Volatility Analysis Data

  • Core CPI Wed, 11th Aug 2021 (Timezone: America/New York)

    Release Data: 0.4% (Previous: 0.8%) US Bureau of Labor Statistics

    LTC volatility 1.42x, typical 3.28x · volume 1.11x, typical 5.86x Quiet

  • CPI Wed, 11th Aug 2021 (Timezone: America/New York)

    Release Data: 0.5% (Previous: 0.8%) US Bureau of Labor Statistics

    LTC volatility 1.42x, typical 3.28x · volume 1.11x, typical 5.86x Quiet

  • Unemployment Rate Fri, 6th Aug 2021 (Timezone: America/New York)

    Release Data: 5.4% (Previous: 5.9%) US Bureau of Labor Statistics

    LTC volatility 1.28x, typical 2.67x · volume 1.11x, typical 3.64x Quiet

  • Non-Farm Private Payrolls Fri, 6th Aug 2021 (Timezone: America/New York)

    Release Data: 880K (Previous: 702K) US Bureau of Labor Statistics

    LTC volatility 1.28x, typical 2.75x · volume 1.11x, typical 3.66x Quiet

  • Non-Farm Payrolls Fri, 6th Aug 2021 (Timezone: America/New York)

    Release Data: 931K (Previous: 796K) US Bureau of Labor Statistics

    LTC volatility 1.28x, typical 2.75x · volume 1.11x, typical 3.66x Quiet

  • Personal Income Fri, 30th Jul 2021 (Timezone: America/New York)

    Release Data: 0.2% (Previous: -1.9%) US Bureau of Economic Analysis

    LTC volatility 0.60x, typical 1.65x · volume 0.75x, typical 2.08x Quiet

  • Core PCE Fri, 30th Jul 2021 (Timezone: America/New York)

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

    LTC volatility 0.60x, typical 1.65x · volume 0.75x, typical 2.08x Quiet

  • PCE Fri, 30th Jul 2021 (Timezone: America/New York)

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

    LTC volatility 0.60x, typical 1.65x · volume 0.75x, typical 2.08x Quiet

  • Initial Claims Thu, 29th Jul 2021 (Timezone: America/New York)

    Release Data: 380K (Previous: 387K) US Department of Labor

    LTC volatility 1.12x, typical 1.41x · volume 1.07x, typical 1.59x Quiet

  • Continued Claims Thu, 29th Jul 2021 (Timezone: America/New York)

    Release Data: 2868K (Previous: 3142K) US Department of Labor

    LTC volatility 1.12x, typical 1.41x · volume 1.07x, typical 1.59x Quiet

  • GDP Report Thu, 29th Jul 2021 (Timezone: America/New York)

    Release Data: 6.5% (Previous: 6.4%) US Bureau of Economic Analysis

    LTC volatility 1.12x, typical 1.52x · volume 1.07x, typical 1.73x Quiet

  • Retail Sales Ex Autos Fri, 16th Jul 2021 (Timezone: America/New York)

    Release Data: 2.0% (Previous: -0.2%) US Bureau of Census

    LTC volatility 1.27x, typical 1.38x · volume 1.68x, typical 1.49x Quiet

  • Retail Sales Fri, 16th Jul 2021 (Timezone: America/New York)

    Release Data: 1.1% (Previous: -0.6%) US Bureau of Census

    LTC volatility 1.27x, typical 1.38x · volume 1.68x, typical 1.49x Quiet

  • Initial Claims Thu, 15th Jul 2021 (Timezone: America/New York)

    Release Data: 332K (Previous: 371K) US Department of Labor

    LTC volatility 1.41x, typical 1.41x · volume 2.24x, typical 1.59x Quiet

  • Continued Claims Thu, 15th Jul 2021 (Timezone: America/New York)

    Release Data: 3069K (Previous: 3182K) US Department of Labor

    LTC volatility 1.41x, typical 1.41x · volume 2.24x, typical 1.59x Quiet

  • Export Prices Thu, 15th Jul 2021 (Timezone: America/New York)

    Release Data: 1.2% (Previous: 2.3%) US Bureau of Labor Statistics

    LTC volatility 1.41x, typical 1.20x · volume 2.24x, typical 1.38x Quiet

  • Import Prices Thu, 15th Jul 2021 (Timezone: America/New York)

    Release Data: 1.1% (Previous: 1.3%) US Bureau of Labor Statistics

    LTC volatility 1.41x, typical 1.20x · volume 2.24x, typical 1.38x Quiet

  • Core PPI Wed, 14th Jul 2021 (Timezone: America/New York)

    Release Data: 0.6% (Previous: 0.8%) US Bureau of Labor Statistics

    LTC volatility 0.62x, typical 1.83x · volume 0.56x, typical 2.58x Quiet

  • PPI Wed, 14th Jul 2021 (Timezone: America/New York)

    Release Data: 0.7% (Previous: 1.0%) US Bureau of Labor Statistics

    LTC volatility 0.62x, typical 1.83x · volume 0.56x, typical 2.58x Quiet

  • 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

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