Volatility Analysis Data

  • Core Inflation Tue, 13th Jul 2021 (Timezone: America/New York)

    Release Data: 4.5% (Previous: 3.8%) US Bureau of Labor Statistics

    FIL volatility 3.35x, typical 3.01x · volume 6.77x, typical 7.02x Ordinary

  • Core CPI Tue, 13th Jul 2021 (Timezone: America/New York)

    Release Data: 0.8% (Previous: 0.7%) US Bureau of Labor Statistics

    FIL volatility 3.35x, typical 3.01x · volume 6.77x, typical 7.02x Ordinary

  • CPI Tue, 13th Jul 2021 (Timezone: America/New York)

    Release Data: 0.8% (Previous: 0.7%) US Bureau of Labor Statistics

    FIL volatility 3.35x, typical 3.01x · volume 6.77x, typical 7.02x Ordinary

  • Unemployment Rate Fri, 2nd Jul 2021 (Timezone: America/New York)

    Release Data: 5.9% (Previous: 5.8%) US Bureau of Labor Statistics

    FIL volatility 1.90x, typical 2.47x · volume 1.26x, typical 4.25x Ordinary

  • Non-Farm Private Payrolls Fri, 2nd Jul 2021 (Timezone: America/New York)

    Release Data: 702K (Previous: 420K) US Bureau of Labor Statistics

    FIL volatility 1.90x, typical 2.49x · volume 1.26x, typical 4.35x Ordinary

  • Non-Farm Payrolls Fri, 2nd Jul 2021 (Timezone: America/New York)

    Release Data: 796K (Previous: 421K) US Bureau of Labor Statistics

    FIL volatility 1.90x, typical 2.49x · volume 1.26x, typical 4.35x Ordinary

  • Fed Interest Rate Wed, 16th Jun 2021 (Timezone: America/New York)

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

    FIL volatility 3.98x, typical 4.04x · volume 8.56x, typical 7.46x Ordinary

  • Unemployment Rate Fri, 4th Jun 2021 (Timezone: America/New York)

    Release Data: 5.8% (Previous: 6.1%) US Bureau of Labor Statistics

    FIL volatility 2.46x, typical 2.47x · volume 2.20x, typical 4.25x Ordinary

  • Non-Farm Private Payrolls Fri, 4th Jun 2021 (Timezone: America/New York)

    Release Data: 420K (Previous: 312K) US Bureau of Labor Statistics

    FIL volatility 2.46x, typical 2.49x · volume 2.20x, typical 4.35x Ordinary

  • Non-Farm Payrolls Fri, 4th Jun 2021 (Timezone: America/New York)

    Release Data: 421K (Previous: 365K) US Bureau of Labor Statistics

    FIL volatility 2.46x, typical 2.49x · volume 2.20x, typical 4.35x Ordinary

  • Initial Claims Thu, 27th May 2021 (Timezone: America/New York)

    Release Data: 441K (Previous: 467K) US Department of Labor

    FIL volatility 1.58x, typical 1.27x · volume 1.30x, typical 1.44x Ordinary

  • Durable Orders Thu, 27th May 2021 (Timezone: America/New York)

    Release Data: -0.5% (Previous: 0.9%) US Bureau of Census

    FIL volatility 1.58x, typical 1.36x · volume 1.30x, typical 1.56x Ordinary

  • Continued Claims Thu, 27th May 2021 (Timezone: America/New York)

    Release Data: 3575K (Previous: 3618K) US Department of Labor

    FIL volatility 1.58x, typical 1.27x · volume 1.30x, typical 1.44x Ordinary

  • GDP Report Thu, 27th May 2021 (Timezone: America/New York)

    Release Data: 6.4% (Previous: 6.4%) US Bureau of Economic Analysis

    FIL volatility 1.58x, typical 1.48x · volume 1.30x, typical 1.54x Ordinary

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

    Release Data: 2.2% (Previous: 1.1%) US Bureau of Census

    FIL volatility 1.58x, typical 1.36x · volume 1.30x, typical 1.56x Ordinary

  • Retail Sales Ex Autos Wed, 16th Dec 2020 (Timezone: America/New York)

    Release Data: -0.9% (Previous: -0.4%) US Bureau of Census

    FIL volatility 1.58x, typical 1.51x · volume 1.73x, typical 1.71x Ordinary

  • Retail Sales Wed, 16th Dec 2020 (Timezone: America/New York)

    Release Data: -1.0% (Previous: -0.4%) US Bureau of Census

    FIL volatility 1.58x, typical 1.51x · volume 1.73x, typical 1.71x Ordinary

  • Core PPI Fri, 11th Dec 2020 (Timezone: America/New York)

    Release Data: 0.0% (Previous: 0.5%) US Bureau of Labor Statistics

    FIL volatility 1.68x, typical 1.72x · volume 1.28x, typical 2.26x Ordinary

  • PPI Fri, 11th Dec 2020 (Timezone: America/New York)

    Release Data: 0.1% (Previous: 0.5%) US Bureau of Labor Statistics

    FIL volatility 1.68x, typical 1.72x · volume 1.28x, typical 2.26x Ordinary

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