Volatility Analysis Data

  • Core CPI Tue, 13th Jul 2021 (Timezone: America/New York)

    Release Data: 0.8% (Previous: 0.7%) US Bureau of Labor Statistics

    LTC volatility 3.29x, typical 3.28x · volume 5.60x, typical 5.86x Ordinary

  • CPI Tue, 13th Jul 2021 (Timezone: America/New York)

    Release Data: 0.8% (Previous: 0.7%) US Bureau of Labor Statistics

    LTC volatility 3.29x, typical 3.28x · volume 5.60x, typical 5.86x Ordinary

  • Initial Claims Thu, 8th Jul 2021 (Timezone: America/New York)

    Release Data: 371K (Previous: 369K) US Department of Labor

    LTC volatility 1.45x, typical 1.41x · volume 2.27x, typical 1.59x Quiet

  • Continued Claims Thu, 8th Jul 2021 (Timezone: America/New York)

    Release Data: 3182K (Previous: 3316K) US Department of Labor

    LTC volatility 1.45x, typical 1.41x · volume 2.27x, typical 1.59x Quiet

  • FOMC Minutes Wed, 7th Jul 2021 (Timezone: America/New York)

    Federal Open Market Committee

    LTC volatility 1.22x, typical 1.52x · volume 1.60x, typical 1.43x Quiet

  • JOLTs Job Openings Wed, 7th Jul 2021 (Timezone: America/New York)

    Release Data: 9.905M (Previous: 9.356M) US Bureau of Labor Statistics

    LTC volatility 1.09x, typical 1.90x · volume 0.77x, typical 2.28x Quiet

  • Unemployment Rate Fri, 2nd Jul 2021 (Timezone: America/New York)

    Release Data: 5.9% (Previous: 5.8%) US Bureau of Labor Statistics

    LTC volatility 1.85x, typical 2.67x · volume 2.12x, typical 3.64x Muted

  • International Exports Fri, 2nd Jul 2021 (Timezone: America/New York)

    Release Data: $211.6B (Previous: $209.1B) US Bureau of Census, Bureau of Economic Analysis

    LTC volatility 1.85x, typical 1.26x · volume 2.12x, typical 1.21x Strong

  • Non-Farm Private Payrolls Fri, 2nd Jul 2021 (Timezone: America/New York)

    Release Data: 702K (Previous: 420K) US Bureau of Labor Statistics

    LTC volatility 1.85x, typical 2.75x · volume 2.12x, typical 3.66x Muted

  • International Imports Fri, 2nd Jul 2021 (Timezone: America/New York)

    Release Data: $277.4B (Previous: $274.2B) US Bureau of Census, Bureau of Economic Analysis

    LTC volatility 1.85x, typical 1.26x · volume 2.12x, typical 1.21x Strong

  • Non-Farm Payrolls Fri, 2nd Jul 2021 (Timezone: America/New York)

    Release Data: 796K (Previous: 421K) US Bureau of Labor Statistics

    LTC volatility 1.85x, typical 2.75x · volume 2.12x, typical 3.66x Muted

  • Balance of Trade Fri, 2nd Jul 2021 (Timezone: America/New York)

    Release Data: -$65.8B (Previous: -$65.1B) US Bureau of Census, Bureau of Economic Analysis

    LTC volatility 1.85x, typical 1.26x · volume 2.12x, typical 1.21x Strong

  • Initial Claims Thu, 1st Jul 2021 (Timezone: America/New York)

    Release Data: 369K (Previous: 422K) US Department of Labor

    LTC volatility 1.75x, typical 1.41x · volume 0.97x, typical 1.59x Ordinary

  • Continued Claims Thu, 1st Jul 2021 (Timezone: America/New York)

    Release Data: 3316K (Previous: 3263K) US Department of Labor

    LTC volatility 1.75x, typical 1.41x · volume 0.97x, typical 1.59x Ordinary

  • Personal Income Fri, 25th Jun 2021 (Timezone: America/New York)

    Release Data: -1.9% (Previous: -12.9%) US Bureau of Economic Analysis

    LTC volatility 0.96x, typical 1.65x · volume 1.08x, typical 2.08x Quiet

  • Core PCE Fri, 25th Jun 2021 (Timezone: America/New York)

    Release Data: 0.5% (Previous: 0.6%) US Bureau of Economic Analysis

    LTC volatility 0.96x, typical 1.65x · volume 1.08x, typical 2.08x Quiet

  • PCE Fri, 25th Jun 2021 (Timezone: America/New York)

    Release Data: 0.5% (Previous: 0.6%) US Bureau of Economic Analysis

    LTC volatility 0.96x, typical 1.65x · volume 1.08x, typical 2.08x Quiet

  • Initial Claims Thu, 24th Jun 2021 (Timezone: America/New York)

    Release Data: 422K (Previous: 428K) US Department of Labor

    LTC volatility 0.75x, typical 1.41x · volume 0.84x, typical 1.59x Quiet

  • Durable Orders Thu, 24th Jun 2021 (Timezone: America/New York)

    Release Data: 0.2% (Previous: -0.5%) US Bureau of Census

    LTC volatility 0.75x, typical 1.34x · volume 0.84x, typical 1.46x Quiet

  • Continued Claims Thu, 24th Jun 2021 (Timezone: America/New York)

    Release Data: 3263K (Previous: 3268K) US Department of Labor

    LTC volatility 0.75x, typical 1.41x · volume 0.84x, typical 1.59x Quiet

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