COT — NZD vs CAD (net spec, weekly)
Combined Crowding
COT z-differentialNZD net long vs CAD — Balanced(+9 / +0.5σ)
CAD crowded (−100)balancedNZD crowded (+100)
NZD net-spec z-2.08σ
CAD net-spec z-2.53σ
Score = (base z − quote z) × 20, clamped ±100. |score| ≥ 60 extremely crowded · 40–60 crowded · 20–40 leaning · <20 balanced.
NZD/CAD Spot (daily)
Realized Vol & Regime
Calm
RV 20d
6.0%
20d pctile (1y)
44%
RV 5d
8.6%
RV 60d
7.1%
RV 252d
6.9%
cone p10–p90
5–9%
Daily Technicals
from daily closesRSI-14
58
SMA-20
0.8137
SMA-50
0.8123
SMA-200
0.8062
52w range
0.7873–0.8268
vs SMA-50
+0.52%
Intraday pivots are computed for the 7 USD majors only; this pair shows daily-close technicals.
Rate Differential
policy carryNZD policy rate2.50%
CAD policy rate2.25%
Carry (NZD−CAD)+0.25%
