How prices moved on the day a figure was published: close to close for the Australian dollar, bond yields and shares.
FinVolio measures the change from the close before a release to the close on the release day, in the release's own time zone.
Everything else that happened that day is in the move too, so a single reaction is a clue, not proof. Patterns over many releases are more telling.
Why it matters
The direction of the reaction reveals what the market cares about. If yields jump and the dollar rises after a strong inflation figure, the market is pricing a more hawkish central bank.
