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We expect a $3.429 movement on ZR within 48 hours following the event release at 27 May 12:30.

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”).

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