10. Fundamental Market Indicators

  1. John W. Labuszewski,
  2. John E. Nyhoff,
  3. Richard Co and
  4. Paul E. Peterson
  1. John W. Labuszewski and
  2. Richard Co

Published Online: 29 NOV 2011

DOI: 10.1002/9781118266564.ch10

The CME Group Risk Management Handbook: Products and Applications

The CME Group Risk Management Handbook: Products and Applications

How to Cite

Labuszewski, J. W., Nyhoff, J. E., Co, R. and Peterson, P. E. (2010) Fundamental Market Indicators, in The CME Group Risk Management Handbook: Products and Applications, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9781118266564.ch10

Publication History

  1. Published Online: 29 NOV 2011
  2. Published Print: 21 JUN 2010

ISBN Information

Print ISBN: 9780470137710

Online ISBN: 9781118266564

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Keywords:

  • fundamental market indicators;
  • price performance;
  • U.S. government agencies;
  • nonfarm payrolls;
  • institute for supply management

Summary

This chapter contains sections titled:

  • Why These Indicators?

  • Trading Volumes

  • Volatility: Daily Net Change

  • Volatility: Daily High-Low Range

  • Conclusions

  • Appendix: Economic Indicator Descriptions

  • Notes