NZD/USD: RSI, volatility, 52-week range · daily

On 2026-06-26, NZD/USD closed at 0.56433, down 0.02% on the day. It trades at 11.6% of its 52-week range. Its RSI(14) of 27.67 is in the 2nd percentile of its history since 2003, and its 20-day return of -5.09% in the 6th percentile. Leveraged-money positioning is net -22.1% of open interest, in the 9th percentile of its own two-year range.

=== NZD/USD  (pip 0.0001) ===
  >> close 0.56433  -0.023%   · RSI(14) 27.67 (2nd pct, since 2003) while price < all MAs
     cross-signal: signals align NZD/USD down: RSI(14), 20d return, positioning net%OI, 52wk position
  price & change   (as of 2026-06-26, prior 2026-06-25)
    close       0.56433
    change      -0.00013  (-0.023%, -1.3 pips)
    gap         +0.00005  (+0.5 pips)
  range            (as of 2026-06-26)
    range       0.00306  (30.6 pips)
    close pos   51.3% of range
  moving averages  (as of 2026-06-26)
     20d MA     0.58030   price below by -2.75%
     50d MA     0.58578   price below by -3.66%
    200d MA     0.58271   price below by -3.15%
    price < all MAs
    stack: 50d > 200d > 20d
  volatility       (as of 2026-06-26)
    20d stdev   0.513% daily
  ATR              (as of 2026-06-26)
    ATR(14)    0.00528  (52.8 pips)
    ATR%        0.94%
    range/ATR   58.0%
  52-week range    (as of 2026-06-26)
    high        0.60933   (-7.39% from high)
    low         0.55842   (+1.06% from low)
  momentum         (as of 2026-06-26)
    RSI(14)     27.67
  returns          (as of 2026-06-26)
     5d return  -1.94%
    20d return  -5.09%
    60d return  -1.30%
  volatility by rate-era
    pre-crisis       0.9269%
    ZIRP-2009        0.8375%
    tightening-2015  0.6352%
    ZIRP-2019        0.6132%
    tightening-2022  0.7299%
    easing-2024      0.5997%
  positioning      (as of 2026-06-23)
    net         -22,822 contracts (net short NZD)
    net % OI    -22.1%
    net%OI range -27.1% … +28.5% (own 130w)
    w/w change  -635
  cross-asset corr (26w weekly returns; async daily closes cap the magnitude)  (as of 2026-06-26)
    vs DXY      -0.80
    vs S&P 500  +0.37
    vs DXY beta -1.26 (26w)