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

    ETH volatility 0.72x, typical 1.80x · volume 1.21x, typical 2.15x Quiet

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

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

    ETH volatility 0.72x, typical 1.80x · volume 1.21x, typical 2.15x Quiet

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

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

    ETH volatility 0.95x, typical 1.47x · volume 1.16x, typical 1.69x Quiet

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

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

    ETH volatility 0.95x, typical 1.75x · volume 1.16x, typical 1.78x Quiet

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

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

    ETH volatility 0.95x, typical 1.47x · volume 1.16x, typical 1.69x Quiet

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

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

    ETH volatility 1.48x, typical 1.34x · volume 2.38x, typical 1.57x Quiet

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

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

    ETH volatility 1.48x, typical 1.34x · volume 2.38x, typical 1.57x Quiet

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

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

    ETH volatility 0.57x, typical 1.47x · volume 0.91x, typical 1.69x Quiet

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

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

    ETH volatility 0.57x, typical 1.47x · volume 0.91x, typical 1.69x Quiet

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

    Federal Open Market Committee

    ETH volatility 1.18x, typical 1.73x · volume 0.77x, typical 1.48x Quiet

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

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

    ETH volatility 1.14x, typical 1.43x · volume 0.67x, typical 1.51x Quiet

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

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

    ETH volatility 1.14x, typical 1.43x · volume 0.67x, typical 1.51x Quiet

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

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

    ETH volatility 3.56x, typical 1.47x · volume 3.47x, typical 1.69x Exceptional

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

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

    ETH volatility 3.56x, typical 1.27x · volume 3.47x, typical 1.41x Exceptional

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

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

    ETH volatility 3.56x, typical 1.27x · volume 3.47x, typical 1.41x Exceptional

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

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

    ETH volatility 3.56x, typical 1.47x · volume 3.47x, typical 1.69x Exceptional

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

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

    ETH volatility 1.01x, typical 4.29x · volume 0.92x, typical 7.79x Quiet

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

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

    ETH volatility 1.01x, typical 4.29x · volume 0.92x, typical 7.79x Quiet

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

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

    ETH volatility 1.01x, typical 4.29x · volume 0.92x, typical 7.79x Quiet

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

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

    ETH volatility 1.09x, typical 2.15x · volume 1.11x, typical 2.56x Quiet

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