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 | 0.00021 | 0.00024 | 0.00086 | 0.00092 | 0.00141 | 0.00249 | - | - | - |
AUDCHF | 0.00012 | 0.00021 | 0.00046 | 0.00066 | 0.00109 | 0.00166 | - | - | - |
AUDJPY | 0.02121 | 0.06579 | 0.10314 | 0.16921 | 0.25571 | 0.39986 | - | - | - |
AUDNZD | 0.00011 | 0.00022 | 0.00040 | 0.00057 | 0.00089 | 0.00159 | - | - | - |
AUDSGD | 0.00013 | 0.00028 | 0.00048 | 0.00078 | 0.00119 | 0.00218 | - | - | - |
AUDUSD | 0.00018 | 0.00026 | 0.00067 | 0.00088 | 0.0015 | 0.00232 | - | - | - |
CADCHF | 0.00014 | 0.00017 | 0.00072 | 0.00082 | 0.0012 | 0.00175 | - | - | - |
CADJPY | 0.03007 | 0.07271 | 0.14464 | 0.19371 | 0.30014 | 0.47886 | - | - | - |
CHFJPY | 0.03321 | 0.097 | 0.14157 | 0.20657 | 0.33686 | 0.60714 | - | - | - |
CHFSGD | 0.00019 | 0.00032 | 0.00097 | 0.00126 | 0.00223 | 0.00344 | - | - | - |
EURAUD | 0.00025 | 0.00057 | 0.00131 | 0.00138 | 0.0023 | 0.00426 | - | - | - |
EURCAD | 0.00033 | 0.00037 | 0.00202 | 0.00149 | 0.00245 | 0.00408 | - | - | - |
EURCHF | 0.00013 | 0.00017 | 0.00071 | 0.00084 | 0.00148 | 0.00179 | - | - | - |
EURCZK | 0.00089 | 0.00357 | 0.01225 | 0.01525 | 0.01108 | 0.02718 | - | - | - |
EURGBP | 0.00012 | 0.00021 | 0.00051 | 0.00066 | 0.00102 | 0.00176 | - | - | - |
EURHUF | 0.0275 | 0.13157 | 0.20364 | 0.46243 | 0.563 | 0.98057 | - | - | - |
EURJPY | 0.03664 | 0.102 | 0.17671 | 0.23957 | 0.40729 | 0.59486 | - | - | - |
EURMXN | 0.00642 | 0.00786 | 0.05577 | 0.0463 | 0.07438 | 0.13309 | - | - | - |
EURNOK | 0.00156 | 0.00318 | 0.00824 | 0.0103 | 0.01263 | 0.029 | - | - | - |
EURNZD | 0.00028 | 0.00063 | 0.00116 | 0.00138 | 0.0023 | 0.00398 | - | - | - |
EURPLN | 0.00036 | 0.00117 | 0.00263 | 0.00325 | 0.00423 | 0.00916 | - | - | - |
EURSEK | 0.00097 | 0.00324 | 0.00814 | 0.0084 | 0.01211 | 0.02186 | - | - | - |
EURSGD | 0.00019 | 0.00031 | 0.00098 | 0.00081 | 0.00167 | 0.00289 | - | - | - |
EURTRY | 0.00869 | 0.0215 | 0.04217 | 0.03967 | 0.0748 | 0.12364 | - | - | - |
EURUSD | 0.00024 | 0.00033 | 0.0012 | 0.0011 | 0.00223 | 0.00348 | - | - | - |
EURZAR | 0.00638 | 0.01208 | 0.03033 | 0.03744 | 0.05534 | 0.11141 | - | - | - |
GBPAUD | 0.00037 | 0.00068 | 0.00169 | 0.00167 | 0.0032 | 0.00474 | - | - | - |
GBPCAD | 0.00048 | 0.00055 | 0.00244 | 0.00189 | 0.00264 | 0.0043 | - | - | - |
GBPCHF | 0.00020 | 0.00033 | 0.00103 | 0.00118 | 0.002 | 0.0028 | - | - | - |
GBPJPY | 0.049 | 0.12343 | 0.25229 | 0.30629 | 0.471 | 0.73693 | - | - | - |
GBPMXN | 0.0082 | 0.0117 | 0.06665 | 0.05516 | 0.09515 | 0.15182 | - | - | - |
GBPNOK | 0.00271 | 0.00504 | 0.01236 | 0.01541 | 0.02399 | 0.04213 | - | - | - |
GBPNZD | 0.00037 | 0.00069 | 0.00166 | 0.00162 | 0.00291 | 0.00453 | - | - | - |
GBPSEK | 0.00192 | 0.00509 | 0.01233 | 0.01446 | 0.02186 | 0.03641 | - | - | - |
GBPSGD | 0.00031 | 0.00046 | 0.00147 | 0.00133 | 0.00232 | 0.00384 | - | - | - |
GBPTRY | 0.01041 | 0.0312 | 0.06147 | 0.0572 | 0.09287 | 0.15091 | - | - | - |
GBPUSD | 0.00031 | 0.00044 | 0.00164 | 0.00135 | 0.00262 | 0.0037 | - | - | - |
NOKJPY | 0.00671 | 0.01236 | 0.019 | 0.02957 | 0.03979 | 0.06029 | - | - | - |
NOKSEK | 0.00014 | 0.00030 | 0.00063 | 0.00094 | 0.00158 | 0.00264 | - | - | - |
NZDCAD | 0.00019 | 0.00024 | 0.00087 | 0.00084 | 0.00126 | 0.00207 | - | - | - |
NZDCHF | 0.00011 | 0.00019 | 0.00040 | 0.00057 | 0.00088 | 0.00124 | - | - | - |
NZDJPY | 0.02086 | 0.06093 | 0.09 | 0.14557 | 0.20329 | 0.33193 | - | - | - |
NZDUSD | 0.00016 | 0.00023 | 0.00061 | 0.00071 | 0.00126 | 0.00197 | - | - | - |
SEKJPY | 0.00686 | 0.01307 | 0.01857 | 0.02636 | 0.03714 | 0.0595 | - | - | - |
SGDJPY | 0.02371 | 0.07207 | 0.09807 | 0.14486 | 0.23679 | 0.3355 | - | - | - |
USDCAD | 0.00024 | 0.00033 | 0.0018 | 0.00167 | 0.00259 | 0.00358 | - | - | - |
USDCHF | 0.00019 | 0.00026 | 0.00088 | 0.00109 | 0.00179 | 0.00296 | - | - | - |
USDCNH | 0.00089 | 0.00134 | 0.00396 | 0.00476 | 0.01027 | 0.01753 | - | - | - |
USDCZK | 0.00605 | 0.00929 | 0.02981 | 0.03089 | 0.05109 | 0.0903 | - | - | - |
USDHUF | 0.10657 | 0.19471 | 0.5335 | 0.6845 | 1.03814 | 1.941 | - | - | - |
USDJPY | 0.04471 | 0.11329 | 0.16036 | 0.242 | 0.40036 | 0.66186 | - | - | - |
USDMXN | 0.00702 | 0.00873 | 0.05011 | 0.04531 | 0.09083 | 0.12676 | - | - | - |
USDNOK | 0.00348 | 0.00426 | 0.01351 | 0.01612 | 0.02618 | 0.04596 | - | - | - |
USDPLN | 0.00117 | 0.00187 | 0.00581 | 0.00596 | 0.01011 | 0.01788 | - | - | - |
USDSEK | 0.00297 | 0.00486 | 0.01215 | 0.01435 | 0.02422 | 0.03867 | - | - | - |
USDSGD | 0.00026 | 0.00036 | 0.00099 | 0.00105 | 0.00214 | 0.00362 | - | - | - |
USDTHB | 0.00558 | 0.01551 | 0.03679 | 0.04281 | 0.05815 | 0.12481 | - | - | - |
USDTRY | 0.00111 | 0.0097 | 0.00784 | 0.00636 | 0.01459 | 0.02903 | - | - | - |
USDZAR | 0.00818 | 0.01099 | 0.03644 | 0.04245 | 0.05837 | 0.11843 | - | - | - |
XAGAUD | 0.02929 | 0.047 | 0.24429 | 0.2135 | 0.33936 | 0.51807 | - | - | - |
XAGEUR | 0.01971 | 0.03193 | 0.15307 | 0.12936 | 0.21329 | 0.31479 | - | - | - |
XAGUSD | 0.01921 | 0.0345 | 0.16157 | 0.13914 | 0.22836 | 0.333 | - | - | - |
XAUAUD | 1.3 | 2.58786 | 7.41214 | 7.36714 | 15.35 | 22.805 | - | - | - |
XAUEUR | 0.80643 | 1.48071 | 4.67071 | 3.97143 | 9.165 | 13.97643 | - | - | - |
XAUGBP | 0.69286 | 1.32714 | 4.23214 | 3.64786 | 7.54714 | 11.20714 | - | - | - |
XAUJPY | 141.14286 | 363.85714 | 774.35714 | 935.07143 | 1655.21429 | 2583.92857 | - | - | - |
XAUUSD | 0.88 | 1.58643 | 4.21571 | 4.00714 | 8.615 | 12.96714 | - | - | - |
XPDUSD | 0.76786 | 1.35714 | 5.86643 | 6.14286 | 6.68857 | 11.70714 | - | - | - |
XPTUSD | 0.67786 | 1.20429 | 3.79286 | 4.53071 | 4.39429 | 7.93214 | - | - | - |
ZARJPY | 0.00679 | 0.00929 | 0.01879 | 0.02371 | 0.02886 | 0.04929 | - | - | - |