Based on the last 12 Inflation Rate YoY events in United States, we expect a $573 movement on USDCHF within 12 hours following the event release at 2022-07-13 22:30. We expect USDCHF to trend downwards 12 hours following the event release at 2022-07-13 22:30 if the released value is > 8.8%

Historical events that allowed us to draw this conclusion

10 Jun 22:30	11 May 22:30
12 Apr 22:30	11 Feb 00:30
11 Nov 00:30	13 Jul 22:30

All references to movement sizes are expressed assuming a lot size of 100,000 units (“standard account”).