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

On 2026-07-15, NZD/USD closed at 0.58135, up 0.87% on the day. It trades at 45.0% of its 52-week range. Its RSI(14) of 60.69 is in the 80th percentile of its history since 2003, and its 20-day return of -0.30% in the 45th 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 0.57081 / 0.58118 / 0.58193, with price +1.85% / +0.03% / -0.10% against them. Its 52-week range is 0.55842–0.60933; it closed 4.59% below the high and 4.11% above the low. Its 20-day volatility is 0.492% daily, in the 18th percentile of its history since 2003. Its 14-day average true range (ATR) is 0.00547 (54.7 pips), 0.94% of price. It has returned +2.41% over 5 days and -1.43% over 60 days.

=== NZD/USD  (pip 0.0001) ===
  >> close 0.58135  +0.869%
  price & change   (as of 2026-07-15, prior 2026-07-14)
    close       0.58135
    change      +0.00501  (+0.869%, +50.1 pips)
    gap         +0.00504  (+50.4 pips)  (cross-session move on continuous FX; not a feed gap)
  range            (as of 2026-07-15)
    range       0.00320  (32.0 pips)
    close pos   9.7% of range
  moving averages  (as of 2026-07-15)
     20d MA     0.57081   price above by +1.85%
     50d MA     0.58118   price above by +0.03%
    200d MA     0.58193   price below by -0.10%
    price mixed vs MAs
    stack: 200d > 50d > 20d
  volatility       (as of 2026-07-15)
    20d stdev   0.492% daily ≈ 7.8% annualized (×√252)   (18th pct of own history, since 2003 (5830 obs))
    vs easing-2024 avg  0.82× (0.492% vs 0.597% era avg)
  ATR              (as of 2026-07-15)
    ATR(14)    0.00547  (54.7 pips)
    ATR%        0.94%   (33rd pct of own history, since 2003 (5836 obs))
    range/ATR   58.5%
  52-week range    (as of 2026-07-15)
    high        0.60933   (-4.59% from high)
    low         0.55842   (+4.11% from low)
  momentum         (as of 2026-07-15)
    RSI(14)     60.69   (80th pct of own history, since 2003 (5836 obs))
  returns          (as of 2026-07-15)
     5d return  +2.41%
    20d return  -0.30%
    60d return  -1.43%
  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      0.5970%
  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  (49 days)
    USD (EFFR)            3.63%  (as of 2026-07-15, daily effective)
    next Fed              2026-07-29  (14 days)
    differential    -1.13%  (base−quote)
  cross-asset corr (26w weekly returns; async daily closes cap the magnitude)  (as of 2026-07-15)
    vs DXY      -0.79
    vs S&P 500  +0.37
    vs DXY beta -1.28 (26w)