Volatility Analysis Data

  • Retail Sales Ex Autos Fri, 15th Oct 2021 (Timezone: America/New York)

    Release Data: 0.6% (Previous: 1.4%) US Bureau of Census

    ICP volatility 0.62x, typical 1.42x · volume 0.44x, typical 1.40x Quiet

  • Retail Sales Fri, 15th Oct 2021 (Timezone: America/New York)

    Release Data: 0.7% (Previous: 0.6%) US Bureau of Census

    ICP volatility 0.62x, typical 1.42x · volume 0.44x, typical 1.40x Quiet

  • Import Prices Fri, 15th Oct 2021 (Timezone: America/New York)

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

    ICP volatility 0.62x, typical 1.01x · volume 0.44x, typical 1.33x Quiet

  • Initial Claims Thu, 14th Oct 2021 (Timezone: America/New York)

    Release Data: 290K (Previous: 314K) US Department of Labor

    ICP volatility 1.26x, typical 1.45x · volume 2.34x, typical 1.60x Quiet

  • Core PPI Thu, 14th Oct 2021 (Timezone: America/New York)

    Release Data: 0.2% (Previous: 0.8%) US Bureau of Labor Statistics

    ICP volatility 1.26x, typical 1.72x · volume 2.34x, typical 2.64x Quiet

  • Continued Claims Thu, 14th Oct 2021 (Timezone: America/New York)

    Release Data: 2536K (Previous: 2624K) US Department of Labor

    ICP volatility 1.26x, typical 1.45x · volume 2.34x, typical 1.60x Quiet

  • PPI Thu, 14th Oct 2021 (Timezone: America/New York)

    Release Data: 0.5% (Previous: 0.9%) US Bureau of Labor Statistics

    ICP volatility 1.26x, typical 1.72x · volume 2.34x, typical 2.64x Quiet

  • FOMC Minutes Wed, 13th Oct 2021 (Timezone: America/New York)

    Federal Open Market Committee

    ICP volatility 0.69x, typical 1.50x · volume 0.72x, typical 1.37x Quiet

  • Core Inflation Wed, 13th Oct 2021 (Timezone: America/New York)

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

    ICP volatility 0.78x, typical 3.16x · volume 0.66x, typical 6.34x Quiet

  • Core CPI Wed, 13th Oct 2021 (Timezone: America/New York)

    Release Data: 0.3% (Previous: 0.1%) US Bureau of Labor Statistics

    ICP volatility 0.78x, typical 3.16x · volume 0.66x, typical 6.34x Quiet

  • CPI Wed, 13th Oct 2021 (Timezone: America/New York)

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

    ICP volatility 0.78x, typical 3.16x · volume 0.66x, typical 6.34x Quiet

  • International Exports Tue, 5th Oct 2021 (Timezone: America/New York)

    Release Data: $217.7B (Previous: $216.3B) US Bureau of Census, Bureau of Economic Analysis

    ICP volatility 0.96x, typical 1.07x · volume 1.00x, typical 1.29x Quiet

  • International Imports Tue, 5th Oct 2021 (Timezone: America/New York)

    Release Data: $290.3B (Previous: $285.5B) US Bureau of Census, Bureau of Economic Analysis

    ICP volatility 0.96x, typical 1.07x · volume 1.00x, typical 1.29x Quiet

  • Balance of Trade Tue, 5th Oct 2021 (Timezone: America/New York)

    Release Data: -$72.6B (Previous: -$69.2B) US Bureau of Census, Bureau of Economic Analysis

    ICP volatility 0.96x, typical 1.07x · volume 1.00x, typical 1.29x Quiet

  • Initial Claims Thu, 16th Sep 2021 (Timezone: America/New York)

    Release Data: 344K (Previous: 337K) US Department of Labor

    ICP volatility 1.17x, typical 1.45x · volume 1.32x, typical 1.60x Quiet

  • Continued Claims Thu, 16th Sep 2021 (Timezone: America/New York)

    Release Data: 2756K (Previous: 2611K) US Department of Labor

    ICP volatility 1.17x, typical 1.45x · volume 1.32x, typical 1.60x Quiet

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

    Release Data: 1.4% (Previous: -1.1%) US Bureau of Census

    ICP volatility 1.17x, typical 1.42x · volume 1.32x, typical 1.40x Quiet

  • Retail Sales Thu, 16th Sep 2021 (Timezone: America/New York)

    Release Data: 0.6% (Previous: -1.7%) US Bureau of Census

    ICP volatility 1.17x, typical 1.42x · volume 1.32x, typical 1.40x Quiet

  • Export Prices Wed, 15th Sep 2021 (Timezone: America/New York)

    Release Data: 0.2% (Previous: 1.1%) US Bureau of Labor Statistics

    ICP volatility 1.14x, typical 1.01x · volume 1.60x, typical 1.33x Quiet

  • Import Prices Wed, 15th Sep 2021 (Timezone: America/New York)

    Release Data: -0.2% (Previous: 0.3%) US Bureau of Labor Statistics

    ICP volatility 1.14x, typical 1.01x · volume 1.60x, typical 1.33x Quiet

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