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 | 0.00041 | 0.00059 | 0.00163 | 0.0011 | 0.00335 | 0.00719 | 0.01923 | 0.03595 |
AUDCHF | 0.00010 | 0.00025 | 0.00036 | 0.00411 | 0.00117 | 0.00258 | 0.00701 | 0.019 | 0.03563 |
AUDJPY | 0.01957 | 0.05286 | 0.073 | 0.87302 | 0.17971 | 0.60593 | 2.39457 | 3.61855 | 4.48086 |
AUDNZD | 0.00010 | 0.00023 | 0.00070 | 0.00812 | 0.00094 | 0.00236 | 0.02073 | 0.04349 | 0.03874 |
AUDSGD | 0.00011 | 0.00033 | 0.00051 | 0.0047 | 0.00137 | 0.00301 | 0.00771 | 0.02552 | 0.04039 |
AUDUSD | 0.00012 | 0.00036 | 0.00040 | 0.00537 | 0.00137 | 0.00309 | 0.00724 | 0.02324 | 0.03784 |
CADCHF | 0.000090 | 0.00027 | 0.00026 | 0.00428 | 0.00127 | 0.0019 | 0.00575 | 0.01768 | 0.03281 |
CADJPY | 0.02014 | 0.06 | 0.067 | 0.68337 | 0.19036 | 0.52671 | 3.3095 | 3.46506 | 5.311 |
CHFJPY | 0.01864 | 0.07564 | 0.08479 | 0.93339 | 0.28814 | 0.78936 | 4.8025 | 5.64005 | 4.856 |
CHFSGD | 0.00015 | 0.00045 | 0.00066 | 0.01148 | 0.00222 | 0.00362 | 0.02591 | 0.0394 | 0.04818 |
EURAUD | 0.00017 | 0.00074 | 0.00133 | 0.00284 | 0.00319 | 0.00618 | 0.02381 | 0.05662 | 0.0708 |
EURCAD | 0.00020 | 0.00072 | 0.00068 | 0.00139 | 0.00264 | 0.00378 | 0.01006 | 0.02988 | 0.06233 |
EURCHF | 0.00011 | 0.00033 | 0.00035 | 0.00787 | 0.00151 | 0.0018 | 0.00599 | 0.01982 | 0.02486 |
EURCZK | 0.00069 | 0.00622 | 0.00923 | 0.05442 | 0.02489 | 0.03439 | 0.0821 | 0.36959 | 0.39696 |
EURGBP | 0.00010 | 0.00030 | 0.00041 | 0.01121 | 0.00123 | 0.00119 | 0.00969 | 0.02683 | 0.04402 |
EURHUF | 0.0295 | 0.15207 | 0.37421 | 1.19857 | 0.73007 | 1.43657 | 2.30607 | 12.95243 | 7.43086 |
EURJPY | 0.02543 | 0.0765 | 0.10371 | 0.82458 | 0.31114 | 0.79429 | 1.89686 | 4.38199 | 5.8615 |
EURMXN | 0.00702 | 0.02198 | 0.01747 | 0.025 | 0.06294 | 0.06817 | 0.39279 | 0.67942 | 1.65343 |
EURNOK | 0.0015 | 0.00743 | 0.00791 | 0.02368 | 0.02274 | 0.03999 | 0.13115 | 0.31292 | 0.32019 |
EURNZD | 0.00020 | 0.00078 | 0.00138 | 0.00375 | 0.00301 | 0.0066 | 0.01668 | 0.04607 | 0.0795 |
EURPLN | 0.00026 | 0.00161 | 0.00398 | 0.00368 | 0.00568 | 0.00793 | 0.02415 | 0.09635 | 0.1335 |
EURSEK | 0.00085 | 0.00684 | 0.00752 | 0.09429 | 0.01337 | 0.0272 | 0.57339 | 0.87115 | 0.27241 |
EURSGD | 0.00014 | 0.00041 | 0.00061 | 0.00326 | 0.00176 | 0.00245 | 0.01856 | 0.02949 | 0.04698 |
EURTRY | 0.00607 | 0.01643 | 0.04364 | 0.07486 | 0.05783 | 0.12061 | 0.44582 | 0.62911 | 0.24544 |
EURUSD | 0.00014 | 0.00046 | 0.00036 | 0.00089 | 0.00198 | 0.00328 | 0.00673 | 0.02449 | 0.05179 |
EURZAR | 0.00249 | 0.01893 | 0.02647 | 0.05756 | 0.0462 | 0.07608 | 0.18928 | 0.56302 | 1.13743 |
GBPAUD | 0.00023 | 0.00090 | 0.00159 | 0.01136 | 0.00319 | 0.00704 | 0.03458 | 0.08013 | 0.10522 |
GBPCAD | 0.00024 | 0.00108 | 0.00093 | 0.00771 | 0.00319 | 0.00451 | 0.03327 | 0.0527 | 0.0957 |
GBPCHF | 0.00016 | 0.00054 | 0.00054 | 0.0011 | 0.00185 | 0.00275 | 0.01121 | 0.02655 | 0.06603 |
GBPJPY | 0.03929 | 0.094 | 0.12143 | 0.57784 | 0.28829 | 0.94614 | 2.39872 | 4.71869 | 9.40429 |
GBPMXN | 0.00903 | 0.02775 | 0.02056 | 0.09823 | 0.06988 | 0.07793 | 0.47163 | 0.85013 | 2.30845 |
GBPNOK | 0.00222 | 0.01005 | 0.01226 | 0.10073 | 0.02926 | 0.04863 | 0.15995 | 0.43103 | 0.74565 |
GBPNZD | 0.00026 | 0.00098 | 0.00151 | 0.02343 | 0.00319 | 0.00774 | 0.01469 | 0.04159 | 0.11132 |
GBPSEK | 0.0016 | 0.00825 | 0.01161 | 0.04401 | 0.02607 | 0.04065 | 0.09219 | 0.30046 | 0.772 |
GBPSGD | 0.00021 | 0.00060 | 0.00081 | 0.00302 | 0.00209 | 0.00237 | 0.00947 | 0.03588 | 0.08054 |
GBPTRY | 0.00757 | 0.02437 | 0.03097 | 0.20905 | 0.06913 | 0.13811 | 0.56224 | 0.80916 | 0.35842 |
GBPUSD | 0.00020 | 0.00064 | 0.00049 | 0.02212 | 0.00222 | 0.00346 | 0.00853 | 0.02552 | 0.06385 |
NOKJPY | 0.00664 | 0.01386 | 0.01921 | 0.14287 | 0.03386 | 0.09071 | 0.23152 | 0.52682 | 0.98049 |
NOKSEK | 0.00011 | 0.00053 | 0.00103 | 0.00477 | 0.00184 | 0.00287 | 0.08466 | 0.07458 | 0.04412 |
NZDCAD | 0.00012 | 0.00041 | 0.00045 | 0.00208 | 0.00095 | 0.00319 | 0.00734 | 0.01898 | 0.03869 |
NZDCHF | 0.000090 | 0.00024 | 0.00031 | 0.00418 | 0.00098 | 0.0022 | 0.00599 | 0.01794 | 0.03239 |
NZDJPY | 0.01743 | 0.05014 | 0.05929 | 0.88413 | 0.14243 | 0.5225 | 3.33429 | 3.95546 | 4.80971 |
NZDUSD | 0.00010 | 0.00032 | 0.00033 | 0.00739 | 0.00105 | 0.00268 | 0.01528 | 0.0221 | 0.03792 |
SEKJPY | 0.00621 | 0.01343 | 0.01921 | 0.09041 | 0.03464 | 0.08643 | 0.19793 | 0.50469 | 0.67961 |
SGDJPY | 0.01464 | 0.04064 | 0.05914 | 2.69564 | 0.15093 | 0.47886 | 5.81179 | 6.01371 | 2.9651 |
USDCAD | 0.00018 | 0.00053 | 0.00046 | 0.00529 | 0.00245 | 0.00356 | 0.01729 | 0.04176 | 0.05511 |
USDCHF | 0.00010 | 0.00040 | 0.00027 | 0.00634 | 0.00158 | 0.0028 | 0.00736 | 0.02225 | 0.04016 |
USDCNH | 0.00045 | 0.00129 | 0.00127 | 0.00535 | 0.0049 | 0.01321 | 0.15104 | 0.16945 | 0.15385 |
USDCZK | 0.00347 | 0.01367 | 0.01331 | 0.04421 | 0.04623 | 0.09037 | 0.17518 | 0.61861 | 1.26144 |
USDHUF | 0.07314 | 0.27121 | 0.3105 | 1.27914 | 1.18293 | 1.93529 | 3.23214 | 14.047 | 15.38857 |
USDJPY | 0.01779 | 0.07079 | 0.07436 | 1.35564 | 0.2385 | 0.56914 | 1.9525 | 3.61243 | 6.075 |
USDMXN | 0.00702 | 0.02121 | 0.0137 | 0.01145 | 0.05976 | 0.07073 | 0.35301 | 0.6166 | 1.44689 |
USDNOK | 0.0024 | 0.00879 | 0.01005 | 0.1048 | 0.03133 | 0.05559 | 0.49967 | 1.0885 | 0.45362 |
USDPLN | 0.00061 | 0.00277 | 0.00391 | 0.00583 | 0.01007 | 0.01669 | 0.03218 | 0.15637 | 0.22284 |
USDRUB | 0.01694 | 0.02448 | 0.09567 | 0.10472 | - | 0.63287 | 1.74603 | 4.60421 | 3.62591 |
USDSEK | 0.00178 | 0.00831 | 0.00842 | 0.12556 | 0.02533 | 0.04947 | 0.52421 | 0.55908 | 0.48568 |
USDSGD | 0.00015 | 0.00039 | 0.00052 | 0.00232 | 0.00139 | 0.0028 | 0.01228 | 0.01861 | 0.03873 |
USDTHB | 0.00215 | 0.02335 | 0.01357 | 0.06521 | 0.06251 | 0.13708 | 1.10907 | 1.10157 | 1.17586 |
USDTRY | 0.00207 | 0.00713 | 0.03001 | 0.04958 | 0.01309 | 0.04921 | 0.32174 | 0.42722 | 0.24569 |
USDZAR | 0.00154 | 0.0198 | 0.0265 | 0.20964 | 0.06748 | 0.08456 | 0.70841 | 1.24463 | 1.02448 |
XAGAUD | 0.01257 | 0.15621 | 0.07793 | 0.134 | 0.32221 | 0.4 | 1.44679 | 2.12871 | 3.99186 |
XAGEUR | 0.00914 | 0.09586 | 0.04507 | 0.08214 | 0.20371 | 0.26886 | 0.94239 | 1.31767 | 2.60781 |
XAGUSD | 0.00986 | 0.09936 | 0.0605 | 0.08457 | 0.22121 | 0.27614 | 1.09346 | 1.66121 | 2.18336 |
XAUAUD | 0.69143 | 4.93857 | 2.74071 | 7.43714 | 13.80786 | 24.26286 | 46.775 | 108.99714 | 174.72929 |
XAUEUR | 0.40214 | 3.18929 | 1.30786 | 4.28357 | 8.74714 | 14.77857 | 27.95286 | 62.42857 | 103.20786 |
XAUGBP | 0.34286 | 2.79357 | 1.16 | 3.98929 | 7.465 | 11.64357 | 22.17429 | 52.45714 | 94.30714 |
XAUJPY | 84.64286 | 517.28571 | 538.42857 | 655.21429 | 1265.92857 | 2524.35714 | 5623.38571 | 7923.87857 | 14742.21429 |
XAUUSD | 0.47357 | 3.20071 | 1.51571 | 4.41071 | 9.365 | 13.58071 | 33.68357 | 77.625 | 88.35143 |
XPDUSD | 0.33714 | 1.92714 | 2.87214 | 5.75071 | 8.405 | 11.40857 | 85.21143 | 467.99429 | 886.515 |
XPTUSD | 0.275 | 2.71857 | 1.87071 | 4.44071 | 4.89071 | 8.62786 | 36.855 | 91.435 | 169.93 |
ZARJPY | 0.00514 | 0.01121 | 0.01486 | 0.04323 | 0.03229 | 0.05786 | 0.12982 | 0.30023 | 0.62036 |