Volatility Analysis Data

  • 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, 5th Nov 2021 (Timezone: America/New York)

    Release Data: 4.5% (Previous: 4.7%) US Bureau of Labor Statistics

    FIL volatility 4.79x, typical 2.47x · volume 9.30x, typical 4.25x Strong

  • Non-Farm Private Payrolls Fri, 5th Nov 2021 (Timezone: America/New York)

    Release Data: 894K (Previous: 485K) US Bureau of Labor Statistics

    FIL volatility 4.79x, typical 2.49x · volume 9.30x, typical 4.35x Strong

  • Non-Farm Payrolls Fri, 5th Nov 2021 (Timezone: America/New York)

    Release Data: 857K (Previous: 466K) US Bureau of Labor Statistics

    FIL volatility 4.79x, typical 2.49x · volume 9.30x, typical 4.35x Strong

  • Initial Claims Thu, 4th Nov 2021 (Timezone: America/New York)

    Release Data: 262K (Previous: 268K) US Department of Labor

    FIL volatility 1.16x, typical 1.27x · volume 1.27x, typical 1.44x Quiet

  • Continued Claims Thu, 4th Nov 2021 (Timezone: America/New York)

    Release Data: 2199K (Previous: 2173K) US Department of Labor

    FIL volatility 1.16x, typical 1.27x · volume 1.27x, typical 1.44x Quiet

  • International Exports Thu, 4th Nov 2021 (Timezone: America/New York)

    Release Data: $214.2B (Previous: $217.7B) US Bureau of Census, Bureau of Economic Analysis

    FIL volatility 1.16x, typical 1.01x · volume 1.27x, typical 1.12x Quiet

  • International Imports Thu, 4th Nov 2021 (Timezone: America/New York)

    Release Data: $288.8B (Previous: $290.3B) US Bureau of Census, Bureau of Economic Analysis

    FIL volatility 1.16x, typical 1.01x · volume 1.27x, typical 1.12x Quiet

  • Balance of Trade Thu, 4th Nov 2021 (Timezone: America/New York)

    Release Data: -$74.7B (Previous: -$72.6B) US Bureau of Census, Bureau of Economic Analysis

    FIL volatility 1.16x, typical 1.01x · volume 1.27x, typical 1.12x Quiet

  • Fed Interest Rate Wed, 3rd Nov 2021 (Timezone: America/New York)

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

    FIL volatility 6.14x, typical 4.04x · volume 7.47x, typical 7.46x Strong

  • Personal Income Fri, 29th Oct 2021 (Timezone: America/New York)

    Release Data: -0.6% (Previous: 0.3%) US Bureau of Economic Analysis

    FIL volatility 1.31x, typical 1.51x · volume 2.38x, typical 2.37x Quiet

  • Core PCE Fri, 29th Oct 2021 (Timezone: America/New York)

    Release Data: 0.2% (Previous: 0.3%) US Bureau of Economic Analysis

    FIL volatility 1.31x, typical 1.51x · volume 2.38x, typical 2.37x Quiet

  • PCE Fri, 29th Oct 2021 (Timezone: America/New York)

    Release Data: 0.3% (Previous: 0.4%) US Bureau of Economic Analysis

    FIL volatility 1.31x, typical 1.51x · volume 2.38x, typical 2.37x Quiet

  • Initial Claims Thu, 28th Oct 2021 (Timezone: America/New York)

    Release Data: 268K (Previous: 290K) US Department of Labor

    FIL volatility 0.85x, typical 1.27x · volume 0.87x, typical 1.44x Quiet

  • Continued Claims Thu, 28th Oct 2021 (Timezone: America/New York)

    Release Data: 2173K (Previous: 2268K) US Department of Labor

    FIL volatility 0.85x, typical 1.27x · volume 0.87x, typical 1.44x Quiet

  • GDP Report Thu, 28th Oct 2021 (Timezone: America/New York)

    Release Data: 2.0% (Previous: 6.7%) US Bureau of Economic Analysis

    FIL volatility 0.85x, typical 1.48x · volume 0.87x, typical 1.54x Quiet

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

    Release Data: 0.7% (Previous: 1.3%) US Bureau of Census

    FIL volatility 0.63x, typical 1.36x · volume 0.77x, typical 1.56x Quiet

  • Durable Orders Wed, 27th Oct 2021 (Timezone: America/New York)

    Release Data: -1.9% (Previous: 1.9%) US Bureau of Census

    FIL volatility 0.63x, typical 1.36x · volume 0.77x, typical 1.56x Quiet

  • Initial Claims Thu, 21st Oct 2021 (Timezone: America/New York)

    Release Data: 290K (Previous: 290K) US Department of Labor

    FIL volatility 0.90x, typical 1.27x · volume 0.99x, typical 1.44x Quiet

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