An individuals control chart is usually used to monitor shifts in the process mean when it is not possible to form subgroups. The moving range of two successive process measures is used as the basis for estimating the process variability. Similar to the case of the X − R and X − S charts, the individualsmoving range (I-MR) charts are used simultaneously in the monitoring of the process mean and variance respectively for individual observations, requiring maintaining two different charts. In this article, a new approach is suggested where the measurements of both the process mean and variance are plotted on one chart. It is referred to as the combined I-MR chart. An average run length (ARL) study is conducted to evaluate its performance with respect to shifts in the process mean and variance. Examples are provided.