | 0.01021 | 0.01957 | 0.05007 | 0.03593 | 0.06053 | 0.20647 | 0.27463 | 0.631 |