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

On 2026-07-14, NZD/USD closed at 0.57634, up 0.08% on the day. It trades at 35.2% of its 52-week range. Its RSI(14) of 53.34 is in the 60th percentile of its history since 2003, and its 20-day return of -1.11% in the 36th percentile. Leveraged-money positioning is net -24.0% of open interest, in the 6th percentile of its own two-year range. Its 20/50/200-day moving averages are 0.5709 / 0.58136 / 0.58193, with price +0.95% / -0.86% / -0.96% against them. Its 52-week range is 0.55842–0.60933; it closed 5.41% below the high and 3.21% above the low. Its 20-day volatility is 0.447% daily, in the 10th percentile of its history since 2003. Its 14-day average true range (ATR) is 0.00528 (52.8 pips), 0.92% of price. It has returned +1.08% over 5 days and -2.42% over 60 days.

=== NZD/USD  (pip 0.0001) ===
  >> close 0.57634  +0.082%
  price & change   (as of 2026-07-14, prior 2026-07-13)
    close       0.57634
    change      +0.00047  (+0.082%, +4.7 pips)
    gap         +0.00059  (+5.9 pips)  (cross-session move on continuous FX; not a feed gap)
  range            (as of 2026-07-14)
    range       0.00812  (81.2 pips)
    close pos   4.3% of range
  moving averages  (as of 2026-07-14)
     20d MA     0.57090   price above by +0.95%
     50d MA     0.58136   price below by -0.86%
    200d MA     0.58193   price below by -0.96%
    price mixed vs MAs
    stack: 200d > 50d > 20d
  volatility       (as of 2026-07-14)
    20d stdev   0.447% daily ≈ 7.1% annualized (×√252)   (10th pct of own history, since 2003 (5829 obs))
    vs easing-2024 avg  0.75× (0.447% vs 0.596% era avg)
  ATR              (as of 2026-07-14)
    ATR(14)    0.00528  (52.8 pips)
    ATR%        0.92%   (29th pct of own history, since 2003 (5835 obs))
    range/ATR   153.8%
  52-week range    (as of 2026-07-14)
    high        0.60933   (-5.41% from high)
    low         0.55842   (+3.21% from low)
  momentum         (as of 2026-07-14)
    RSI(14)     53.34   (60th pct of own history, since 2003 (5835 obs))
  returns          (as of 2026-07-14)
     5d return  +1.08%
    20d return  -1.11%
    60d return  -2.42%
  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      0.5965%
  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
  rate differential (NZD–USD policy)
    NZD (RBNZ_OCR)        2.50%  (set 2026-07-08, announced target)
    next RBNZ             2026-09-02  (50 days)
    USD (EFFR)            3.62%  (as of 2026-07-13, daily effective)
    next Fed              2026-07-29  (15 days)
    differential    -1.12%  (base−quote)
  cross-asset corr (26w weekly returns; async daily closes cap the magnitude)  (as of 2026-07-14)
    vs DXY      -0.78
    vs S&P 500  +0.38
    vs DXY beta -1.27 (26w)