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

On 2026-07-16, NZD/USD closed at 0.58478, up 0.59% on the day. It trades at 51.8% of its 52-week range. Its RSI(14) of 64.78 is in the 89th percentile of its history since 2003, and its 20-day return of +1.26% in the 66th 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 0.57118 / 0.58097 / 0.58193, with price +2.38% / +0.66% / +0.49% against them. Its 52-week range is 0.55842–0.60933; it closed 4.03% below the high and 4.72% above the low. Its 20-day volatility is 0.455% daily, in the 12th percentile of its history since 2003. Its 14-day average true range (ATR) is 0.0054 (54 pips), 0.92% of price. It has returned +2.31% over 5 days and -0.98% over 60 days.

=== NZD/USD  (pip 0.0001) ===
  >> close 0.58478  +0.590%
  price & change   (as of 2026-07-16, prior 2026-07-15)
    close       0.58478
    change      +0.00343  (+0.590%, +34.3 pips)
    gap         +0.00355  (+35.5 pips)  (cross-session move on continuous FX; not a feed gap)
  range            (as of 2026-07-16)
    range       0.00239  (23.9 pips)
    close pos   54.4% of range
  moving averages  (as of 2026-07-16)
     20d MA     0.57118   price above by +2.38%
     50d MA     0.58097   price above by +0.66%
    200d MA     0.58193   price above by +0.49%
    price > all MAs
    stack: 200d > 50d > 20d
  volatility       (as of 2026-07-16)
    20d stdev   0.455% daily ≈ 7.2% annualized (×√252)   (12th pct of own history, since 2003 (5831 obs))
    vs easing-2024 avg  0.76× (0.455% vs 0.597% era avg)
  ATR              (as of 2026-07-16)
    ATR(14)    0.00540  (54.0 pips)
    ATR%        0.92%   (30th pct of own history, since 2003 (5837 obs))
    range/ATR   44.3%
  52-week range    (as of 2026-07-16)
    high        0.60933   (-4.03% from high)
    low         0.55842   (+4.72% from low)
  momentum         (as of 2026-07-16)
    RSI(14)     64.78   (89th pct of own history, since 2003 (5837 obs))
  returns          (as of 2026-07-16)
     5d return  +2.31%
    20d return  +1.26%
    60d return  -0.98%
  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  (48 days)
    USD (EFFR)            3.63%  (as of 2026-07-15, daily effective)
    next Fed              2026-07-29  (13 days)
    differential    -1.13%  (base−quote)
  cross-asset corr (26w weekly returns; async daily closes cap the magnitude)  (as of 2026-07-16)
    vs DXY      -0.78
    vs S&P 500  +0.35
    vs DXY beta -1.29 (26w)