NZD/USD: 20-day volatility 0.362% daily (2nd percentile)
On 2026-10-16, NZD/USD closed at 0.56213, up 0.20% on the day. At the 2026-10-16 close, NZD/USD was 10.3% of the way from its 52-week low to its high. At the 2026-10-16 close, NZD/USD had an RSI(14) of 38.53, in the 18th percentile of its history since 2003, and its 20-day return of -1.87% was in the 27th percentile. Leveraged-money positioning is net -9.3% of open interest, at 41% of its own two-year positioning range. It is trading below its 20-, 50- and 200-day moving averages. At the 2026-10-16 close, the 20/50/200-day moving averages of NZD/USD were 0.56388 / 0.57814 / 0.58392, with price -0.31% / -2.77% / -3.73% against them. At the 2026-10-16 close, the 52-week range of NZD/USD was 0.5567–0.60933; it closed 7.75% below the high and 0.98% above the low. Its 20-day volatility is 0.362% daily, in the 2nd percentile of its history since 2003. Its 14-day average true range (ATR) is 0.00443 (44.3 pips), 0.79% of price. It has returned +0.30% over 5 days and -2.65% over 60 days.
Figures reflect the latest daily snapshot for 2026-10-16.
NZD/USD here is the price of one New Zealand dollar in US dollars, so a rise means the New Zealand dollar strengthened against the US dollar. The series is Yahoo Finance’s daily one for NZDUSD=X; currencies trade over the counter, with no central exchange, so this is one data provider’s quote, not an official reference rate such as a central bank’s daily fixing.
=== NZD/USD (pip 0.0001) ===
>> close 0.56213 +0.198% · 20d vol 0.362% daily (2nd pct, since 2003 (5897 obs))
cross-signal: flow signals split — daily % up / 20d return down
price & change (as of 2026-10-16, prior 2026-10-15)
close 0.56213
change +0.00111 (+0.198%, +11.1 pips)
gap +0.00107 (+10.7 pips) (cross-session move on continuous FX; not a feed gap)
range (as of 2026-10-16)
range 0.00554 (55.4 pips)
close pos 2.0% of range
moving averages (as of 2026-10-16)
20d MA 0.56388 price below by -0.31%
50d MA 0.57814 price below by -2.77%
200d MA 0.58392 price below by -3.73%
price < all MAs
stack: 200d > 50d > 20d
volatility (as of 2026-10-16)
20d stdev 0.362% daily ≈ 5.8% annualised (×√252) (2nd pct of own history, since 2003 (5897 obs))
vs easing-2024 avg 0.62× (0.362% vs 0.583% era avg)
ATR (as of 2026-10-16)
ATR(14) 0.00443 (44.3 pips)
ATR% 0.79% (14th pct of own history, since 2003 (5903 obs))
range/ATR 124.9%
52-week range (as of 2026-10-16)
high 0.60933 (-7.75% from high)
low 0.55670 (+0.98% from low)
momentum (as of 2026-10-16)
RSI(14) 38.53 (18th pct of own history, since 2003 (5903 obs))
returns (as of 2026-10-16)
5d return +0.30%
20d return -1.87%
60d return -2.65%
volatility by rate-era
pre-crisis (to 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 2026-10-13)
next COT as of 2026-10-20 (released ~that Fri, later if a holiday intervenes)
net -11,619 contracts (net short NZD)
net % OI -9.3%
net%OI range -36.0% … +28.5% (own 146w)
w/w change -10,832
rate differential (NZD–USD policy)
NZD (RBNZ_OCR) 2.75% (set 2026-09-02, announced target)
next RBNZ 2026-10-28 (12 days)
USD (EFFR) 3.88% (as of 2026-10-15, daily effective)
next Fed 2026-10-28 (12 days)
differential -1.13% (base−quote)
cross-asset corr (26w weekly returns; async daily closes cap the magnitude) (as of 2026-10-16)
vs DXY -0.66
vs S&P 500 +0.27
vs DXY beta -0.99 (26w)