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

    LTC volatility 1.14x, typical 1.38x · volume 1.06x, typical 1.49x Quiet

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

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

    LTC volatility 1.14x, typical 1.38x · volume 1.06x, typical 1.49x Quiet

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

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

    LTC volatility 1.14x, typical 1.20x · volume 1.06x, typical 1.38x Quiet

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

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

    LTC volatility 1.34x, typical 1.83x · volume 1.42x, typical 2.58x Quiet

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

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

    LTC volatility 1.34x, typical 1.83x · volume 1.42x, typical 2.58x Quiet

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

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

    LTC volatility 3.50x, typical 3.28x · volume 6.61x, typical 5.86x Ordinary

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

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

    LTC volatility 3.50x, typical 3.28x · volume 6.61x, typical 5.86x Ordinary

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

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

    LTC volatility 3.50x, typical 3.28x · volume 6.61x, typical 5.86x Ordinary

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

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

    LTC volatility 0.88x, typical 1.41x · volume 1.02x, typical 1.59x Quiet

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

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

    LTC volatility 0.88x, typical 1.41x · volume 1.02x, typical 1.59x Quiet

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

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

    LTC volatility 1.00x, typical 1.90x · volume 2.09x, typical 2.28x 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

    LTC volatility 1.24x, typical 1.26x · volume 0.83x, typical 1.21x 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

    LTC volatility 1.24x, typical 1.26x · volume 0.83x, typical 1.21x 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

    LTC volatility 1.24x, typical 1.26x · volume 0.83x, typical 1.21x Quiet

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

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

    LTC volatility 1.80x, typical 2.67x · volume 2.32x, typical 3.64x Muted

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

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

    LTC volatility 1.80x, typical 2.75x · volume 2.32x, typical 3.66x Muted

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

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

    LTC volatility 1.80x, typical 2.75x · volume 2.32x, typical 3.66x Muted

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

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

    LTC volatility 1.17x, typical 1.41x · volume 1.21x, typical 1.59x Quiet

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

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

    LTC volatility 1.17x, typical 1.41x · volume 1.21x, typical 1.59x Quiet

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

    Federal Open Market Committee

    LTC volatility 1.86x, typical 1.52x · volume 0.71x, typical 1.43x Ordinary

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