Entered HLC · high-low range EMA change

Chaikin Volatility Calculator

Calculate the percentage change between the current high-low range EMA and its value a stated number of completed bars earlier, with every comparison visible.

Runs in your browserRange EMA seed disclosedNo volatility forecast

Enter two periods and ordered HLC bars

Use completed bars from one symbol, timeframe and broker feed. High minus low drives the calculation; close is retained for row validation.

Entered

One completed bar per line. Close must lie inside the high-low range. Separate values with commas, semicolons or tabs.

Chaikin Volatility boundary: This page reports entered high-low range arithmetic only. It does not use true range, classify volatility, forecast expansion or produce an entry or exit.

Latest Chaikin Volatility arithmetic

Entered Chaikin Volatility, KST and SMI 1.0.0.

Derived
No Chaikin Volatility calculated yetEnter at least smoothing period plus change period ordered HLC bars, or load the audited example.

How Chaikin Volatility is calculated

Range[i] = High[i] − Low[i]
EMA alpha = 2 ÷ (smoothing period + 1)
CHV[i] = 100 × (Range EMA[i] − Range EMA[i − change period]) ÷ Range EMA[i − change period]

Version 1.0.0 seeds the EMA at row zero with the first entered high-low range. It reports only when the current and comparison EMA positions are both beyond the smoothing warm-up.

Unlike Average True Range, this formula does not use the previous close and therefore does not incorporate gaps outside each entered bar.

Assumptions and limits

  • Smoothing period must be a whole number from 2 to 200; change period must be from 1 to 200.
  • At least smoothing period plus change period ordered HLC rows are required.
  • A zero lagged range EMA makes the percentage change undefined and is rejected.
  • Rows must use one symbol, timeframe and broker feed.
  • Volatility state, expansion, contraction, direction, timing and recommendation labels are withheld.

Worked example from the audited fixture

Reproduce it with “Load audited example”The 60-bar fixture uses smoothing period 10 and change period 10. The final range is 2.990000, its range EMA is 2.698147, and the comparison EMA ten rows earlier is 2.615603. Therefore Chaikin Volatility = 100 × (2.698147 − 2.615603) ÷ 2.615603 = 3.155830%.

How to interpret the result

The positive percentage means the smoothed entered high-low range is larger than its value ten rows earlier. It does not measure gap-aware true range, forecast future volatility or establish a direction signal.

Frequently asked questions

  • Enter smoothing and change periods plus at least their sum in ordered high-low-close rows from one consistent source.
  • Each source value is current high minus current low; close is retained for validation and audit context.
  • Version 1.0.0 starts the EMA from the first entered high-low range at zero-based index zero.
  • It is one hundred times current range EMA minus its change-period lag, divided by that lagged EMA.
  • It appears at zero-based index smoothing period minus one plus change period, so both EMA positions are beyond the stated warm-up.
  • Chaikin Volatility uses each bar high minus low and does not use the previous close or include an outside gap.
  • The percentage change is undefined, so version 1.0.0 rejects it instead of inventing a value.
  • No. Volatility state, expansion, contraction, direction, timing, entry and exit interpretations are withheld.

Sources and methodology

Observed ATR CalculatorCompare with previous-close true-range arithmetic.Return Volatility CalculatorMeasure sample dispersion of equal-frequency returns.Mass Index CalculatorInspect a different double-EMA high-low range transform.

Compare the chart feed and trading terms

Use one broker feed, symbol and timeframe for every entered observation, and compare the source history with your terminal before relying on a platform match.

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Disclaimer: The results from this tool are estimates for educational and informational purposes only and may differ from your broker's figures. This is not financial or investment advice. Trading forex and CFDs carries a high level of risk and can result in the loss of all your capital. Always verify calculations with your broker and trade within your risk tolerance.