Free ATR and standard deviation calculator. Works with any pair. AUD accounts supported. Client-side, no signup.
Volatility Calculator
This tool computes two standard volatility measures — Average True Range and standard deviation of daily returns — for any forex pair and timeframe. Australian traders get AUD-denominated results without needing to convert from USD.
How it works
Volatility tells you how much a pair typically moves per period. ATR measures the average raw range (high-low + gaps), while standard deviation captures how consistently returns cluster around the mean. Both are calculated from historical price data on your chosen timeframe.
ATR = avg(true_range over N periods)
stdev = sqrt(sum((return - mean)^2) / N)
The formula is broker-agnostic: it uses raw OHLC data, not your account's spread or commission. For AUD-denominated accounts, the tool converts pip values at the current AUD/USD rate automatically. JPY pairs use 0.01 pip steps (not 0.0001), which the calculator handles internally.
Worked example
Example: AUD/USD
- Pair: AUD/USD
- Timeframe: Daily (D1)
- Lookback: 14 periods
- Recent ATR: 0.0048
We take the average of the last 14 true ranges (each in price units), convert to pips (0.0001 per pip for AUD/USD), and get 48. For standard deviation, we calculate the daily log returns over 14 days, compute the variance, and take the square root.
Result: ATR-14 = 48 pips/day; stdev = 0.62% per day
A round-trip trade (entry + exit) at current spreads would cost roughly 1–2 pips, meaning volatility is 24–48x the transaction cost — room to work even in tight conditions.
Edge cases
- JPY pairs (e.g., AUD/JPY): pip value is 0.01, not 0.0001. The calculator auto-detects and scales ATR accordingly.
- Non-AUD accounts: if your account base currency isn't AUD, the pip value in your currency will differ. The tool assumes AUD — adjust manually if needed.
- Mini/micro lots: ATR in pips is lot-size independent. Standard deviation as % of price is also lot-agnostic. Multiply by your lot size to get dollar volatility.
- Low-liquidity pairs: ATR may understate true gap risk if the pair gaps frequently. Use a longer lookback (e.g., 20–30) for more stable estimates.
Glossary
- Volatility — statistical measure of price dispersion over time. Higher volatility = larger expected moves.
- ATR (Average True Range) — average of the true range over N periods. Measures raw movement, not direction.
- Implied Volatility — forward-looking volatility derived from options prices. Not computed here (historical only).
FAQ
How accurate is this Volatility Calculator?
Mathematically exact for the data it uses. The rate table comes from a single source (OANDA) and may differ slightly from your broker's rates. For most pairs the difference is <0.1%.
Does it work for any broker?
Yes. The formulas are universal. The calculator doesn't use broker-specific data like spreads or commissions.
What if my pair isn't in the dropdown?
Contact us and we'll add it. You can also manually enter the pair code if supported by our rate provider.
Why does the result differ from my broker's panel?
Brokers often use different lookback periods (e.g., 20 vs 14) or different data sources. They may also add a spread markup to ATR. Our calculator uses raw mid-prices.
No broker yet?
If you don't have a broker yet and want to test these calculations on a demo, FxPro accepts Australia residents. We are FxPro affiliates — see [disclosure](/disclosure/).
[Open FxPro demo →](https://fxpro-direct.com/en/partner/23urpSLhK)
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