On 2026-07-16, USD/CAD closed at 1.40371, down 0.10% on the day. It trades at 72.4% of its 52-week range. Its RSI(14) of 40.48 is in the 22nd percentile of its history since 2003, and its 20-day return of -0.44% in the 40th 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 1.41738 / 1.39707 / 1.38518, with price -0.96% / +0.47% / +1.34% against them. Its 52-week range is 1.3484–1.42478; it closed 1.48% below the high and 4.10% above the low. Its 20-day volatility is 0.231% daily, in the 4th percentile of its history since 2003. Its 14-day average true range (ATR) is 0.00624 (62.4 pips), 0.44% of price. It has returned -0.92% over 5 days and +2.69% over 60 days.
=== USD/CAD (pip 0.0001) ===
>> close 1.40371 -0.102% · 20d vol 0.231% daily (4th pct, since 2003 (5915 obs))
price & change (as of 2026-07-16, prior 2026-07-15)
close 1.40371
change -0.00144 (-0.102%, -14.4 pips)
gap -0.00166 (-16.6 pips) (cross-session move on continuous FX; not a feed gap)
range (as of 2026-07-16)
range 0.00429 (42.9 pips)
close pos 63.2% of range
moving averages (as of 2026-07-16)
20d MA 1.41738 price below by -0.96%
50d MA 1.39707 price above by +0.47%
200d MA 1.38518 price above by +1.34%
price mixed vs MAs
stack: 20d > 50d > 200d
volatility (as of 2026-07-16)
20d stdev 0.231% daily ≈ 3.7% annualized (×√252) (4th pct of own history, since 2003 (5915 obs))
vs easing-2024 avg 0.70× (0.231% vs 0.328% era avg)
ATR (as of 2026-07-16)
ATR(14) 0.00624 (62.4 pips)
ATR% 0.44% (4th pct of own history, since 2003 (5921 obs))
range/ATR 68.7%
52-week range (as of 2026-07-16)
high 1.42478 (-1.48% from high)
low 1.34840 (+4.10% from low)
momentum (as of 2026-07-16)
RSI(14) 40.48 (22nd pct of own history, since 2003 (5921 obs))
returns (as of 2026-07-16)
5d return -0.92%
20d return -0.44%
60d return +2.69%
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
rate differential (USD–CAD policy)
USD (EFFR) 3.63% (as of 2026-07-15, daily effective)
next Fed 2026-07-29 (13 days)
CAD (BOC_TARGET) 2.25% (as of 2026-07-15, announced target)
next BoC 2026-09-02 (48 days)
differential +1.38% (base−quote)
cross-asset corr (26w weekly returns; async daily closes cap the magnitude) (as of 2026-07-16)
vs DXY +0.49
vs S&P 500 -0.22
vs DXY beta +0.45 (26w)