Volatility Analysis Data

  • Fed Interest Rate Wed, 27th Jul 2022 (Timezone: America/New York)

    Release Data: 2.25-2.50% (Previous: 1.50-1.75%) US Federal Open Market Committee

    LTC volatility 11.31x, typical 3.38x · volume 10.77x, typical 4.77x Exceptional

  • Durable Orders Ex Transportation Wed, 27th Jul 2022 (Timezone: America/New York)

    Release Data: -0.1% (Previous: 0.4%) US Bureau of Census

    LTC volatility 2.05x, typical 1.34x · volume 1.01x, typical 1.46x Strong

  • Durable Orders Wed, 27th Jul 2022 (Timezone: America/New York)

    Release Data: 2.2% (Previous: -0.1%) US Bureau of Census

    LTC volatility 2.05x, typical 1.34x · volume 1.01x, typical 1.46x Strong

  • Initial Claims Thu, 21st Jul 2022 (Timezone: America/New York)

    Release Data: 216K (Previous: 212K) US Department of Labor

    LTC volatility 1.84x, typical 1.41x · volume 1.55x, typical 1.59x Strong

  • Continued Claims Thu, 21st Jul 2022 (Timezone: America/New York)

    Release Data: 1392K (Previous: 1371K) US Department of Labor

    LTC volatility 1.84x, typical 1.41x · volume 1.55x, typical 1.59x Strong

  • Export Prices Fri, 15th Jul 2022 (Timezone: America/New York)

    Release Data: 1.1% (Previous: 2.7%) US Bureau of Labor Statistics

    LTC volatility 2.08x, typical 1.20x · volume 2.43x, typical 1.38x Strong

  • Retail Sales Ex Autos Fri, 15th Jul 2022 (Timezone: America/New York)

    Release Data: 0.9% (Previous: 0.8%) US Bureau of Census

    LTC volatility 2.08x, typical 1.38x · volume 2.43x, typical 1.49x Strong

  • Retail Sales Fri, 15th Jul 2022 (Timezone: America/New York)

    Release Data: 0.9% (Previous: -0.1%) US Bureau of Census

    LTC volatility 2.08x, typical 1.38x · volume 2.43x, typical 1.49x Strong

  • Import Prices Fri, 15th Jul 2022 (Timezone: America/New York)

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

    LTC volatility 2.08x, typical 1.20x · volume 2.43x, typical 1.38x Strong

  • Core PPI Thu, 14th Jul 2022 (Timezone: America/New York)

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

    LTC volatility 2.74x, typical 1.83x · volume 3.64x, typical 2.58x Strong

  • Initial Claims Thu, 14th Jul 2022 (Timezone: America/New York)

    Release Data: 212K (Previous: 215K) US Department of Labor

    LTC volatility 2.74x, typical 1.41x · volume 3.64x, typical 1.59x Strong

  • PPI Thu, 14th Jul 2022 (Timezone: America/New York)

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

    LTC volatility 2.74x, typical 1.83x · volume 3.64x, typical 2.58x Strong

  • Continued Claims Thu, 14th Jul 2022 (Timezone: America/New York)

    Release Data: 1371K (Previous: 1363K) US Department of Labor

    LTC volatility 2.74x, typical 1.41x · volume 3.64x, typical 1.59x Strong

  • Core Inflation Wed, 13th Jul 2022 (Timezone: America/New York)

    Release Data: 5.9% (Previous: 6.0%) US Bureau of Labor Statistics

    LTC volatility 13.39x, typical 3.28x · volume 22.80x, typical 5.86x Exceptional

  • Core CPI Wed, 13th Jul 2022 (Timezone: America/New York)

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

    LTC volatility 13.39x, typical 3.28x · volume 22.80x, typical 5.86x Exceptional

  • CPI Wed, 13th Jul 2022 (Timezone: America/New York)

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

    LTC volatility 13.39x, typical 3.28x · volume 22.80x, typical 5.86x Exceptional

  • FOMC Minutes Wed, 6th Jul 2022 (Timezone: America/New York)

    Federal Open Market Committee

    LTC volatility 2.37x, typical 1.52x · volume 1.88x, typical 1.43x Strong

  • Fed Interest Rate Wed, 15th Jun 2022 (Timezone: America/New York)

    Release Data: 1.50-1.75% (Previous: 0.75-1.00%) US Federal Open Market Committee

    LTC volatility 4.80x, typical 3.38x · volume 3.73x, typical 4.77x Strong

  • Core Inflation Fri, 10th Jun 2022 (Timezone: America/New York)

    Release Data: 6.0% (Previous: 6.2%) US Bureau of Labor Statistics

    LTC volatility 10.41x, typical 3.28x · volume 19.93x, typical 5.86x Exceptional

  • Core CPI Fri, 10th Jun 2022 (Timezone: America/New York)

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

    LTC volatility 10.41x, typical 3.28x · volume 19.93x, typical 5.86x Exceptional

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