Volatility Analysis Data

  • Fed Interest Rate Wed, 17th Mar 2021 (Timezone: America/New York)

    Release Data: 0.00-0.25% (Previous: 0.00-0.25%) US Federal Open Market Committee

    DOT volatility 1.78x, typical 3.11x · volume 1.47x, typical 6.16x Muted

  • Export Prices Tue, 16th Mar 2021 (Timezone: America/New York)

    Release Data: 1.6% (Previous: 2.7%) US Bureau of Labor Statistics

    DOT volatility 1.41x, typical 1.02x · volume 0.95x, typical 1.16x Quiet

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

    Release Data: -2.3% (Previous: 4.1%) US Bureau of Census

    DOT volatility 1.41x, typical 1.31x · volume 0.95x, typical 1.55x Quiet

  • Retail Sales Tue, 16th Mar 2021 (Timezone: America/New York)

    Release Data: -2.6% (Previous: 3.8%) US Bureau of Census

    DOT volatility 1.41x, typical 1.31x · volume 0.95x, typical 1.55x Quiet

  • Import Prices Tue, 16th Mar 2021 (Timezone: America/New York)

    Release Data: 1.2% (Previous: 1.5%) US Bureau of Labor Statistics

    DOT volatility 1.41x, typical 1.02x · volume 0.95x, typical 1.16x Quiet

  • Core PPI Fri, 12th Mar 2021 (Timezone: America/New York)

    Release Data: 0.3% (Previous: 0.8%) US Bureau of Labor Statistics

    DOT volatility 1.55x, typical 1.95x · volume 4.55x, typical 2.61x Ordinary

  • PPI Fri, 12th Mar 2021 (Timezone: America/New York)

    Release Data: 0.7% (Previous: 1.0%) US Bureau of Labor Statistics

    DOT volatility 1.55x, typical 1.95x · volume 4.55x, typical 2.61x Ordinary

  • JOLTs Job Openings Thu, 11th Mar 2021 (Timezone: America/New York)

    Release Data: 7.204M (Previous: 6.773M) US Bureau of Labor Statistics

    DOT volatility 1.54x, typical 1.65x · volume 2.08x, typical 2.20x Ordinary

  • Continued Claims Thu, 11th Mar 2021 (Timezone: America/New York)

    Release Data: 4185K (Previous: 4227K) US Department of Labor

    DOT volatility 0.99x, typical 1.32x · volume 2.12x, typical 1.55x Quiet

  • Initial Claims Thu, 11th Mar 2021 (Timezone: America/New York)

    Release Data: 693K (Previous: 704K) US Department of Labor

    DOT volatility 0.99x, typical 1.32x · volume 2.12x, typical 1.55x Quiet

  • Core Inflation Wed, 10th Mar 2021 (Timezone: America/New York)

    Release Data: 1.3% (Previous: 1.4%) US Bureau of Labor Statistics

    DOT volatility 1.10x, typical 3.33x · volume 1.93x, typical 7.51x Quiet

  • Core CPI Wed, 10th Mar 2021 (Timezone: America/New York)

    Release Data: 0.2% (Previous: 0.0%) US Bureau of Labor Statistics

    DOT volatility 1.10x, typical 3.33x · volume 1.93x, typical 7.51x Quiet

  • CPI Wed, 10th Mar 2021 (Timezone: America/New York)

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

    DOT volatility 1.10x, typical 3.33x · volume 1.93x, typical 7.51x Quiet

  • Unemployment Rate Fri, 5th Mar 2021 (Timezone: America/New York)

    Release Data: 6.2% (Previous: 6.4%) US Bureau of Labor Statistics

    DOT volatility 1.51x, typical 2.34x · volume 1.73x, typical 4.67x Muted

  • International Exports Fri, 5th Mar 2021 (Timezone: America/New York)

    Release Data: $199.1B (Previous: $196.5B) US Bureau of Census, Bureau of Economic Analysis

    DOT volatility 1.51x, typical 1.03x · volume 1.73x, typical 1.21x Strong

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

    Release Data: 524K (Previous: 264K) US Bureau of Labor Statistics

    DOT volatility 1.51x, typical 2.35x · volume 1.73x, typical 4.82x Muted

  • International Imports Fri, 5th Mar 2021 (Timezone: America/New York)

    Release Data: $261.9B (Previous: $258.4B) US Bureau of Census, Bureau of Economic Analysis

    DOT volatility 1.51x, typical 1.03x · volume 1.73x, typical 1.21x Strong

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

    Release Data: 509K (Previous: 365K) US Bureau of Labor Statistics

    DOT volatility 1.51x, typical 2.35x · volume 1.73x, typical 4.82x Muted

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

    Release Data: -$62.8B (Previous: -$61.9B) US Bureau of Census, Bureau of Economic Analysis

    DOT volatility 1.51x, typical 1.03x · volume 1.73x, typical 1.21x Strong

  • Continued Claims Thu, 4th Mar 2021 (Timezone: America/New York)

    Release Data: 4227K (Previous: 4406K) US Department of Labor

    DOT volatility 0.86x, typical 1.32x · volume 0.87x, typical 1.55x Quiet

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