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⚠️❗️Cross Asset Market Impact: Non Farm Payrolls

Writer: Rosbel DuránRosbel Durán
  • *One-year Non Farm Payrolls history *30-minute timeframe *+-1Std Deviation Response

  • On average, EUR/USD sees a 0.10% gain 30 minutes after data released, the upper bound stands above 0.3%, lower bound closer to -0.1%. Also, over the last 12 Non Farm Payrolls releases, the USD has lost ground to the EUR 9 times

  • On average, USD/JPY sees a loss of 0.10% 30 minutes after data released, the lower bound stands at -0.3%, upper bound at 0.1%. USD/JPY performance is a bit more mixed in Non Farm Payrolls day as the cross has seen gains 4/12 times

  • USD/JPY mixed performance could be attributed to yields. On average, the U.S.10-year yield sees a 1.2% gain 30 minutes after the release






 
 

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