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

    LINK volatility 1.26x, typical 1.62x · volume 1.57x, typical 2.09x Quiet

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

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

    LINK volatility 1.26x, typical 1.62x · volume 1.57x, typical 2.09x Quiet

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

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

    LINK volatility 2.00x, typical 1.43x · volume 2.46x, typical 1.63x Strong

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

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

    LINK volatility 2.00x, typical 1.68x · volume 2.46x, typical 2.00x Ordinary

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

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

    LINK volatility 2.00x, typical 1.43x · volume 2.46x, typical 1.63x Strong

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

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

    LINK volatility 1.68x, typical 1.47x · volume 1.79x, typical 1.52x Ordinary

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

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

    LINK volatility 1.68x, typical 1.47x · volume 1.79x, typical 1.52x Ordinary

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

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

    LINK volatility 0.59x, typical 1.43x · volume 0.80x, typical 1.63x Quiet

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

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

    LINK volatility 0.59x, typical 1.43x · volume 0.80x, typical 1.63x Quiet

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

    Federal Open Market Committee

    LINK volatility 0.87x, typical 1.57x · volume 0.93x, typical 1.43x Quiet

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

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

    LINK volatility 0.96x, typical 1.46x · volume 1.04x, typical 1.69x Quiet

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

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

    LINK volatility 0.96x, typical 1.46x · volume 1.04x, typical 1.69x Quiet

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

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

    LINK volatility 1.02x, typical 1.43x · volume 1.31x, typical 1.63x Quiet

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

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

    LINK volatility 1.02x, typical 1.21x · volume 1.31x, typical 1.30x Quiet

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

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

    LINK volatility 1.02x, typical 1.21x · volume 1.31x, typical 1.30x Quiet

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

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

    LINK volatility 1.02x, typical 1.43x · volume 1.31x, typical 1.63x Quiet

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

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

    LINK volatility 0.60x, typical 3.55x · volume 0.43x, typical 8.23x Quiet

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

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

    LINK volatility 0.60x, typical 3.55x · volume 0.43x, typical 8.23x Quiet

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

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

    LINK volatility 0.60x, typical 3.55x · volume 0.43x, typical 8.23x Quiet

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

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

    LINK volatility 2.34x, typical 1.71x · volume 1.79x, typical 2.36x Strong

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