Built for AI agents

Macro intelligence
for FX agents.

Structured macro context for FX trading agents: CPI, NFP, PCE, ISM Manufacturing & Services,
plus Fed, ECB, BOE and BOJ policy context.

Connect FX Context

Free to use · No signup · No API key

Works with Claude · ChatGPT · Codex · Copilot · Gemini · custom agents

You

What could move EURUSD in the next 24 hours?

FXContextTool call: get_upcoming_risks

Key risks for EURUSD (next 24h)

HIGH
US CPI (Sep)Tue, 14:30 UTC
USD

Inflation momentum may increase volatility.

MEDIUM
ECB Schnabel speechTue, 18:00 UTC
EUR

May provide further guidance on policy.

LOW
US Treasury auctionWed, 02:00 UTC
USD

Monitor for market liquidity impact.

Context

USD inflation momentum has accelerated over the last 3 releases. Similar CPI events moved EURUSD by ~0.6% on average in the first hour.

Illustrative preview · sample data and planned risk analysis

Quick start

Connect in 30 seconds

Add FX Context to Claude or another MCP-compatible client and ask your first macro question.
Free to use. No signup required.

Add FX Context to Claude

MCP endpoint

https://fx.coco-pier.com/mcp
  1. In Claude, open Customize → Connectors.
  2. Choose + Add → Add custom connector.
  3. Name it FX Context, paste the endpoint, and click Continue through the detected settings.
  4. Under Authentication, choose No sign in, then click Add.
  5. In a chat, turn on FX Context under + → Connectors.

Team and Enterprise: an Owner adds it under Organization settings → Connectors. Free plans allow one custom connector. Claude help article

Using another MCP client? View generic setup

See how it works

  1. Your question
  2. FX Context MCP
  3. Structured macro context
  4. Agent reasoning

For the recommended PCE question, your agent receives the latest official BEA actuals (headline and core, MoM and YoY) and EURUSD moves in fixed windows from 5 minutes to 24 hours after the release.

Consensus and surprise are returned only when verified pre-release expectations are available. Missing evidence is explicit rather than guessed: for example consensusStatus: NOT_CAPTURED, INSUFFICIENT_HISTORICAL_CALIBRATION, MARKET_CLOSED windows, or SETTLED_PARTIAL coverage.

  • Free
  • No signup
  • No trade signals
  • No predictions

Recommended first question

Use FX Context to get the latest US PCE and show how EURUSD reacted.

Naming FX Context explicitly is the most reliable way to trigger the tools on your first test.

More to try

The FXContext toolkit

Explore the tool catalog

From the next release to the last market reaction. Find the context your agent needs.

View all documentation

6 of 6 tools

Economic events

Economic event context

Retrieve structured actual, consensus, surprise, revision, and source context for supported U.S. macro releases: CPI, Nonfarm Payrolls, PCE, and the ISM Manufacturing and Services PMIs.

get_event_context
View details
  • event observations & versions
  • headline & core inflation (CPI & PCE)
  • payrolls, unemployment & earnings (NFP)
  • headline Manufacturing & Services PMI (ISM)
  • consensus and surprise when available (explicit status when not)
  • revision information & affected currencies
  • official source provenance (BLS, BEA, ISM)
get_event_context({
  "eventType": "US_CPI"
})

Use it when an agent needs structured factual context for supported macroeconomic releases (US_CPI, US_NONFARM_PAYROLLS, US_PCE, US_ISM_MANUFACTURING, US_ISM_SERVICES). Omitting referencePeriod resolves the latest release.

Read documentation
Central banks

Central-bank policy changes

Compare a monetary-policy statement with its immediately preceding statement and identify material changes.

get_central_bank_changes
View details
  • overall policy shift
  • current policy bias
  • policy action
  • inflation language changes
  • labor-market changes
  • growth assessment
  • forward guidance
  • risk balance
  • source-grounded evidence
get_central_bank_changes({
  "centralBank": "FEDERAL_RESERVE"
})

Use it when an agent needs to understand what actually changed between central-bank meetings. Supports FEDERAL_RESERVE, ECB, BANK_OF_ENGLAND (BOE), and BANK_OF_JAPAN (BOJ).

Read documentation
Market analysis

Post-event market reaction

Retrieve deterministic post-event price-action metrics for EURUSD, GBPUSD, or USDJPY following a supported macroeconomic release (US_CPI, US_NONFARM_PAYROLLS, US_PCE, US_ISM_MANUFACTURING, US_ISM_SERVICES) or central-bank statement (FEDERAL_RESERVE, ECB, BANK_OF_ENGLAND, BANK_OF_JAPAN).

get_market_reaction
View details

Reaction windows: 5 minutes · 15 minutes · 1 hour · 4 hours · 24 hours

  • start and end price
  • percentage return
  • high and low prices
  • maximum upside move
  • maximum downside move
  • trading range percentage
  • multi-instrument support (EURUSD, GBPUSD, USDJPY)
get_market_reaction({
  "targetType": "US_CPI",
  "instrument": "GBPUSD"
})

Use it when an agent needs deterministic price reaction metrics across 5 standardized post-event windows (M5 to H24). Supports US_CPI, US_NONFARM_PAYROLLS, US_PCE, US_ISM_MANUFACTURING, US_ISM_SERVICES, FEDERAL_RESERVE, ECB, BANK_OF_ENGLAND (BOE), and BANK_OF_JAPAN (BOJ; maps to USDJPY) across EURUSD, GBPUSD, and USDJPY (defaults to EURUSD).

Read documentation
Economic events

Upcoming macro risks

Retrieve scheduled U.S. macro releases (CPI, NFP, PCE, ISM) and central-bank rate decisions from official release calendars that could affect EURUSD, GBPUSD, or USDJPY.

get_upcoming_risks
View details
  • official release calendars
  • scheduled event times
  • US CPI, NFP, PCE, ISM Manufacturing & Services, Federal Reserve, ECB, Bank of England, and Bank of Japan events
  • currency-sensitive risk filtering (EURUSD, GBPUSD, USDJPY)
  • forward-looking lookahead window
get_upcoming_risks({
  "instrument": "GBPUSD",
  "horizonHours": 24
})

Look ahead up to 720 hours (30 days). Returns scheduled events only, with an empty list when none fall within the window, plus per-event-type schedule coverage so gaps in a calendar are reported rather than hidden. Currency-sensitive: every pair tracks the U.S. releases (CPI, NFP, PCE, ISM) and the Fed; EURUSD adds the ECB, GBPUSD the BoE, and USDJPY the BoJ.

Read documentation
Market analysis

Historical event analogs

Find and rank individual past U.S. CPI or Nonfarm Payrolls releases sharing similar surprise profiles and compare their observed post-event reactions for EURUSD, GBPUSD, or USDJPY.

get_historical_analogs
View details
  • individual similar historical releases
  • event-specific surprise profile matching (CPI headline/core; NFP payroll, unemployment & earnings)
  • direction match count & surprise distance
  • observed post-release reaction
  • M5 to H1 reaction persistence
  • multi-instrument historical reaction corpus (EURUSD, GBPUSD, USDJPY)
get_historical_analogs({
  "eventType": "US_CPI",
  "instrument": "EURUSD",
  "maxAnalogs": 10
})

Use it when an agent needs to retrieve, rank, or inspect specific historical analog cases. Historical observations only; not forecasts or trading signals. Supports US_CPI and US_NONFARM_PAYROLLS across EURUSD, GBPUSD, and USDJPY (defaults to EURUSD). US_PCE and the ISM PMIs return INSUFFICIENT_HISTORICAL_CALIBRATION until enough verified consensus exists.

Read documentation
Market analysis

Historical reaction context

Summarize the aggregate reaction pattern across historical U.S. CPI or Nonfarm Payrolls events similar to a selected target event for EURUSD, GBPUSD, or USDJPY.

get_historical_reaction_context
View details

Reaction windows: 5 minutes · 15 minutes · 1 hour · 4 hours · 24 hours

  • sample return distributions (mean, median, quantiles)
  • directional consistency across windows
  • reaction-path classification (continuation, reversal, fade, delayed)
  • sample-size-based pattern confidence
  • standardized post-event windows (M5 to H24)
  • multi-instrument historical reaction corpus (EURUSD, GBPUSD, USDJPY)
get_historical_reaction_context({
  "eventType": "US_CPI",
  "instrument": "GBPUSD",
  "limit": 10
})

Use it when an agent needs collective pattern statistics and behavioral classification across similar releases rather than individual case inspection. Supports US_CPI and US_NONFARM_PAYROLLS across EURUSD, GBPUSD, and USDJPY (defaults to EURUSD). The ISM PMIs return INSUFFICIENT_HISTORICAL_CALIBRATION until enough verified consensus exists.

Read documentation

Structured context for your agent. No trading recommendations or predictive signals.

Market coverage

Three major FX pairs, one context layer

Deterministic post-event reaction and calendar risk tracking across major currency pairs, with explicit historical corpus boundaries.

EURUSD

Euro / U.S. Dollar

Market reactionSupported
Upcoming risksSupported
Historical CPI corpusAvailable
NFP historical analogsSupported
NFP historical reactionSupported

GBPUSD

British Pound / U.S. Dollar

Market reactionSupported
Upcoming risksSupported
Historical CPI corpusAvailable
NFP historical analogsSupported
NFP historical reactionSupported

USDJPY

U.S. Dollar / Japanese Yen

Market reactionSupported
Upcoming risksSupported
Historical CPI corpusAvailable
NFP historical analogsSupported
NFP historical reactionSupported

Macro coverage

Supported U.S. macro releases

Actual releases, verified consensus and surprise where available, upcoming macro risks, and historical FX market reactions, through one generic event interface.

US_CPIBLS

Consumer Price Index

Headline and core inflation actuals (YoY & MoM), complete historical consensus archive, and deterministic surprise calculations.

Headline & Core YoY / MoMConsensus & Surprise
US_NONFARM_PAYROLLSBLS

Nonfarm Payrolls & Employment

Employment Situation release data including total nonfarm payroll changes, unemployment rate, and hourly earnings.

Payrolls · Unemployment · EarningsConsensus when available
US_PCEBEA

Personal Consumption Expenditures

BEA Personal Consumption Expenditures Price Index covering headline and core inflation measures, with observation versions.

PCE Headline & Core YoY / MoMConsensus when available
US_ISM_MANUFACTURINGISM

ISM Manufacturing PMI

Headline Manufacturing PMI from ISM's official releases, with the release schedule and post-release FX reactions.

Headline PMIConsensus not yet captured
US_ISM_SERVICESISM

ISM Services PMI

Headline Services PMI from ISM's official releases, with the release schedule and post-release FX reactions.

Headline PMIConsensus not yet captured

ISM actual releases and FX reactions are supported. Consensus coverage is still being built, so ISM surprise and historical analog features remain gated until sufficient verified data is available.

Multi-tool orchestration

One question, multiple sources of context

An agent can combine FXContext tools instead of treating every capability independently.

For example:

User
“What changed in the latest Bank of Japan statement, and how did USDJPY react afterward?”
Agent
get_central_bank_changes({
  "centralBank": "BANK_OF_JAPAN"
})

+

get_market_reaction({
  "targetType": "BANK_OF_JAPAN",
  "instrument": "USDJPY"
})

FXContext provides the structured evidence.

The agent decides how to use it in the final answer.

Architecture

From official sources to agent context

Official sources

BLS · BEA · Federal Reserve · ECB · Bank of England · Bank of Japan

FXContext Core

Normalized macro factsConsensus & surprise contextStructured policy analysisMulti-instrument market reaction

MCP

Standard protocol transport

AI agents

Claude · Cursor · Custom

FXContext keeps factual source data separate from interpretation and keeps market-reaction calculations deterministic.

Integration

Connect any compatible MCP client

Connect your agent client to https://fx.coco-pier.com/mcp

Or use the REST API for direct application integration.

{
  "mcpServers": {
    "fxcontext": {
      "url": "https://fx.coco-pier.com/mcp"
    }
  }
}
View integration docs

The MCP tab shows the mcpServers format used by clients such as Cursor; other clients use their own settings. In Claude, add it as a custom connector (see Quick start).