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Sam Bourgi is an analyst, writer and financial market commentator featured in and cited by U.S. Congress, Department of Justice, Chicago Board Options Exchange, Barron's and Forbes. He covers stocks, bonds, mutual funds, ETFs, forex, Bitcoin, cryptocurrency, real estate and macroeconomics. He has written over 25,000 articles and over 40 whitepapers and e-books.
Sigmacast expected range · 7–28-day calibrated zone
Forecast batch: 8/15/26
AUD/NZD's band is still building its audit record. Sigmacast's calibrated band is sized from realized volatility and graded against every terminal close as its audit record builds. Horizon grades appear as each one's history matures — current status is below.
Nested 60 / 80 / 95 calibrated expected-range · centered on current price (gold tick)
Macro correlations · context (not confirmation)
8 correlated indicators
Observed historical correlations, not forward signals.
Positively correlated: S&P Global Composite PMI (r=+0.69), Building Permits MoM (r=+0.63), Building Permits YoY (r=+0.62), RBA Interest Rate Decision (r=+0.61), S&P Global Services PMI (r=+0.60)
Inversely correlated: Private Sector Credit YoY (r=-0.71), TD-MI Inflation Gauge MoM (r=-0.65), ANZ Roy Morgan Consumer Confidence (r=-0.59)
As of August 16, 2026, AUD/NZD is trading at 1.2022. Our multi-model Sigmanomics forecast for this forex pair generates expected price ranges (magnitude, not direction) across 7-day, 14-day, and 28-day horizons, each with a recent-path character readout. Based on ensemble models including SIGMACAST, Σ-Adaptive, and Σ-Trend with model-agreement confidence bands. Updated daily.
Containment = how often the band held (backtest) — magnitude only, not a directional record.
Forecasts generated by Sigmanomics engine. Not financial advice.
The AUD/NZD forex pair tracks the exchange rate between the Australian Dollar and the New Zealand Dollar. The AUD/NZD pair closed at 1.2022 on August 16, 2026, reflecting a decline of 0.01% from the previous close of 1.2022.
Over the past 30 days, the pair has experienced a modest uptrend with a rally of 0.60%, ranging between 1.1913 and 1.2123. The price currently trades above its 20-day moving average of 1.1997. The 14-day RSI stands at 50.5, in neutral territory, indicating balanced momentum. Among macroeconomic indicators in our coverage, Private Sector Credit YOY shows the strongest historical relationship with this instrument, negatively correlated (r = -0.71).
Over the same 30-day window, daily-return volatility was 0.26%, reflecting subdued price variability for this pair. Across the past 52 weeks, the pair has traded between 1.1407 and 1.2289, with the current price near the midrange of that range.
Daily-return volatility of 0.26% is subdued for this pair, leaving recent ranges compressed — watch for a decisive break of the band as the more telling development. AUD/NZD is currently trading 0.21% above its 20-day moving average and sitting in the middle of its 52-week range. Its 14-day RSI reads 50.5, currently in neutral territory. For cross-confirmation, the Private Sector Credit YOY indicator carries the strongest historical correlation with AUD/NZD (r = -0.71) and is worth watching for context.
Auto-generated from Sigmanomics market data. Last update Aug 2026.
Sigmacast forecasts span six horizons — 30-minute, 1-hour, 2-hour, 4-hour, 12-hour, and daily — refreshed continuously as new bars arrive.