On 2026-07-28, NZD/USD closed at 0.57704, down 0.48% on the day. It trades at 36.6% of its 52-week range. Its RSI(14) of 48.16 is in the 43rd percentile of its history since 2003, and its 20-day return of +2.11% in the 75th percentile. Leveraged-money positioning is net -28.6% of open interest, in the 0th percentile of its own two-year range. Its 20/50/200-day moving averages are 0.57654 / 0.57931 / 0.58222, with price +0.09% / -0.39% / -0.89% against them. Its 52-week range is 0.55842–0.60933; it closed 5.30% below the high and 3.33% above the low. Its 20-day volatility is 0.445% daily, in the 10th percentile of its history since 2003. Its 14-day average true range (ATR) is 0.00476 (47.6 pips), 0.82% of price. It has returned -1.41% over 5 days and -1.74% over 60 days.
=== NZD/USD (pip 0.0001) ===
>> close 0.57704 -0.485% · positioning net%OI -28.6% (0th pct — near bottom of own 134w range (band bottoms at -28.6%))
cross-signal: flow signals split — 20d return up / daily % down
price & change (as of 2026-07-28, prior 2026-07-27)
close 0.57704
change -0.00281 (-0.485%, -28.1 pips)
gap -0.00294 (-29.4 pips) (cross-session move on continuous FX; not a feed gap)
range (as of 2026-07-28)
range 0.00347 (34.7 pips)
close pos 21.3% of range
moving averages (as of 2026-07-28)
20d MA 0.57654 price above by +0.09%
50d MA 0.57931 price below by -0.39%
200d MA 0.58222 price below by -0.89%
price mixed vs MAs
stack: 200d > 50d > 20d
volatility (as of 2026-07-28)
20d stdev 0.445% daily ≈ 7.1% annualized (×√252) (10th pct of own history, since 2003 (5839 obs))
vs easing-2024 avg 0.75× (0.445% vs 0.595% era avg)
ATR (as of 2026-07-28)
ATR(14) 0.00476 (47.6 pips)
ATR% 0.82% (17th pct of own history, since 2003 (5845 obs))
range/ATR 73.0%
52-week range (as of 2026-07-28)
high 0.60933 (-5.30% from high)
low 0.55842 (+3.33% from low)
momentum (as of 2026-07-28)
RSI(14) 48.16 (43rd pct of own history, since 2003 (5845 obs))
returns (as of 2026-07-28)
5d return -1.41%
20d return +2.11%
60d return -1.74%
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 0.5949%
positioning (as of 2026-07-21)
next COT as of 2026-07-28 (released ~that Fri, later if a holiday intervenes)
net -31,086 contracts (net short NZD)
net % OI -28.6%
net%OI range -28.6% … +28.5% (own 134w)
w/w change -2,084
rate differential (NZD–USD policy)
NZD (RBNZ_OCR) 2.50% (set 2026-07-08, announced target)
next RBNZ 2026-09-02 (36 days)
USD (EFFR) 3.63% (as of 2026-07-28, daily effective)
next Fed 2026-07-29 (1 day)
differential -1.13% (base−quote)
cross-asset corr (26w weekly returns; async daily closes cap the magnitude) (as of 2026-07-28)
vs DXY -0.74
vs S&P 500 +0.45
vs DXY beta -1.13 (26w)