USD/CAD: RSI 70.76 (96th pct)

On 2026-07-03, USD/CAD closed at 1.41903, down 0.19% on the day. It trades at 92.5% of its 52-week range. Its RSI(14) of 70.76 is in the 96th percentile of its history since 2003, and its 20-day return of +2.04% in the 85th 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 1.41903  -0.190%   · RSI(14) 70.76 (96th pct, since 2003) while price > all MAs
     cross-signal: signals split — 20d return up · positioning net%OI up / daily % down
  price & change   (as of 2026-07-03, prior 2026-07-02)
    close       1.41903
    change      -0.00270  (-0.190%, -27.0 pips)
    gap         -0.00305  (-30.5 pips)  (cross-session move on continuous FX; not a feed gap)
  range            (as of 2026-07-03)
    range       0.00468  (46.8 pips)
    close pos   68.2% of range
  moving averages  (as of 2026-07-03)
     20d MA     1.40976   price above by +0.66%
     50d MA     1.38774   price above by +2.26%
    200d MA     1.38422   price above by +2.52%
    price > all MAs
    stack: 20d > 50d > 200d
  volatility       (as of 2026-07-03)
    20d stdev   0.224% daily   (3rd pct of own history)
    vs easing-2024 avg  0.68× (0.224% vs 0.329% era avg)
  ATR              (as of 2026-07-03)
    ATR(14)    0.00617  (61.7 pips)
    ATR%        0.43%   (3rd pct of own history)
    range/ATR   75.9%
  52-week range    (as of 2026-07-03)
    high        1.42478   (-0.40% from high)
    low         1.34840   (+5.24% from low)
  momentum         (as of 2026-07-03)
    RSI(14)     70.76   (96th pct of own history)
  returns          (as of 2026-07-03)
     5d return  -0.07%
    20d return  +2.04%
    60d return  +2.66%
  volatility by rate-era
    pre-crisis       0.6422%   (from 2003-09-17)
    ZIRP-2009        0.5827%
    tightening-2015  0.4850%
    ZIRP-2019        0.4557%
    tightening-2022  0.4399%
    easing-2024      0.3293%
  positioning      (as of 2026-06-23)
    next COT     as of 2026-06-30 (released ~that Fri, later if a holiday intervenes) — newer data due
    net         -83,377 contracts (net short CAD; = long USD in USD/CAD terms)
    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 2026-07-02)
    vs DXY      +0.53
    vs S&P 500  -0.20
    vs DXY beta +0.48 (26w)