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What data reports should futures look at?
There are many kinds of futures, depending on what kind of futures, foreign exchange futures, stock index futures or commodity futures.

If it is foreign exchange and stock index futures, the main concern is macroeconomic data and a country's economic policy, just like you said GDP, CPI, import and export, interest rate, employment rate and unemployment rate; If it is commodity futures, we should not only take the pulse macro, but also be specific to the market supply and demand, inventory, net position and weather factors of this commodity.