On 2026-08-12, NZD/USD closed at 0.588, down 0.14% on the day. It trades at 58.1% of its 52-week range. Its RSI(14) of 59.39 is in the 77th percentile of its history since 2003, and its 20-day return of +1.14% in the 64th percentile. Leveraged-money positioning is net -29.7% 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 0.5844 / 0.57867 / 0.58285, with price +0.62% / +1.61% / +0.88% against them. Its 52-week range is 0.55842–0.60933; it closed 3.50% below the high and 5.30% above the low. Its 20-day volatility is 0.457% daily, in the 12th percentile of its history since 2003. Its 14-day average true range (ATR) is 0.00438 (43.8 pips), 0.74% of price. It has returned +0.06% over 5 days and +0.80% over 60 days.
=== NZD/USD (pip 0.0001) ===
>> close 0.58800 -0.139% · price > all MAs; positioning net%OI -29.7% (near bottom of own 136w range (band bottoms at -29.7%))
cross-signal: flow signals split — 20d return up / daily % down
price & change (as of 2026-08-12, prior 2026-08-11)
close 0.58800
change -0.00082 (-0.139%, -8.2 pips)
gap -0.00087 (-8.7 pips) (cross-session move on continuous FX; not a feed gap)
range (as of 2026-08-12)
range 0.00288 (28.8 pips)
close pos 79.9% of range
moving averages (as of 2026-08-12)
20d MA 0.58440 price above by +0.62%
50d MA 0.57867 price above by +1.61%
200d MA 0.58285 price above by +0.88%
price > all MAs
stack: 20d > 200d > 50d
volatility (as of 2026-08-12)
20d stdev 0.457% daily ≈ 7.2% annualized (×√252) (12th pct of own history, since 2003 (5850 obs))
vs easing-2024 avg 0.77× (0.457% vs 0.593% era avg)
ATR (as of 2026-08-12)
ATR(14) 0.00438 (43.8 pips)
ATR% 0.74% (10th pct of own history, since 2003 (5856 obs))
range/ATR 65.8%
52-week range (as of 2026-08-12)
high 0.60933 (-3.50% from high)
low 0.55842 (+5.30% from low)
momentum (as of 2026-08-12)
RSI(14) 59.39 (77th pct of own history, since 2003 (5856 obs))
returns (as of 2026-08-12)
5d return +0.06%
20d return +1.14%
60d return +0.80%
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 0.5932%
positioning (as of 2026-08-04)
next COT as of 2026-08-11 (released ~that Fri, later if a holiday intervenes)
net -30,290 contracts (net short NZD)
net % OI -29.7%
net%OI range -29.7% … +28.5% (own 136w)
w/w change -263
rate differential (NZD–USD policy)
NZD (RBNZ_OCR) 2.50% (set 2026-07-08, announced target)
next RBNZ 2026-09-02 (21 days)
USD (EFFR) 3.63% (as of 2026-08-12, daily effective)
next Fed 2026-09-16 (35 days)
differential -1.13% (base−quote)
cross-asset corr (26w weekly returns; async daily closes cap the magnitude) (as of 2026-08-12)
vs DXY -0.76
vs S&P 500 +0.51
vs DXY beta -1.02 (26w)