Volatility Analysis Data

  • Core CPI Wed, 10th Nov 2021 (Timezone: America/New York)

    Release Data: 0.7% (Previous: 0.3%) US Bureau of Labor Statistics

    FIL volatility 2.12x, typical 3.01x · volume 2.04x, typical 7.02x Ordinary

  • CPI Wed, 10th Nov 2021 (Timezone: America/New York)

    Release Data: 1.0% (Previous: 0.5%) US Bureau of Labor Statistics

    FIL volatility 2.12x, typical 3.01x · volume 2.04x, typical 7.02x Ordinary

  • Core PPI Tue, 9th Nov 2021 (Timezone: America/New York)

    Release Data: 0.4% (Previous: 0.2%) US Bureau of Labor Statistics

    FIL volatility 1.80x, typical 1.72x · volume 1.84x, typical 2.26x Ordinary

  • PPI Tue, 9th Nov 2021 (Timezone: America/New York)

    Release Data: 0.6% (Previous: 0.5%) US Bureau of Labor Statistics

    FIL volatility 1.80x, typical 1.72x · volume 1.84x, typical 2.26x Ordinary

  • Unemployment Rate Fri, 8th Oct 2021 (Timezone: America/New York)

    Release Data: 4.7% (Previous: 5.1%) US Bureau of Labor Statistics

    FIL volatility 2.74x, typical 2.47x · volume 3.02x, typical 4.25x Ordinary

  • Non-Farm Private Payrolls Fri, 8th Oct 2021 (Timezone: America/New York)

    Release Data: 485K (Previous: 443K) US Bureau of Labor Statistics

    FIL volatility 2.74x, typical 2.49x · volume 3.02x, typical 4.35x Ordinary

  • Non-Farm Payrolls Fri, 8th Oct 2021 (Timezone: America/New York)

    Release Data: 466K (Previous: 487K) US Bureau of Labor Statistics

    FIL volatility 2.74x, typical 2.49x · volume 3.02x, typical 4.35x Ordinary

  • Fed Interest Rate Wed, 22nd Sep 2021 (Timezone: America/New York)

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

    FIL volatility 4.46x, typical 4.04x · volume 4.53x, typical 7.46x Ordinary

  • Core Inflation Tue, 14th Sep 2021 (Timezone: America/New York)

    Release Data: 4.0% (Previous: 4.3%) US Bureau of Labor Statistics

    FIL volatility 3.57x, typical 3.01x · volume 3.68x, typical 7.02x Ordinary

  • Core CPI Tue, 14th Sep 2021 (Timezone: America/New York)

    Release Data: 0.1% (Previous: 0.4%) US Bureau of Labor Statistics

    FIL volatility 3.57x, typical 3.01x · volume 3.68x, typical 7.02x Ordinary

  • CPI Tue, 14th Sep 2021 (Timezone: America/New York)

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

    FIL volatility 3.57x, typical 3.01x · volume 3.68x, typical 7.02x Ordinary

  • Unemployment Rate Fri, 3rd Sep 2021 (Timezone: America/New York)

    Release Data: 5.1% (Previous: 5.4%) US Bureau of Labor Statistics

    FIL volatility 2.36x, typical 2.47x · volume 4.24x, typical 4.25x Ordinary

  • Non-Farm Private Payrolls Fri, 3rd Sep 2021 (Timezone: America/New York)

    Release Data: 443K (Previous: 880K) US Bureau of Labor Statistics

    FIL volatility 2.36x, typical 2.49x · volume 4.24x, typical 4.35x Ordinary

  • Non-Farm Payrolls Fri, 3rd Sep 2021 (Timezone: America/New York)

    Release Data: 487K (Previous: 931K) US Bureau of Labor Statistics

    FIL volatility 2.36x, typical 2.49x · volume 4.24x, typical 4.35x Ordinary

  • Retail Sales Ex Autos Tue, 17th Aug 2021 (Timezone: America/New York)

    Release Data: -1.1% (Previous: 2.0%) US Bureau of Census

    FIL volatility 1.83x, typical 1.51x · volume 1.84x, typical 1.71x Ordinary

  • Retail Sales Tue, 17th Aug 2021 (Timezone: America/New York)

    Release Data: -1.7% (Previous: 1.1%) US Bureau of Census

    FIL volatility 1.83x, typical 1.51x · volume 1.84x, typical 1.71x Ordinary

  • Durable Orders Tue, 27th Jul 2021 (Timezone: America/New York)

    Release Data: 2.1% (Previous: 0.2%) US Bureau of Census

    FIL volatility 1.70x, typical 1.36x · volume 1.61x, typical 1.56x Ordinary

  • Durable Orders Ex Transportation Tue, 27th Jul 2021 (Timezone: America/New York)

    Release Data: 1.2% (Previous: 0.0%) US Bureau of Census

    FIL volatility 1.70x, typical 1.36x · volume 1.61x, typical 1.56x Ordinary

  • Retail Sales Ex Autos Fri, 16th Jul 2021 (Timezone: America/New York)

    Release Data: 2.0% (Previous: -0.2%) US Bureau of Census

    FIL volatility 1.68x, typical 1.51x · volume 1.20x, typical 1.71x Ordinary

  • Retail Sales Fri, 16th Jul 2021 (Timezone: America/New York)

    Release Data: 1.1% (Previous: -0.6%) US Bureau of Census

    FIL volatility 1.68x, typical 1.51x · volume 1.20x, typical 1.71x Ordinary

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