Based on the last 12 Durable Goods Orders MoM events in United States, we expect a $3.429 movement on ZR within 48 hours following the event release at 27 May 12:30. We expect ZR to trend downwards 48 hours following the event release at 27 May 12:30 if the released value is < 0.7% Historical events that allowed us to draw this conclusion
26 Apr 12:30 |
24 Mar 12:30 |
27 Jan 13:30 |
All references to movement sizes are expressed assuming a lot size of 100,000 units (“standard account”).
