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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 | 0.000040 | 0.00025 | 0.00049 | 0.00072 | 0.00105 | 0.00212 | 0.00735 | 0.01345 | 0.03212 |
| AUDCHF | 0.000030 | 0.00012 | 0.00039 | 0.00070 | 0.00080 | 0.00143 | 0.00348 | 0.01245 | 0.03412 |
| AUDJPY | 0.00764 | 0.07957 | 0.11057 | 0.2085 | 0.186 | 0.27457 | 0.89429 | 3.49643 | 4.40086 |
| AUDNZD | 0.000060 | 0.00024 | 0.00064 | 0.0013 | 0.00278 | 0.00254 | 0.0084 | 0.03089 | 0.02884 |
| AUDSGD | 0.00013 | 0.00017 | 0.00055 | 0.00093 | 0.00119 | 0.00201 | 0.00623 | 0.01492 | 0.03178 |
| AUDUSD | 0.000030 | 0.00019 | 0.00037 | 0.00056 | 0.00093 | 0.0018 | 0.00655 | 0.01471 | 0.02877 |
| CADCHF | 0.000030 | 0.00016 | 0.00025 | 0.00053 | 0.00059 | 0.00164 | 0.00323 | 0.01127 | 0.03174 |
| CADJPY | 0.007 | 0.07843 | 0.09907 | 0.19186 | 0.17279 | 0.22186 | 0.45393 | 4.2411 | 4.42464 |
| CHFJPY | 0.00971 | 0.12971 | 0.13143 | 0.27543 | 0.256 | 0.43736 | 1.09182 | 5.26834 | 3.86779 |
| CHFSGD | 0.00032 | 0.00035 | 0.00052 | 0.00087 | 0.00155 | 0.00348 | 0.00805 | 0.04188 | 0.05511 |
| EURAUD | 0.000050 | 0.00036 | 0.00069 | 0.00107 | 0.00195 | 0.00285 | 0.01046 | 0.03428 | 0.05952 |
| EURCAD | 0.000090 | 0.00042 | 0.00057 | 0.00065 | 0.00128 | 0.00242 | 0.00613 | 0.02172 | 0.04847 |
| EURCHF | 0.000040 | 0.00019 | 0.00034 | 0.00053 | 0.00078 | 0.0016 | 0.00335 | 0.01514 | 0.03207 |
| EURCZK | 0.00035 | 0.00294 | 0.00844 | 0.00859 | 0.01893 | 0.02544 | 0.04687 | 0.17239 | 0.58963 |
| EURGBP | 0.000020 | 0.00016 | 0.00028 | 0.00031 | 0.00045 | 0.00091 | 0.0036 | 0.02077 | 0.02806 |
| EURHUF | 0.02814 | 0.18543 | 0.45643 | 0.49743 | 0.85843 | 1.31407 | 3.33343 | 6.5615 | 8.63264 |
| EURJPY | 0.01236 | 0.12114 | 0.13807 | 0.27893 | 0.2265 | 0.25979 | 0.70521 | 3.37222 | 5.264 |
| EURMXN | 0.00072 | 0.00434 | 0.00996 | 0.01091 | 0.01871 | 0.03741 | 0.09391 | 0.45971 | 1.28541 |
| EURNOK | 0.00030 | 0.00446 | 0.00779 | 0.00868 | 0.01389 | 0.02387 | 0.07716 | 0.18625 | 0.29771 |
| EURNZD | 0.000060 | 0.00059 | 0.00087 | 0.00167 | 0.00563 | 0.00415 | 0.01632 | 0.02859 | 0.06573 |
| EURPLN | 0.000070 | 0.00073 | 0.00178 | 0.00152 | 0.00339 | 0.00612 | 0.01381 | 0.03923 | 0.09992 |
| EURSEK | 0.00059 | 0.00362 | 0.00792 | 0.00934 | 0.01149 | 0.02011 | 0.06755 | 0.43529 | 0.36 |
| EURSGD | 0.00026 | 0.00021 | 0.00051 | 0.00062 | 0.00095 | 0.00153 | 0.00377 | 0.02516 | 0.03592 |
| EURTRY | 0.00258 | 0.01288 | 0.03408 | 0.03269 | 0.04307 | 0.10766 | 0.30912 | 0.61344 | 0.87424 |
| EURUSD | 0.000020 | 0.00026 | 0.00035 | 0.00045 | 0.00086 | 0.00186 | 0.00535 | 0.0165 | 0.03497 |
| EURZAR | 0.00139 | 0.00742 | 0.01059 | 0.01721 | 0.02726 | 0.06625 | 0.18673 | 0.41499 | 1.34147 |
| GBPAUD | 0.000080 | 0.00047 | 0.00062 | 0.00119 | 0.00209 | 0.00419 | 0.01318 | 0.04875 | 0.07808 |
| GBPCAD | 0.000060 | 0.00051 | 0.00055 | 0.00068 | 0.00144 | 0.00313 | 0.01121 | 0.04257 | 0.06722 |
| GBPCHF | 0.000050 | 0.00028 | 0.00038 | 0.00085 | 0.00113 | 0.00225 | 0.00533 | 0.01428 | 0.06121 |
| GBPJPY | 0.01336 | 0.12293 | 0.16543 | 0.34157 | 0.28614 | 0.33379 | 1.19336 | 4.17081 | 8.16879 |
| GBPMXN | 0.001 | 0.00639 | 0.00978 | 0.0121 | 0.02238 | 0.04482 | 0.14259 | 0.58967 | 1.60739 |
| GBPNOK | 0.00053 | 0.00591 | 0.00837 | 0.01131 | 0.01662 | 0.02993 | 0.09309 | 0.35879 | 0.43118 |
| GBPNZD | 0.00010 | 0.00069 | 0.00080 | 0.00143 | 0.00509 | 0.00542 | 0.0208 | 0.03623 | 0.08571 |
| GBPSEK | 0.00112 | 0.00494 | 0.01248 | 0.01025 | 0.01462 | 0.02615 | 0.08485 | 0.18472 | 0.772 |
| GBPSGD | 0.00017 | 0.00032 | 0.00061 | 0.001 | 0.0012 | 0.00288 | 0.00835 | 0.02004 | 0.06132 |
| GBPTRY | 0.00337 | 0.0199 | 0.0333 | 0.04357 | 0.05179 | 0.12378 | 0.44946 | 0.84807 | 1.01379 |
| GBPUSD | 0.000040 | 0.00036 | 0.00035 | 0.00052 | 0.00106 | 0.00232 | 0.00906 | 0.02894 | 0.05874 |
| NOKJPY | 0.00121 | 0.0135 | 0.02336 | 0.03064 | 0.02964 | 0.05199 | 0.17224 | 0.34059 | 0.98049 |
| NOKSEK | 0.000040 | 0.00039 | 0.00125 | 0.00118 | 0.00155 | 0.00318 | 0.00948 | 0.03497 | 0.0421 |
| NZDCAD | 0.000040 | 0.00024 | 0.00052 | 0.00080 | 0.00208 | 0.00209 | 0.00804 | 0.01171 | 0.03721 |
| NZDCHF | 0.000030 | 0.00010 | 0.00038 | 0.00076 | 0.00127 | 0.00128 | 0.00392 | 0.00889 | 0.02998 |
| NZDJPY | 0.00721 | 0.07 | 0.1055 | 0.18521 | 0.28843 | 0.22057 | 0.94286 | 3.27708 | 3.95671 |
| NZDUSD | 0.000040 | 0.00022 | 0.00040 | 0.00064 | 0.00169 | 0.00176 | 0.0067 | 0.02952 | 0.03023 |
| SEKJPY | 0.00143 | 0.01093 | 0.01943 | 0.03343 | 0.022 | 0.03622 | 0.17171 | 0.30784 | 0.67961 |
| SGDJPY | 0.01921 | 0.08007 | 0.09657 | 0.21293 | 0.15014 | 0.19043 | 0.43529 | 4.25776 | 2.9651 |
| USDCAD | 0.000060 | 0.00037 | 0.00040 | 0.00056 | 0.00106 | 0.00167 | 0.005 | 0.06033 | 0.04221 |
| USDCHF | 0.000050 | 0.00025 | 0.00035 | 0.00061 | 0.00093 | 0.00229 | 0.00508 | 0.02068 | 0.0322 |
| USDCNH | 0.000070 | 0.00048 | 0.00102 | 0.00134 | 0.00209 | 0.00349 | 0.01881 | 0.071 | 0.18826 |
| USDCZK | 0.00047 | 0.00629 | 0.00737 | 0.01241 | 0.02506 | 0.04116 | 0.11337 | 0.41784 | 0.9041 |
| USDHUF | 0.01614 | 0.19579 | 0.29786 | 0.38307 | 0.78236 | 1.34807 | 3.58207 | 8.76179 | 13.70579 |
| USDJPY | 0.00886 | 0.11721 | 0.13029 | 0.27393 | 0.20279 | 0.31157 | 0.538 | 3.67521 | 3.77107 |
| USDMXN | 0.00062 | 0.00351 | 0.00648 | 0.00825 | 0.01904 | 0.03143 | 0.1247 | 0.44104 | 1.3107 |
| USDNOK | 0.00044 | 0.0044 | 0.00702 | 0.00906 | 0.01234 | 0.02399 | 0.08642 | 0.36048 | 0.38185 |
| USDPLN | 0.00013 | 0.00105 | 0.00177 | 0.00216 | 0.00492 | 0.00916 | 0.02395 | 0.08017 | 0.16902 |
| USDRUB | - | - | - | - | 0.40191 | 1.40578 | 0.69865 | 2.4375 | 4.53348 |
| USDSEK | 0.00058 | 0.00465 | 0.00815 | 0.0109 | 0.0142 | 0.02473 | 0.09123 | 0.32442 | 0.42363 |
| USDSGD | 0.000090 | 0.00020 | 0.00049 | 0.00085 | 0.00098 | 0.00162 | 0.00489 | 0.02276 | 0.02588 |
| USDTHB | 0.00314 | 0.00793 | 0.021 | 0.02479 | 0.04543 | 0.07736 | 0.2405 | 0.8589 | 1.50043 |
| USDTRY | 0.00028 | 0.00319 | 0.01504 | 0.02583 | 0.00984 | 0.03124 | 0.16343 | 0.32524 | 0.79826 |
| USDZAR | 0.00086 | 0.00681 | 0.01305 | 0.01572 | 0.03188 | 0.05771 | 0.21379 | 2.34214 | 1.29188 |
| XAGAUD | 0.025 | 0.15164 | 0.219 | 0.32707 | 0.77129 | 1.30721 | 5.53364 | 2.4345 | 3.99186 |
| XAGEUR | 0.01536 | 0.095 | 0.1395 | 0.20486 | 0.48721 | 0.81486 | 3.60607 | 1.54164 | 2.60781 |
| XAGUSD | 0.02136 | 0.10893 | 0.18157 | 0.31857 | 0.56236 | 0.97629 | 4.43729 | 1.68784 | 1.19871 |
| XAUAUD | 1.18929 | 6.74786 | 10.68143 | 17.67643 | 32.43929 | 41.77929 | 110.34714 | 134.60357 | 174.72929 |
| XAUEUR | 0.77071 | 4.59 | 6.88714 | 9.29357 | 19.88143 | 26.95571 | 79.15929 | 79.99857 | 103.20786 |
| XAUGBP | 0.65357 | 3.89286 | 5.94786 | 7.725 | 16.99714 | 23.27286 | 65.99143 | 71.51714 | 94.30714 |
| XAUJPY | 162.21429 | 919.0 | 1356.78571 | 2287.21429 | 3585.64286 | 5196.42857 | 15626.07143 | 15345.87857 | 14742.21429 |
| XAUUSD | 0.90071 | 5.55214 | 8.77857 | 10.92571 | 24.33929 | 33.84643 | 106.93071 | 83.55 | 68.04429 |
| XPDUSD | 0.59286 | 3.24286 | 3.76857 | 9.80429 | 11.67071 | 18.08714 | 50.44 | 66.93357 | 886.515 |
| XPTUSD | 0.71286 | 3.465 | 4.295 | 10.02429 | 14.15071 | 22.18143 | 65.53143 | 35.02071 | 169.93 |
| ZARJPY | 0.00129 | 0.00686 | 0.01079 | 0.01914 | 0.01921 | 0.03059 | 0.11602 | 0.22113 | 0.80729 |