On 2026-07-31, NZD/USD closed at 0.58754, up 1.25% on the day. It trades at 57.2% of its 52-week range. Its RSI(14) of 63.23 is in the 86th percentile of its history since 2003, and its 20-day return of +3.21% in the 85th percentile. Leveraged-money positioning is net -28.6% of open interest, in the 0th 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 0.57862 / 0.57907 / 0.58234, with price +1.54% / +1.46% / +0.89% against them. Its 52-week range is 0.55842–0.60933; it closed 3.58% below the high and 5.21% above the low. Its 20-day volatility is 0.510% daily, in the 21st percentile of its history since 2003. Its 14-day average true range (ATR) is 0.00524 (52.4 pips), 0.89% of price. It has returned +1.75% over 5 days and -1.06% over 60 days.
=== NZD/USD (pip 0.0001) ===
>> close 0.58754 +1.255% · price > all MAs; positioning net%OI -28.6% (0th pct — near bottom of own 135w range (band bottoms at -28.6%))
cross-signal: flow signals align NZD/USD up: daily %, 20d return
price & change (as of 2026-07-31, prior 2026-07-30)
close 0.58754
change +0.00728 (+1.255%, +72.8 pips)
gap +0.00726 (+72.6 pips) (cross-session move on continuous FX; not a feed gap)
range (as of 2026-07-31)
range 0.00381 (38.1 pips)
close pos 64.8% of range
moving averages (as of 2026-07-31)
20d MA 0.57862 price above by +1.54%
50d MA 0.57907 price above by +1.46%
200d MA 0.58234 price above by +0.89%
price > all MAs
stack: 200d > 50d > 20d
volatility (as of 2026-07-31)
20d stdev 0.510% daily ≈ 8.1% annualized (×√252) (21st pct of own history, since 2003 (5842 obs))
vs easing-2024 avg 0.86× (0.510% vs 0.596% era avg)
ATR (as of 2026-07-31)
ATR(14) 0.00524 (52.4 pips)
ATR% 0.89% (26th pct of own history, since 2003 (5848 obs))
range/ATR 72.8%
52-week range (as of 2026-07-31)
high 0.60933 (-3.58% from high)
low 0.55842 (+5.21% from low)
momentum (as of 2026-07-31)
RSI(14) 63.23 (86th pct of own history, since 2003 (5848 obs))
returns (as of 2026-07-31)
5d return +1.75%
20d return +3.21%
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 0.5958%
positioning (as of 2026-07-28) (predates 2026-07-29 FOMC)
next COT as of 2026-08-04 (released ~that Fri, later if a holiday intervenes)
net -30,027 contracts (net short NZD)
net % OI -28.6%
net%OI range -28.6% … +28.5% (own 135w)
w/w change +1,059
rate differential (NZD–USD policy)
NZD (RBNZ_OCR) 2.50% (set 2026-07-08, announced target)
next RBNZ 2026-09-02 (33 days)
USD (EFFR) 3.63% (as of 2026-07-30, daily effective)
next Fed 2026-09-16 (47 days)
differential -1.13% (base−quote)
cross-asset corr (26w weekly returns; async daily closes cap the magnitude) (as of 2026-07-31)
vs DXY -0.77
vs S&P 500 +0.45
vs DXY beta -1.12 (26w)