Volatility Analysis Data

  • Initial Claims Wed, 25th Nov 2020 (Timezone: America/New York)

    Release Data: 793K (Previous: 738K) US Department of Labor

    AAVE volatility 0.90x, typical 1.38x · volume 1.29x, typical 1.63x Quiet

  • Durable Orders Ex Transportation Wed, 25th Nov 2020 (Timezone: America/New York)

    Release Data: 1.3% (Previous: 3.1%) US Bureau of Census

    AAVE volatility 0.90x, typical 1.37x · volume 1.29x, typical 1.46x Quiet

  • Continued Claims Thu, 19th Nov 2020 (Timezone: America/New York)

    Release Data: 6088K (Previous: 6341K) US Department of Labor

    AAVE volatility 1.62x, typical 1.38x · volume 1.17x, typical 1.63x Ordinary

  • Initial Claims Thu, 19th Nov 2020 (Timezone: America/New York)

    Release Data: 738K (Previous: 737K) US Department of Labor

    AAVE volatility 1.62x, typical 1.38x · volume 1.17x, typical 1.63x Ordinary

  • Export Prices Tue, 17th Nov 2020 (Timezone: America/New York)

    Release Data: 0.2% (Previous: 0.6%) US Bureau of Labor Statistics

    AAVE volatility 1.29x, typical 1.28x · volume 2.02x, typical 1.24x Quiet

  • Retail Sales Ex Autos Tue, 17th Nov 2020 (Timezone: America/New York)

    Release Data: -0.4% (Previous: 1.6%) US Bureau of Census

    AAVE volatility 1.29x, typical 1.45x · volume 2.02x, typical 1.88x Quiet

  • Retail Sales Tue, 17th Nov 2020 (Timezone: America/New York)

    Release Data: -0.4% (Previous: 2.0%) US Bureau of Census

    AAVE volatility 1.29x, typical 1.45x · volume 2.02x, typical 1.88x Quiet

  • Import Prices Tue, 17th Nov 2020 (Timezone: America/New York)

    Release Data: -0.1% (Previous: 0.2%) US Bureau of Labor Statistics

    AAVE volatility 1.29x, typical 1.28x · volume 2.02x, typical 1.24x Quiet

  • Core PPI Fri, 13th Nov 2020 (Timezone: America/New York)

    Release Data: 0.5% (Previous: 0.3%) US Bureau of Labor Statistics

    AAVE volatility 1.70x, typical 1.69x · volume 2.35x, typical 2.20x Ordinary

  • PPI Fri, 13th Nov 2020 (Timezone: America/New York)

    Release Data: 0.5% (Previous: 0.3%) US Bureau of Labor Statistics

    AAVE volatility 1.70x, typical 1.69x · volume 2.35x, typical 2.20x Ordinary

  • Continued Claims Thu, 12th Nov 2020 (Timezone: America/New York)

    Release Data: 6341K (Previous: 6705K) US Department of Labor

    AAVE volatility 1.57x, typical 1.38x · volume 2.05x, typical 1.63x Ordinary

  • Core Inflation Thu, 12th Nov 2020 (Timezone: America/New York)

    Release Data: 1.6% (Previous: 1.7%) US Bureau of Labor Statistics

    AAVE volatility 1.57x, typical 2.86x · volume 2.05x, typical 6.56x Muted

  • Core CPI Thu, 12th Nov 2020 (Timezone: America/New York)

    Release Data: 0.1% (Previous: 0.2%) US Bureau of Labor Statistics

    AAVE volatility 1.57x, typical 2.86x · volume 2.05x, typical 6.56x Muted

  • CPI Thu, 12th Nov 2020 (Timezone: America/New York)

    Release Data: 0.1% (Previous: 0.3%) US Bureau of Labor Statistics

    AAVE volatility 1.57x, typical 2.86x · volume 2.05x, typical 6.56x Muted

  • Initial Claims Thu, 12th Nov 2020 (Timezone: America/New York)

    Release Data: 737K (Previous: 773K) US Department of Labor

    AAVE volatility 1.57x, typical 1.38x · volume 2.05x, typical 1.63x Ordinary

  • JOLTs Job Openings Tue, 10th Nov 2020 (Timezone: America/New York)

    Release Data: 6.511M (Previous: 6.429M) US Bureau of Labor Statistics

    AAVE volatility 2.12x, typical 1.80x · volume 4.14x, typical 2.21x Ordinary

  • Unemployment Rate Fri, 6th Nov 2020 (Timezone: America/New York)

    Release Data: 6.9% (Previous: 7.8%) US Bureau of Labor Statistics

    AAVE volatility 1.54x, typical 2.40x · volume 4.89x, typical 3.81x Muted

  • Non-Farm Private Payrolls Fri, 6th Nov 2020 (Timezone: America/New York)

    Release Data: 815K (Previous: 1M) US Bureau of Labor Statistics

    AAVE volatility 1.54x, typical 2.42x · volume 4.89x, typical 3.87x Muted

  • Non-Farm Payrolls Fri, 6th Nov 2020 (Timezone: America/New York)

    Release Data: 691K (Previous: 951K) US Bureau of Labor Statistics

    AAVE volatility 1.54x, typical 2.42x · volume 4.89x, typical 3.87x Muted

  • Fed Interest Rate Thu, 5th Nov 2020 (Timezone: America/New York)

    Release Data: 0.00-0.25% (Previous: 0.00-0.25%) US Federal Open Market Committee

    AAVE volatility 0.55x, typical 3.38x · volume 0.63x, typical 5.21x Quiet

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