On 2026-08-21, NZD/USD closed at 0.59687, up 0.55% on the day. It trades at 75.5% of its 52-week range. Its RSI(14) of 66.99 is in the 93rd percentile of its history since 2003, and its 20-day return of +3.37% in the 86th percentile. Leveraged-money positioning is net -30.1% of open interest, at 7% 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 0.58686 / 0.57969 / 0.5837, with price +1.71% / +2.96% / +2.26% against them. Its 52-week range is 0.55842–0.60933; it closed 2.04% below the high and 6.89% above the low. Its 20-day volatility is 0.496% daily, in the 19th percentile of its history since 2003. Its 14-day average true range (ATR) is 0.00499 (49.9 pips), 0.84% of price. It has returned +1.95% over 5 days and +0.39% over 60 days.
=== NZD/USD (pip 0.0001) ===
>> close 0.59687 +0.554%
price & change (as of 2026-08-21, prior 2026-08-20)
close 0.59687
change +0.00329 (+0.554%, +32.9 pips)
gap +0.00077 (+7.7 pips)
range (as of 2026-08-21)
range 0.00256 (25.6 pips)
close pos 98.4% of range
moving averages (as of 2026-08-21)
20d MA 0.58686 price above by +1.71%
50d MA 0.57969 price above by +2.96%
200d MA 0.58370 price above by +2.26%
price > all MAs
stack: 20d > 200d > 50d
volatility (as of 2026-08-21)
20d stdev 0.496% daily ≈ 7.9% annualized (×√252) (19th pct of own history, since 2003 (5857 obs))
vs easing-2024 avg 0.84× (0.496% vs 0.593% era avg)
ATR (as of 2026-08-21)
ATR(14) 0.00499 (49.9 pips)
ATR% 0.84% (19th pct of own history, since 2003 (5863 obs))
range/ATR 51.3%
52-week range (as of 2026-08-21)
high 0.60933 (-2.04% from high)
low 0.55842 (+6.89% from low)
momentum (as of 2026-08-21)
RSI(14) 66.99 (93rd pct of own history, since 2003 (5863 obs))
returns (as of 2026-08-21)
5d return +1.95%
20d return +3.37%
60d return +0.39%
volatility by rate-era
pre-crisis 0.93% (from 2003-12-01)
ZIRP-2009 0.84%
tightening-2015 0.64%
ZIRP-2019 0.61%
tightening-2022 0.73%
easing-2024 0.59%
positioning (as of 2026-08-18)
next COT as of 2026-08-25 (released ~that Fri, later if a holiday intervenes)
net -26,806 contracts (net short NZD)
net % OI -30.1%
net%OI range -34.6% … +28.5% (own 138w)
w/w change +6,655
rate differential (NZD–USD policy)
NZD (RBNZ_OCR) 2.50% (set 2026-07-08, announced target)
next RBNZ 2026-09-02 (12 days)
USD (EFFR) 3.63% (as of 2026-08-20, daily effective)
next Fed 2026-09-16 (26 days)
differential -1.13% (base−quote)
cross-asset corr (26w weekly returns; async daily closes cap the magnitude) (as of 2026-08-21)
vs DXY -0.77
vs S&P 500 +0.43
vs DXY beta -1.08 (26w)