Volatility Analysis Data

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

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

    ICP volatility 4.25x, typical 2.30x · volume 13.59x, typical 3.82x Strong

  • Initial Claims Thu, 7th Oct 2021 (Timezone: America/New York)

    Release Data: 314K (Previous: 374K) US Department of Labor

    ICP volatility 2.34x, typical 1.45x · volume 1.59x, typical 1.60x Strong

  • Continued Claims Thu, 7th Oct 2021 (Timezone: America/New York)

    Release Data: 2624K (Previous: 2722K) US Department of Labor

    ICP volatility 2.34x, typical 1.45x · volume 1.59x, typical 1.60x Strong

  • PCE Fri, 1st Oct 2021 (Timezone: America/New York)

    Release Data: 0.4% (Previous: 0.5%) US Bureau of Economic Analysis

    ICP volatility 2.15x, typical 1.51x · volume 2.51x, typical 1.98x Strong

  • Core PCE Fri, 1st Oct 2021 (Timezone: America/New York)

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

    ICP volatility 2.15x, typical 1.51x · volume 2.51x, typical 1.98x Strong

  • Personal Income Fri, 1st Oct 2021 (Timezone: America/New York)

    Release Data: 0.3% (Previous: 1.1%) US Bureau of Economic Analysis

    ICP volatility 2.15x, typical 1.51x · volume 2.51x, typical 1.98x Strong

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

    Release Data: 1.3% (Previous: 1.1%) US Bureau of Census

    ICP volatility 2.66x, typical 1.11x · volume 2.95x, typical 1.55x Exceptional

  • Durable Orders Mon, 27th Sep 2021 (Timezone: America/New York)

    Release Data: 1.9% (Previous: 0.4%) US Bureau of Census

    ICP volatility 2.66x, typical 1.11x · volume 2.95x, typical 1.55x Exceptional

  • Initial Claims Thu, 9th Sep 2021 (Timezone: America/New York)

    Release Data: 337K (Previous: 353K) US Department of Labor

    ICP volatility 2.17x, typical 1.45x · volume 3.26x, typical 1.60x Strong

  • Continued Claims Thu, 9th Sep 2021 (Timezone: America/New York)

    Release Data: 2611K (Previous: 2789K) US Department of Labor

    ICP volatility 2.17x, typical 1.45x · volume 3.26x, typical 1.60x Strong

  • Export Prices Thu, 15th Jul 2021 (Timezone: America/New York)

    Release Data: 1.2% (Previous: 2.3%) US Bureau of Labor Statistics

    ICP volatility 1.51x, typical 1.01x · volume 1.65x, typical 1.33x Strong

  • Import Prices Thu, 15th Jul 2021 (Timezone: America/New York)

    Release Data: 1.1% (Previous: 1.3%) US Bureau of Labor Statistics

    ICP volatility 1.51x, typical 1.01x · volume 1.65x, typical 1.33x Strong

  • International Exports Fri, 2nd Jul 2021 (Timezone: America/New York)

    Release Data: $211.6B (Previous: $209.1B) US Bureau of Census, Bureau of Economic Analysis

    ICP volatility 1.60x, typical 1.07x · volume 1.35x, typical 1.29x Strong

  • International Imports Fri, 2nd Jul 2021 (Timezone: America/New York)

    Release Data: $277.4B (Previous: $274.2B) US Bureau of Census, Bureau of Economic Analysis

    ICP volatility 1.60x, typical 1.07x · volume 1.35x, typical 1.29x Strong

  • Balance of Trade Fri, 2nd Jul 2021 (Timezone: America/New York)

    Release Data: -$65.8B (Previous: -$65.1B) US Bureau of Census, Bureau of Economic Analysis

    ICP volatility 1.60x, typical 1.07x · volume 1.35x, typical 1.29x Strong

  • Export Prices Wed, 16th Jun 2021 (Timezone: America/New York)

    Release Data: 2.3% (Previous: 1.2%) US Bureau of Labor Statistics

    ICP volatility 1.92x, typical 1.01x · volume 2.30x, typical 1.33x Strong

  • Import Prices Wed, 16th Jun 2021 (Timezone: America/New York)

    Release Data: 1.3% (Previous: 0.9%) US Bureau of Labor Statistics

    ICP volatility 1.92x, typical 1.01x · volume 2.30x, typical 1.33x Strong

  • JOLTs Job Openings Tue, 8th Jun 2021 (Timezone: America/New York)

    Release Data: 9.356M (Previous: 8.47M) US Bureau of Labor Statistics

    ICP volatility 3.34x, typical 1.69x · volume 5.46x, typical 2.15x Strong

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

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

    ICP volatility 1.95x, typical 1.45x · volume 4.07x, typical 1.60x Strong

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

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

    ICP volatility 1.95x, typical 1.45x · volume 4.07x, typical 1.60x Strong

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