Methodology and data sources

Release calendars (official)

• US CPI and US jobs report (NFP): BLS archived news releases (archive filenames carry the release date) and BLS release schedules; released 08:30 ET.
• FOMC: federalreserve.gov FOMC calendars and historical pages; the exact time comes from each statement's "For release at" line. Unscheduled 2020 statements are flagged and excluded from summaries.
• Bank of England: Monetary Policy Summary pages ("Published on" date); the Bank publishes them at 12 noon UK. The 2020 emergency cuts are not in this list.
• UK CPI: ONS previous releases and release calendar; bulletins are published at 7:00am UK.

Prices

• BTC/USD and ETH/USD: Bitstamp spot (BTC from 1 Jan 2017; ETH from its Bitstamp listing in Aug 2017). The open of the 1-minute candle at the release minute is the reference price; +1h/+4h/+1d/+7d use the 1-minute candle at that later time. 1-hour candles give the "typical hour" baseline (average absolute 1h candle move at the same UTC hour across all days).
• GBP/USD: FRED series DEXUSUK, the Federal Reserve Board's H.10 noon New York buying rate (published with about a week's lag, so the latest releases may not have a GBP/USD figure yet).
• Not shown: perpetual funding rates and the S&P 500, because we have not found a source whose terms clearly permit display on this site.

Licences and attribution

• BLS: public domain; BLS asks to be cited as the source (BLS copyright information).
• Federal Reserve Board: public domain unless otherwise indicated; cite the Board as the source (Board disclaimer).
• ONS: Crown copyright, contains public sector information licensed under the Open Government Licence v3.0 (ONS terms).
• Bank of England: Monetary Policy Summary release dates from bankofengland.co.uk (Bank of England legal).
• GBP/USD: Board of Governors of the Federal Reserve System (US), U.S. Dollars to U.K. Pound Sterling Spot Exchange Rate [DEXUSUK], retrieved from FRED, Federal Reserve Bank of St. Louis (series page).
• Crypto: Bitstamp exchange data via Bitstamp's public API. Bitstamp's API page states that it "allows the incorporation and redistribution of our exchange data for commercial purposes", including "statistics" based on it (Bitstamp API).
• Macro Reaction shows only percentage changes and statistics derived from these sources, not price feeds. It is independent and not affiliated with or endorsed by any of them.

Coverage

Price data ranges

Definitions

Median and % up are across releases. "Average absolute move" is the mean size of the move regardless of direction. "Reversed by +4h" means the +4h move from the release price has the opposite sign to the +1h move.