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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: 10/16/26
NZD/JPY's calibrated band puts the expected move at ±1.0% over 7 days, widening to ±1.9% 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), Composite NZ PCI (r=+0.71), Services NZ PSI (r=+0.66), Visitor Arrivals YoY (r=+0.63), ANZ Business Confidence (r=+0.55)
Inversely correlated: Imports (r=-0.74), Retail Sales MoM (r=-0.53), Electronic Retail Card Spending MoM (r=-0.52)
As of October 17, 2026, NZD/JPY is trading at 89.3148. 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 89.3148 on October 17, 2026, reflecting a decline of 0.07% from the previous close of 89.3764.
Over the past 30 days, the pair has experienced a modest downtrend with a decline of 0.89%, ranging between 88.1378 and 90.5549. The price currently trades above its 20-day moving average of 88.7644. The 14-day RSI stands at 52.2, in neutral territory, indicating balanced momentum. 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 0.37%, reflecting subdued price variability for this pair. Across the past 52 weeks, the pair has traded between 88.1378 and 95.4858, with the current price near the low end of that range.
Daily-return volatility of 0.37% is subdued for this pair, leaving recent ranges compressed — watch for a decisive break of the band as the more telling development. NZD/JPY is currently trading 0.62% above its 20-day moving average and sitting in the lower portion of its 52-week range. Its 14-day RSI reads 52.2, currently in neutral 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 Oct 2026.
Sigmacast forecasts span six horizons — 30-minute, 1-hour, 2-hour, 4-hour, 12-hour, and daily — refreshed continuously as new bars arrive.