On 2026-08-04, NZD/USD closed at 0.5867, down 0.53% on the day. It trades at 55.5% of its 52-week range. Its RSI(14) of 59.85 is in the 78th percentile of its history since 2003, and its 20-day return of +2.90% in the 82nd percentile. Leveraged-money positioning is net -28.6% of open interest, at 0% of its own two-year positioning range. It is trading above its 20-, 50- and 200-day moving averages. Its 20/50/200-day moving averages are 0.58041 / 0.57913 / 0.58248, with price +1.08% / +1.31% / +0.72% against them. Its 52-week range is 0.55842–0.60933; it closed 3.71% below the high and 5.06% above the low. Its 20-day volatility is 0.533% daily, in the 26th percentile of its history since 2003. Its 14-day average true range (ATR) is 0.00507 (50.7 pips), 0.86% of price. It has returned +1.67% over 5 days and -1.65% over 60 days.
=== NZD/USD (pip 0.0001) ===
>> close 0.58670 -0.532% · price > all MAs; positioning net%OI -28.6% (near bottom of own 135w range (band bottoms at -28.6%))
cross-signal: flow signals split — 20d return up / daily % down
price & change (as of 2026-08-04, prior 2026-08-03)
close 0.58670
change -0.00314 (-0.532%, -31.4 pips)
gap -0.00312 (-31.2 pips) (cross-session move on continuous FX; not a feed gap)
range (as of 2026-08-04)
range 0.00321 (32.1 pips)
close pos 12.1% of range
moving averages (as of 2026-08-04)
20d MA 0.58041 price above by +1.08%
50d MA 0.57913 price above by +1.31%
200d MA 0.58248 price above by +0.72%
price > all MAs
stack: 200d > 20d > 50d
volatility (as of 2026-08-04)
20d stdev 0.533% daily ≈ 8.5% annualized (×√252) (26th pct of own history, since 2003 (5844 obs))
vs easing-2024 avg 0.90× (0.533% vs 0.595% era avg)
ATR (as of 2026-08-04)
ATR(14) 0.00507 (50.7 pips)
ATR% 0.86% (22nd pct of own history, since 2003 (5850 obs))
range/ATR 63.3%
52-week range (as of 2026-08-04)
high 0.60933 (-3.71% from high)
low 0.55842 (+5.06% from low)
momentum (as of 2026-08-04)
RSI(14) 59.85 (78th pct of own history, since 2003 (5850 obs))
returns (as of 2026-08-04)
5d return +1.67%
20d return +2.90%
60d return -1.65%
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 0.5954%
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 (29 days)
USD (EFFR) 3.63% (as of 2026-08-04, daily effective)
next Fed 2026-09-16 (43 days)
differential -1.13% (base−quote)
cross-asset corr (26w weekly returns; async daily closes cap the magnitude) (as of 2026-08-04)
vs DXY -0.78
vs S&P 500 +0.44
vs DXY beta -1.07 (26w)