USD/CAD: 20-day volatility 0.232% daily (4th pct)

On 2026-07-09, USD/CAD closed at 1.4167, down 0.26% on the day. It trades at 89.4% of its 52-week range. Its RSI(14) of 62.92 is in the 86th percentile of its history since 2003, and its 20-day return of +1.58% in the 79th percentile. Leveraged-money positioning is net -23.6% of open interest, in the 33rd percentile of its own two-year range.

=== USD/CAD  (pip 0.0001) ===
  >> close 1.41670  -0.257%   · 20d vol 0.232% daily (4th pct, since 2003 (5910 obs))
     cross-signal: flow signals split — 20d return up / daily % down
  price & change   (as of 2026-07-09, prior 2026-07-08)
    close       1.41670
    change      -0.00365  (-0.257%, -36.5 pips)
    gap         -0.00354  (-35.4 pips)  (cross-session move on continuous FX; not a feed gap)
  range            (as of 2026-07-09)
    range       0.00358  (35.8 pips)
    close pos   39.9% of range
  moving averages  (as of 2026-07-09)
     20d MA     1.41467   price above by +0.14%
     50d MA     1.39200   price above by +1.77%
    200d MA     1.38476   price above by +2.31%
    price > all MAs
    stack: 20d > 50d > 200d
  volatility       (as of 2026-07-09)
    20d stdev   0.232% daily ≈ 3.7% annualized (×√252)   (4th pct of own history, since 2003 (5910 obs))
    vs easing-2024 avg  0.71× (0.232% vs 0.329% era avg)
  ATR              (as of 2026-07-09)
    ATR(14)    0.00580  (58.0 pips)
    ATR%        0.41%   (2nd pct of own history, since 2003 (5916 obs))
    range/ATR   61.7%
  52-week range    (as of 2026-07-09)
    high        1.42478   (-0.57% from high)
    low         1.34840   (+5.07% from low)
  momentum         (as of 2026-07-09)
    RSI(14)     62.92   (86th pct of own history, since 2003 (5916 obs))
  returns          (as of 2026-07-09)
     5d return  -0.35%
    20d return  +1.58%
    60d return  +3.17%
  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      0.3285%
  positioning      (as of 2026-07-07)
    next COT     as of 2026-07-14 (released ~that Fri, later if a holiday intervenes)
    net         -85,957 contracts (net short CAD; = long USD in USD/CAD terms)
    net % OI    -23.6%
    net%OI range -31.9% … -6.8% (own 132w)
    w/w change  +2,144
  cross-asset corr (26w weekly returns; async daily closes cap the magnitude)  (as of 2026-07-09)
    vs DXY      +0.49
    vs S&P 500  -0.25
    vs DXY beta +0.44 (26w)