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	0.00024	0.00040	0.00066	0.00079	0.00125	0.00231	0.00527	0.02152	0.0319
AUDCHF	0.00028	0.00025	0.00054	0.00077	0.00095	0.00194	0.00518	0.01692	0.03573
AUDJPY	0.06279	0.08493	0.14843	0.22821	0.21679	0.50214	1.51371	3.24397	4.08021
AUDNZD	0.00027	0.00040	0.00052	0.00069	0.00092	0.00173	0.008	0.04113	0.03729
AUDSGD	0.00030	0.00037	0.00064	0.00084	0.00124	0.00244	0.00653	0.02273	0.04139
AUDUSD	0.00031	0.00022	0.00059	0.00076	0.00123	0.00221	0.00716	0.0258	0.03773
CADCHF	0.00025	0.00028	0.00049	0.00050	0.00075	0.00181	0.00432	0.01618	0.03291
CADJPY	0.065	0.094	0.14486	0.22793	0.20714	0.563	2.20329	3.4175	4.52057
CHFJPY	0.05729	0.12643	0.16943	0.27807	0.29329	0.64329	1.88917	6.30071	4.11643
CHFSGD	0.00028	0.00062	0.00089	0.0011	0.00175	0.00292	0.02018	0.03382	0.04835
EURAUD	0.00064	0.00066	0.00151	0.00148	0.00236	0.00444	0.01091	0.04681	0.06777
EURCAD	0.00040	0.00049	0.00117	0.00087	0.00142	0.00351	0.0113	0.02826	0.05897
EURCHF	0.00021	0.00023	0.00072	0.00069	0.00081	0.0025	0.00456	0.01452	0.02584
EURCZK	0.01692	0.02321	0.0221	0.01017	0.01873	0.02859	0.10286	0.33889	0.46436
EURGBP	0.000090	0.00020	0.00045	0.00034	0.00057	0.00135	0.00926	0.01766	0.03502
EURHUF	0.07636	0.2375	0.75086	0.28214	0.51357	1.20571	4.27843	10.88136	7.51473
EURJPY	0.07586	0.13393	0.22871	0.32779	0.31364	0.86471	1.66326	4.37254	5.25943
EURMXN	0.00957	0.01706	0.0303	0.01546	0.02993	0.06562	0.34038	0.50684	1.65131
EURNOK	0.00225	0.00524	0.01052	0.00599	0.01095	0.03786	0.09765	0.37079	0.3317
EURNZD	0.00041	0.00063	0.00154	0.00176	0.00229	0.00588	0.01258	0.04712	0.07988
EURPLN	0.00065	0.00159	0.00625	0.00171	0.00433	0.00831	0.0328	0.087	0.12798
EURSEK	0.00138	0.00557	0.00949	0.00567	0.00675	0.02546	0.41327	0.77211	0.28658
EURSGD	0.00028	0.00048	0.00097	0.00097	0.00126	0.00283	0.00866	0.02449	0.04612
EURTRY	0.01205	0.01801	0.04829	0.03796	0.05246	0.13988	0.39787	1.85488	0.29658
EURUSD	0.00024	0.00026	0.00096	0.00082	0.00112	0.00274	0.00947	0.02326	0.05165
EURZAR	0.00488	0.01119	0.01737	0.02758	0.03013	0.07252	0.22654	0.73939	1.18266
GBPAUD	0.00074	0.00078	0.00188	0.00168	0.00275	0.00602	0.01601	0.05881	0.09323
GBPCAD	0.00044	0.00074	0.00156	0.00089	0.00149	0.00475	0.01718	0.04249	0.09111
GBPCHF	0.00023	0.00042	0.00094	0.00085	0.00131	0.00343	0.0074	0.02333	0.05462
GBPJPY	0.09207	0.16279	0.28929	0.39814	0.37286	1.09236	1.72909	4.94552	7.50414
GBPMXN	0.01134	0.02981	0.03572	0.02019	0.03449	0.08025	0.40669	0.50741	2.30481
GBPNOK	0.00298	0.01159	0.01463	0.01063	0.01618	0.05047	0.13268	0.45911	0.6285
GBPNZD	0.00049	0.00076	0.00198	0.00199	0.00278	0.00703	0.01612	0.04416	0.10652
GBPSEK	0.0021	0.00898	0.01399	0.00902	0.01488	0.03466	0.11738	0.43363	0.772
GBPSGD	0.00030	0.00065	0.00132	0.00099	0.00166	0.00416	0.01101	0.03019	0.07556
GBPTRY	0.01855	0.02102	0.06263	0.06189	0.06518	0.16396	0.47003	2.19122	0.41497
GBPUSD	0.00026	0.00038	0.00125	0.00090	0.00147	0.00364	0.0106	0.02795	0.06081
NOKJPY	0.00993	0.01714	0.02493	0.03386	0.03264	0.08007	0.18465	0.53178	0.98049
NOKSEK	0.00014	0.00084	0.00095	0.00055	0.00117	0.00326	0.01534	0.06786	0.03716
NZDCAD	0.00022	0.00042	0.00055	0.00083	0.00103	0.00245	0.00701	0.03473	0.03794
NZDCHF	0.00019	0.00023	0.00042	0.00067	0.00075	0.00181	0.00534	0.01607	0.03248
NZDJPY	0.0485	0.07764	0.1235	0.205	0.18429	0.45557	2.16214	4.5283	4.87993
NZDUSD	0.00021	0.00021	0.00053	0.00069	0.00097	0.00182	0.01989	0.03199	0.03973
SEKJPY	0.01007	0.01679	0.02593	0.03436	0.03186	0.08186	0.16214	0.54985	0.67961
SGDJPY	0.04293	0.08893	0.13293	0.22264	0.20171	0.52257	1.43311	4.39957	2.9651
USDCAD	0.00049	0.00055	0.00083	0.00093	0.00145	0.00299	0.02633	0.04114	0.05644
USDCHF	0.00015	0.00021	0.00065	0.00069	0.00111	0.00186	0.01397	0.0229	0.04203
USDCNH	0.0014	0.0021	0.00284	0.00456	0.00558	0.00671	0.04605	0.09973	0.16885
USDCZK	0.01632	0.01556	0.02947	0.02286	0.03427	0.07465	0.25041	0.57353	1.23364
USDHUF	0.153	0.2185	0.87171	0.40493	0.74993	1.99457	6.27864	11.01914	15.81786
USDJPY	0.0565	0.11536	0.18707	0.3235	0.32043	0.6865	1.54979	3.86629	4.72993
USDMXN	0.01048	0.01456	0.0317	0.01852	0.0275	0.07041	0.34062	0.39685	1.44322
USDNOK	0.00388	0.00913	0.01376	0.01128	0.0171	0.03979	0.18481	0.93261	0.44488
USDPLN	0.0014	0.00232	0.00746	0.00386	0.0072	0.01768	0.05423	0.12247	0.23006
USDRUB	0.02935	0.00757	0.16055	0.50565	0.4984	0.75976	2.85122	3.52302	3.46191
USDSEK	0.00313	0.00632	0.01367	0.01188	0.01426	0.03808	0.22739	0.74418	0.48448
USDSGD	0.00027	0.00035	0.00089	0.00094	0.00116	0.00267	0.01896	0.01955	0.03721
USDTHB	0.0075	0.03443	0.02708	0.05472	0.0708	0.12372	0.5783	0.9035	1.21964
USDTRY	0.00876	0.00801	0.02712	0.0148	0.01373	0.04858	0.18091	1.46792	0.27722
USDZAR	0.00629	0.01309	0.02278	0.02424	0.02924	0.07527	0.89829	1.34007	1.07351
XAGAUD	0.02664	0.035	0.126	0.14843	0.24136	0.50671	1.27629	1.81364	3.99186
XAGEUR	0.01493	0.02121	0.07714	0.09086	0.14057	0.30643	0.75577	1.23519	2.60781
XAGUSD	0.01764	0.025	0.08257	0.09279	0.155	0.33007	0.93381	1.5749	1.94879
XAUAUD	2.125	2.95929	5.43929	11.46786	15.43429	30.84	66.94429	85.10357	174.72929
XAUEUR	0.76429	1.60071	3.26786	6.695	8.155	19.69	37.70857	46.60286	103.20786
XAUGBP	0.63	1.28714	2.54571	5.45857	7.00714	17.20857	32.58714	41.06429	94.30714
XAUJPY	190.21429	344.07143	641.21429	1372.71429	1460.14286	3149.92857	7056.13571	6225.65714	14742.21429
XAUUSD	0.71643	1.43786	3.33357	6.84071	9.41357	19.08714	52.02857	55.93571	74.00214
XPDUSD	0.79143	1.83143	2.36071	3.84571	7.08071	13.15643	71.46357	600.55357	886.515
XPTUSD	0.52357	2.76857	2.12286	3.85214	5.39143	9.78571	27.40929	88.36643	169.93
ZARJPY	0.00714	0.0095	0.01964	0.02321	0.02243	0.04607	0.13817	0.35838	0.60807

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	1.04848	GBPUSD	1.26974	AUDUSD	0.62059
USDJPY	149.366	USDCAD	1.44869	USDCHF	0.89554