Volatility Analysis Data

  • Unemployment Rate Fri, 4th Jun 2021 (Timezone: America/New York)

    Release Data: 5.8% (Previous: 6.1%) US Bureau of Labor Statistics

    FIL volatility 2.46x, typical 2.47x · volume 2.20x, typical 4.25x Ordinary

  • Non-Farm Private Payrolls Fri, 4th Jun 2021 (Timezone: America/New York)

    Release Data: 420K (Previous: 312K) US Bureau of Labor Statistics

    FIL volatility 2.46x, typical 2.49x · volume 2.20x, typical 4.35x Ordinary

  • Non-Farm Payrolls Fri, 4th Jun 2021 (Timezone: America/New York)

    Release Data: 421K (Previous: 365K) US Bureau of Labor Statistics

    FIL volatility 2.46x, typical 2.49x · volume 2.20x, typical 4.35x Ordinary

  • Initial Claims Thu, 3rd Jun 2021 (Timezone: America/New York)

    Release Data: 427K (Previous: 441K) US Department of Labor

    FIL volatility 0.93x, typical 1.27x · volume 1.47x, typical 1.44x Quiet

  • Continued Claims Thu, 3rd Jun 2021 (Timezone: America/New York)

    Release Data: 3422K (Previous: 3575K) US Department of Labor

    FIL volatility 0.93x, typical 1.27x · volume 1.47x, typical 1.44x Quiet

  • Personal Income Fri, 28th May 2021 (Timezone: America/New York)

    Release Data: -12.9% (Previous: 20.8%) US Bureau of Economic Analysis

    FIL volatility 0.87x, typical 1.51x · volume 1.24x, typical 2.37x Quiet

  • Core PCE Fri, 28th May 2021 (Timezone: America/New York)

    Release Data: 0.6% (Previous: 0.4%) US Bureau of Economic Analysis

    FIL volatility 0.87x, typical 1.51x · volume 1.24x, typical 2.37x Quiet

  • PCE Fri, 28th May 2021 (Timezone: America/New York)

    Release Data: 0.6% (Previous: 0.5%) US Bureau of Economic Analysis

    FIL volatility 0.87x, typical 1.51x · volume 1.24x, typical 2.37x Quiet

  • Initial Claims Thu, 27th May 2021 (Timezone: America/New York)

    Release Data: 441K (Previous: 467K) US Department of Labor

    FIL volatility 1.58x, typical 1.27x · volume 1.30x, typical 1.44x Ordinary

  • Durable Orders Thu, 27th May 2021 (Timezone: America/New York)

    Release Data: -0.5% (Previous: 0.9%) US Bureau of Census

    FIL volatility 1.58x, typical 1.36x · volume 1.30x, typical 1.56x Ordinary

  • Continued Claims Thu, 27th May 2021 (Timezone: America/New York)

    Release Data: 3575K (Previous: 3618K) US Department of Labor

    FIL volatility 1.58x, typical 1.27x · volume 1.30x, typical 1.44x Ordinary

  • GDP Report Thu, 27th May 2021 (Timezone: America/New York)

    Release Data: 6.4% (Previous: 6.4%) US Bureau of Economic Analysis

    FIL volatility 1.58x, typical 1.48x · volume 1.30x, typical 1.54x Ordinary

  • Durable Orders Ex Transportation Thu, 27th May 2021 (Timezone: America/New York)

    Release Data: 2.2% (Previous: 1.1%) US Bureau of Census

    FIL volatility 1.58x, typical 1.36x · volume 1.30x, typical 1.56x Ordinary

  • Initial Claims Thu, 20th May 2021 (Timezone: America/New York)

    Release Data: 467K (Previous: 494K) US Department of Labor

    FIL volatility 0.53x, typical 1.27x · volume 0.77x, typical 1.44x Quiet

  • Continued Claims Thu, 20th May 2021 (Timezone: America/New York)

    Release Data: 3618K (Previous: 3737K) US Department of Labor

    FIL volatility 0.53x, typical 1.27x · volume 0.77x, typical 1.44x Quiet

  • FOMC Minutes Wed, 19th May 2021 (Timezone: America/New York)

    Federal Open Market Committee

    FIL volatility 1.73x, typical 1.33x · volume 1.07x, typical 1.35x Strong

  • Export Prices Fri, 14th May 2021 (Timezone: America/New York)

    Release Data: 1.2% (Previous: 2.5%) US Bureau of Labor Statistics

    FIL volatility 0.69x, typical 1.04x · volume 0.59x, typical 1.22x Quiet

  • Retail Sales Ex Autos Fri, 14th May 2021 (Timezone: America/New York)

    Release Data: 0.5% (Previous: 9.1%) US Bureau of Census

    FIL volatility 0.69x, typical 1.51x · volume 0.59x, typical 1.71x Quiet

  • Retail Sales Fri, 14th May 2021 (Timezone: America/New York)

    Release Data: 0.9% (Previous: 10.8%) US Bureau of Census

    FIL volatility 0.69x, typical 1.51x · volume 0.59x, typical 1.71x Quiet

  • Import Prices Fri, 14th May 2021 (Timezone: America/New York)

    Release Data: 0.9% (Previous: 1.5%) US Bureau of Labor Statistics

    FIL volatility 0.69x, typical 1.04x · volume 0.59x, typical 1.22x Quiet

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