On 2026-07-15, USD/CAD closed at 1.40515, down 0.69% on the day. It trades at 74.3% of its 52-week range. Its RSI(14) of 42.29 is in the 26th percentile of its history since 2003, and its 20-day return of +0.40% in the 58th percentile. Leveraged-money positioning is net -23.6% of open interest, in the 33rd percentile of its own two-year range. Its 20/50/200-day moving averages are 1.4177 / 1.39627 / 1.38513, with price -0.88% / +0.64% / +1.45% against them. Its 52-week range is 1.3484–1.42478; it closed 1.38% below the high and 4.21% above the low. Its 20-day volatility is 0.286% daily, in the 11th percentile of its history since 2003. Its 14-day average true range (ATR) is 0.00639 (63.9 pips), 0.45% of price. It has returned -1.07% over 5 days and +2.88% over 60 days.
=== USD/CAD (pip 0.0001) ===
>> close 1.40515 -0.692%
price & change (as of 2026-07-15, prior 2026-07-14)
close 1.40515
change -0.00979 (-0.692%, -97.9 pips)
gap -0.00964 (-96.4 pips) (cross-session move on continuous FX; not a feed gap)
range (as of 2026-07-15)
range 0.00380 (38.0 pips)
close pos 36.1% of range
moving averages (as of 2026-07-15)
20d MA 1.41770 price below by -0.88%
50d MA 1.39627 price above by +0.64%
200d MA 1.38513 price above by +1.45%
price mixed vs MAs
stack: 20d > 50d > 200d
volatility (as of 2026-07-15)
20d stdev 0.286% daily ≈ 4.5% annualized (×√252) (11th pct of own history, since 2003 (5914 obs))
vs easing-2024 avg 0.87× (0.286% vs 0.329% era avg)
ATR (as of 2026-07-15)
ATR(14) 0.00639 (63.9 pips)
ATR% 0.45% (5th pct of own history, since 2003 (5920 obs))
range/ATR 59.4%
52-week range (as of 2026-07-15)
high 1.42478 (-1.38% from high)
low 1.34840 (+4.21% from low)
momentum (as of 2026-07-15)
RSI(14) 42.29 (26th pct of own history, since 2003 (5920 obs))
returns (as of 2026-07-15)
5d return -1.07%
20d return +0.40%
60d return +2.88%
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 0.3287%
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
rate differential (USD–CAD policy)
USD (EFFR) 3.63% (as of 2026-07-15, daily effective)
next Fed 2026-07-29 (14 days)
CAD (BOC_TARGET) 2.25% (as of 2026-07-15, announced target)
next BoC 2026-09-02 (49 days)
differential +1.38% (base−quote)
cross-asset corr (26w weekly returns; async daily closes cap the magnitude) (as of 2026-07-15)
vs DXY +0.50
vs S&P 500 -0.24
vs DXY beta +0.46 (26w)