USD/CAD: RSI, volatility, 52-week range · daily

On 2026-06-26, USD/CAD closed at 1.42006, down 0.24% on the day. It trades at 93.8% of its 52-week range. Its RSI(14) of 77.64 is in the 99th percentile of its history since 2003, and its 20-day return of +3.03% in the 93rd percentile. Leveraged-money positioning is net -24.3% of open interest, in the 30th percentile of its own two-year range.

=== USD/CAD  (pip 0.0001) ===
  >> close 1.42006  -0.243%   · RSI(14) 77.64 (99th pct, since 2003) while price > all MAs
     cross-signal: signals split — RSI(14) up · 52wk position up · 20d return up · positioning net%OI up / daily % down
  price & change   (as of 2026-06-26, prior 2026-06-25)
    close       1.42006
    change      -0.00346  (-0.243%, -34.6 pips)
    gap         -0.00362  (-36.2 pips)  (cross-session move on continuous FX; not a feed gap)
  range            (as of 2026-06-26)
    range       0.00399  (39.9 pips)
    close pos   79.9% of range
  moving averages  (as of 2026-06-26)
     20d MA     1.40110   price above by +1.35%
     50d MA     1.38246   price above by +2.72%
    200d MA     1.38321   price above by +2.66%
    price > all MAs
    stack: 20d > 200d > 50d
  volatility       (as of 2026-06-26)
    20d stdev   0.215% daily
  ATR              (as of 2026-06-26)
    ATR(14)    0.00641  (64.1 pips)
    ATR%        0.45%
    range/ATR   62.3%
  52-week range    (as of 2026-06-26)
    high        1.42478   (-0.33% from high)
    low         1.34840   (+5.31% from low)
  momentum         (as of 2026-06-26)
    RSI(14)     77.64
  returns          (as of 2026-06-26)
     5d return  +0.42%
    20d return  +3.03%
    60d return  +2.04%
  volatility by rate-era
    pre-crisis       0.6422%
    ZIRP-2009        0.5827%
    tightening-2015  0.4850%
    ZIRP-2019        0.4557%
    tightening-2022  0.4399%
    easing-2024      0.3305%
  positioning      (as of 2026-06-23)
    net         -83,377 contracts (net short CAD)
    net % OI    -24.3%
    net%OI range -31.9% … -6.8% (own 130w)
    w/w change  -18,324
  cross-asset corr (26w weekly returns; async daily closes cap the magnitude)  (as of 2026-06-26)
    vs DXY      +0.53
    vs S&P 500  -0.21
    vs DXY beta +0.48 (26w)