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 | 2-5 pips | 3-7 pips (30.76%) |
| S | 575-1025 pips | 693-1209 pips (17.98%) |
| BZ | 74-135 pips | 115-191 pips (40.95%) |
| SI | 25-44 pips | 52-88 pips (99.71%) |
| GC | 1010-1715 pips | 2229-3449 pips (101.16%) |
All references to movement sizes are expressed assuming a lot size of 100,000 units (“standard account”).