NZD/USD: 20-day volatility 0.349% daily (1st pct)
On 2026-10-12, NZD/USD closed at 0.56057, up 0.02% on the day. At the 2026-10-12 close, NZD/USD was 4.6% of the way from its 52-week low to its high. At the 2026-10-12 close, NZD/USD had an RSI(14) of 30.05, in the 5th percentile of its history since 2003, and its 20-day return of -3.55% was in the 12th percentile. Leveraged-money positioning is net -0.6% of open interest, at 55% of its own two-year positioning range. It is trading below its 20-, 50- and 200-day moving averages. At the 2026-10-12 close, the 20/50/200-day moving averages of NZD/USD were 0.56656 / 0.58025 / 0.58425, with price -1.06% / -3.39% / -4.05% against them. At the 2026-10-12 close, the 52-week range of NZD/USD was 0.5582–0.60933; it closed 8.00% below the high and 0.42% above the low. Its 20-day volatility is 0.349% daily, in the 1st percentile of its history since 2003. Its 14-day average true range (ATR) is 0.00405 (40.5 pips), 0.72% of price. It has returned -0.21% over 5 days and -4.01% over 60 days.
Figures reflect the latest daily snapshot for 2026-10-12.
=== NZD/USD (pip 0.0001) ===
>> close 0.56057 +0.018% · 20d vol 0.349% daily (1st pct, since 2003 (5893 obs))
price & change (as of 2026-10-12, prior 2026-10-09)
close 0.56057
change +0.00010 (+0.018%, +1.0 pips)
gap +0.00073 (+7.3 pips) (cross-session move on continuous FX; not a feed gap)
range (as of 2026-10-12)
range 0.00173 (17.3 pips)
close pos 16.2% of range
moving averages (as of 2026-10-12)
20d MA 0.56656 price below by -1.06%
50d MA 0.58025 price below by -3.39%
200d MA 0.58425 price below by -4.05%
price < all MAs
stack: 200d > 50d > 20d
volatility (as of 2026-10-12)
20d stdev 0.349% daily ≈ 5.5% annualised (×√252) (1st pct of own history, since 2003 (5893 obs))
vs easing-2024 avg 0.60× (0.349% vs 0.584% era avg)
ATR (as of 2026-10-12)
ATR(14) 0.00405 (40.5 pips)
ATR% 0.72% (8th pct of own history, since 2003 (5899 obs))
range/ATR 42.8%
52-week range (as of 2026-10-12)
high 0.60933 (-8.00% from high)
low 0.55820 (+0.42% from low)
momentum (as of 2026-10-12)
RSI(14) 30.05 (5th pct of own history, since 2003 (5899 obs))
returns (as of 2026-10-12)
5d return -0.21%
20d return -3.55%
60d return -4.01%
volatility by rate-era
pre-crisis (through 2008) 0.93% (from 2003-12-01)
ZIRP (2009–2015) 0.84%
tightening (2015–2018) 0.64%
ZIRP (2019–2021) 0.61%
tightening (2022–2023) 0.73%
easing (2024– ) 0.58%
positioning (as of 2026-10-06)
next COT as of 2026-10-13 (released ~that Fri, later if a holiday intervenes)
net -787 contracts (net short NZD)
net % OI -0.6%
net%OI range -36.0% … +28.5% (own 145w)
w/w change +279
rate differential (NZD–USD policy)
NZD (RBNZ_OCR) 2.50% (set 2026-07-08, announced target)
next RBNZ 2026-10-28 (16 days)
USD (EFFR) 3.88% (as of 2026-10-08, daily effective)
next Fed 2026-10-28 (16 days)
differential -1.38% (base−quote)
cross-asset corr (26w weekly returns; async daily closes cap the magnitude) (as of 2026-10-12)
vs DXY -0.65
vs S&P 500 +0.31
vs DXY beta -0.98 (26w)