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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 | 0.00040 | 0.00037 | 0.00077 | 0.00119 | 0.00116 | 0.00306 | 0.00666 | 0.02158 | 0.0314 |
AUDCHF | 0.00030 | 0.00033 | 0.00062 | 0.00102 | 0.00077 | 0.00249 | 0.00618 | 0.0166 | 0.0349 |
AUDJPY | 0.07336 | 0.06514 | 0.12636 | 0.21557 | 0.17871 | 0.53093 | 1.45621 | 3.43786 | 4.27693 |
AUDNZD | 0.00044 | 0.00024 | 0.00048 | 0.00073 | 0.00099 | 0.00173 | 0.0049 | 0.03896 | 0.03701 |
AUDSGD | 0.00041 | 0.00039 | 0.00077 | 0.00136 | 0.00096 | 0.0026 | 0.0072 | 0.02225 | 0.04043 |
AUDUSD | 0.00044 | 0.00036 | 0.00077 | 0.00114 | 0.00086 | 0.00241 | 0.00704 | 0.02702 | 0.03752 |
CADCHF | 0.00031 | 0.00035 | 0.00030 | 0.00048 | 0.00070 | 0.00288 | 0.00465 | 0.01371 | 0.03298 |
CADJPY | 0.07686 | 0.06914 | 0.09079 | 0.15457 | 0.1905 | 0.64543 | 1.39157 | 3.47148 | 4.71571 |
CHFJPY | 0.09357 | 0.05686 | 0.10157 | 0.19986 | 0.25921 | 0.71964 | 1.80521 | 6.66542 | 4.30329 |
CHFSGD | 0.00052 | 0.00053 | 0.00061 | 0.00093 | 0.00135 | 0.0045 | 0.00814 | 0.0335 | 0.04817 |
EURAUD | 0.00081 | 0.00081 | 0.00154 | 0.00279 | 0.00215 | 0.00564 | 0.0124 | 0.04703 | 0.06784 |
EURCAD | 0.00091 | 0.00077 | 0.00055 | 0.00108 | 0.0014 | 0.00625 | 0.00886 | 0.02715 | 0.05959 |
EURCHF | 0.00042 | 0.00033 | 0.00037 | 0.00054 | 0.00079 | 0.0033 | 0.00526 | 0.01483 | 0.02689 |
EURCZK | 0.00324 | 0.00161 | 0.00532 | 0.01324 | 0.01918 | 0.04878 | 0.06552 | 0.37698 | 0.46989 |
EURGBP | 0.00040 | 0.00022 | 0.00024 | 0.00033 | 0.00071 | 0.00178 | 0.00499 | 0.01647 | 0.0339 |
EURHUF | 0.11714 | 0.15936 | 0.1925 | 0.33243 | 0.65536 | 1.28279 | 2.81914 | 12.39307 | 7.5468 |
EURJPY | 0.11429 | 0.074 | 0.12557 | 0.19 | 0.26979 | 0.74121 | 1.70079 | 4.11928 | 5.41336 |
EURMXN | 0.01598 | 0.02029 | 0.01081 | 0.01654 | 0.03318 | 0.08284 | 0.15987 | 0.56354 | 1.64586 |
EURNOK | 0.00189 | 0.00299 | 0.00514 | 0.0076 | 0.01124 | 0.03937 | 0.08874 | 0.36841 | 0.34827 |
EURNZD | 0.00101 | 0.00076 | 0.00135 | 0.00248 | 0.00247 | 0.00614 | 0.01263 | 0.05034 | 0.07837 |
EURPLN | 0.00084 | 0.00114 | 0.0012 | 0.00233 | 0.00464 | 0.01115 | 0.01779 | 0.08861 | 0.11917 |
EURSEK | 0.00262 | 0.0032 | 0.00574 | 0.00584 | 0.01362 | 0.04717 | 0.07865 | 0.82017 | 0.27967 |
EURSGD | 0.00067 | 0.00039 | 0.00049 | 0.00081 | 0.00106 | 0.00302 | 0.00624 | 0.0232 | 0.04535 |
EURTRY | 0.06985 | 0.03481 | 0.02686 | 0.03344 | 0.06765 | 0.1304 | 0.29399 | 2.06075 | 0.28961 |
EURUSD | 0.00071 | 0.00047 | 0.00056 | 0.00090 | 0.00103 | 0.00318 | 0.00806 | 0.02143 | 0.05056 |
EURZAR | 0.02091 | 0.0378 | 0.01785 | 0.02277 | 0.04267 | 0.09852 | 0.19772 | 0.87284 | 1.18616 |
GBPAUD | 0.00095 | 0.00081 | 0.00163 | 0.00296 | 0.0026 | 0.00607 | 0.01951 | 0.05806 | 0.09408 |
GBPCAD | 0.00091 | 0.00080 | 0.00061 | 0.00094 | 0.00184 | 0.00591 | 0.01326 | 0.04001 | 0.09221 |
GBPCHF | 0.00044 | 0.00042 | 0.00049 | 0.00070 | 0.00113 | 0.00357 | 0.00799 | 0.02317 | 0.05383 |
GBPJPY | 0.10443 | 0.0835 | 0.15793 | 0.23364 | 0.314 | 0.92414 | 2.15436 | 4.6383 | 7.75471 |
GBPMXN | 0.01747 | 0.02398 | 0.01205 | 0.0164 | 0.03824 | 0.09058 | 0.22956 | 0.5418 | 2.03664 |
GBPNOK | 0.00725 | 0.00655 | 0.00702 | 0.00891 | 0.01743 | 0.0518 | 0.12265 | 0.47503 | 0.62671 |
GBPNZD | 0.00088 | 0.00081 | 0.00154 | 0.00267 | 0.00315 | 0.00695 | 0.0198 | 0.04835 | 0.10518 |
GBPSEK | 0.00626 | 0.0053 | 0.00718 | 0.00858 | 0.02335 | 0.06741 | 0.12607 | 0.4903 | 0.772 |
GBPSGD | 0.00069 | 0.00046 | 0.00064 | 0.00086 | 0.00146 | 0.00334 | 0.00981 | 0.0292 | 0.07063 |
GBPTRY | 0.04762 | 0.03645 | 0.04368 | 0.06782 | 0.10637 | 0.14713 | 0.38307 | 2.37619 | 0.38736 |
GBPUSD | 0.00049 | 0.00049 | 0.00072 | 0.00092 | 0.00114 | 0.00311 | 0.0108 | 0.0285 | 0.06049 |
NOKJPY | 0.01264 | 0.01093 | 0.01679 | 0.02243 | 0.04171 | 0.09514 | 0.19564 | 0.57551 | 0.98049 |
NOKSEK | 0.00035 | 0.00034 | 0.00044 | 0.00066 | 0.00218 | 0.00502 | 0.01012 | 0.07352 | 0.03656 |
NZDCAD | 0.00042 | 0.00033 | 0.00060 | 0.00092 | 0.00111 | 0.00318 | 0.00599 | 0.03854 | 0.03854 |
NZDCHF | 0.00027 | 0.00029 | 0.00047 | 0.00079 | 0.00070 | 0.00231 | 0.00477 | 0.0152 | 0.03278 |
NZDJPY | 0.05929 | 0.05543 | 0.10164 | 0.16971 | 0.17329 | 0.46721 | 1.19729 | 4.57415 | 4.54907 |
NZDUSD | 0.00035 | 0.00032 | 0.00059 | 0.00091 | 0.00083 | 0.00224 | 0.00634 | 0.03486 | 0.04171 |
SEKJPY | 0.01436 | 0.01243 | 0.01636 | 0.02236 | 0.04079 | 0.10107 | 0.22857 | 0.53879 | 0.67961 |
SGDJPY | 0.06257 | 0.04586 | 0.08257 | 0.14043 | 0.16521 | 0.46429 | 1.10807 | 4.74528 | 2.9651 |
USDCAD | 0.00081 | 0.00060 | 0.00065 | 0.00094 | 0.00098 | 0.00508 | 0.00862 | 0.03165 | 0.05701 |
USDCHF | 0.00045 | 0.00035 | 0.00036 | 0.00056 | 0.00088 | 0.00262 | 0.0067 | 0.02345 | 0.04132 |
USDCNH | 0.00319 | 0.00108 | 0.00273 | 0.00389 | 0.00424 | 0.01081 | 0.02574 | 0.11022 | 0.17519 |
USDCZK | 0.0149 | 0.01065 | 0.0155 | 0.02839 | 0.03739 | 0.09498 | 0.2127 | 0.59101 | 1.21535 |
USDHUF | 0.24714 | 0.221 | 0.34493 | 0.57529 | 0.75364 | 1.86743 | 4.34014 | 12.95143 | 15.40879 |
USDJPY | 0.08407 | 0.06614 | 0.10486 | 0.21636 | 0.23829 | 0.62779 | 1.71807 | 4.08964 | 4.66179 |
USDMXN | 0.01415 | 0.01654 | 0.01057 | 0.01199 | 0.02613 | 0.06263 | 0.1929 | 0.4323 | 1.38927 |
USDNOK | 0.00691 | 0.00422 | 0.00764 | 0.01059 | 0.01553 | 0.05082 | 0.1256 | 0.80551 | 0.45462 |
USDPLN | 0.00244 | 0.00223 | 0.00273 | 0.00495 | 0.00631 | 0.018 | 0.04073 | 0.12556 | 0.2201 |
USDRUB | 0.02935 | 0.00757 | 0.16055 | 0.50565 | 0.4984 | 0.75976 | 2.85122 | 3.52302 | 3.46191 |
USDSEK | 0.00667 | 0.00574 | 0.00687 | 0.01033 | 0.01783 | 0.06228 | 0.11463 | 0.77206 | 0.48008 |
USDSGD | 0.00068 | 0.00033 | 0.00063 | 0.00090 | 0.00104 | 0.00274 | 0.0069 | 0.02052 | 0.0351 |
USDTHB | 0.02108 | 0.01058 | 0.02794 | 0.04108 | 0.05644 | 0.0855 | 0.31143 | 1.14993 | 1.21371 |
USDTRY | 0.01922 | 0.01554 | 0.02022 | 0.03657 | 0.03927 | 0.05552 | 0.11294 | 1.84533 | 0.25962 |
USDZAR | 0.00922 | 0.02044 | 0.01507 | 0.02582 | 0.0389 | 0.09542 | 0.22671 | 1.35488 | 1.13922 |
XAGAUD | 0.04557 | 0.10864 | 0.08643 | 0.18071 | 0.21543 | 0.51493 | 1.17314 | 1.74264 | 3.99186 |
XAGEUR | 0.02593 | 0.06757 | 0.05093 | 0.10514 | 0.1275 | 0.32164 | 0.77707 | 1.24709 | 2.60781 |
XAGUSD | 0.02829 | 0.07007 | 0.05871 | 0.11543 | 0.14114 | 0.36071 | 0.87686 | 1.57704 | 1.87193 |
XAUAUD | 3.89071 | 4.81571 | 10.45429 | 9.93286 | 13.92286 | 28.26571 | 59.38429 | 78.59929 | 174.72929 |
XAUEUR | 2.16357 | 3.045 | 5.30643 | 5.55643 | 7.79143 | 16.88571 | 37.95 | 41.99929 | 103.20786 |
XAUGBP | 1.35214 | 2.05 | 4.63286 | 4.53786 | 6.35143 | 13.38714 | 28.55714 | 37.43571 | 94.30714 |
XAUJPY | 353.0 | 473.35714 | 909.64286 | 1129.35714 | 1180.57143 | 2869.92857 | 7244.0 | 5885.98571 | 14742.21429 |
XAUUSD | 1.73071 | 2.75 | 5.41857 | 6.08571 | 7.88214 | 16.83857 | 41.91286 | 51.67071 | 71.54857 |
XPDUSD | 1.66143 | 1.65571 | 1.99643 | 2.99143 | 3.71857 | 13.4 | 30.49571 | 387.42 | 886.515 |
XPTUSD | 0.74857 | 1.36 | 2.08143 | 3.59286 | 4.35286 | 10.05714 | 19.68214 | 88.12643 | 169.93 |
ZARJPY | 0.00857 | 0.01086 | 0.01257 | 0.02114 | 0.02314 | 0.0545 | 0.128 | 0.37666 | 0.59486 |