Volatility Analysis Data

  • Core PCE Fri, 31st May 2024 (Timezone: America/New York)

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

    ICP volatility 1.19x, typical 1.51x · volume 3.49x, typical 1.98x Quiet

  • Durable Orders Ex Transportation Fri, 24th May 2024 (Timezone: America/New York)

    Release Data: 0.6% (Previous: -0.1%) US Bureau of Census

    ICP volatility 1.00x, typical 1.11x · volume 0.95x, typical 1.55x Quiet

  • Durable Orders Fri, 24th May 2024 (Timezone: America/New York)

    Release Data: -0.2% (Previous: 1.7%) US Bureau of Census

    ICP volatility 1.00x, typical 1.11x · volume 0.95x, typical 1.55x Quiet

  • FOMC Minutes Wed, 22nd May 2024 (Timezone: America/New York)

    Federal Open Market Committee

    ICP volatility 1.41x, typical 1.50x · volume 0.92x, typical 1.37x Quiet

  • International Exports Thu, 2nd May 2024 (Timezone: America/New York)

    Release Data: $265.6B (Previous: $269.3B) US Bureau of Census, Bureau of Economic Analysis

    ICP volatility 1.22x, typical 1.07x · volume 0.87x, typical 1.29x Quiet

  • International Imports Thu, 2nd May 2024 (Timezone: America/New York)

    Release Data: $331.9B (Previous: $335.8B) US Bureau of Census, Bureau of Economic Analysis

    ICP volatility 1.22x, typical 1.07x · volume 0.87x, typical 1.29x Quiet

  • Initial Claims Thu, 2nd May 2024 (Timezone: America/New York)

    Release Data: 209K (Previous: 209K) US Department of Labor

    ICP volatility 1.22x, typical 1.45x · volume 0.87x, typical 1.60x Quiet

  • Balance of Trade Thu, 2nd May 2024 (Timezone: America/New York)

    Release Data: -$66.3B (Previous: -$66.4B) US Bureau of Census, Bureau of Economic Analysis

    ICP volatility 1.22x, typical 1.07x · volume 0.87x, typical 1.29x Quiet

  • Continued Claims Thu, 2nd May 2024 (Timezone: America/New York)

    Release Data: 1786K (Previous: 1771K) US Department of Labor

    ICP volatility 1.22x, typical 1.45x · volume 0.87x, typical 1.60x Quiet

  • JOLTs Job Openings Wed, 1st May 2024 (Timezone: America/New York)

    Release Data: 8.093M (Previous: 8.445M) US Bureau of Labor Statistics

    ICP volatility 1.37x, typical 1.69x · volume 1.20x, typical 2.15x Quiet

  • Durable Orders Ex Transportation Wed, 24th Apr 2024 (Timezone: America/New York)

    Release Data: -0.1% (Previous: 0.1%) US Bureau of Census

    ICP volatility 0.59x, typical 1.11x · volume 0.48x, typical 1.55x Quiet

  • Durable Orders Wed, 24th Apr 2024 (Timezone: America/New York)

    Release Data: 1.7% (Previous: 0.7%) US Bureau of Census

    ICP volatility 0.59x, typical 1.11x · volume 0.48x, typical 1.55x Quiet

  • Retail Sales Ex Autos Mon, 15th Apr 2024 (Timezone: America/New York)

    Release Data: 0.7% (Previous: 0.5%) US Bureau of Census

    ICP volatility 0.72x, typical 1.42x · volume 0.57x, typical 1.40x Quiet

  • Retail Sales Mon, 15th Apr 2024 (Timezone: America/New York)

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

    ICP volatility 0.72x, typical 1.42x · volume 0.57x, typical 1.40x Quiet

  • FOMC Minutes Wed, 10th Apr 2024 (Timezone: America/New York)

    Federal Open Market Committee

    ICP volatility 0.66x, typical 1.50x · volume 0.45x, typical 1.37x Quiet

  • International Exports Thu, 4th Apr 2024 (Timezone: America/New York)

    Release Data: $269.3B (Previous: $261.8B) US Bureau of Census, Bureau of Economic Analysis

    ICP volatility 0.58x, typical 1.07x · volume 1.07x, typical 1.29x Quiet

  • International Imports Thu, 4th Apr 2024 (Timezone: America/New York)

    Release Data: $335.8B (Previous: $328.9B) US Bureau of Census, Bureau of Economic Analysis

    ICP volatility 0.58x, typical 1.07x · volume 1.07x, typical 1.29x Quiet

  • Initial Claims Thu, 4th Apr 2024 (Timezone: America/New York)

    Release Data: 223K (Previous: 214K) US Department of Labor

    ICP volatility 0.58x, typical 1.45x · volume 1.07x, typical 1.60x Quiet

  • Balance of Trade Thu, 4th Apr 2024 (Timezone: America/New York)

    Release Data: -$66.4B (Previous: -$67.1B) US Bureau of Census, Bureau of Economic Analysis

    ICP volatility 0.58x, typical 1.07x · volume 1.07x, typical 1.29x Quiet

  • Continued Claims Thu, 4th Apr 2024 (Timezone: America/New York)

    Release Data: 1804K (Previous: 1788K) US Department of Labor

    ICP volatility 0.58x, typical 1.45x · volume 1.07x, typical 1.60x Quiet

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