NZD/USD Complete
Statistics & Probabilities
Comprehensive data insights from 5,687 trading days spanning 23 years of market history. Dataset covers 2001–2023 across daily, weekly, and monthly timeframes.
Daily Close Bias
Bull vs Bear Day Split
Historical Data Range
Volatility Statistics
Return distribution: nearly symmetric (+0.11 skew) with moderate fat tails (kurtosis 2.61). NZD/USD shows one of the cleaner return profiles among commodity-linked majors. 7.29% total price change range over 23 years.
Key Trading Insights
51.6% bullish vs 48.3% bearish
NZD/USD shows a consistent but narrow bullish daily close bias across 23 years of data — a useful directional lean for trend-following strategies.
70.49% higher highs on up days
On bullish days, over 7 in 10 sessions print a higher high — the strongest intraday momentum continuation of any pair in the SFD dataset.
70.68% lower highs on down days
Bearish sessions are equally decisive — sellers cap price on 70.68% of red days, confirming clean market structure on both sides.
53.8% of weeks close bullish
The weekly timeframe amplifies the directional bias — 659 bullish weeks vs 566 bearish, giving swing traders a stronger structural edge.
Kurtosis of 2.61 — near-normal
With kurtosis well below 3, NZD/USD has some of the most normally distributed returns among major FX pairs — fewer extreme outlier days than NZD/USD or USD/CHF.
±3.9% max daily move over 23 years
Despite the GFC extremes of October 2008, NZD/USD's tails remain tighter than most G10 pairs — max gain of +4.31% and max loss of −6.76% define its outer bounds.
Explore Related NZD/USD Data
Daily Close Probability Calendar
Month-by-month calendar view of NZD/USD daily close probabilities broken down by day of week and date.
Bullish Streak Probabilities
Continuation and reversal odds after consecutive bullish closes on NZD/USD daily candles.
Higher High Streak Probabilities
Frequency and reversal probability of consecutive daily higher highs forming on NZD/USD.
Lower Low Streak Probabilities
Frequency and reversal probability of consecutive daily lower lows forming on NZD/USD.
Open – Close Range Probabilities
How far from the daily open price closes on bullish and bearish days — range percentile distributions for NZD/USD.
NZD/USD Data Hub
The full NZD/USD dataset library — streaks, ranges, calendars, and key statistics in one place.