NZD/USD: 20-day volatility 0.360% daily (2nd percentile)
On 2026-10-15, NZD/USD closed at 0.56102, down 0.07% on the day. At the 2026-10-15 close, NZD/USD was 8.2% of the way from its 52-week low to its high. At the 2026-10-15 close, NZD/USD had an RSI(14) of 35.69, in the 12th percentile of its history since 2003, and its 20-day return of -1.92% was in the 26th 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 2026-10-15 close, the 20/50/200-day moving averages of NZD/USD were 0.56442 / 0.57863 / 0.58399, with price -0.60% / -3.04% / -3.93% against them. At the 2026-10-15 close, the 52-week range of NZD/USD was 0.5567–0.60933; it closed 7.93% below the high and 0.78% above the low. Its 20-day volatility is 0.360% daily, in the 2nd percentile of its history since 2003. Its 14-day average true range (ATR) is 0.00427 (42.7 pips), 0.76% of price. It has returned +0.16% over 5 days and -3.51% over 60 days.
Figures reflect the latest daily snapshot for 2026-10-15.
=== NZD/USD (pip 0.0001) ===
>> close 0.56102 -0.075% · 20d vol 0.360% daily (2nd pct, since 2003 (5896 obs))
cross-signal: flow signals align NZD/USD down: 20d return, daily %
price & change (as of 2026-10-15, prior 2026-10-14)
close 0.56102
change -0.00042 (-0.075%, -4.2 pips)
gap -0.00036 (-3.6 pips) (cross-session move on continuous FX; not a feed gap)
range (as of 2026-10-15)
range 0.00406 (40.6 pips)
close pos 39.2% of range
moving averages (as of 2026-10-15)
20d MA 0.56442 price below by -0.60%
50d MA 0.57863 price below by -3.04%
200d MA 0.58399 price below by -3.93%
price < all MAs
stack: 200d > 50d > 20d
volatility (as of 2026-10-15)
20d stdev 0.360% daily ≈ 5.7% annualised (×√252) (2nd pct of own history, since 2003 (5896 obs))
vs easing-2024 avg 0.62× (0.360% vs 0.584% era avg)
ATR (as of 2026-10-15)
ATR(14) 0.00427 (42.7 pips)
ATR% 0.76% (11th pct of own history, since 2003 (5902 obs))
range/ATR 95.0%
52-week range (as of 2026-10-15)
high 0.60933 (-7.93% from high)
low 0.55670 (+0.78% from low)
momentum (as of 2026-10-15)
RSI(14) 35.69 (12th pct of own history, since 2003 (5902 obs))
returns (as of 2026-10-15)
5d return +0.16%
20d return -1.92%
60d return -3.51%
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 (13 days)
USD (EFFR) 3.88% (as of 2026-10-14, daily effective)
next Fed 2026-10-28 (13 days)
differential -1.13% (base−quote)
cross-asset corr (26w weekly returns; async daily closes cap the magnitude) (as of 2026-10-15)
vs DXY -0.66
vs S&P 500 +0.30
vs DXY beta -0.99 (26w)