NZD/USD: 20-day volatility 0.374% daily (3rd percentile)
On 2026-10-14, NZD/USD closed at 0.56144, up 0.49% on the day. At the 2026-10-14 close, NZD/USD was 9.0% of the way from its 52-week low to its high. At the 2026-10-14 close, NZD/USD had an RSI(14) of 36.28, in the 13th percentile of its history since 2003, and its 20-day return of -2.38% was in the 21st 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 2026-10-14 close, the 20/50/200-day moving averages of NZD/USD were 0.56497 / 0.57919 / 0.58407, with price -0.62% / -3.06% / -3.87% against them. At the 2026-10-14 close, the 52-week range of NZD/USD was 0.5567–0.60933; it closed 7.86% below the high and 0.85% above the low. Its 20-day volatility is 0.374% daily, in the 3rd percentile of its history since 2003. Its 14-day average true range (ATR) is 0.00429 (42.9 pips), 0.76% of price. It has returned -0.17% over 5 days and -3.64% over 60 days.
Figures reflect the latest daily snapshot for 2026-10-14.
=== NZD/USD (pip 0.0001) ===
>> close 0.56144 +0.492% · 20d vol 0.374% daily (3rd pct, since 2003 (5895 obs))
cross-signal: flow signals split — daily % up / 20d return down
price & change (as of 2026-10-14, prior 2026-10-13)
close 0.56144
change +0.00275 (+0.492%, +27.5 pips)
gap +0.00279 (+27.9 pips) (cross-session move on continuous FX; not a feed gap)
range (as of 2026-10-14)
range 0.00635 (63.5 pips)
close pos 74.6% of range
moving averages (as of 2026-10-14)
20d MA 0.56497 price below by -0.62%
50d MA 0.57919 price below by -3.06%
200d MA 0.58407 price below by -3.87%
price < all MAs
stack: 200d > 50d > 20d
volatility (as of 2026-10-14)
20d stdev 0.374% daily ≈ 5.9% annualised (×√252) (3rd pct of own history, since 2003 (5895 obs))
vs easing-2024 avg 0.64× (0.374% vs 0.584% era avg)
ATR (as of 2026-10-14)
ATR(14) 0.00429 (42.9 pips)
ATR% 0.76% (11th pct of own history, since 2003 (5901 obs))
range/ATR 148.1%
52-week range (as of 2026-10-14)
high 0.60933 (-7.86% from high)
low 0.55670 (+0.85% from low)
momentum (as of 2026-10-14)
RSI(14) 36.28 (13th pct of own history, since 2003 (5901 obs))
returns (as of 2026-10-14)
5d return -0.17%
20d return -2.38%
60d return -3.64%
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) 2.75% (set 2026-09-02, announced target)
next RBNZ 2026-10-28 (14 days)
USD (EFFR) 3.88% (as of 2026-10-13, daily effective)
next Fed 2026-10-28 (14 days)
differential -1.13% (base−quote)
cross-asset corr (26w weekly returns; async daily closes cap the magnitude) (as of 2026-10-14)
vs DXY -0.65
vs S&P 500 +0.29
vs DXY beta -0.98 (26w)