Misquote in EURUSD H1?
Oops - I should have mentioned above that an ATR with a period of 1 produces the above problem... ATR's with a higher period obviously won't have this problem as they use the data from the previous bar(s) as well..
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I think I may have found a misquote in your EURUSD-H1 chart. The bar on 21/05/2005 23:00 has an open/high/low/close of 1.3044....
The reason I'm mentioning this is that ATR produces a "0" for this combination of chart values. For those people who use "volitility units" to trade, "volitility units" use the ATR calculation as part of the formular to determine the lot size. Since ATR is used as a devisor in this calculation, a division by "0" obviously produces a problem....