Market analysis

Average true range

Also calledATR · ATR

Average true range is a volatility indicator that averages the true range over a chosen period, measuring how much price typically moves in each bar without showing direction.

What Average true range means

True range is the largest of three distances: current high minus low, current high minus previous close, or previous close minus current low. ATR smooths those ranges over time. A rising ATR means bigger typical price swings; a falling ATR means smaller swings.

ATR is useful for sizing stops, comparing volatility across markets, and deciding whether a move is unusually large. It helps describe movement, but it does not say whether price will rise or fall next.

If a forex pair has daily true ranges of 0.0060, 0.0045, and 0.0055 over three days, a 3-day ATR would be 0.0053 in simplified terms. On a chart, that might mean the pair typically moves about 53 pips per day.

Common questions

What does ATR measure?+

ATR measures volatility by summarizing the typical size of price movement over a chosen period.

Does ATR show trend direction?+

No. ATR shows how much price moves, not whether it moves up or down.

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01CME Group Education: Average True Range02CFI: Average True Range03Investopedia: Average True Range (ATR)