Few currencies — with the exception of the Canadian dollar — have enjoyed as strong a run vs. the U.S. buck as the New Zealand dollar’s (NZD) in recent months. As detailed in “How many g’days do Aussie, kiwi have left?” Currency Trader, May 2007), the “kiwi” dollar has been in an uptrend since mid- 2006, with an incredible upside burst occurring in March through mid-April 2007.

Figure 1 shows the kiwi dipped below 0.6000 in June 2006, but steadily rallied — with the exception of the early-2007 consolidation — to eventually top just below 0.7500 in April 2007. As New Zealand is a trade-dependent country (its largest export being agriculture products), its currency has benefited from recent global economic expansion. Not surprisingly, New Zealand’s largest trading partner is
Australia, followed by the U.S., Japan, and China.

To understand the New Zealand dollar, we will review the daily data for the New Zealand dollar/U.S. dollar (NZD/USD) pair from May 1, 2006 through April 30, 2007 — a total of 260 trading days. The analysis will cover four aspects of price behavior:
daily ranges, close-to-close changes, the lows on days that closed higher, and the highs on days that closed lower. To expand on the daily analysis, we will also analyze intraday price action from March 1 through April 30, 2007 to identify which hours of the trading session offer the most volatility.

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