Average True Range (ATR) Indicateur
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 heure | 4 heures | 1 jour | 1 semaine | 1 mois | |
---|---|---|---|---|---|---|---|---|---|
AUDCAD | 0.00020 | 0.00046 | 0.00062 | 0.00095 | 0.00146 | 0.00315 | 0.0075 | 0.02068 | 0.03713 |
AUDCHF | 0.00013 | 0.00039 | 0.00065 | 0.00091 | 0.00114 | 0.00299 | 0.01193 | 0.02829 | 0.03601 |
AUDJPY | 0.03164 | 0.12693 | 0.186 | 0.24343 | 0.33407 | 0.57305 | 3.28916 | 4.08219 | 4.38636 |
AUDNZD | 0.00013 | 0.00039 | 0.00048 | 0.00065 | 0.00099 | 0.00599 | 0.03192 | 0.05949 | 0.03973 |
AUDSGD | 0.00018 | 0.00048 | 0.00066 | 0.00088 | 0.00137 | 0.00335 | 0.01038 | 0.03336 | 0.03947 |
AUDUSD | 0.00023 | 0.00045 | 0.00070 | 0.0011 | 0.00143 | 0.00279 | 0.01234 | 0.02963 | 0.03745 |
CADCHF | 0.00015 | 0.00036 | 0.00067 | 0.00093 | 0.00131 | 0.0027 | 0.00862 | 0.01567 | 0.0326 |
CADJPY | 0.0395 | 0.133 | 0.20043 | 0.24686 | 0.39257 | 0.62357 | 2.67436 | 3.66889 | 5.21929 |
CHFJPY | 0.03979 | 0.15329 | 0.19571 | 0.30021 | 0.44807 | 1.06568 | 8.80659 | 6.35014 | 4.84871 |
CHFSGD | 0.00022 | 0.00073 | 0.00098 | 0.00149 | 0.00187 | 0.01644 | 0.01945 | 0.04564 | 0.04798 |
EURAUD | 0.00031 | 0.00096 | 0.00106 | 0.00172 | 0.0022 | 0.00656 | 0.02778 | 0.0593 | 0.06877 |
EURCAD | 0.00041 | 0.00061 | 0.00118 | 0.00173 | 0.00217 | 0.00414 | 0.01115 | 0.02713 | 0.05954 |
EURCHF | 0.00019 | 0.00056 | 0.00089 | 0.00115 | 0.00148 | 0.0028 | 0.00922 | 0.02835 | 0.02426 |
EURCZK | 0.00212 | 0.00776 | 0.01464 | 0.01563 | 0.01601 | 0.06041 | 0.13213 | 0.35454 | 0.37697 |
EURGBP | 0.00013 | 0.00041 | 0.00059 | 0.00078 | 0.00116 | 0.00479 | 0.01277 | 0.03559 | 0.04482 |
EURHUF | 0.08593 | 0.28886 | 0.31514 | 0.72 | 0.92836 | 1.54164 | 3.61657 | 13.77507 | 7.65386 |
EURJPY | 0.05071 | 0.21371 | 0.29386 | 0.36121 | 0.52736 | 0.79409 | 3.13452 | 3.7581 | 5.86679 |
EURMXN | 0.01385 | 0.01953 | 0.03888 | 0.05696 | 0.05868 | 0.11395 | 0.46843 | 0.68488 | 1.68719 |
EURNOK | 0.00263 | 0.00688 | 0.00829 | 0.01348 | 0.02297 | 0.04576 | 0.18002 | 0.31526 | 0.33348 |
EURNZD | 0.00034 | 0.00094 | 0.00135 | 0.00195 | 0.00254 | 0.00799 | 0.02177 | 0.03581 | 0.07452 |
EURPLN | 0.00081 | 0.00333 | 0.00275 | 0.00384 | 0.00535 | 0.01244 | 0.02718 | 0.14218 | 0.14245 |
EURSEK | 0.00153 | 0.00765 | 0.00643 | 0.01047 | 0.01529 | 0.10541 | 1.1895 | 1.34308 | 0.28638 |
EURSGD | 0.00024 | 0.00056 | 0.00104 | 0.00118 | 0.00171 | 0.01405 | 0.00942 | 0.02475 | 0.04813 |
EURTRY | 0.01185 | 0.02299 | 0.04217 | 0.05691 | 0.12505 | 0.15266 | 0.44416 | 0.6388 | 0.24752 |
EURUSD | 0.00033 | 0.00057 | 0.00119 | 0.00166 | 0.00226 | 0.00271 | 0.00818 | 0.02191 | 0.05177 |
EURZAR | 0.0089 | 0.01954 | 0.02275 | 0.03048 | 0.05984 | 0.0912 | 0.2653 | 0.50862 | 1.17008 |
GBPAUD | 0.00040 | 0.00115 | 0.00149 | 0.00156 | 0.00292 | 0.01074 | 0.0428 | 0.09995 | 0.10303 |
GBPCAD | 0.00050 | 0.00073 | 0.0016 | 0.00166 | 0.00278 | 0.00857 | 0.02655 | 0.06575 | 0.09461 |
GBPCHF | 0.00025 | 0.00081 | 0.0011 | 0.00166 | 0.00234 | 0.00645 | 0.01991 | 0.03879 | 0.0659 |
GBPJPY | 0.06214 | 0.2595 | 0.35514 | 0.46129 | 0.77521 | 1.3306 | 4.06944 | 5.57351 | 9.53393 |
GBPMXN | 0.01756 | 0.02189 | 0.04869 | 0.06303 | 0.07444 | 0.18343 | 0.54041 | 0.88835 | 2.42281 |
GBPNOK | 0.00352 | 0.01103 | 0.0144 | 0.02024 | 0.03486 | 0.07525 | 0.21886 | 0.42904 | 0.74933 |
GBPNZD | 0.00046 | 0.00117 | 0.00169 | 0.00198 | 0.0035 | 0.01049 | 0.02481 | 0.04147 | 0.10771 |
GBPSEK | 0.00295 | 0.01 | 0.01365 | 0.01774 | 0.0307 | 0.07662 | 0.16239 | 0.41714 | 0.772 |
GBPSGD | 0.00033 | 0.00072 | 0.00128 | 0.00152 | 0.00281 | 0.0095 | 0.01295 | 0.03803 | 0.09157 |
GBPTRY | 0.0165 | 0.02398 | 0.05048 | 0.05765 | 0.19124 | 0.30337 | 0.49413 | 0.85209 | 0.36835 |
GBPUSD | 0.00042 | 0.00068 | 0.00142 | 0.00177 | 0.00276 | 0.00637 | 0.00901 | 0.02829 | 0.06387 |
NOKJPY | 0.00857 | 0.02521 | 0.03229 | 0.03807 | 0.05971 | 0.10718 | 0.36533 | 0.58681 | 0.98049 |
NOKSEK | 0.00023 | 0.00065 | 0.00071 | 0.00134 | 0.0023 | 0.00686 | 0.09987 | 0.08298 | 0.04603 |
NZDCAD | 0.00020 | 0.00038 | 0.00062 | 0.00091 | 0.00127 | 0.00321 | 0.00707 | 0.01987 | 0.03935 |
NZDCHF | 0.00013 | 0.00034 | 0.00058 | 0.00069 | 0.00087 | 0.00284 | 0.00841 | 0.01808 | 0.03172 |
NZDJPY | 0.02707 | 0.10386 | 0.15979 | 0.20257 | 0.2815 | 0.73242 | 3.35858 | 5.53467 | 5.04336 |
NZDUSD | 0.00020 | 0.00036 | 0.00064 | 0.00094 | 0.00123 | 0.00272 | 0.01137 | 0.02368 | 0.03887 |
SEKJPY | 0.00836 | 0.02229 | 0.03071 | 0.04 | 0.05229 | 0.07679 | 0.30472 | 0.50047 | 0.67961 |
SGDJPY | 0.03307 | 0.1245 | 0.15779 | 0.20957 | 0.35307 | 0.86067 | 2.84881 | 6.13703 | 2.9651 |
USDCAD | 0.00028 | 0.00045 | 0.00103 | 0.00157 | 0.00197 | 0.00296 | 0.01036 | 0.02706 | 0.05477 |
USDCHF | 0.00024 | 0.00048 | 0.00090 | 0.00121 | 0.00168 | 0.00265 | 0.00966 | 0.02705 | 0.03843 |
USDCNH | 0.00089 | 0.00197 | 0.00297 | 0.004 | 0.00715 | 0.01196 | 0.07614 | 0.2348 | 0.15467 |
USDCZK | 0.00859 | 0.0175 | 0.03594 | 0.06064 | 0.05678 | 0.09805 | 0.22709 | 0.6037 | 1.26237 |
USDHUF | 0.18443 | 0.37779 | 0.60857 | 1.152 | 1.30064 | 1.97979 | 4.18286 | 15.2445 | 16.08979 |
USDJPY | 0.05593 | 0.16157 | 0.25479 | 0.3205 | 0.53729 | 0.70321 | 2.95857 | 3.98143 | 6.16014 |
USDMXN | 0.014 | 0.02049 | 0.0402 | 0.05932 | 0.0664 | 0.11307 | 0.43028 | 0.65792 | 1.50188 |
USDNOK | 0.00498 | 0.01007 | 0.01505 | 0.02219 | 0.03807 | 0.05075 | 0.57846 | 1.02187 | 0.47845 |
USDPLN | 0.00159 | 0.00437 | 0.00618 | 0.00901 | 0.01177 | 0.01554 | 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 | 0.0043 | 0.00873 | 0.0141 | 0.02171 | 0.03171 | 0.15733 | 0.94692 | 0.61789 | 0.50956 |
USDSGD | 0.00024 | 0.00046 | 0.00101 | 0.0012 | 0.00222 | 0.00387 | 0.0066 | 0.0197 | 0.04089 |
USDTHB | 0.00758 | 0.01887 | 0.03187 | 0.04137 | 0.08251 | 0.27621 | 0.68193 | 1.47486 | 1.19957 |
USDTRY | 0.00298 | 0.00678 | 0.01413 | 0.02592 | 0.05113 | 0.08566 | 0.34566 | 0.43356 | 0.24832 |
USDZAR | 0.00823 | 0.01984 | 0.02374 | 0.04114 | 0.06192 | 0.25669 | 1.60419 | 1.08822 | 1.11142 |
XAGAUD | 0.05229 | 0.06436 | 0.18779 | 0.24 | 0.336 | 0.62107 | 1.679 | 2.269 | 3.99186 |
XAGEUR | 0.03014 | 0.04443 | 0.11793 | 0.14836 | 0.21179 | 0.40174 | 1.07379 | 1.31003 | 2.60781 |
XAGUSD | 0.03371 | 0.04429 | 0.12021 | 0.16014 | 0.23229 | 0.39994 | 1.16952 | 1.55023 | 2.39864 |
XAUAUD | 2.21429 | 4.1 | 10.21357 | 12.58929 | 13.56 | 26.99143 | 77.32643 | 100.25143 | 174.72929 |
XAUEUR | 1.19929 | 2.62071 | 6.56286 | 8.055 | 8.39429 | 14.36071 | 49.00714 | 62.83071 | 103.20786 |
XAUGBP | 1.07357 | 2.01929 | 5.23714 | 6.38071 | 6.54857 | 11.12857 | 37.57857 | 51.37143 | 94.30714 |
XAUJPY | 214.64286 | 407.07143 | 1043.92857 | 1343.0 | 1716.92857 | 3201.07857 | 9390.31429 | 8039.06429 | 14742.21429 |
XAUUSD | 1.16786 | 2.055 | 5.73857 | 8.07786 | 8.77786 | 14.56857 | 49.80286 | 78.69357 | 89.62357 |
XPDUSD | 1.06 | 2.10929 | 8.61 | 10.38571 | 11.92786 | 13.88929 | 104.36429 | 229.48571 | 886.515 |
XPTUSD | 0.69929 | 1.83929 | 3.61429 | 4.55429 | 6.61786 | 9.69429 | 37.76 | 87.06929 | 169.93 |
ZARJPY | 0.007 | 0.01443 | 0.01993 | 0.02821 | 0.03986 | 0.06211 | 0.20647 | 0.27463 | 0.631 |