mercatusdata

NZD/USD: RSI, volatility, 52-week range · daily

On 2026-10-20, NZD/USD closed at 0.56658, up 0.12% on the day. At the 2026-10-20 close, NZD/USD was 18.8% of the way from its 52-week low to its high. At the 2026-10-20 close, NZD/USD had an RSI(14) of 48.46, in the 44th percentile of its history since 2003, and its 20-day return of -0.80% was in the 39th percentile. Leveraged-money positioning is net -9.3% of open interest, at 41% of its own two-year positioning range. At the 2026-10-20 close, the 20/50/200-day moving averages of NZD/USD were 0.56333 / 0.57724 / 0.58383, with price +0.58% / -1.85% / -2.96% against them. At the 2026-10-20 close, the 52-week range of NZD/USD was 0.5567–0.60933; it closed 7.02% below the high and 1.77% above the low. Its 20-day volatility is 0.401% daily, in the 5th percentile of its history since 2003. Its 14-day average true range (ATR) is 0.00446 (44.6 pips), 0.79% of price. It has returned +1.41% over 5 days and -1.81% over 60 days.

Figures reflect the latest daily snapshot for 2026-10-20.

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 0.56658  +0.120%
  price & change   (as of 2026-10-20, prior 2026-10-19)
    close       0.56658
    change      +0.00068  (+0.120%, +6.8 pips)
    gap         +0.00079  (+7.9 pips)  (cross-session move on continuous FX; not a feed gap)
  range            (as of 2026-10-20)
    range       0.00355  (35.5 pips)
    close pos   9.0% of range
  moving averages  (as of 2026-10-20)
     20d MA     0.56333   price above by +0.58%
     50d MA     0.57724   price below by -1.85%
    200d MA     0.58383   price below by -2.96%
    price mixed vs MAs
    stack: 200d > 50d > 20d
  volatility       (as of 2026-10-20)
    20d stdev   0.401% daily ≈ 6.4% annualised (×√252)   (5th pct of own history, since 2003 (5899 obs))
    vs easing-2024 avg  0.69× (0.401% vs 0.583% era avg)
  ATR              (as of 2026-10-20)
    ATR(14)    0.00446  (44.6 pips)
    ATR%        0.79%   (13th pct of own history, since 2003 (5905 obs))
    range/ATR   79.6%
  52-week range    (as of 2026-10-20)
    high        0.60933   (-7.02% from high)
    low         0.55670   (+1.77% from low)
  momentum         (as of 2026-10-20)
    RSI(14)     48.46   (44th pct of own history, since 2003 (5905 obs))
  returns          (as of 2026-10-20)
     5d return  +1.41%
    20d return  -0.80%
    60d return  -1.81%
  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  (8 days)
    USD (EFFR)            3.88%  (as of 2026-10-19, daily effective)
    next Fed              2026-10-28  (8 days)
    differential    -1.13%  (base−quote)
  cross-asset corr (26w weekly returns; async daily closes cap the magnitude)  (as of 2026-10-20)
    vs DXY      -0.66
    vs S&P 500  +0.27
    vs DXY beta -1.00 (26w)