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

On 2026-07-03, NZD/USD closed at 0.56929, up 0.31% on the day. It trades at 21.4% of its 52-week range. Its RSI(14) of 38.74 is in the 18th percentile of its history since 2003, and its 20-day return of -3.02% in the 16th 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 0.56929  +0.307%
  price & change   (as of 2026-07-03, prior 2026-07-02)
    close       0.56929
    change      +0.00174  (+0.307%, +17.4 pips)
    gap         +0.00181  (+18.1 pips)  (cross-session move on continuous FX; not a feed gap)
  range            (as of 2026-07-03)
    range       0.00368  (36.8 pips)
    close pos   5.7% of range
  moving averages  (as of 2026-07-03)
     20d MA     0.57407   price below by -0.83%
     50d MA     0.58359   price below by -2.45%
    200d MA     0.58218   price below by -2.21%
    price < all MAs
    stack: 50d > 200d > 20d
  volatility       (as of 2026-07-03)
    20d stdev   0.483% daily   (16th pct of own history)
    vs easing-2024 avg  0.81× (0.483% vs 0.598% era avg)
  ATR              (as of 2026-07-03)
    ATR(14)    0.00501  (50.1 pips)
    ATR%        0.88%   (24th pct of own history)
    range/ATR   73.5%
  52-week range    (as of 2026-07-03)
    high        0.60933   (-6.57% from high)
    low         0.55842   (+1.95% from low)
  momentum         (as of 2026-07-03)
    RSI(14)     38.74   (18th pct of own history)
  returns          (as of 2026-07-03)
     5d return  +0.88%
    20d return  -3.02%
    60d return  -2.69%
  volatility by rate-era
    pre-crisis       0.9269%   (from 2003-12-01)
    ZIRP-2009        0.8375%
    tightening-2015  0.6352%
    ZIRP-2019        0.6132%
    tightening-2022  0.7299%
    easing-2024      0.5978%
  positioning      (as of 2026-06-23)
    next COT     as of 2026-06-30 (released ~that Fri, later if a holiday intervenes) — newer data due
    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 2026-07-02)
    vs DXY      -0.81
    vs S&P 500  +0.37
    vs DXY beta -1.25 (26w)