NZD/USD: 1.2% of its 52-week range
On 2026-10-13, NZD/USD closed at 0.55869, down 0.51% on the day. At the 2026-10-13 close, NZD/USD was 1.2% of the way from its 52-week low to its high. At the 2026-10-13 close, NZD/USD had an RSI(14) of 29.18, in the 4th percentile of its history since 2003, and its 20-day return of -3.32% was in the 14th percentile. RSI below 30 is conventionally termed oversold. 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 2026-10-13 close, the 20/50/200-day moving averages of NZD/USD were 0.56565 / 0.57971 / 0.58415, with price -1.23% / -3.63% / -4.36% against them. At the 2026-10-13 close, the 52-week range of NZD/USD was 0.55809–0.60933; it closed 8.31% below the high and 0.11% above the low. Its 20-day volatility is 0.352% daily, in the 1st percentile of its history since 2003. Its 14-day average true range (ATR) is 0.00413 (41.3 pips), 0.74% of price. It has returned -0.21% over 5 days and -4.54% over 60 days.
Figures reflect the latest daily snapshot for 2026-10-13.
=== NZD/USD (pip 0.0001) ===
>> close 0.55869 -0.506% · 52wk position 1.2% of range (52wk)
cross-signal: flow signals align NZD/USD down: 20d return, daily %
price & change (as of 2026-10-13, prior 2026-10-12)
close 0.55869
change -0.00284 (-0.506%, -28.4 pips)
gap -0.00274 (-27.4 pips) (cross-session move on continuous FX; not a feed gap)
range (as of 2026-10-13)
range 0.00369 (36.9 pips)
close pos 16.3% of range
moving averages (as of 2026-10-13)
20d MA 0.56565 price below by -1.23%
50d MA 0.57971 price below by -3.63%
200d MA 0.58415 price below by -4.36%
price < all MAs
stack: 200d > 50d > 20d
volatility (as of 2026-10-13)
20d stdev 0.352% daily ≈ 5.6% annualised (×√252) (1st pct of own history, since 2003 (5894 obs))
vs easing-2024 avg 0.60× (0.352% vs 0.584% era avg)
ATR (as of 2026-10-13)
ATR(14) 0.00413 (41.3 pips)
ATR% 0.74% (9th pct of own history, since 2003 (5900 obs))
range/ATR 89.3%
52-week range (as of 2026-10-13)
high 0.60933 (-8.31% from high)
low 0.55809 (+0.11% from low)
momentum (as of 2026-10-13)
RSI(14) 29.18 (4th pct of own history, since 2003 (5900 obs))
returns (as of 2026-10-13)
5d return -0.21%
20d return -3.32%
60d return -4.54%
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 (15 days)
USD (EFFR) 3.88% (as of 2026-10-09, daily effective)
next Fed 2026-10-28 (15 days)
differential withheld — RBNZ decided on 2026-09-02, NZD (RBNZ_OCR) not yet recorded; the newest recorded rate may no longer be in effect
cross-asset corr (26w weekly returns; async daily closes cap the magnitude) (as of 2026-10-13)
vs DXY -0.65
vs S&P 500 +0.31
vs DXY beta -0.98 (26w)