Volatility Analysis Data

  • Core PCE Fri, 28th Aug 2020 (Timezone: America/New York)

    Release Data: 0.4% (Previous: 0.2%) US Bureau of Economic Analysis

    LTC volatility 0.59x, typical 1.65x · volume 2.37x, typical 2.08x Quiet

  • PCE Fri, 28th Aug 2020 (Timezone: America/New York)

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

    LTC volatility 0.59x, typical 1.65x · volume 2.37x, typical 2.08x Quiet

  • Continued Claims Thu, 27th Aug 2020 (Timezone: America/New York)

    Release Data: 13217K (Previous: 13910K) US Department of Labor

    LTC volatility 1.07x, typical 1.41x · volume 1.06x, typical 1.59x Quiet

  • GDP Report Thu, 27th Aug 2020 (Timezone: America/New York)

    Release Data: -31.7% (Previous: -32.9%) US Bureau of Economic Analysis

    LTC volatility 1.07x, typical 1.52x · volume 1.06x, typical 1.73x Quiet

  • Initial Claims Thu, 27th Aug 2020 (Timezone: America/New York)

    Release Data: 876K (Previous: 927K) US Department of Labor

    LTC volatility 1.07x, typical 1.41x · volume 1.06x, typical 1.59x Quiet

  • Durable Orders Wed, 26th Aug 2020 (Timezone: America/New York)

    Release Data: 10.3% (Previous: 10.0%) US Bureau of Census

    LTC volatility 2.07x, typical 1.34x · volume 1.74x, typical 1.46x Strong

  • Durable Orders Ex Transportation Wed, 26th Aug 2020 (Timezone: America/New York)

    Release Data: 3.3% (Previous: 5.1%) US Bureau of Census

    LTC volatility 2.07x, typical 1.34x · volume 1.74x, typical 1.46x Strong

  • Continued Claims Thu, 20th Aug 2020 (Timezone: America/New York)

    Release Data: 13910K (Previous: 14184K) US Department of Labor

    LTC volatility 1.21x, typical 1.41x · volume 0.85x, typical 1.59x Quiet

  • Initial Claims Thu, 20th Aug 2020 (Timezone: America/New York)

    Release Data: 927K (Previous: 884K) US Department of Labor

    LTC volatility 1.21x, typical 1.41x · volume 0.85x, typical 1.59x Quiet

  • FOMC Minutes Wed, 19th Aug 2020 (Timezone: America/New York)

    Federal Open Market Committee

    LTC volatility 0.94x, typical 1.52x · volume 0.91x, typical 1.43x Quiet

  • Retail Sales Ex Autos Fri, 14th Aug 2020 (Timezone: America/New York)

    Release Data: 2.1% (Previous: 8.2%) US Bureau of Census

    LTC volatility 2.80x, typical 1.38x · volume 1.71x, typical 1.49x Exceptional

  • Retail Sales Fri, 14th Aug 2020 (Timezone: America/New York)

    Release Data: 1.6% (Previous: 8.3%) US Bureau of Census

    LTC volatility 2.80x, typical 1.38x · volume 1.71x, typical 1.49x Exceptional

  • Continued Claims Thu, 13th Aug 2020 (Timezone: America/New York)

    Release Data: 14184K (Previous: 15255K) US Department of Labor

    LTC volatility 2.03x, typical 1.41x · volume 1.81x, typical 1.59x Strong

  • Export Prices Thu, 13th Aug 2020 (Timezone: America/New York)

    Release Data: 1.0% (Previous: 1.8%) US Bureau of Labor Statistics

    LTC volatility 2.03x, typical 1.20x · volume 1.81x, typical 1.38x Strong

  • Import Prices Thu, 13th Aug 2020 (Timezone: America/New York)

    Release Data: 1.2% (Previous: 1.3%) US Bureau of Labor Statistics

    LTC volatility 2.03x, typical 1.20x · volume 1.81x, typical 1.38x Strong

  • Initial Claims Thu, 13th Aug 2020 (Timezone: America/New York)

    Release Data: 884K (Previous: 1044K) US Department of Labor

    LTC volatility 2.03x, typical 1.41x · volume 1.81x, typical 1.59x Strong

  • Core Inflation Wed, 12th Aug 2020 (Timezone: America/New York)

    Release Data: 1.6% (Previous: 1.2%) US Bureau of Labor Statistics

    LTC volatility 0.81x, typical 3.28x · volume 0.88x, typical 5.86x Quiet

  • Core CPI Wed, 12th Aug 2020 (Timezone: America/New York)

    Release Data: 0.6% (Previous: 0.2%) US Bureau of Labor Statistics

    LTC volatility 0.81x, typical 3.28x · volume 0.88x, typical 5.86x Quiet

  • CPI Wed, 12th Aug 2020 (Timezone: America/New York)

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

    LTC volatility 0.81x, typical 3.28x · volume 0.88x, typical 5.86x Quiet

  • Core PPI Tue, 11th Aug 2020 (Timezone: America/New York)

    Release Data: 0.5% (Previous: 0.2%) US Bureau of Labor Statistics

    LTC volatility 1.79x, typical 1.83x · volume 2.04x, typical 2.58x Ordinary

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