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

On 2026-07-08, NZD/USD closed at 0.56766, down 0.44% on the day. It trades at 18.1% of its 52-week range. Its RSI(14) of 37.19 is in the 15th percentile of its history since 2003, and its 20-day return of -2.25% in the 22nd 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 0.56766  -0.438%
  price & change   (as of 2026-07-08, prior 2026-07-07)
    close       0.56766
    change      -0.00250  (-0.438%, -25.0 pips)
    gap         -0.00274  (-27.4 pips)  (cross-session move on continuous FX; not a feed gap)
  range            (as of 2026-07-08)
    range       0.00465  (46.5 pips)
    close pos   5.2% of range
  moving averages  (as of 2026-07-08)
     20d MA     0.57245   price below by -0.84%
     50d MA     0.58241   price below by -2.53%
    200d MA     0.58204   price below by -2.47%
    price < all MAs
    stack: 50d > 200d > 20d
  volatility       (as of 2026-07-08)
    20d stdev   0.418% daily ≈ 6.6% annualized (×√252)   (6th pct of own history, since 2003 (5825 obs))
    vs easing-2024 avg  0.70× (0.418% vs 0.597% era avg)
  ATR              (as of 2026-07-08)
    ATR(14)    0.00466  (46.6 pips)
    ATR%        0.82%   (16th pct of own history, since 2003 (5831 obs))
    range/ATR   99.8%
  52-week range    (as of 2026-07-08)
    high        0.60933   (-6.84% from high)
    low         0.55842   (+1.65% from low)
  momentum         (as of 2026-07-08)
    RSI(14)     37.19   (15th pct of own history, since 2003 (5831 obs))
  returns          (as of 2026-07-08)
     5d return  +0.02%
    20d return  -2.25%
    60d return  -3.84%
  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      0.5967%
  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 2026-07-08)
    vs DXY      -0.81
    vs S&P 500  +0.37
    vs DXY beta -1.28 (26w)