Volatility Analysis Data

  • Retail Sales Ex Autos Wed, 15th Dec 2021 (Timezone: America/New York)

    Release Data: 0.9% (Previous: 1.4%) US Bureau of Census

    ICP volatility 0.81x, typical 1.42x · volume 0.96x, typical 1.40x Quiet

  • Retail Sales Wed, 15th Dec 2021 (Timezone: America/New York)

    Release Data: 1.0% (Previous: 1.5%) US Bureau of Census

    ICP volatility 0.81x, typical 1.42x · volume 0.96x, typical 1.40x Quiet

  • Import Prices Wed, 15th Dec 2021 (Timezone: America/New York)

    Release Data: 0.7% (Previous: 1.5%) US Bureau of Labor Statistics

    ICP volatility 0.81x, typical 1.01x · volume 0.96x, typical 1.33x Quiet

  • Core PPI Tue, 14th Dec 2021 (Timezone: America/New York)

    Release Data: 1.0% (Previous: 0.4%) US Bureau of Labor Statistics

    ICP volatility 1.77x, typical 1.72x · volume 2.76x, typical 2.64x Ordinary

  • PPI Tue, 14th Dec 2021 (Timezone: America/New York)

    Release Data: 1.1% (Previous: 0.6%) US Bureau of Labor Statistics

    ICP volatility 1.77x, typical 1.72x · volume 2.76x, typical 2.64x Ordinary

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

    Release Data: 4.9% (Previous: 4.6%) US Bureau of Labor Statistics

    ICP volatility 2.69x, typical 3.16x · volume 3.23x, typical 6.34x Ordinary

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

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

    ICP volatility 2.69x, typical 3.16x · volume 3.23x, typical 6.34x Ordinary

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

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

    ICP volatility 2.69x, typical 3.16x · volume 3.23x, typical 6.34x Ordinary

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

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

    ICP volatility 1.22x, typical 1.45x · volume 0.74x, typical 1.60x Quiet

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

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

    ICP volatility 1.22x, typical 1.45x · volume 0.74x, typical 1.60x Quiet

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

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

    ICP volatility 1.02x, typical 1.69x · volume 1.69x, typical 2.15x 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

    ICP volatility 0.72x, typical 1.07x · volume 0.97x, typical 1.29x 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

    ICP volatility 0.72x, typical 1.07x · volume 0.97x, typical 1.29x 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

    ICP volatility 0.72x, typical 1.07x · volume 0.97x, typical 1.29x Quiet

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

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

    ICP volatility 1.59x, typical 2.24x · volume 2.32x, typical 3.78x Ordinary

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

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

    ICP volatility 1.59x, typical 2.30x · volume 2.32x, typical 3.82x Muted

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

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

    ICP volatility 1.59x, typical 2.30x · volume 2.32x, typical 3.82x Muted

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

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

    ICP volatility 1.10x, typical 1.45x · volume 0.96x, typical 1.60x Quiet

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

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

    ICP volatility 1.10x, typical 1.45x · volume 0.96x, typical 1.60x Quiet

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

    Federal Open Market Committee

    ICP volatility 1.54x, typical 1.50x · volume 0.92x, typical 1.37x Ordinary

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