Volatility Analysis Data

  • GDP Report Tue, 22nd Dec 2020 (Timezone: America/New York)

    Release Data: 33.4% (Previous: 33.1%) US Bureau of Economic Analysis

    LINK volatility 0.93x, typical 1.68x · volume 0.78x, typical 2.00x Quiet

  • Continued Claims Thu, 17th Dec 2020 (Timezone: America/New York)

    Release Data: 5416K (Previous: 5609K) US Department of Labor

    LINK volatility 0.92x, typical 1.43x · volume 0.81x, typical 1.63x Quiet

  • Initial Claims Thu, 17th Dec 2020 (Timezone: America/New York)

    Release Data: 886K (Previous: 873K) US Department of Labor

    LINK volatility 0.92x, typical 1.43x · volume 0.81x, typical 1.63x Quiet

  • Fed Interest Rate Wed, 16th Dec 2020 (Timezone: America/New York)

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

    LINK volatility 1.28x, typical 3.51x · volume 0.96x, typical 5.79x Quiet

  • Export Prices Tue, 15th Dec 2020 (Timezone: America/New York)

    Release Data: 0.8% (Previous: 0.2%) US Bureau of Labor Statistics

    LINK volatility 0.50x, typical 1.21x · volume 1.30x, typical 1.30x Quiet

  • Import Prices Tue, 15th Dec 2020 (Timezone: America/New York)

    Release Data: 0.1% (Previous: -0.1%) US Bureau of Labor Statistics

    LINK volatility 0.50x, typical 1.21x · volume 1.30x, typical 1.30x Quiet

  • Core PPI Fri, 11th Dec 2020 (Timezone: America/New York)

    Release Data: 0.0% (Previous: 0.5%) US Bureau of Labor Statistics

    LINK volatility 0.50x, typical 1.71x · volume 0.58x, typical 2.36x Quiet

  • PPI Fri, 11th Dec 2020 (Timezone: America/New York)

    Release Data: 0.1% (Previous: 0.5%) US Bureau of Labor Statistics

    LINK volatility 0.50x, typical 1.71x · volume 0.58x, typical 2.36x Quiet

  • Unemployment Rate Fri, 4th Dec 2020 (Timezone: America/New York)

    Release Data: 6.7% (Previous: 6.9%) US Bureau of Labor Statistics

    LINK volatility 1.25x, typical 2.65x · volume 1.96x, typical 4.66x Quiet

  • International Exports Fri, 4th Dec 2020 (Timezone: America/New York)

    Release Data: $185.9B (Previous: $182.5B) US Bureau of Census, Bureau of Economic Analysis

    LINK volatility 1.25x, typical 1.12x · volume 1.96x, typical 1.24x Quiet

  • Non-Farm Private Payrolls Fri, 4th Dec 2020 (Timezone: America/New York)

    Release Data: 392K (Previous: 815K) US Bureau of Labor Statistics

    LINK volatility 1.25x, typical 2.69x · volume 1.96x, typical 4.84x Quiet

  • International Imports Fri, 4th Dec 2020 (Timezone: America/New York)

    Release Data: $247B (Previous: $239.5B) US Bureau of Census, Bureau of Economic Analysis

    LINK volatility 1.25x, typical 1.12x · volume 1.96x, typical 1.24x Quiet

  • Non-Farm Payrolls Fri, 4th Dec 2020 (Timezone: America/New York)

    Release Data: 270K (Previous: 691K) US Bureau of Labor Statistics

    LINK volatility 1.25x, typical 2.69x · volume 1.96x, typical 4.84x Quiet

  • Balance of Trade Fri, 4th Dec 2020 (Timezone: America/New York)

    Release Data: -$61.1B (Previous: -$57B) US Bureau of Census, Bureau of Economic Analysis

    LINK volatility 1.25x, typical 1.12x · volume 1.96x, typical 1.24x Quiet

  • FOMC Minutes Wed, 25th Nov 2020 (Timezone: America/New York)

    Federal Open Market Committee

    LINK volatility 0.60x, typical 1.57x · volume 0.32x, typical 1.43x Quiet

  • Personal Income Wed, 25th Nov 2020 (Timezone: America/New York)

    Release Data: 0.0% (Previous: 0.8%) US Bureau of Economic Analysis

    LINK volatility 0.53x, typical 1.62x · volume 0.74x, typical 2.09x Quiet

  • Core PCE Wed, 25th Nov 2020 (Timezone: America/New York)

    Release Data: 0.1% (Previous: 0.2%) US Bureau of Economic Analysis

    LINK volatility 0.53x, typical 1.62x · volume 0.74x, typical 2.09x Quiet

  • PCE Wed, 25th Nov 2020 (Timezone: America/New York)

    Release Data: 0.1% (Previous: 0.2%) US Bureau of Economic Analysis

    LINK volatility 0.53x, typical 1.62x · volume 0.74x, typical 2.09x Quiet

  • Continued Claims Wed, 25th Nov 2020 (Timezone: America/New York)

    Release Data: 5580K (Previous: 6088K) US Department of Labor

    LINK volatility 0.68x, typical 1.43x · volume 0.88x, typical 1.63x Quiet

  • Durable Orders Wed, 25th Nov 2020 (Timezone: America/New York)

    Release Data: 2.5% (Previous: 1.6%) US Bureau of Census

    LINK volatility 0.68x, typical 1.47x · volume 0.88x, typical 1.52x Quiet

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