On 2026-07-22, NZD/USD closed at 0.58262, down 0.46% on the day. It trades at 47.5% of its 52-week range. Its RSI(14) of 58.85 is in the 76th percentile of its history since 2003, and its 20-day return of +2.85% in the 82nd percentile. Leveraged-money positioning is net -24.5% of open interest, in the 5th percentile of its own two-year range. It is trading above its 20-, 50- and 200-day moving averages. Its 20/50/200-day moving averages are 0.57365 / 0.58008 / 0.58208, with price +1.56% / +0.44% / +0.09% against them. Its 52-week range is 0.55842–0.60933; it closed 4.38% below the high and 4.33% above the low. Its 20-day volatility is 0.385% daily, in the 4th percentile of its history since 2003. Its 14-day average true range (ATR) is 0.00491 (49.1 pips), 0.84% of price. It has returned +0.22% over 5 days and -1.06% over 60 days.
=== NZD/USD (pip 0.0001) ===
>> close 0.58262 -0.456% · 20d vol 0.385% daily (4th pct, since 2003 (5835 obs))
cross-signal: flow signals split — 20d return up / daily % down
price & change (as of 2026-07-22, prior 2026-07-21)
close 0.58262
change -0.00267 (-0.456%, -26.7 pips)
gap -0.00280 (-28.0 pips) (cross-session move on continuous FX; not a feed gap)
range (as of 2026-07-22)
range 0.00218 (21.8 pips)
close pos 62.8% of range
moving averages (as of 2026-07-22)
20d MA 0.57365 price above by +1.56%
50d MA 0.58008 price above by +0.44%
200d MA 0.58208 price above by +0.09%
price > all MAs
stack: 200d > 50d > 20d
volatility (as of 2026-07-22)
20d stdev 0.385% daily ≈ 6.1% annualized (×√252) (4th pct of own history, since 2003 (5835 obs))
vs easing-2024 avg 0.65× (0.385% vs 0.596% era avg)
ATR (as of 2026-07-22)
ATR(14) 0.00491 (49.1 pips)
ATR% 0.84% (19th pct of own history, since 2003 (5841 obs))
range/ATR 44.4%
52-week range (as of 2026-07-22)
high 0.60933 (-4.38% from high)
low 0.55842 (+4.33% from low)
momentum (as of 2026-07-22)
RSI(14) 58.85 (76th pct of own history, since 2003 (5841 obs))
returns (as of 2026-07-22)
5d return +0.22%
20d return +2.85%
60d return -1.06%
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 0.5955%
positioning (as of 2026-07-14)
next COT as of 2026-07-21 (released ~that Fri, later if a holiday intervenes)
net -29,002 contracts (net short NZD)
net % OI -24.5%
net%OI range -27.1% … +28.5% (own 133w)
w/w change -1,801
rate differential (NZD–USD policy)
NZD (RBNZ_OCR) 2.50% (set 2026-07-08, announced target)
next RBNZ 2026-09-02 (42 days)
USD (EFFR) 3.63% (as of 2026-07-21, daily effective)
next Fed 2026-07-29 (7 days)
differential -1.13% (base−quote)
cross-asset corr (26w weekly returns; async daily closes cap the magnitude) (as of 2026-07-22)
vs DXY -0.73
vs S&P 500 +0.39
vs DXY beta -1.22 (26w)