Orange Juice: a 3.8σ rise on 11 September 2026
Recorded 7 October 2026On 11 September 2026 Orange Juice rose 15.51% close to close, 3.8 times its typical daily move of 4.08% over the 20 sessions before it: larger than every one of the 48 sessions on record before it. 7 other instruments of the 147 measured that day moved 2σ or more.
The day
Daily closes, as recorded the night after
- Move
- +15.51%
- Size
- +3.8σ
- Typical day before it
- 4.08%
- Close
- 145.25
- Previous close, 10 September 2026
- 125.75
- Since, to 22 October 2026
- −0.90%
Orange Juice, the 30 sessions to 11 September 2026
Daily closes; the last point is the quake
Show values
| Point | OJ |
|---|---|
| 30 Jul 2026 | 146 |
| 31 Jul 2026 | 155 |
| 3 Aug 2026 | 158 |
| 4 Aug 2026 | 160 |
| 5 Aug 2026 | 158 |
| 6 Aug 2026 | 151 |
| 7 Aug 2026 | 143 |
| 10 Aug 2026 | 142 |
| 11 Aug 2026 | 139 |
| 12 Aug 2026 | 138 |
| 13 Aug 2026 | 140 |
| 14 Aug 2026 | 145 |
| 17 Aug 2026 | 147 |
| 18 Aug 2026 | 147 |
| 19 Aug 2026 | 147 |
| 20 Aug 2026 | 152 |
| 21 Aug 2026 | 151 |
| 24 Aug 2026 | 156 |
| 25 Aug 2026 | 151 |
| 26 Aug 2026 | 141 |
| 27 Aug 2026 | 137 |
| 28 Aug 2026 | 133 |
| 31 Aug 2026 | 119 |
| 1 Sep 2026 | 127 |
| 2 Sep 2026 | 131 |
| 3 Sep 2026 | 138 |
| 4 Sep 2026 | 138 |
| 8 Sep 2026 | 133 |
| 9 Sep 2026 | 128 |
| 10 Sep 2026 | 126 |
| 11 Sep 2026 | 145 |
The same day
Other quakes on 11 September 2026
| Instrument | Move | Size |
|---|---|---|
| US 13-Week Treasury Yield US3M | +1.77% | +3.2σ |
Orange Juice's other quakes
On record, newest first
- 31 August 2026: −10.30%, −3.5σ
How it is measured
The move is the close-to-close return; its size is that return divided by the standard deviation of Orange Juice's previous 20 daily returns. A quake is 3σ or more. This record was made the night after the day finished trading and has not been changed since. The live chart is on Orange Juice's page; the last few months of every market's daily moves are on the volatility terrain, and every quake on record is in the quake archive.