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

On 2026-07-01, USD/CAD closed at 1.4205, down 0.03% on the day. It trades at 94.4% of its 52-week range. Its RSI(14) of 75.87 is in the 99th percentile of its history since 2003, and its 20-day return of +2.60% in the 90th 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 1.42050  -0.028%   · RSI(14) 75.87 (99th pct, since 2003) while price > all MAs
     cross-signal: signals align USD/CAD up: RSI(14), 52wk position, 20d return, positioning net%OI
  price & change   (as of 2026-07-01, prior 2026-06-30)
    close       1.42050
    change      -0.00040  (-0.028%, -4.0 pips)
    gap         -0.00024  (-2.4 pips)  (cross-session move on continuous FX; not a feed gap)
  range            (as of 2026-07-01)
    range       0.00435  (43.5 pips)
    close pos   31.5% of range
  moving averages  (as of 2026-07-01)
     20d MA     1.40672   price above by +0.98%
     50d MA     1.38566   price above by +2.51%
    200d MA     1.38384   price above by +2.65%
    price > all MAs
    stack: 20d > 50d > 200d
  volatility       (as of 2026-07-01)
    20d stdev   0.219% daily
  ATR              (as of 2026-07-01)
    ATR(14)    0.00611  (61.1 pips)
    ATR%        0.43%
    range/ATR   71.2%
  52-week range    (as of 2026-07-01)
    high        1.42478   (-0.30% from high)
    low         1.34840   (+5.35% from low)
  momentum         (as of 2026-07-01)
    RSI(14)     75.87
  returns          (as of 2026-07-01)
     5d return  -0.03%
    20d return  +2.60%
    60d return  +2.62%
  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      0.3297%
  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 2026-07-01)
    vs DXY      +0.53
    vs S&P 500  -0.21
    vs DXY beta +0.48 (26w)