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Futures Volatility Warning

Upcoming volatility expected at 2024-01-06 00:30

The table below summarizes how the volatility of each instrument is expected to change during this news event.

Symbol Normal Movement Range Movement range during US Non Farm Payrolls
HO 3-6 pips 3-7 pips (27.49%)
BZ 74-135 pips 115-190 pips (40.95%)
S 575-987 pips 693-1199 pips (21.51%)
GC 1000-1705 pips 2230-3449 pips (102.34%)

All references to movement sizes are expressed assuming a lot size of 100,000 units (“standard account”).