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There are no facts, only interpretations."

Nietzsche was/is wrong.

He's a lot more right than you think. You can posit that a certain relationship or characteristic exists on its own apart from anyone's perception and call it a "fact." You can further posit that if it is perceived by different people with similar abilities under similar circumstances they'll all come up with a similar description and call that similar description a "fact." However, as soon as someone has taken his percept and compared and contrasted it with his previous experiences in the context of his intellectual abilities and formulated a description of what he experienced, he has produced an interpretation of his percept. If there are enough similar descriptions under similar circumstances, people say that a "fact" has been established. This, of course, may or may not be true, but whatever the case, the consistency lies in their interpretation of what they believe they experienced.