ATR Calculation

	A	B	C	D	E	F	G	H	I	J
1	Ticker	Date	High	Low	Close	H-L	H-Ref(C, -1)	L-Ref(C, -1)	True Range	ATR

2	EURUSD	2011.10.24	1.39559	1.38219	1.39318	0.01340			0.01340
3	EURUSD	2011.10.25	1.39599	1.38486	1.39077	0.01113	0.00281	0.00832	0.01113
4	EURUSD	2011.10.26	1.39741	1.37975	1.38943	0.01766	0.00664	0.01102	0.01766
5	EURUSD	2011.10.27	1.42469	1.38636	1.41844	0.03833	0.03526	0.00307	0.03833
6	EURUSD	2011.10.28	1.42001	1.41333	1.41435	0.00668	0.00157	0.00511	0.00668
7	EURUSD	2011.10.30	1.41514	1.41239	1.41479	0.00275	0.00079	0.00196	0.00275
8	EURUSD	2011.10.31	1.41711	1.38279	1.38589	0.03432	0.00232	0.03200	0.03432
9	EURUSD	2011.11.01	1.38708	1.3608	1.3696	0.02628	0.00119	0.02509	0.02628
10	EURUSD	2011.11.02	1.38271	1.36363	1.37472	0.01908	0.01311	0.00597	0.01908
11	EURUSD	2011.11.03	1.38542	1.36563	1.38126	0.01979	0.01070	0.00909	0.01979
12	EURUSD	2011.11.04	1.38671	1.37103	1.37843	0.01568	0.00545	0.01023	0.01568
13	EURUSD	2011.11.06	1.38356	1.37581	1.38155	0.00775	0.00513	0.00262	0.00775
14	EURUSD	2011.11.07	1.38176	1.36812	1.37637	0.01364	0.00021	0.01343	0.01364
15	EURUSD	2011.11.08	1.38464	1.37243	1.38304	0.01221	0.00827	0.00394	0.01221
16	EURUSD	2011.11.09	1.38582	1.35205	1.35219	0.03377	0.00278	0.03099	0.03377
17	EURUSD	2011.11.10	1.36525	1.34833	1.36091	0.01692	0.01306	0.00386	0.01692
18	EURUSD	2011.11.11	1.37944	1.35778	1.3746	0.02166	0.01853	0.00313	0.02166
19	EURUSD	2011.11.13	1.38099	1.37749	1.37779	0.00350	0.00639	0.00289	0.00639
20	EURUSD	2011.11.14	1.37914	1.35914	1.36213	0.02000	0.00135	0.01865	0.02000
21	EURUSD	2011.11.15	1.36402	1.34962	1.35247	0.01440	0.00189	0.01251	0.01440	0.017592
22	EURUSD	2011.11.16	1.35564	1.34289	1.34545	0.01275	0.00317	0.00958	0.01275	0.017350
23	EURUSD	2011.11.17	1.35393	1.34213	1.34684	0.01180	0.00848	0.00332	0.01180	0.017072
24	EURUSD	2011.11.18	1.36132	1.34466	1.35209	0.01666	0.01448	0.00218	0.01666	0.017052
25	EURUSD	2011.11.20	1.35318	1.34994	1.35236	0.00324	0.00109	0.00215	0.00324	0.016361
26	EURUSD	2011.11.21	1.35402	1.343	1.34855	0.01102	0.00166	0.00936	0.01102	0.016094
27	EURUSD	2011.11.22	1.35683	1.34683	1.35155	0.01000	0.00828	0.00172	0.01000	0.015789
28	EURUSD	2011.11.23	1.35304	1.33196	1.33457	0.02108	0.00149	0.01959	0.02108	0.016054
29	EURUSD	2011.11.24	1.3411	1.33158	1.33402	0.00952	0.00653	0.00299	0.00952	0.015727
30	EURUSD	2011.11.25	1.33439	1.32117	1.32348	0.01322	0.00037	0.01285	0.01322	0.015602
31	EURUSD	2011.11.27	1.33388	1.32875	1.33092	0.00513	0.01040	0.00527	0.01040	0.015342
32	EURUSD	2011.11.28	1.33982	1.32721	1.33123	0.01261	0.00890	0.00371	0.01261	0.015205
33	EURUSD	2011.11.29	1.3442	1.32855	1.33324	0.01565	0.01297	0.00268	0.01565	0.015227
34	EURUSD	2011.11.30	1.35325	1.32572	1.34393	0.02753	0.02001	0.00752	0.02753	0.015843
35	EURUSD	2011.12.01	1.35207	1.34168	1.34605	0.01039	0.00814	0.00225	0.01039	0.015570
36	EURUSD	2011.12.02	1.3544	1.33625	1.33889	0.01815	0.00835	0.00980	0.01815	0.015699