Volatility Analysis Data

  • Core CPI Fri, 10th Dec 2021 (Timezone: America/New York)

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

    FIL volatility 2.20x, typical 3.01x · volume 3.32x, typical 7.02x Ordinary

  • CPI Fri, 10th Dec 2021 (Timezone: America/New York)

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

    FIL volatility 2.20x, typical 3.01x · volume 3.32x, typical 7.02x Ordinary

  • Initial Claims Thu, 9th Dec 2021 (Timezone: America/New York)

    Release Data: 207K (Previous: 222K) US Department of Labor

    FIL volatility 1.33x, typical 1.27x · volume 1.01x, typical 1.44x Quiet

  • Continued Claims Thu, 9th Dec 2021 (Timezone: America/New York)

    Release Data: 1767K (Previous: 1876K) US Department of Labor

    FIL volatility 1.33x, typical 1.27x · volume 1.01x, typical 1.44x Quiet

  • JOLTs Job Openings Wed, 8th Dec 2021 (Timezone: America/New York)

    Release Data: 11.341M (Previous: 10.879M) US Bureau of Labor Statistics

    FIL volatility 0.78x, typical 1.51x · volume 1.61x, typical 2.38x Quiet

  • International Exports Tue, 7th Dec 2021 (Timezone: America/New York)

    Release Data: $228.8B (Previous: $214.2B) US Bureau of Census, Bureau of Economic Analysis

    FIL volatility 1.18x, typical 1.01x · volume 1.40x, typical 1.12x Quiet

  • International Imports Tue, 7th Dec 2021 (Timezone: America/New York)

    Release Data: $294.8B (Previous: $288.8B) US Bureau of Census, Bureau of Economic Analysis

    FIL volatility 1.18x, typical 1.01x · volume 1.40x, typical 1.12x Quiet

  • Balance of Trade Tue, 7th Dec 2021 (Timezone: America/New York)

    Release Data: -$66B (Previous: -$74.7B) US Bureau of Census, Bureau of Economic Analysis

    FIL volatility 1.18x, typical 1.01x · volume 1.40x, typical 1.12x Quiet

  • Unemployment Rate Fri, 3rd Dec 2021 (Timezone: America/New York)

    Release Data: 4.2% (Previous: 4.5%) US Bureau of Labor Statistics

    FIL volatility 1.69x, typical 2.47x · volume 2.78x, typical 4.25x Muted

  • Non-Farm Private Payrolls Fri, 3rd Dec 2021 (Timezone: America/New York)

    Release Data: 636K (Previous: 894K) US Bureau of Labor Statistics

    FIL volatility 1.69x, typical 2.49x · volume 2.78x, typical 4.35x Muted

  • Non-Farm Payrolls Fri, 3rd Dec 2021 (Timezone: America/New York)

    Release Data: 637K (Previous: 857K) US Bureau of Labor Statistics

    FIL volatility 1.69x, typical 2.49x · volume 2.78x, typical 4.35x Muted

  • Initial Claims Thu, 2nd Dec 2021 (Timezone: America/New York)

    Release Data: 222K (Previous: 223K) US Department of Labor

    FIL volatility 1.10x, typical 1.27x · volume 1.19x, typical 1.44x Quiet

  • Continued Claims Thu, 2nd Dec 2021 (Timezone: America/New York)

    Release Data: 1876K (Previous: 1807K) US Department of Labor

    FIL volatility 1.10x, typical 1.27x · volume 1.19x, typical 1.44x Quiet

  • FOMC Minutes Wed, 24th Nov 2021 (Timezone: America/New York)

    Federal Open Market Committee

    FIL volatility 1.31x, typical 1.33x · volume 0.69x, typical 1.35x Quiet

  • Durable Orders Ex Transportation Wed, 24th Nov 2021 (Timezone: America/New York)

    Release Data: 0.4% (Previous: 0.7%) US Bureau of Census

    FIL volatility 1.38x, typical 1.36x · volume 0.90x, typical 1.56x Quiet

  • Initial Claims Wed, 24th Nov 2021 (Timezone: America/New York)

    Release Data: 223K (Previous: 250K) US Department of Labor

    FIL volatility 1.38x, typical 1.27x · volume 0.90x, typical 1.44x Quiet

  • Durable Orders Wed, 24th Nov 2021 (Timezone: America/New York)

    Release Data: 1.7% (Previous: -1.9%) US Bureau of Census

    FIL volatility 1.38x, typical 1.36x · volume 0.90x, typical 1.56x Quiet

  • Personal Income Wed, 24th Nov 2021 (Timezone: America/New York)

    Release Data: 0.8% (Previous: -0.6%) US Bureau of Economic Analysis

    FIL volatility 1.38x, typical 1.51x · volume 0.90x, typical 2.37x Quiet

  • Continued Claims Wed, 24th Nov 2021 (Timezone: America/New York)

    Release Data: 1807K (Previous: 1970K) US Department of Labor

    FIL volatility 1.38x, typical 1.27x · volume 0.90x, typical 1.44x Quiet

  • GDP Report Wed, 24th Nov 2021 (Timezone: America/New York)

    Release Data: 2.1% (Previous: 2.0%) US Bureau of Economic Analysis

    FIL volatility 1.38x, typical 1.48x · volume 0.90x, typical 1.54x Quiet

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