New Zealand Dollar / Canadian Dollar: a 4.6σ fall on 2 September 2026
Recorded 7 October 2026On 2 September 2026 New Zealand Dollar / Canadian Dollar fell 1.12% close to close, 4.6 times its typical daily move of 0.24% over the 20 sessions before it: larger than every one of the 44 sessions on record before it. 17 other instruments of the 199 measured that day moved 2σ or more.
The day
Daily closes, as recorded the night after
- Move
- −1.12%
- Size
- −4.6σ
- Typical day before it
- 0.24%
- Close
- 0.80976
- Previous close, 1 September 2026
- 0.81894
- Since, to 23 October 2026
- −1.77%
New Zealand Dollar / Canadian Dollar, the 30 sessions to 2 September 2026
Daily closes; the last point is the quake
Show values
| Point | NZD/CAD |
|---|---|
| 22 Jul 2026 | 0.8187 |
| 23 Jul 2026 | 0.8131 |
| 26 Jul 2026 | 0.8165 |
| 27 Jul 2026 | 0.8147 |
| 28 Jul 2026 | 0.8154 |
| 29 Jul 2026 | 0.8141 |
| 30 Jul 2026 | 0.8228 |
| 2 Aug 2026 | 0.8263 |
| 3 Aug 2026 | 0.8239 |
| 4 Aug 2026 | 0.8263 |
| 5 Aug 2026 | 0.8246 |
| 6 Aug 2026 | 0.8222 |
| 9 Aug 2026 | 0.8212 |
| 10 Aug 2026 | 0.8202 |
| 11 Aug 2026 | 0.8183 |
| 12 Aug 2026 | 0.8168 |
| 13 Aug 2026 | 0.8152 |
| 16 Aug 2026 | 0.8169 |
| 17 Aug 2026 | 0.8189 |
| 18 Aug 2026 | 0.8162 |
| 19 Aug 2026 | 0.8192 |
| 20 Aug 2026 | 0.8203 |
| 23 Aug 2026 | 0.8243 |
| 24 Aug 2026 | 0.8255 |
| 25 Aug 2026 | 0.8266 |
| 26 Aug 2026 | 0.8251 |
| 27 Aug 2026 | 0.8246 |
| 30 Aug 2026 | 0.8226 |
| 31 Aug 2026 | 0.8202 |
| 1 Sep 2026 | 0.8189 |
| 2 Sep 2026 | 0.8098 |
The same day
Other quakes on 2 September 2026
| Instrument | Move | Size |
|---|---|---|
| New Zealand Dollar / Japanese Yen NZD/JPY | −1.53% | −4.5σ |
| Euro / Japanese Yen EUR/JPY | −0.85% | −4.2σ |
| British Pound / Canadian Dollar GBP/CAD | −0.60% | −4.2σ |
| Australian Dollar / New Zealand Dollar AUD/NZD | +1.00% | +3.8σ |
| British Pound / Japanese Yen GBP/JPY | −1.00% | −3.3σ |
| Euro / New Zealand Dollar EUR/NZD | +0.69% | +3.1σ |
| Swiss Franc / Japanese Yen CHF/JPY | −0.95% | −3.0σ |
How it is measured
The move is the close-to-close return; its size is that return divided by the standard deviation of New Zealand Dollar / Canadian Dollar's previous 20 daily returns. A quake is 3σ or more. This record was made the night after the day finished trading and has not been changed since. The live chart is on New Zealand Dollar / Canadian Dollar's page; the last few months of every market's daily moves are on the volatility terrain, and every quake on record is in the quake archive.