it may be because there's another piece of news comming out at the same time, but it's probaly because it's linked to another peice of news like the fed's intrest rate(probaly the only one). if you lost money on the cpi, the reason is probaly this.
http://www.forexfactory.com/forexfor...ad.php?t=11330
a bunch of other things like personal spending and ppi is probaly like this too. i don't have much of a clue on what other things myself.