FX Context
FX macro context: CPI, NFP, PCE, ISM PMIs, Fed, ECB, BoE, BoJ, historical analogs, FX reactions.
| Endpoint | https://fx.coco-pier.com/mcp (streamable-http) |
|---|---|
| Registry version | 1.0.0 |
| Now | 6 tools · grade F (48) · pin ts_595a2f3391c820a3a98cde6c07a81267 · protocol 2025-06-18 |
| First / last listed | 2026-10-26 00:21 UTC / 2026-10-26 00:21 UTC |
| Grade over time | 2026-10-26: F (48), 6 tools |
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Tools: get_central_bank_changes get_event_context get_historical_analogs get_historical_reaction_context get_market_reaction get_upcoming_risks
get_central_bank_changes | Compare a central bank monetary-policy statement with its immediately preceding comparable statement and return the material changes in policy language, economic assessment, risk balance, and forward guidance.
Specify a central bank such as FEDERAL_RESERVE, ECB, BANK_OF_ENGLAND (alias BOE), or BANK_OF_JAPAN (alias BOJ).
Optionally specify currentStatementDate in YYYY-MM-DD format to compare a hi params: centralBank*, currentStatementDate |
get_event_context | Get the official actual values, pre-release market consensus, and surprise for a specific U.S. macro data release: CPI (US_CPI), Nonfarm Payrolls / jobs report (US_NONFARM_PAYROLLS), PCE inflation (US_PCE), or the ISM Manufacturing / Services PMI (US_ISM_MANUFACTURING / US_ISM_SERVICES).
WHEN TO CALL: whenever the user asks what a release printed or how it compared with expectations, even if they params: eventType*, referencePeriod |
get_historical_analogs | Find and return individual historical macroeconomic releases whose surprise profiles are most similar to a selected target event.
Use this CASE-RETRIEVAL tool when the user wants to identify, rank, inspect, or compare specific historical analog events.
It returns the matched events themselves, including event identity, similarity characteristics, surprise profile, and each event's observed post- params: eventType*, referencePeriod, instrument, maxAnalogs |
get_historical_reaction_context | Summarize the aggregate post-event reaction pattern across historical macroeconomic events similar to a selected target release.
Use this AGGREGATE-PATTERN tool when the user wants to understand what the historical analog sample collectively showed rather than inspect individual analog events.
It summarizes historical outcomes using statistics and behavioral patterns across standardized post-eve params: eventType*, referencePeriod, instrument, limit |
get_market_reaction | Retrieve deterministic post-event market reaction metrics for an economic release or monetary policy statement.
Specify the targetType, such as US_CPI, US_PCE (alias PCE), US_NONFARM_PAYROLLS (alias NFP), US_ISM_MANUFACTURING (alias ISM_MANUFACTURING), US_ISM_SERVICES (alias ISM_SERVICES), FEDERAL_RESERVE, ECB, BANK_OF_ENGLAND (alias BOE), or BANK_OF_JAPAN (alias BOJ).
Optionally specify dateOrP params: targetType*, dateOrPeriod, instrument |
get_upcoming_risks | Retrieve known scheduled macroeconomic and central-bank risks that may affect a supported FX instrument within a future time window.
Use this tool when the user asks what could move EURUSD, GBPUSD, or USDJPY, what macro risks are coming up, what is happening in the next 24 hours, this week, or over the next month, what upcoming macro risks or scheduled events exist, or when the next CPI, next NFP params: instrument, horizonHours |
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