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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: 9/15/26
NZD/JPY's calibrated band puts the expected move at ±1.8% over 7 days, widening to ±3.5% over 28. Each horizon's 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: Building Permits (r=+0.81), Visitor Arrivals YoY (r=+0.69), ANZ Business Confidence (r=+0.55)
Inversely correlated: Electronic Retail Card Spending YoY (r=-0.75), Imports (r=-0.72), Retail Sales MoM (r=-0.71), Electronic Retail Card Spending MoM (r=-0.70), Milk Auctions (r=-0.52)
As of September 15, 2026, NZD/JPY is trading at 89.2455. 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 NZD/JPY forex pair tracks the exchange rate between the New Zealand Dollar and the Japanese Yen. The NZD/JPY pair closed at 89.2455 on September 15, 2026, reflecting a decline of 0.01% from the previous close of 89.2545.
Over the past 30 days, the pair has experienced a strong downtrend with a decline of 5.31%, ranging between 88.7376 and 95.2137. The price currently trades below its 20-day moving average of 91.7033. The 14-day RSI stands at 23.6, in oversold territory. Among macroeconomic indicators in our coverage, Building Permits shows the strongest historical relationship with this instrument, positively correlated (r = +0.81).
Over the same 30-day window, daily-return volatility was 0.55%, reflecting subdued price variability for this pair. Across the past 52 weeks, the pair has traded between 88.7376 and 95.4858, with the current price near the low end of that range.
Daily-return volatility of 0.55% runs elevated for this pair, so price ranges are likely to stay wide — watch how price behaves around its recent range rather than treating any single level as fixed. NZD/JPY is currently trading 2.68% below its 20-day moving average and sitting in the lower portion of its 52-week range. Its 14-day RSI reads 23.6, currently in oversold territory. For cross-confirmation, the Building Permits indicator carries the strongest historical correlation with NZD/JPY (r = +0.81) and is worth watching for context.
Auto-generated from Sigmanomics market data. Last update Sep 2026.
Sigmacast forecasts span six horizons — 30-minute, 1-hour, 2-hour, 4-hour, 12-hour, and daily — refreshed continuously as new bars arrive.