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

On 2026-07-09, NZD/USD closed at 0.57158, up 0.69% on the day. It trades at 25.8% of its 52-week range. Its RSI(14) of 45.39 is in the 36th percentile of its history since 2003, and its 20-day return of -1.35% in the 33rd percentile. Leveraged-money positioning is net -24.0% of open interest, in the 6th percentile of its own two-year range.

=== NZD/USD  (pip 0.0001) ===
  >> close 0.57158  +0.691%
  price & change   (as of 2026-07-09, prior 2026-07-08)
    close       0.57158
    change      +0.00392  (+0.691%, +39.2 pips)
    gap         +0.00397  (+39.7 pips)  (cross-session move on continuous FX; not a feed gap)
  range            (as of 2026-07-09)
    range       0.00453  (45.3 pips)  (H−L unaffected by the out-of-range close; only close-position is)
    close pos   n/a (close 0.5 pips below low — async-close artifact)
  moving averages  (as of 2026-07-09)
     20d MA     0.57206   price below by -0.08%
     50d MA     0.58216   price below by -1.82%
    200d MA     0.58201   price below by -1.79%
    price < all MAs
    stack: 50d > 200d > 20d
  volatility       (as of 2026-07-09)
    20d stdev   0.453% daily ≈ 7.2% annualized (×√252)   (11th pct of own history, since 2003 (5826 obs))
    vs easing-2024 avg  0.76× (0.453% vs 0.597% era avg)
  ATR              (as of 2026-07-09)
    ATR(14)    0.00493  (49.3 pips)
    ATR%        0.86%   (21st pct of own history, since 2003 (5832 obs))
    range/ATR   91.8%
  52-week range    (as of 2026-07-09)
    high        0.60933   (-6.20% from high)
    low         0.55842   (+2.36% from low)
  momentum         (as of 2026-07-09)
    RSI(14)     45.39   (36th pct of own history, since 2003 (5832 obs))
  returns          (as of 2026-07-09)
     5d return  +0.71%
    20d return  -1.35%
    60d return  -3.32%
  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      0.5969%
  positioning      (as of 2026-07-07)
    next COT     as of 2026-07-14 (released ~that Fri, later if a holiday intervenes)
    net         -27,201 contracts (net short NZD)
    net % OI    -24.0%
    net%OI range -27.1% … +28.5% (own 132w)
    w/w change  -1,916
  cross-asset corr (26w weekly returns; async daily closes cap the magnitude)  (as of 2026-07-09)
    vs DXY      -0.80
    vs S&P 500  +0.37
    vs DXY beta -1.28 (26w)