Once upon a time, I stumbled across a site that listed a schedule of the next week/months worth of economic data releases. It also had an indicator showing how much the market usually reacts to surprises in this data.
For example
15:30 US CPI, prev 0.5%, estimated 0.3%, [U]reaction ****[/U]
18:40 BOJ Rate decision prev 1.0, estimated 1.25, [U]reaction *****[/U]
02:30 New Fall Lineup for BBC, [U]reaction *[/U]
Anyway, I lost the bookmark. Anybody happen to know which site this was, or possibly a site that does something similar? Thx
Try… olsenscale.com
Using price data from the fx market, the Scale of Market Quakes (SMQ) assigns an objectively measured number to economic and political events on a continuous basis.