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

On 2026-07-06, NZD/USD closed at 0.5706, up 0.23% on the day. It trades at 23.9% of its 52-week range. Its RSI(14) of 41.48 is in the 25th percentile of its history since 2003, and its 20-day return of -1.56% in the 30th percentile. Leveraged-money positioning is net -22.9% of open interest, in the 8th percentile of its own two-year range.

=== NZD/USD  (pip 0.0001) ===
  >> close 0.57060  +0.230%
  price & change   (as of 2026-07-06, prior 2026-07-03)
    close       0.57060
    change      +0.00131  (+0.230%, +13.1 pips)
    gap         +0.00071  (+7.1 pips)  (cross-session move on continuous FX; not a feed gap)
  range            (as of 2026-07-06)
    range       0.00263  (26.3 pips)
    close pos   n/a (close 1.7 pips above high — async-close artifact)
  moving averages  (as of 2026-07-06)
     20d MA     0.57361   price below by -0.53%
     50d MA     0.58326   price below by -2.17%
    200d MA     0.58213   price below by -1.98%
    price < all MAs
    stack: 50d > 200d > 20d
  volatility       (as of 2026-07-06)
    20d stdev   0.415% daily   (6th pct of own history)
    vs easing-2024 avg  0.69× (0.415% vs 0.597% era avg)
  ATR              (as of 2026-07-06)
    ATR(14)    0.00484  (48.4 pips)
    ATR%        0.85%   (20th pct of own history)
    range/ATR   54.4%
  52-week range    (as of 2026-07-06)
    high        0.60933   (-6.36% from high)
    low         0.55842   (+2.18% from low)
  momentum         (as of 2026-07-06)
    RSI(14)     41.48   (25th pct of own history)
  returns          (as of 2026-07-06)
     5d return  +1.16%
    20d return  -1.56%
    60d return  -1.69%
  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      0.5974%
  positioning      (as of 2026-06-30)
    next COT     as of 2026-07-07 (released ~that Fri, later if a holiday intervenes)
    net         -25,285 contracts (net short NZD)
    net % OI    -22.9%
    net%OI range -27.1% … +28.5% (own 131w)
    w/w change  -2,463
  cross-asset corr (26w weekly returns; async daily closes cap the magnitude)  (as of 2026-07-06)
    vs DXY      -0.81
    vs S&P 500  +0.37
    vs DXY beta -1.27 (26w)