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 | 0.00011 | 0.00061 | 0.00037 | 0.00071 | 0.00114 | 0.00294 | 0.00778 | 0.02068 | 0.03713 |
AUDCHF | 0.000090 | 0.00067 | 0.00025 | 0.00060 | 0.00089 | 0.00291 | 0.0127 | 0.02829 | 0.03601 |
AUDJPY | 0.01721 | 0.06786 | 0.07464 | 0.1505 | 0.24057 | 0.55032 | 3.29607 | 4.08219 | 4.38636 |
AUDNZD | 0.00012 | 0.00035 | 0.00038 | 0.00065 | 0.00090 | 0.00428 | 0.04428 | 0.05949 | 0.03973 |
AUDSGD | 0.00011 | 0.00038 | 0.00072 | 0.00079 | 0.00105 | 0.00346 | 0.01027 | 0.03336 | 0.03947 |
AUDUSD | 0.00012 | 0.00047 | 0.00029 | 0.00065 | 0.00109 | 0.00297 | 0.01245 | 0.02963 | 0.03745 |
CADCHF | 0.000090 | 0.00075 | 0.00029 | 0.00038 | 0.00054 | 0.00245 | 0.00916 | 0.01567 | 0.0326 |
CADJPY | 0.01786 | 0.08686 | 0.08271 | 0.12521 | 0.22093 | 1.56236 | 2.87593 | 3.66889 | 5.21929 |
CHFJPY | 0.018 | 0.19779 | 0.099 | 0.16607 | 0.303 | 1.44548 | 10.19316 | 6.35014 | 4.84871 |
CHFSGD | 0.00013 | 0.00156 | 0.00103 | 0.00102 | 0.0012 | 0.01588 | 0.02104 | 0.04564 | 0.04798 |
EURAUD | 0.00020 | 0.00087 | 0.00076 | 0.00118 | 0.00191 | 0.00628 | 0.02748 | 0.0593 | 0.06877 |
EURCAD | 0.00020 | 0.00115 | 0.00066 | 0.00053 | 0.00121 | 0.00375 | 0.01016 | 0.02713 | 0.05954 |
EURCHF | 0.00011 | 0.00108 | 0.00035 | 0.00045 | 0.00086 | 0.00257 | 0.01062 | 0.02835 | 0.02426 |
EURCZK | 0.00098 | 0.00612 | 0.0076 | 0.01222 | 0.01238 | 0.04836 | 0.12602 | 0.35454 | 0.37697 |
EURGBP | 0.00012 | 0.00044 | 0.00026 | 0.00032 | 0.00058 | 0.00295 | 0.01496 | 0.03559 | 0.04482 |
EURHUF | 0.03293 | 0.1915 | 0.16607 | 0.21257 | 0.47479 | 1.306 | 3.6965 | 13.77507 | 7.65386 |
EURJPY | 0.02436 | 0.1305 | 0.1165 | 0.18157 | 0.34579 | 0.46818 | 3.37614 | 3.7581 | 5.86679 |
EURMXN | 0.00488 | 0.02627 | 0.02049 | 0.02373 | 0.03037 | 0.14419 | 0.52404 | 0.68488 | 1.68719 |
EURNOK | 0.00189 | 0.00731 | 0.00733 | 0.00878 | 0.01418 | 0.03867 | 0.23532 | 0.31526 | 0.33348 |
EURNZD | 0.00025 | 0.00105 | 0.00072 | 0.0011 | 0.00237 | 0.00663 | 0.0213 | 0.03581 | 0.07452 |
EURPLN | 0.00017 | 0.00178 | 0.00223 | 0.00289 | 0.00724 | 0.01454 | 0.0281 | 0.14218 | 0.14245 |
EURSEK | 0.00135 | 0.00528 | 0.00468 | 0.00506 | 0.01333 | 0.16144 | 1.1335 | 1.34308 | 0.28638 |
EURSGD | 0.00014 | 0.00073 | 0.00109 | 0.00071 | 0.00106 | 0.01283 | 0.00845 | 0.02475 | 0.04813 |
EURTRY | 0.0048 | 0.0298 | 0.04939 | 0.03554 | 0.07614 | 0.16602 | 0.49216 | 0.6388 | 0.24752 |
EURUSD | 0.00016 | 0.00085 | 0.00045 | 0.00048 | 0.00121 | 0.00306 | 0.00712 | 0.02191 | 0.05177 |
EURZAR | 0.00271 | 0.01913 | 0.02213 | 0.01863 | 0.03391 | 0.08795 | 0.27546 | 0.50862 | 1.17008 |
GBPAUD | 0.00025 | 0.00108 | 0.00076 | 0.00152 | 0.00213 | 0.01462 | 0.03937 | 0.09995 | 0.10303 |
GBPCAD | 0.00021 | 0.00111 | 0.00069 | 0.00076 | 0.00139 | 0.01346 | 0.02314 | 0.06575 | 0.09461 |
GBPCHF | 0.00014 | 0.00114 | 0.00038 | 0.00062 | 0.00106 | 0.00471 | 0.0255 | 0.03879 | 0.0659 |
GBPJPY | 0.02593 | 0.12621 | 0.13857 | 0.21171 | 0.40814 | 0.9128 | 4.45208 | 5.57351 | 9.53393 |
GBPMXN | 0.00543 | 0.03204 | 0.02339 | 0.02877 | 0.03582 | 0.18832 | 0.58457 | 0.88835 | 2.42281 |
GBPNOK | 0.00287 | 0.00966 | 0.01009 | 0.01359 | 0.02226 | 0.06963 | 0.27685 | 0.42904 | 0.74933 |
GBPNZD | 0.00024 | 0.00111 | 0.00071 | 0.00137 | 0.00247 | 0.00728 | 0.02411 | 0.04147 | 0.10771 |
GBPSEK | 0.00215 | 0.00916 | 0.00849 | 0.00791 | 0.0202 | 0.06198 | 0.16455 | 0.41714 | 0.772 |
GBPSGD | 0.00016 | 0.00073 | 0.00137 | 0.00085 | 0.00136 | 0.00628 | 0.01355 | 0.03803 | 0.09157 |
GBPTRY | 0.00427 | 0.03474 | 0.05043 | 0.06507 | 0.08405 | 0.23546 | 0.5385 | 0.85209 | 0.36835 |
GBPUSD | 0.00015 | 0.00082 | 0.00043 | 0.00060 | 0.00137 | 0.00531 | 0.00914 | 0.02829 | 0.06387 |
NOKJPY | 0.00693 | 0.01643 | 0.01607 | 0.02436 | 0.03921 | 0.08287 | 0.38596 | 0.58681 | 0.98049 |
NOKSEK | 0.00015 | 0.00067 | 0.00092 | 0.00088 | 0.00124 | 0.00629 | 0.10475 | 0.08298 | 0.04603 |
NZDCAD | 0.00010 | 0.00053 | 0.00040 | 0.00059 | 0.00107 | 0.00305 | 0.00694 | 0.01987 | 0.03935 |
NZDCHF | 0.000090 | 0.00055 | 0.00025 | 0.00049 | 0.00082 | 0.00278 | 0.00929 | 0.01808 | 0.03172 |
NZDJPY | 0.01493 | 0.05793 | 0.07129 | 0.1205 | 0.21157 | 0.67983 | 3.32687 | 5.53467 | 5.04336 |
NZDUSD | 0.00010 | 0.00035 | 0.00028 | 0.00050 | 0.00103 | 0.00288 | 0.01111 | 0.02368 | 0.03887 |
SEKJPY | 0.00693 | 0.01629 | 0.0165 | 0.02329 | 0.04036 | 0.0534 | 0.32176 | 0.50047 | 0.67961 |
SGDJPY | 0.01393 | 0.06493 | 0.07286 | 0.12536 | 0.22421 | 0.64826 | 4.15443 | 6.13703 | 2.9651 |
USDCAD | 0.00015 | 0.00076 | 0.00053 | 0.00063 | 0.0011 | 0.01918 | 0.00959 | 0.02706 | 0.05477 |
USDCHF | 0.00012 | 0.001 | 0.00030 | 0.00049 | 0.00079 | 0.00359 | 0.01088 | 0.02705 | 0.03843 |
USDCNH | 0.00031 | 0.00215 | 0.00111 | 0.00225 | 0.00702 | 0.02967 | 0.07715 | 0.2348 | 0.15467 |
USDCZK | 0.00399 | 0.02259 | 0.01414 | 0.01802 | 0.03213 | 0.10154 | 0.23332 | 0.6037 | 1.26237 |
USDHUF | 0.07293 | 0.41493 | 0.29757 | 0.267 | 0.65907 | 1.64771 | 4.2405 | 15.2445 | 16.08979 |
USDJPY | 0.02179 | 0.11143 | 0.09279 | 0.16743 | 0.30564 | 0.65186 | 3.16064 | 3.98143 | 6.16014 |
USDMXN | 0.00324 | 0.02662 | 0.01734 | 0.02253 | 0.0293 | 0.15681 | 0.47263 | 0.65792 | 1.50188 |
USDNOK | 0.00273 | 0.01142 | 0.00904 | 0.01184 | 0.02387 | 0.06021 | 0.5542 | 1.02187 | 0.47845 |
USDPLN | 0.00069 | 0.00424 | 0.00347 | 0.00458 | 0.0109 | 0.02177 | 0.04162 | 0.19987 | 0.23776 |
USDRUB | 0.00508 | 0.02391 | 0.13528 | 0.28538 | 0.38314 | 0.76015 | 1.94724 | 4.98956 | 3.79738 |
USDSEK | 0.00214 | 0.01147 | 0.00851 | 0.00717 | 0.02259 | 0.10487 | 0.90547 | 0.61789 | 0.50956 |
USDSGD | 0.00013 | 0.00053 | 0.00103 | 0.00071 | 0.00125 | 0.00463 | 0.00668 | 0.0197 | 0.04089 |
USDTHB | 0.00244 | 0.02337 | 0.01551 | 0.03908 | 0.05637 | 0.28886 | 0.65729 | 1.47486 | 1.19957 |
USDTRY | 0.00127 | 0.00477 | 0.02772 | 0.01903 | 0.04568 | 0.06506 | 0.36391 | 0.43356 | 0.24832 |
USDZAR | 0.00336 | 0.02189 | 0.01839 | 0.01695 | 0.0399 | 0.95199 | 1.62667 | 1.08822 | 1.11142 |
XAGAUD | 0.02657 | 0.14021 | 0.08121 | 0.16393 | 0.20257 | 0.46264 | 1.644 | 2.269 | 3.99186 |
XAGEUR | 0.01779 | 0.08936 | 0.05386 | 0.105 | 0.12879 | 0.28138 | 1.09057 | 1.31003 | 2.60781 |
XAGUSD | 0.019 | 0.08786 | 0.054 | 0.11093 | 0.13479 | 0.29604 | 1.15239 | 1.55023 | 2.39864 |
XAUAUD | 0.97643 | 6.66857 | 3.37143 | 6.96357 | 9.82929 | 20.89929 | 75.34643 | 100.25143 | 174.72929 |
XAUEUR | 0.66786 | 4.235 | 2.13214 | 3.76429 | 5.52143 | 9.35714 | 49.12143 | 62.83071 | 103.20786 |
XAUGBP | 0.51857 | 3.26286 | 1.745 | 3.12786 | 4.38643 | 8.0 | 36.58571 | 51.37143 | 94.30714 |
XAUJPY | 99.57143 | 709.42857 | 424.0 | 674.85714 | 1089.71429 | 1982.89286 | 10025.25714 | 8039.06429 | 14742.21429 |
XAUUSD | 0.69643 | 3.89929 | 2.115 | 4.20571 | 5.58143 | 10.56 | 48.59143 | 78.69357 | 89.62357 |
XPDUSD | 0.18071 | 5.495 | 4.62714 | 3.56429 | 7.57929 | 17.76357 | 105.06714 | 229.48571 | 886.515 |
XPTUSD | 0.315 | 2.40214 | 1.24929 | 1.89643 | 4.03643 | 9.75286 | 42.58643 | 87.06929 | 169.93 |
ZARJPY | 0.00514 | 0.01293 | 0.01357 | 0.01564 | 0.02814 | 0.05592 | 0.2229 | 0.27463 | 0.631 |