Volatility Analysis Data

  • Fed Interest Rate Wed, 16th Mar 2022 (Timezone: America/New York)

    Release Data: 0.25-0.50% (Previous: 0.00-0.25%) US Federal Open Market Committee

    FIL volatility 4.59x, typical 4.04x · volume 9.07x, typical 7.46x Ordinary

  • Export Prices Wed, 16th Mar 2022 (Timezone: America/New York)

    Release Data: 3.2% (Previous: 2.8%) US Bureau of Labor Statistics

    FIL volatility 0.75x, typical 1.04x · volume 0.82x, typical 1.22x Quiet

  • Retail Sales Ex Autos Wed, 16th Mar 2022 (Timezone: America/New York)

    Release Data: 1.3% (Previous: 0.6%) US Bureau of Census

    FIL volatility 0.75x, typical 1.51x · volume 0.82x, typical 1.71x Quiet

  • Retail Sales Wed, 16th Mar 2022 (Timezone: America/New York)

    Release Data: 1.0% (Previous: 1.9%) US Bureau of Census

    FIL volatility 0.75x, typical 1.51x · volume 0.82x, typical 1.71x Quiet

  • Import Prices Wed, 16th Mar 2022 (Timezone: America/New York)

    Release Data: 1.8% (Previous: 2.0%) US Bureau of Labor Statistics

    FIL volatility 0.75x, typical 1.04x · volume 0.82x, typical 1.22x Quiet

  • Core PPI Tue, 15th Mar 2022 (Timezone: America/New York)

    Release Data: 0.6% (Previous: 0.8%) US Bureau of Labor Statistics

    FIL volatility 0.99x, typical 1.72x · volume 1.23x, typical 2.26x Quiet

  • PPI Tue, 15th Mar 2022 (Timezone: America/New York)

    Release Data: 0.9% (Previous: 1.0%) US Bureau of Labor Statistics

    FIL volatility 0.99x, typical 1.72x · volume 1.23x, typical 2.26x Quiet

  • Initial Claims Thu, 10th Mar 2022 (Timezone: America/New York)

    Release Data: 222K (Previous: 209K) US Department of Labor

    FIL volatility 7.12x, typical 1.27x · volume 10.51x, typical 1.44x Exceptional

  • Continued Claims Thu, 10th Mar 2022 (Timezone: America/New York)

    Release Data: 1581K (Previous: 1610K) US Department of Labor

    FIL volatility 7.12x, typical 1.27x · volume 10.51x, typical 1.44x Exceptional

  • Core Inflation Thu, 10th Mar 2022 (Timezone: America/New York)

    Release Data: 6.4% (Previous: 6.0%) US Bureau of Labor Statistics

    FIL volatility 7.12x, typical 3.01x · volume 10.51x, typical 7.02x Exceptional

  • Core CPI Thu, 10th Mar 2022 (Timezone: America/New York)

    Release Data: 0.5% (Previous: 0.6%) US Bureau of Labor Statistics

    FIL volatility 7.12x, typical 3.01x · volume 10.51x, typical 7.02x Exceptional

  • CPI Thu, 10th Mar 2022 (Timezone: America/New York)

    Release Data: 0.7% (Previous: 0.6%) US Bureau of Labor Statistics

    FIL volatility 7.12x, typical 3.01x · volume 10.51x, typical 7.02x Exceptional

  • JOLTs Job Openings Wed, 9th Mar 2022 (Timezone: America/New York)

    Release Data: 11.238M (Previous: 11.417M) US Bureau of Labor Statistics

    FIL volatility 0.60x, typical 1.51x · volume 0.66x, typical 2.38x Quiet

  • International Exports Tue, 8th Mar 2022 (Timezone: America/New York)

    Release Data: $232.6B (Previous: $236.8B) US Bureau of Census, Bureau of Economic Analysis

    FIL volatility 1.09x, typical 1.01x · volume 0.92x, typical 1.12x Quiet

  • International Imports Tue, 8th Mar 2022 (Timezone: America/New York)

    Release Data: $316.2B (Previous: $316B) US Bureau of Census, Bureau of Economic Analysis

    FIL volatility 1.09x, typical 1.01x · volume 0.92x, typical 1.12x Quiet

  • Balance of Trade Tue, 8th Mar 2022 (Timezone: America/New York)

    Release Data: -$83.6B (Previous: -$79.2B) US Bureau of Census, Bureau of Economic Analysis

    FIL volatility 1.09x, typical 1.01x · volume 0.92x, typical 1.12x Quiet

  • Unemployment Rate Fri, 4th Mar 2022 (Timezone: America/New York)

    Release Data: 3.8% (Previous: 4.0%) US Bureau of Labor Statistics

    FIL volatility 1.96x, typical 2.47x · volume 2.03x, typical 4.25x Ordinary

  • Non-Farm Private Payrolls Fri, 4th Mar 2022 (Timezone: America/New York)

    Release Data: 884K (Previous: 243K) US Bureau of Labor Statistics

    FIL volatility 1.96x, typical 2.49x · volume 2.03x, typical 4.35x Ordinary

  • Non-Farm Payrolls Fri, 4th Mar 2022 (Timezone: America/New York)

    Release Data: 869K (Previous: 225K) US Bureau of Labor Statistics

    FIL volatility 1.96x, typical 2.49x · volume 2.03x, typical 4.35x Ordinary

  • Initial Claims Thu, 3rd Mar 2022 (Timezone: America/New York)

    Release Data: 209K (Previous: 225K) US Department of Labor

    FIL volatility 0.91x, typical 1.27x · volume 1.44x, typical 1.44x Quiet

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